Scientific article
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Solving optimization-constrained differential equations with discontinuity points, with applications to atmospheric chemistry

Published inSIAM journal on scientific computing, vol. 31, p. 3806-3826
Publication date2009
Abstract

Ordinary differential equations are coupled with constrained optimization problems when modeling a system at equilibrium evolving with time. Discontinuity points are created by the activation/deactivation of inequality constraints. A numerical method for the resolution of optimization-constrained differential equations is proposed by coupling an implicit Runge-Kutta method (RADAU5), with numerical techniques for the detection of the events (activation and deactivation of constraints) when the system evolves with time. The computation of the events is based on dense output formulas, continuation techniques and geometric arguments. Numerical results are presented for the simulation of the time-dependent equilibrium of organic atmospheric aerosol particles, and show the efficiency and accuracy of the approach.

Keywords
  • Initial value problems
  • Differential-algebraic equations
  • Constrained optimization
  • Runge-Kutta methods
  • Event detection
  • Discontinuity points
  • Computational chemistry
Citation (ISO format)
LANDRY, Chantal, CABOUSSAT, Alexandre, HAIRER, Ernst. Solving optimization-constrained differential equations with discontinuity points, with applications to atmospheric chemistry. In: SIAM journal on scientific computing, 2009, vol. 31, p. 3806–3826. doi: 10.1137/080740611
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Article (Accepted version)
accessLevelPublic
Identifiers
Journal ISSN1064-8275
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