Research program
General scope and motivations
Nonsmooth dynamics
Nonsmooth dynamics concerns the study of the time evolution of systems that are not smooth in the mathematical sense, \textit{i.e.} systems that are characterized by a lack of differentiability, either of the mappings in their formulations, or of their solutions with respect to time. The class of nonsmooth dynamical systems recovers a large variety of dynamical systems that arise in many applications. The term “nonsmooth”, as the term “nonlinear”, does not precisely define the scope of the systems we are interested in but, and most importantly, they are characterized by the mathematical and numerical properties that they share.
In mechanics, the main instances of nonsmooth dynamical systems are multibody systems with Signorini unilateral contact, set-valued (Coulomb-like) friction and impacts. In electronics, examples are found in switched electrical circuits with ideal components (diodes, switches, transistors). In control, nonsmooth systems arise in the sliding mode control theory and in optimal control. Many examples can also be found in cyber-physical systems (hybrid systems), in transportation sciences, in mathematical biology or in finance.
Nonsmooth Dynamical systems in the large
Generally, the nonsmooth dynamical systems we propose to study mainly concern systems that possess the following features:
- (i) A nonsmooth formulation of the constitutive/behavioral laws that define the system. Examples of nonsmooth formulations are piecewise smooth functions, multi–valued functions, inequality con- straints, yielding various definitions of dynamical systems such as piecewise smooth systems, dis- continuous ordinary differential equations, complementarity systems, projected dynamical systems, evolution or differential variational inequalities and differential inclusions (into normal cones). Fun- damental mathematical tools come from convex analysis [63, 44, 43], complementarity theory [32], and variational inequalities theory [36].
- (ii) A concept of solutions that does not require continuously differentiable functions of time. For instance, absolutely continuous, Lipschitz continuous functions or functions of local bounded vari- ation are the basis for solution concepts. Measures or distributions are also solutions of interest for differential inclusions or evolution variational inequalities.
Numerical methods for nonsmooth dynamical systems
Beyond their intrinsic mathematical interest, and the fact that they model real physical systems, using nonsmooth dynamical systems as a model is interesting, because it exists a large set of robust and efficient numerical techniques to simulate them. Without entering into deeper details, let us give two examples of these techniques:
- Numerical time integration methods: convergence, efficiency (order of consistency, stability, sym- plectic properties). For the nonsmooth dynamical systems described above, there exist event– capturing time–stepping schemes with strong mathematical results. These schemes have the ability to numerically integrate the initial value problem without performing an event location, but by cap- turing the event within a time step. We call an event, or a transition, every change into the index set of the active constraints in the complementarity formulation or in the normal cone inclusion. Hence these schemes are able to simulate systems with a huge number of transitions or even worth finite accumulation of events (Zeno behavior). Furthermore, the schemes are not suffering from the weaknesses of the standard schemes based on a regularization (smoothing) of the multi-valued mapping resulting in stiff ordinary differential equations. For the time–integration of the initial value problem (IVP), or Cauchy problem, a lot of improvements of the standard time–stepping schemes for nonsmooth dynamics (Moreau–Jean time-stepping scheme) have been proposed in the last decade, in terms of accuracy and dissipation properties. An important part of these schemes has been developed by members of the BIPOP team and has been implemented in the Siconos software (see Sect. 4.1).
- Numerical solution procedure for the time–discretized problem, mainly through well-identified prob- lems studied in the optimization and mathematical programming community. Another very inter- esting feature is the fact that the discretized problem that we have to solve at each time–step is generally a well-known problem in optimization. For instance, for LCSs, we have to solve a linear complementarity problem [32] for which there exist efficient solvers in the literature. Comparing to the brute force algorithm with exponential complexity that consists in enumerating all the possible modes, the algorithms for linear complementarity problem have polynomial complexity when the problem is monotone.In the Axis 2 of the research program (see Sect. 3.2), we propose to perform new research on the geometric time-integration schemes of nonsmooth dynamical systems, to develop new integration schemes for Boundary Value Problem (BVP), and to work on specific methods for two time-discretized problems: the Mathematical Program with Equilibrium Constraints (MPEC) for optimal control and Second Order Cone Complementarity Problems (SOCCP) for discrete frictional contact systems.
