differential sensitivity in rate independent problems
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Differential Sensitivity in Rate Independent Problems Martin - PowerPoint PPT Presentation

Differential Sensitivity in Rate Independent Problems Martin Brokate Department of Mathematics, TU Mnchen Control of State Constrained Dynamical Systems, Padova, 25.-29.9.2017 Parabolic control problem with hysteresis Minimize Parabolic


  1. Differential Sensitivity in Rate Independent Problems Martin Brokate Department of Mathematics, TU München Control of State Constrained Dynamical Systems, Padova, 25.-29.9.2017

  2. Parabolic control problem with hysteresis Minimize

  3. Parabolic control problem with hysteresis Minimize not monotone

  4. Rate Independence Input-output system Inputs Outputs

  5. Play w r v

  6. Play w r v if (interior) if (boundary)

  7. Play w r v

  8. Play w r v

  9. Play: Derivatives ? w r v you expect:

  10. Play: Derivatives ? w r v Moreover: Does exist ?

  11. Play: Directional differentiability w w r v v (accumulated maximum) M. Brokate, P. Krejci, Weak differentiability of scalar hysteresis operators, Discrete Cont. Dyn. Syst. Ser. A 35 (2015), 2405-2421

  12. Play: Local description Locally, the play can be represented as a finite composition of variants of the accumulated maximum. w o r v o

  13. From maximum to play Maximum: Accumulated maximum: (gliding maximum) Play:

  14. Maximum functional: Directional derivative convex, Lipschitz Directional derivative: Directional derivative is a Hadamard derivative:

  15. Bouligand derivative is directionally differentiable Assume: The directional derivative is called a Bouligand derivative if Still nonlinear w.r.t the direction h. Better approximation property than the directional derivative: Limit process is uniform w.r.t. the direction h

  16. Maximum functional: Bouligand derivative is not a Bouligand derivative is a Bouligand derivative

  17. Newton derivative Semismooth Newton method:

  18. Newton derivative (Set valued) Semismooth Newton method:

  19. Maximum functional: Newton derivative Directional derivative:

  20. Maximum functional: Newton derivative is not a Newton derivative is a Newton derivative

  21. Proof

  22. Upper semicontinuity

  23. Upper semicontinuity

  24. From maximum to play Maximum: Accumulated maximum: (gliding maximum) Play:

  25. Accumulated maximum Directional derivative exists ``pointwise in time‘‘: Denote

  26. Accumulated maximum The pointwise derivative is a regulated function, but discontinuous in general. Thus, is not directionally differentiable But is directionally differentiable.

  27. Accumulated maximum: Newton derivative weakly measurable, is a Newton derivative

  28. Accumulated maximum: Usc which is upper semicontinuous.

  29. Accumulated maximum: Usc which is upper semicontinuous.

  30. Play: Newton derivative Theorem . The play operator is Newton differentiable. The proof uses the chain rule for Newton derivatives, and yields a recursive formula based on the successive accumulated maxima. M. Brokate, Newton and Bouligand derivatives of the scalar play and stop operator, arXiv:1607.07344, 2016

  31. Play: Newton derivative Newton derivative Newton derivative is globally bounded (in particular, the bound does not depend on the local description of the play in , nor on r)

  32. Play: Newton derivative Can be improved to

  33. Play: Bouligand derivative Theorem . The play operator is Bouligand differentiable. A refined remainder estimate holds as in the Newton case.

  34. Parabolic problem Solution operator M. Brokate, K. Fellner, M. Lang-Batsching, Weak differentiability of the control-to-state mapping in a parabolic control problem with hysteresis, Preprint IGDK 1754

  35. Parabolic problem Solution operator Assumptions: Then

  36. Parabolic problem Theorem: (Visintin, Hilpert) Solution operator

  37. First order problem Theorem: (variant of Visintin)

  38. Auxiliary estimates Assume Then

  39. First order problem Theorem:

  40. Sensitivity result Theorem: The control-to-state mapping has a Bouligand derivative when considered as a mapping Proof: Estimates for the remainder problem

  41. Sensitivity result Theorem: The control-to-state mapping has a Bouligand derivative when considered as a mapping An analogous result holds for the Newton derivative, for the special case of the accumulated maximum.

  42. Parabolic control problem with hysteresis Minimize

  43. Optimality condition Reduced cost functional

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