arXiv subjects

Johannes Jäschke

Publications and source records attributed to Johannes Jäschke.

5 recordsLinked to original sources

arXiv2025

Bounding-Focused Discretization Methods for the Global Optimization of Nonconvex Semi-Infinite Programs

We use sensitivity analysis to design bounding-focused discretization (cutting-surface) methods for the global optimization of nonconvex semi-infinite programs (SIPs). We begin by formulating the optimal bounding-focused discretization of SIPs as a max-min problem and propose variants that are more computationally tractable. We then use parametric sensitivity theory to design an effective heuristic approach for solving these max-min problems. We also show how our new iterative discretization methods may be modified to ensure that the solutions of their discretizations converge to an optimal solution of the SIP. We then formulate optimal bounding-focused generalized discretization of SIPs as max-min problems and design heuristic algorithms for their solution. Numerical experiments on standard nonconvex SIP test instances from the literature demonstrate that our new bounding-focused discretization methods can significantly reduce the number of iterations for convergence relative to a state-of-the-art feasibility-focused discretization method.

math.OC↗

arXiv2025

State estimation for gas purity monitoring and control in water electrolysis systems

Green hydrogen, produced via water electrolysis using renewable energy, is seen as a cornerstone of the energy transition. Coupling of renewable power supplies to water electrolysis processes is, however, challenging, as explosive gas mixtures (hydrogen in oxygen) might form at low loads. This has prompted research into gas purity control of such systems. While these attempts have shown to be successful in theoretical and practical studies, they are currently limited in that they only consider the gas purity at locations where composition measurements are available. As these locations are generally positioned downstream of the disturbance origin, this incurs considerable delays and can lead to undetected critical conditions. In this work, we propose the use of an Extended Kalman Filter (EKF) in combination with a simple process model to estimate and control the gas composition at locations where measurements are not available. The model uses noise-driven states for the gas impurity and is hence agnostic towards any mechanistic disturbance model. We show in simulations that this simple approach performs well under various disturbance types and can reduce the time spent in potentially hazardous conditions by up to one order of magnitude.

eess.SY↗

arXiv2023

Stability Properties of the Adaptive Horizon Multi-Stage MPC

This paper presents an adaptive horizon multi-stage model-predictive control (MPC) algorithm. It establishes appropriate criteria for recursive feasibility and robust stability using the theory of input-to-state practical stability (ISpS). The proposed algorithm employs parametric nonlinear programming (NLP) sensitivity and terminal ingredients to determine the minimum stabilizing prediction horizon for all the scenarios considered in the subsequent iterations of the multi-stage MPC. This technique notably decreases the computational cost in nonlinear model-predictive control systems with uncertainty, as they involve solving large and complex optimization problems. The efficacy of the controller is illustrated using three numerical examples that illustrate a reduction in computational delay in multi-stage MPC.

math.OC↗

arXiv2022

Hybrid Machine Learning Modeling of Engineering Systems -- A Probabilistic Perspective Tested on a Multiphase Flow Modeling Case Study

To operate process engineering systems in a safe and reliable manner, predictive models are often used in decision making. In many cases, these are mechanistic first principles models which aim to accurately describe the process. In practice, the parameters of these models need to be tuned to the process conditions at hand. If the conditions change, which is common in practice, the model becomes inaccurate and needs to be re-tuned. In this paper, we propose a hybrid modeling machine learning framework that allows tuning first principles models to process conditions using two different types of Bayesian Neural Networks. Our approach not only estimates the expected values of the first principles model parameters but also quantifies the uncertainty of these estimates. Such an approach of hybrid machine learning modeling is not yet well described in the literature, so we believe this paper will provide an additional angle at which hybrid machine learning modeling of physical systems can be considered. As an example, we choose a multiphase pipe flow process for which we constructed a three-phase steady state model based on the drift-flux approach which can be used for modeling of pipe and well flow behavior in oil and gas production systems with or without the neural network tuning. In the simulation results, we show how uncertainty estimates of the resulting hybrid models can be used to make better operation decisions.

cs.LG↗

arXiv2021

Multiple shooting for training neural differential equations on time series

Neural differential equations have recently emerged as a flexible data-driven/hybrid approach to model time-series data. This work experimentally demonstrates that if the data contains oscillations, then standard fitting of a neural differential equation may result in a flattened out trajectory that fails to describe the data. We then introduce the multiple shooting method and present successful demonstrations of this method for the fitting of a neural differential equation to two datasets (synthetic and experimental) that the standard approach fails to fit. Constraints introduced by multiple shooting can be satisfied using a penalty or augmented Lagrangian method.

cs.LG↗