arXiv subjects

Alessandro Alla

Publications and source records attributed to Alessandro Alla.

At least 37 records · Page 2Linked to original sources

arXiv2021

Time adaptivity in model predictive control

The core of the Model Predictive Control (MPC) method in every step of the algorithm consists in solving a time-dependent optimization problem on the prediction horizon of the MPC algorithm, and then to apply a portion of the optimal control over the application horizon to obtain the new state. To solve this problem efficiently, we propose a time-adaptive residual a-posteriori error control concept based on the optimality system of this optimal control problem. This approach not only delivers a tailored time discretization of the the prediction horizon, but also suggests a tailored length of the application horizon for the current MPC step. We apply this concept for systems governed by linear parabolic PDEs and present several numerical examples which demonstrate the performance and the robustness of our adaptive MPC control concept.

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arXiv2020

A tree structure algorithm for optimal control problems with state constraints

We present a tree structure algorithm for optimal control problems with state constraints. We prove a convergence result for a discrete time approximation of the value function based on a novel formulation of the constrained problem. Then the Dynamic Programming approach is developed by a discretization in time leading to a tree structure in space derived by the controlled dynamics, in this construction the state constraints are taken into account to cut several branches of the tree. Moreover, an additional pruning allows for the reduction of the tree complexity as for the case without state constraints. Since the method does not use an a priori space grid, no interpolation is needed for the reconstruction of the value function and the accuracy essentially relies on the time step $h$. These features permit a reduction in CPU time and in memory allocations. The synthesis of optimal feedback controls is based on the values on the tree and an interpolation on the values obtained on the tree will be necessary if a different discretization in the control space is adopted, e.g. to improve the accuracy of the method in the reconstruction of the optimal trajectories. Several examples show how this algorithm can be applied to problems in low dimension and compare it to a classical DP method on a grid.

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arXiv2019

Understanding Mass Transfer Directions via Data-Driven Models with Application to Mobile Phone Data

The aim of this paper is to solve an inverse problem which regards a mass moving in a bounded domain. We assume that the mass moves following an unknown velocity field and that the evolution of the mass density can be described by partial differential equations (PDEs), which is also unknown. The input data of the problems are given by some snapshots of the mass distribution at certain times, while the sought output is the velocity field that drives the mass along its displacement. To this aim, we put in place an algorithm based on the combination of two methods: first, we use the Dynamic Mode Decomposition to create a mathematical model describing the mass transfer; second, we use the notion of Wasserstein distance (also known as earth mover's distance) to reconstruct the underlying velocity field that is responsible for the displacement. Finally, we consider a real-life application: the algorithm is employed to study the travel flows of people in large populated areas using, as input data, density profiles (i.e. the spatial distribution) of people in given areas at different time instances. This kind of data are provided by the Italian telecommunication company TIM and are derived by mobile phone usage.

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arXiv2019

A HJB-POD approach for the control of nonlinear PDEs on a tree structure

The Dynamic Programming approach allows to compute a feedback control for nonlinear problems, but suffers from the curse of dimensionality. The computation of the control relies on the resolution of a nonlinear PDE, the Hamilton-Jacobi-Bellman equation, with the same dimension of the original problem. Recently, a new numerical method to compute the value function on a tree structure has been introduced. The method allows to work without a structured grid and avoids any interpolation. Here, we aim to test the algorithm for nonlinear two dimensional PDEs. We apply model order reduction to decrease the computational complexity since the tree structure algorithm requires to solve many PDEs. Furthermore, we prove an error estimate which guarantees the convergence of the proposed method. Finally, we show efficiency of the method through numerical tests.

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arXiv2019

A Certified Model Reduction Approach for Robust Parameter Optimization with PDE Constraints

We investigate an optimization problem governed by an elliptic partial differential equation with uncertain parameters. We introduce a robust optimization framework that accounts for uncertain model parameters. The resulting non-linear optimization problem has a bi-level structure due to the min-max formulation. To approximate the worst-case in the optimization problem we propose linear and quadratic approximations. However, this approach still turns out to be very expensive, therefore we propose an adaptive model order reduction technique which avoids long offline stages and provides a certified reduced order surrogate model for the parametrized PDE which is then utilized in the numerical optimization. Numerical results are presented to validate the presented approach.

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arXiv2019

An efficient DP algorithm on a tree-structure for finite horizon optimal control problems

The classical Dynamic Programming (DP) approach to optimal control problems is based on the characterization of the value function as the unique viscosity solution of a Hamilton-Jacobi-Bellman (HJB) equation. The DP scheme for the numerical approximation of viscosity solutions of Bellman equations is typically based on a time discretization which is projected on a fixed state-space grid. The time discretization can be done by a one-step scheme for the dynamics and the projection on the grid typically uses a local interpolation. Clearly the use of a grid is a limitation with respect to possible applications in high-dimensional problems due to the curse of dimensionality. Here, we present a new approach for finite horizon optimal control problems where the value function is computed using a DP algorithm on a tree structure algorithm (TSA) constructed by the time discrete dynamics. In this way there is no need to build a fixed space triangulation and to project on it. The tree will guarantee a perfect matching with the discrete dynamics and drop off the cost of the space interpolation allowing for the solution of very high-dimensional problems. Numerical tests will show the effectiveness of the proposed method.

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arXiv2018

Feedback control of parametrized PDEs via model order reduction and dynamic programming principle

In this paper we investigate infinite horizon optimal control problems for parametrized partial differential equations. We are interested in feedback control via dynamic programming equations which is well-known to suffer from the curse of dimensionality. Thus, we apply parametric model order reduction techniques to construct low-dimensional subspaces with suitable information on the control problem, where the dynamic programming equations can be approximated. To guarantee a low number of basis functions, we combine recent basis generation methods and parameter partitioning techniques. Furthermore, we present a novel technique to construct nonuniform grids in the reduced domain, which is based on statistical information. Finally, we discuss numerical examples to illustrate the effectiveness of the proposed methods for PDEs in two space dimensions.

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arXiv2018

A Localized Reduced-Order Modeling Approach for PDEs with Bifurcating Solutions

Reduced-order modeling (ROM) commonly refers to the construction, based on a few solutions (referred to as snapshots) of an expensive discretized partial differential equation (PDE), and the subsequent application of low-dimensional discretizations of partial differential equations (PDEs) that can be used to more efficiently treat problems in control and optimization, uncertainty quantification, and other settings that require multiple approximate PDE solutions. In this work, a ROM is developed and tested for the treatment of nonlinear PDEs whose solutions bifurcate as input parameter values change. In such cases, the parameter domain can be subdivided into subregions, each of which corresponds to a different branch of solutions. Popular ROM approaches such as proper orthogonal decomposition (POD), results in a global low-dimensional basis that does no respect not take advantage of the often large differences in the PDE solutions corresponding to different subregions. Instead, in the new method, the k-means algorithm is used to cluster snapshots so that within cluster snapshots are similar to each other and are dissimilar to those in other clusters. This is followed by the construction of local POD bases, one for each cluster. The method also can detect which cluster a new parameter point belongs to, after which the local basis corresponding to that cluster is used to determine a ROM approximation. Numerical experiments show the effectiveness of the method both for problems for which bifurcation cause continuous and discontinuous changes in the solution of the PDE.

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arXiv2018

Data-driven identification of parametric partial differential equations

In this work we present a data-driven method for the discovery of parametric partial differential equations (PDEs), thus allowing one to disambiguate between the underlying evolution equations and their parametric dependencies. Group sparsity is used to ensure parsimonious representations of observed dynamics in the form of a parametric PDE, while also allowing the coefficients to have arbitrary time series, or spatial dependence. This work builds on previous methods for the identification of constant coefficient PDEs, expanding the field to include a new class of equations which until now have eluded machine learning based identification methods. We show that group sequentially thresholded ridge regression outperforms group LASSO in identifying the fewest terms in the PDE along with their parametric dependency. The method is demonstrated on four canonical models with and without the introduction of noise.

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arXiv2017

Order reduction approaches for the algebraic Riccati equation and the LQR problem

We explore order reduction techniques for solving the algebraic Riccati equation (ARE), and investigating the numerical solution of the linear-quadratic regulator problem (LQR). A classical approach is to build a surrogate low dimensional model of the dynamical system, for instance by means of balanced truncation, and then solve the corresponding ARE. Alternatively, iterative methods can be used to directly solve the ARE and use its approximate solution to estimate quantities associated with the LQR. We propose a class of Petrov-Galerkin strategies that simultaneously reduce the dynamical system while approximately solving the ARE by projection. This methodology significantly generalizes a recently developed Galerkin method by using a pair of projection spaces, as it is often done in model order reduction of dynamical systems. Numerical experiments illustrate the advantages of the new class of methods over classical approaches when dealing with large matrices.

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arXiv2016

Randomized Model Order Reduction

Singular value decomposition (SVD) has a crucial role in model order reduction. It is often utilized in the offline stage to compute basis functions that project the high-dimensional nonlinear problem into a low-dimensionsl model which is, then, evaluated cheaply. It constitutes a building block for many techniques such as e.g. Proper Orthogonal Decomposition and Dynamic Mode Decomposition. The aim of this work is to provide efficient computation of the basis functions via randomized matrix decompositions. This is possible due to the randomized Singular Value Decomposition (rSVD) which is a fast and accurate alternative of the SVD. Although this is considered as offline stage, this computation may be extremely expensive and therefore the use of compressed techniques drastically reduce its cost. Numerical examples show the effectiveness of the method for both Proper Orthogonal Decomposition (POD) and Dynamic Mode Decomposition (DMD).

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arXiv2016

A-posteriori snapshot location for POD in optimal control of linear parabolic equations

In this paper we study the approximation of an optimal control problem for linear para\-bolic PDEs with model order reduction based on Proper Orthogonal Decomposition (POD-MOR). POD-MOR is a Galerkin approach where the basis functions are obtained upon information contained in time snapshots of the parabolic PDE related to given input data. In the present work we show that for POD-MOR in optimal control of parabolic equations it is important to have knowledge about the controlled system at the right time instances. We propose to determine the time instances (snapshot locations) by an a-posteriori error control concept. This method is based on a reformulation of the optimality system of the underlying optimal control problem as a second order in time and fourth order in space elliptic system which is approximated by a space-time finite element method. Finally, we present numerical tests to illustrate our approach and to show the effectiveness of the method in comparison to existing approaches.

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arXiv2016

Model order reduction approaches for infinite horizon optimal control problems via the HJB equation

We investigate feedback control for infinite horizon optimal control problems for partial differential equations. The method is based on the coupling between Hamilton-Jacobi-Bellman (HJB) equations and model reduction techniques. It is well-known that HJB equations suffer the so called curse of dimensionality and, therefore, a reduction of the dimension of the system is mandatory. In this report we focus on the infinite horizon optimal control problem with quadratic cost functionals. We compare several model reduction methods such as Proper Orthogonal Decomposition, Balanced Truncation and a new algebraic Riccati equation based approach. Finally, we present numerical examples and discuss several features of the different methods analyzing advantages and disadvantages of the reduction methods.

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arXiv2016

Nonlinear model order reduction via Dynamic Mode Decomposition

We propose a new technique for obtaining reduced order models for nonlinear dynamical systems. Specifically, we advocate the use of the recently developed Dynamic Mode Decomposition (DMD), an equation-free method, to approximate the nonlinear term. DMD is a spatio-temporal matrix decomposition of a data matrix that correlates spatial features while simultaneously associating the activity with periodic temporal behavior. With this decomposition, one can obtain a fully reduced dimensional surrogate model and avoid the evaluation of the nonlinear term in the online stage. This allows for an impressive speed up of the computational cost, and, at the same time, accurate approximations of the problem. We present a suite of numerical tests to illustrate our approach and to show the effectiveness of the method in comparison to existing approaches.

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arXiv2015

A residual based snapshot location strategy for POD in distributed optimal control of linear parabolic equations

In this paper we study the approximation of a distributed optimal control problem for linear para\-bolic PDEs with model order reduction based on Proper Orthogonal Decomposition (POD-MOR). POD-MOR is a Galerkin approach where the basis functions are obtained upon information contained in time snapshots of the parabolic PDE related to given input data. In the present work we show that for POD-MOR in optimal control of parabolic equations it is important to have knowledge about the controlled system at the right time instances. For the determination of the time instances (snapshot locations) we propose an a-posteriori error control concept which is based on a reformulation of the optimality system of the underlying optimal control problem as a second order in time and fourth order in space elliptic system which is approximated by a space-time finite element method. Finally, we present numerical tests to illustrate our approach and to show the effectiveness of the method in comparison to existing approaches.

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arXiv2015

Error analysis for POD Approximations of infinite horizon problems via the Dynamic Programming approach

In this paper infinite horizon optimal control problems for nonlinear high-dimensional dynamical systems are studied. Nonlinear feedback laws can be computed via the value function characterized as the unique viscosity solution to the corresponding Hamilton-Jacobi-Bellman (HJB) equation which stems from the dynamic programming approach. However, the bottleneck is mainly due to the curse of dimensionality and HJB equations are only solvable in a relatively small dimension. Therefore, a reduced-order model is derived for the dynamical system and for this purpose the method of proper orthogonal decomposition (POD) is used. The resulting errors in the HJB equations are estimated by an a-priori error analysis, which suggests a new sampling strategy for the POD method. Numerical experiments illustrates the theoretical findings.

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arXiv2014

Asymptotic Stability of POD based Model Predictive Control for a semilinear parabolic PDE

In this article a stabilizing feedback control is computed for a semilinear parabolic partial differential equation utilizing a nonlinear model predictive (NMPC) method. In each level of the NMPC algorithm the finite time horizon open loop problem is solved by a reduced-order strategy based on proper orthogonal decomposition (POD). A stability analysis is derived for the combined POD-NMPC algorithm so that the lengths of the finite time horizons are chosen in order to ensure the asymptotic stability of the computed feedback controls. The proposed method is successfully tested by numerical examples.

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arXiv2014

An Efficient Policy Iteration Algorithm for Dynamic Programming Equations

We present an accelerated algorithm for the solution of static Hamilton-Jacobi-Bellman equations related to optimal control problems. Our scheme is based on a classic policy iteration procedure, which is known to have superlinear convergence in many relevant cases provided the initial guess is sufficiently close to the solution. In many cases, this limitation degenerates into a behavior similar to a value iteration method, with an increased computation time. The new scheme circumvents this problem by combining the advantages of both algorithms with an efficient coupling. The method starts with a value iteration phase and then switches to a policy iteration procedure when a certain error threshold is reached. A delicate point is to determine this threshold in order to avoid cumbersome computation with the value iteration and, at the same time, to be reasonably sure that the policy iteration method will finally converge to the optimal solution. We analyze the methods and efficient coupling in a number of examples in dimension two, three and four illustrating its properties.

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