Note
You can download this example as a Python script: :jupyter-download:script:`holonomic-eom` or Jupyter Notebook: :jupyter-download📓`holonomic-eom`.
.. jupyter-execute:: from IPython.display import HTML from matplotlib.animation import FuncAnimation from scipy.integrate import solve_ivp import matplotlib.pyplot as plt import numpy as np import sympy as sm import sympy.physics.mechanics as me me.init_vprinting(use_latex='mathjax')
When there are holonomic constraints present the equations of motion are comprised of the kinematical differential equations \bar{f}_k=0, dynamical differential equations \bar{f}_d=0, and the holonomic constraint equations \bar{f}_h=0. This set of equations are called differential algebraic equations and the algebraic equations cannot be solved for explicitly, as we did with the nonholonomic algebraic constraint equations.
In a system such as this, there are N=n+M total coordinates, with n generalized coordinates \bar{q} and M additional dependent coordinates \bar{q}_r. The holonomic constraints take this form:
\bar{f}_h(\bar{q}, \bar{q}_r, t) = 0 \in \mathbb{R}^M
n generalized speeds \bar{u} and M dependent speeds \bar{u}_r can be introduced using N kinematical differential equations.
\bar{f}_k(\dot{\bar{q}}, \dot{\bar{q}}_r, \bar{u}, \bar{u}_r, \bar{q}, \bar{q}_r, t) = 0 \in \mathbb{R}^N \\
We can formulate the equations of motion by transforming the holonomic constraints into a function of generalized speeds. These equations are then treated just like nonholonomic constraints described in the previous Chp. :ref:`Equations of Motion with Nonholonomic Constraints`.
\dot{\bar{f}}_h(\bar{u}, \bar{u}_r, \bar{q}, \bar{q}_r, t) = \mathbf{M}_{hd}\bar{u}_r + \bar{g}_{hd} = 0 \in \mathbb{R}^M
We can solve for M dependent generalized speeds:
\bar{u}_r = -\mathbf{M}_{hd}^{-1} \bar{g}_{hd} \in \mathbb{R}^M
and then rewrite the kinematical and dynamical differential equations in terms of the generalized speeds, their time derivatives, the generalized coordinates, and the dependent coordinates.
\bar{f}_k(\dot{\bar{q}}, \dot{\bar{q}}_r, \bar{u}, \bar{q}, \bar{q}_r, t) = 0 \in \mathbb{R}^N \\ \bar{f}_d(\dot{\bar{u}}, \bar{u}, \bar{q}, \bar{q}_r, t) = 0 \in \mathbb{R}^n \\
This final set of equations has N+n state variables and can be integrated as a set of ordinary differential equations or the N+n+M equations can be integrated as a set of differential algebraic equations. We will demonstrate the differences in the results for the two approaches.
To demonstrate the formulation of the equations of motion of a system with an explicit holonomic constraints, let's revisit the four-bar linkage from Sec. :ref:`Four-bar Linkage`. We will now make P_2 and P_3 particles, each with mass m and include the effects of gravity in the -\hat{n}_y direction.
a) Shows four links in a plane A, B, C, and N with respective lengths l_a,l_b,l_c,l_n connected in a closed loop at points P_1,P_2,P_3,P_4. b) Shows the same linkage that has been seperated at point P_4 to make it an open chain of links.
As before, we setup the system by disconnecting the kinematic loop at point P_4 and then use this open loop to derive equations for the holonomic constraints that close the loop.
We have three coordinates, only one of which is a generalized coordinate. I use
q
to hold the single generalized coordinate, qr
for the two dependent
coordinates, and qN
to hold all the coordinates; similarly for the
generalized speeds.
.. jupyter-execute:: q1, q2, q3 = me.dynamicsymbols('q1, q2, q3') u1, u2, u3 = me.dynamicsymbols('u1, u2, u3') la, lb, lc, ln = sm.symbols('l_a, l_b, l_c, l_n') m, g = sm.symbols('m, g') t = me.dynamicsymbols._t p = sm.Matrix([la, lb, lc, ln, m, g]) q = sm.Matrix([q1]) qr = sm.Matrix([q2, q3]) qN = q.col_join(qr) u = sm.Matrix([u1]) ur = sm.Matrix([u2, u3]) uN = u.col_join(ur) qdN = qN.diff(t) ud = u.diff(t) p, q, qr, qN, u, ur, uN, qdN, ud
.. jupyter-execute:: ur_zero = {ui: 0 for ui in ur} uN_zero = {ui: 0 for ui in uN} qdN_zero = {qdi: 0 for qdi in qdN} ud_zero = {udi: 0 for udi in ud}
Start by defining the orientation of the reference frames and positions of the points in terms of the N=3 coordinates, leaving P_4 unconstrained.
.. jupyter-execute:: N = me.ReferenceFrame('N') A = me.ReferenceFrame('A') B = me.ReferenceFrame('B') C = me.ReferenceFrame('C') A.orient_axis(N, q1, N.z) B.orient_axis(A, q2, A.z) C.orient_axis(B, q3, B.z) P1 = me.Point('P1') P2 = me.Point('P2') P3 = me.Point('P3') P4 = me.Point('P4') P2.set_pos(P1, la*A.x) P3.set_pos(P2, lb*B.x) P4.set_pos(P3, lc*C.x)
Now M=2 holonomic constraints can be found by closing the loop.
.. jupyter-execute:: loop = P4.pos_from(P1) - ln*N.x fh = sm.Matrix([loop.dot(N.x), loop.dot(N.y)]) fh = sm.trigsimp(fh) fh
Warning
Be careful about using :external:py:func:`~sympy.trigsimp` on larger problems, as it can really slow down the calculations. It is not necessary to use, but I do so here so that the resulting equations are human readable in this context.
Note that these constraints are only a function of the N coordinates, not their time derivatives.
.. jupyter-execute:: me.find_dynamicsymbols(fh)
Use simple definitions for the generalized speed u_1 and the dependent speeds u_2 and u_3. We create N=3 generalized speeds even though the degrees of freedom are n=1.
.. jupyter-execute:: fk = sm.Matrix([ q1.diff(t) - u1, q2.diff(t) - u2, q3.diff(t) - u3, ]) Mk = fk.jacobian(qdN) gk = fk.xreplace(qdN_zero) qdN_sol = -Mk.LUsolve(gk) qd_repl = dict(zip(qdN, qdN_sol)) qd_repl
Differentiate the holonomic constraints with respect to time to arrive at a motion constraint. This is equivalent to setting ^{N}\bar{v}^{P_4}=0.
.. jupyter-execute:: fhd = fh.diff(t).xreplace(qd_repl) fhd = sm.trigsimp(fhd) fhd
These holonomic motion constraints are functions of the coordinates and speeds.
.. jupyter-execute:: me.find_dynamicsymbols(fhd)
Choose u_2 and u_3 as the dependent speeds and solve the linear equations for these dependent speeds.
.. jupyter-execute:: Mhd = fhd.jacobian(ur) ghd = fhd.xreplace(ur_zero) ur_sol = sm.trigsimp(-Mhd.LUsolve(ghd)) ur_repl = dict(zip(ur, ur_sol)) ur_repl[u2]
.. jupyter-execute:: ur_repl[u3]
We have three simple rotations and we can write the three angular velocities only in terms of u_1 by using the expressions for the independent speeds from the previous step.
.. jupyter-execute:: A.set_ang_vel(N, u1*N.z) B.set_ang_vel(A, ur_repl[u2]*A.z) C.set_ang_vel(B, ur_repl[u3]*B.z)
Now, by using the two point velocity theorem the velocities of each point will also only be in terms of u_1.
.. jupyter-execute:: P1.set_vel(N, 0) P2.v2pt_theory(P1, N, A) P3.v2pt_theory(P2, N, B) P4.v2pt_theory(P3, N, C) (me.find_dynamicsymbols(P2.vel(N), reference_frame=N) | me.find_dynamicsymbols(P3.vel(N), reference_frame=N) | me.find_dynamicsymbols(P4.vel(N), reference_frame=N))
We'll also need the kinematical differential equations only in terms of the one generalized speed u_1, so replace the dependent speeds in \bar{g}_k.
.. jupyter-execute:: gk = gk.xreplace(ur_repl)
We have a holonomic system so the number of degrees of freedom is n=1. There are two particles that move and gravity acts on each of them, as a contributing force. The resultant contributing forces on each of the particles are:
.. jupyter-execute:: R_P2 = -m*g*N.y R_P3 = -m*g*N.y
The partial velocities of each particle are easily found for the single generalized speed and \bar{F}_r is:
.. jupyter-execute:: Fr = sm.Matrix([ P2.vel(N).diff(u1, N).dot(R_P2) + P3.vel(N).diff(u1, N).dot(R_P3) ]) Fr
Check to make sure our generalized active forces do not contain dependent speeds.
.. jupyter-execute:: me.find_dynamicsymbols(Fr)
To calculate the generalized inertia forces we need the acceleration of each particle. These should be only functions of \dot{u}_1,u_1, and the three coordinates. For P_2, that is already true:
.. jupyter-execute:: me.find_dynamicsymbols(P2.acc(N), reference_frame=N)
but for P_3 we need to make some substitutions:
.. jupyter-execute:: me.find_dynamicsymbols(P3.acc(N), reference_frame=N)
Knowing that, the inertia resultants can be written as:
.. jupyter-execute:: Rs_P2 = -m*P2.acc(N) Rs_P3 = -m*P3.acc(N).xreplace(qd_repl).xreplace(ur_repl)
and the generalized inertia forces can be formed and we can make sure they are not functions of the dependent speeds.
.. jupyter-execute:: Frs = sm.Matrix([ P2.vel(N).diff(u1, N).dot(Rs_P2) + P3.vel(N).diff(u1, N).dot(Rs_P3) ]) me.find_dynamicsymbols(Frs)
Finally, the matrix form of dynamical differential equations is found as we have done before.
.. jupyter-execute:: Md = Frs.jacobian(ud) gd = Frs.xreplace(ud_zero) + Fr
And we can check to make sure the dependent speeds have been eliminated.
.. jupyter-execute:: me.find_dynamicsymbols(Mk), me.find_dynamicsymbols(gk)
.. jupyter-execute:: me.find_dynamicsymbols(Md), me.find_dynamicsymbols(gd)
The equations of motion are functions of all three coordinates, yet two of them are dependent on the other. For the evaluation of the right hand side of the equations to be valid, the coordinates must satisfy the holonomic constraints. As presented, Eqs. :math:numref:`eq-holonomic-constrained-eom` only contain the constraints that the velocity and acceleration of point P_4 must be zero, but the position constraint is not explicitly present. Neglecting the position constraint will cause numerical issues during integration, as we will see.
Create an eval_rhs(t, x, p)
as we have done before, noting that
\bar{f}_d \in \mathbb{R}^1.
.. jupyter-execute:: eval_k = sm.lambdify((qN, u, p), (Mk, gk)) eval_d = sm.lambdify((qN, u, p), (Md, gd)) def eval_rhs(t, x, p): """Return the derivative of the state at time t. Parameters ========== t : float x : array_like, shape(4,) x = [q1, q2, q3, u1] p : array_like, shape(6,) p = [la, lb, lc, ln, m, g] Returns ======= xd : ndarray, shape(4,) xd = [q1d, q2d, q3d, u1d] """ qN = x[:3] # shape(3,) u = x[3:] # shape(1,) Mk, gk = eval_k(qN, u, p) qNd = -np.linalg.solve(Mk, np.squeeze(gk)) # Md, gd, and ud are each shape(1,1) Md, gd = eval_d(qN, u, p) ud = -np.linalg.solve(Md, gd)[0] return np.hstack((qNd, ud))
Here I select some feasible bar lengths. See the section on the Grashof condition to learn more about selecting lengths in four-bar linkages.
.. jupyter-execute:: p_vals = np.array([ 0.8, # la [m] 2.0, # lb [m] 1.0, # lc [m] 2.0, # ln [m] 1.0, # m [kg] 9.81, # g [m/s^2] ])
Now we need to generate coordinates that are consistent with the constraints. \bar{f}_h is nonlinear in all of the coordinates. We can solve these equations for the dependent coordinates using numerical root finding methods. SciPy's :external:py:func:`~scipy.optimize.fsolve` function is capable of finding the roots for sets of nonlinear equations, given a good guess.
We'll import fsolve
directly like so:
.. jupyter-execute:: from scipy.optimize import fsolve
fsolve()
requires a function that evaluates expressions that equal to zero
and a guess for the roots of that function, at a minimum. Nonlinear functions
will most certianly have multiple solutions for its roots and fsolve()
will
converge to one of the solutions. The better the provided the guess the more
likely it will converge on the desired solution. Our function should evaluate
the holonomic constraints given the dependent coordinates. We can use
lambdify()
to create this function. I make the first argument
\bar{q}_r because these are the values we want to solve for using
fsolve()
.
.. jupyter-execute:: eval_fh = sm.lambdify((qr, q1, p), fh)
Now select a desired value for the generalized coordinate q_1 and guesses for q_2 and q_3.
.. jupyter-execute:: q1_val = np.deg2rad(10.0) qr_guess = np.deg2rad([10.0, -150.0])
eval_fh()
returns a 2x1 array so a lambda
function is used to squeeze
the output. q_2 and q_3 that satisfy the constraints are then
found with:
.. jupyter-execute:: q2_val, q3_val = fsolve( lambda qr, q1, p: np.squeeze(eval_fh(qr, q1, p)), # squeeze to a 1d array qr_guess, # initial guess for q2 and q3 args=(q1_val, p_vals)) # known values in fh
Now we have values of the coordinates that satisfy the constraints.
.. jupyter-execute:: qN_vals = np.array([q1_val, q2_val, q3_val]) np.rad2deg(qN_vals)
We can check that they return zero (or better stated as within fsolve()
's
tolerance):
.. jupyter-execute:: eval_fh(qN_vals[1:], qN_vals[0], p_vals)
Exercise
There are most often multiple solutions for the dependent coordinates for a given value of the dependent coordinates. What are the other possible solutions for these parameter values?
Now that we have consistent coordinates, the initial state vector can be created. We will start at an initial state of rest with u_1(t_0)=0.
.. jupyter-execute:: u1_val = 0.0 x0 = np.hstack((qN_vals, u1_val)) x0
We will integrate over 30 seconds to show how the constraints hold up over a longer period of time.
.. jupyter-execute:: t0, tf, fps = 0.0, 30.0, 20
With consistent coordinates the initial conditions can be set and
eval_rhs()
tested.
.. jupyter-execute:: eval_rhs(t0, x0, p_vals)
At every time step in the simulation the holonomic constraints should be satisfied. To check this we will need to evaluate the constraints \bar{f}_h at each time step. The following function does this and returns the constraint residuals at each time step.
.. jupyter-execute:: def eval_constraints(xs, p): """Returns the value of the left hand side of the holonomic constraints at each time instance. Parameters ========== xs : ndarray, shape(n, 4) States at each of n time steps. p : ndarray, shape(6,) Constant parameters. Returns ======= con : ndarray, shape(n, 2) fh evaluated at each xi in xs. """ con = [] for xi in xs: # xs is shape(n, 4) con.append(eval_fh(xi[1:3], xi[0], p).squeeze()) return np.array(con)
The dependent initial conditions need to be solved before each simulation and
the constraints evaluated, so it will be helpful to package this process into a
reusable function. The following function takes the simulation parameters and
returns the simulation results. I have set the integration tolerances
explicitly as rtol=1e-3
and atol=1e-6
. These happen to be the default
tolerances for solve_ivp()
and we will use three different approaches and
we want to make sure the tolerances are set the same for each integration so we
can fairly compare the results.
.. jupyter-execute:: def simulate(eval_rhs, t0, tf, fps, q1_0, u1_0, q2_0g, q3_0g, p): """Returns the simulation results. Parameters ========== eval_rhs : function Function that returns the derivatives of the states in the form: ``eval_rhs(t, x, p)``. t0 : float Initial time in seconds. tf : float Final time in seconds. fps : integer Number of "frames" per second to output. q1_0 : float Initial q1 angle in radians. u1_0 : float Initial u1 rate in radians/s. q2_0g : float Guess for the initial q2 angle in radians. q3_0g : float Guess for the initial q3 angle in radians. p : array_like, shape(6,) Constant parameters p = [la, lb, lc, ln, m, g]. Returns ======= ts : ndarray, shape(n,) Time values. xs : ndarray, shape(n, 4) State values at each time. con : ndarray, shape(n, 2) Constraint violations at each time in meters. """ # generate the time steps ts = np.linspace(t0, tf, num=int(fps*(tf - t0))) # solve for the dependent coordinates q2_val, q3_val = fsolve( lambda qr, q1, p: np.squeeze(eval_fh(qr, q1, p)), [q2_0g, q3_0g], args=(q1_0, p)) # establish the initial conditions x0 = np.array([q1_val, q2_val, q3_val, u1_0]) # integrate the equations of motion sol = solve_ivp(eval_rhs, (ts[0], ts[-1]), x0, args=(p,), t_eval=ts, rtol=1e-3, atol=1e-6) xs = np.transpose(sol.y) ts = sol.t # evaluate the constraints con = eval_constraints(xs, p) return ts, xs, con
Similarly, create a function that can be reused for plotting the state trajectories and the constraint residuals.
.. jupyter-execute:: def plot_results(ts, xs, con): """Returns the array of axes of a 4 panel plot of the state trajectory versus time. Parameters ========== ts : array_like, shape(n,) Values of time. xs : array_like, shape(n, 4) Values of the state trajectories corresponding to ``ts`` in order [q1, q2, q3, u1]. con : array_like, shape(n, 2) x and y constraint residuals of P4 at each time in ``ts``. Returns ======= axes : ndarray, shape(3,) Matplotlib axes for each panel. """ fig, axes = plt.subplots(3, 1, sharex=True) fig.set_size_inches((10.0, 6.0)) axes[0].plot(ts, np.rad2deg(xs[:, :3])) # q1(t), q2(t), q3(t) axes[1].plot(ts, np.rad2deg(xs[:, 3])) # u1(t) axes[2].plot(ts, np.squeeze(con)) # fh(t) axes[0].legend(['$q_1$', '$q_2$', '$q_3$']) axes[1].legend(['$u_1$']) axes[2].legend([r'$\cdot\hat{n}_x$', r'$\cdot\hat{n}_y$']) axes[0].set_ylabel('Angle [deg]') axes[1].set_ylabel('Angular Rate [deg/s]') axes[2].set_ylabel('Distance [m]') axes[2].set_xlabel('Time [s]') fig.tight_layout() return axes
With the functions in place we can simulate the system and plot the results.
.. jupyter-execute:: ts, xs, con = simulate( eval_rhs, t0=t0, tf=tf, fps=fps, q1_0=np.deg2rad(10.0), u1_0=0.0, q2_0g=np.deg2rad(10.0), q3_0g=np.deg2rad(-150.0), p=p_vals, ) plot_results(ts, xs, con);
At first glance, the linkage seems to simulate fine with realistic angle values and angular rates. The motion is periodic but looking closely, for example at u_1(t), you can see that the angular rate changes in each successive period. The last graph shows the holonomic constraint residuals across time. This graph shows that the constraints are satisfied at the beginning of the simulation but that the residuals grow over time. This accumulation of error grows as large as 8 cm near the end of the simulation. The drifting constraint residuals are the cause of the variations of motion among the oscillation periods. Tighter integration tolerances can reduce the drifting constraint residuals, but that will come at an unnecessary computational cost and not fully solve the issue.
The effect of the constraints not staying satisfied throughout the simulation can also be seen if the system is animated.
We'll animate the four bar linkage multiple times so it is useful to create some functions to for the repeated use. Start by creating a function that evaluates the point locations, as we have done before.
.. jupyter-execute:: coordinates = P2.pos_from(P1).to_matrix(N) for point in [P3, P4, P1, P2]: coordinates = coordinates.row_join(point.pos_from(P1).to_matrix(N)) eval_point_coords = sm.lambdify((qN, p), coordinates)
Now create a function that plots the initial configuration of the linkage and returns any objects we may need in the animation code.
.. jupyter-execute:: def setup_animation_plot(ts, xs, p): """Returns objects needed for the animation. Parameters ========== ts : array_like, shape(n,) Values of time. xs : array_like, shape(n, 4) Values of the state trajectories corresponding to ``ts`` in order [q1, q2, q3, u1]. p : array_like, shape(6,) """ x, y, z = eval_point_coords(xs[0, :3], p) fig, ax = plt.subplots() fig.set_size_inches((10.0, 10.0)) ax.set_aspect('equal') ax.grid() lines, = ax.plot(x, y, color='black', marker='o', markerfacecolor='blue', markersize=10) title_text = ax.set_title('Time = {:1.1f} s'.format(ts[0])) ax.set_xlim((-1.0, 3.0)) ax.set_ylim((-1.0, 1.0)) ax.set_xlabel('$x$ [m]') ax.set_ylabel('$y$ [m]') return fig, ax, title_text, lines setup_animation_plot(ts, xs, p_vals);
Now we can create a function that initializes the plot, runs the animation and displays the results in Jupyter.
.. jupyter-execute:: def animate_linkage(ts, xs, p): """Returns an animation object. Parameters ========== ts : array_like, shape(n,) xs : array_like, shape(n, 4) x = [q1, q2, q3, u1] p : array_like, shape(6,) p = [la, lb, lc, ln, m, g] """ # setup the initial figure and axes fig, ax, title_text, lines = setup_animation_plot(ts, xs, p) # precalculate all of the point coordinates coords = [] for xi in xs: coords.append(eval_point_coords(xi[:3], p)) coords = np.array(coords) # define the animation update function def update(i): title_text.set_text('Time = {:1.1f} s'.format(ts[i])) lines.set_data(coords[i, 0, :], coords[i, 1, :]) # close figure to prevent premature display plt.close() # create and return the animation return FuncAnimation(fig, update, len(ts))
Now, keep an eye on P_4 during the animation of the simulation.
.. jupyter-execute:: HTML(animate_linkage(ts, xs, p_vals).to_jshtml(fps=fps))
Above we are relying on the integration of the differential equations to
generate the coordinates. Because there is accumulated integration error in
each state and nothing is enforcing the constraint among the coordinates, the
constraint residuals grow with time and the point P_4 drifts from its
actual location. One possible way to address this is to correct the dependent
coordinates at each evaluation of the state derivatives. We can use
fsolve()
to do so, in the same way we solved for the initial conditions.
Below, I force the dependent coordinates to satisfy the constraints to the
default tolerance of fsolve()
as the first step in eval_rhs()
.
.. jupyter-execute:: def eval_rhs_fsolve(t, x, p): """Return the derivative of the state at time t. Parameters ========== t : float x : array_like, shape(4,) x = [q1, q2, q3, u1] p : array_like, shape(6,) p = [la, lb, lc, ln, m, g] Returns ======= xd : ndarray, shape(4,) xd = [q1d, q2d, q3d, u1d] Notes ===== Includes a holonomic constraint correction. """ qN = x[:3] u = x[3:] # correct the dependent coordinates qN[1:] = fsolve(lambda qr, q1, p: np.squeeze(eval_fh(qr, q1, p)), qN[1:], # guess with current solution for q2 and q3 args=(qN[0], p_vals)) Mk, gk = eval_k(qN, u, p) qNd = -np.linalg.solve(Mk, np.squeeze(gk)) Md, gd = eval_d(qN, u, p) ud = -np.linalg.solve(Md, gd)[0] return np.hstack((qNd, ud))
Now we can simulate with the same integrator tolerances and see if it improves the results.
.. jupyter-execute:: ts_fsolve, xs_fsolve, con_fsolve = simulate( eval_rhs_fsolve, t0=t0, tf=tf, fps=fps, q1_0=np.deg2rad(10.0), u1_0=0.0, q2_0g=np.deg2rad(20.0), q3_0g=np.deg2rad(-150.0), p=p_vals, ) plot_results(ts_fsolve, xs_fsolve, con_fsolve);
.. jupyter-execute:: HTML(animate_linkage(ts_fsolve, xs_fsolve, p_vals).to_jshtml(fps=fps))
This result is much improved. The motion is more consistency periodic and the
constraint residuals do not grow over time. The constraint violations do reach
large values at some times but tighter integration tolerances can bring those
down in magnitude. Looking closely at the trajectory of q_2, you see
that the solution drifts to increasingly negative minima, so this solution
still has weaknesses. Another potential downside of this approach is that
fsolve()
can be a computationally costly function to run depending on the
complexity of the constraints and the desired solver tolerances. Fortunately,
there are dedicated differential algebraic equation solvers that apply more
efficient and accurate numerical methods to maintain the constraints in the
initial value problem.
In the prior simulation, we we numerically solved for q_2 and
q_3 at each time step to provide a correction to those two variables.
This can be effective with tight integration tolerances, but is still a
computationally naive approach. There are more robust and efficient numerical
methods for correcting the state variables at each time step. For example, the
SUNDIALS library includes the IDA solver for solving the initial value
problem of a set of differential algebraic equations. IDA uses a variation of
an implicit backward differentiation method (similar to those offered in
solve_ivp()
) but efficiently handles the algebraic constraints. IDA is
written in C and scikits.odes provides a Python interface to many SUNDIALS
solvers, including IDA.
To use scikits.odes's differential algebraic solver, we need to write the equations of motion in implicit form. We now can write the equations of motion of a holonomic system with M holonomic constraints and n degrees of freedom as this minimal set of equations:
\bar{f}_k(\dot{\bar{q}}, \bar{u}, \bar{q}, \bar{q}_r, t) = 0 \in \mathbb{R}^n \\ \bar{f}_d(\dot{\bar{u}}, \bar{u}, \bar{q}, \bar{q}_r, t) = 0 \in \mathbb{R}^n \\ \bar{f}_h(\bar{q}, \bar{q}_r, t) = 0 \in \mathbb{R}^M
Note the reduced kinematical differential equation from our prior implementations, i.e. we will not find \bar{q}_r from integration alone. This gives 2n+M equations in 2n+M state variables \bar{u},\bar{q},\bar{q}_r.
The sckits.odes dae()
function is similar to solve_ivp()
but has
various other options and a different solution output. dae()
works with the
explicit form of the equations, exactly as shown in Eq.
:math:numref:`eq-dae-system`. We need to build a function that returns the left
hand side of the equations and we will call the output of those equations the
"residual", which should equate to zero at all times.
We will import the dae
function directly, as that is all we need from
scikits.odes.
.. jupyter-execute:: from scikits.odes import dae
We now need to design a function that evaluates the left hand side of Eq.
:math:numref:`eq-dae-system` and it needs to have a specific function
signature. In addition to the arguments in eval_rhs()
above, this function
needs the time derivative of the states and a vector to store the result in.
Note
eval_eom()
does not return a value. It only sets the individual values
in the residual
array. So if you run eval_eom()
and check
residual
you will see it has changed.
.. jupyter-execute:: def eval_eom(t, x, xd, residual, p): """Returns the residual vector of the equations of motion. Parameters ========== t : float Time at evaluation. x : ndarray, shape(4,) State vector at time t: x = [q1, q2, q3, u1]. xd : ndarray, shape(4,) Time derivative of the state vector at time t: xd = [q1d, q2d, q3d, u1d]. residual : ndarray, shape(4,) Vector to store the residuals in: residuals = [fk, fd, fh1, fh2]. p : ndarray, shape(6,) Constant parameters: p = [la, lb, lc, ln, m, g] """ q1, q2, q3, u1 = x q1d, _, _, u1d = xd # ignore the q2d and q3d values Md, gd = eval_d([q1, q2, q3], [u1], p) residual[0] = -q1d + u1 # fk, float residual[1] = Md[0]*u1d + gd[0] # fd, float residual[2:] = eval_fh([q2, q3], [q1], p).squeeze() # fh, shape(2,)
We already have the initial state defined x0
, but we need to initialize the
time derivatives of the states. These must be consistent with the equations of
motion, including the constraints. In our case, u_1=0 so
\dot{q}_1,\dot{q}_2 and \dot{q}_3 will also be zero. But we do
need to solve \bar{f}_d for the initial \dot{u}_1.
.. jupyter-execute:: Md_vals, gd_vals = eval_d(x0[:3], x0[3:], p_vals) xd0 = np.array([ 0.0, # q1d [rad/s] 0.0, # q2d [rad/s] 0.0, # q3d [rad/s] -np.linalg.solve(Md_vals, gd_vals)[0][0], # u1d [rad/s^2] ]) xd0
Now I'll create an empty array to store the residual results in using :external:py:func:`~numpy.empty`.
.. jupyter-execute:: residual = np.empty(4) residual
With all of the arguments for eval_eom()
prepared, we can see if it updates
the residual properly. We should get a residual of approximately zero if we've
set consistent initial conditions.
.. jupyter-execute:: eval_eom(t0, x0, xd0, residual, p_vals) residual
It looks like our functions works! Now we can integrate the differential
algebraic equations with the IDA integrator. We first initialize a solver with
the desired integrator parameters. I've set rtol
and atol
to be the
same size as our prior integrations. The algebraic_vars_idx
argument is
used to indicate which indices of residual
correspond to the holonomic
constraints. Lastly, old_api
is set to false to use the newest solution
outputs from scikits.odes.
.. jupyter-execute:: solver = dae('ida', eval_eom, rtol=1e-3, atol=1e-6, algebraic_vars_idx=[2, 3], user_data=p_vals, old_api=False)
.. todo:: Here are were the options are listed https://github.com/bmcage/odes/blob/1e3b3324748f4665ee5a52ed1a6e0b7e6c05be7d/scikits/odes/sundials/ida.pyx#L848
To find a solution, the desired time array and the initial conditions are
provided to .solve()
. The time and state values are stored in .values.t
and .values.y
.
.. jupyter-execute:: solution = solver.solve(ts, x0, xd0) ts_dae = solution.values.t xs_dae = solution.values.y con_dae = eval_constraints(xs_dae, p_vals)
Now we can have a look at the results. The constraints are held to the order we specified in the integrator options.
.. jupyter-execute:: plot_results(ts_dae, xs_dae, con_dae);
.. jupyter-execute:: HTML(animate_linkage(ts_dae, xs_dae, p_vals).to_jshtml(fps=fps))
With the same integration tolerances as we used in the two prior simulations, IDA keeps the constraint residuals under 8 mm for the duration of the simulation. This is an order of magnitude better than our prior approach.
Knowing that the IDA solution is better than the prior two solutions, we can compare them directly. Below I plot the trajectory of u_1 from each of the integration methods. This clearly shows the relative error in the solutions which both become quite large over time.
.. jupyter-execute:: fig, ax = plt.subplots() fig.set_size_inches((10.0, 6.0)) ax.plot( ts_dae, np.rad2deg(xs_dae[:, -1]), 'black', ts, np.rad2deg(xs[:, -1]), 'C0', ts_fsolve, np.rad2deg(xs_fsolve[:, -1]), 'C1', ) ax.set_xlabel('Time [s]') ax.set_ylabel('$u_1$ [deg/s]') ax.legend(['IDA', 'solve_ivp', 'solve_ivp + fsolve']);
The constraints and integration error can be enforced to tighter tolerances.
With rtol
and atol
set to 1e-10
the constraint residuals stay below
5e-10
meters for this simulation and a consistent periodic solution is
realized.
.. jupyter-execute:: solver = dae('ida', eval_eom, rtol=1e-10, atol=1e-10, algebraic_vars_idx=[2, 3], user_data=p_vals, old_api=False) solution = solver.solve(ts, x0, xd0) ts_dae = solution.values.t xs_dae = solution.values.y con_dae = eval_constraints(xs_dae, p_vals) plot_results(ts_dae, xs_dae, con_dae);