Frangois E.

Cellier

Continuous System
Modeling
With 288 Figures

Springer-Verlag
New York Berlin Heidelberg London Paris
Tokyo Hong Kong Barcelona Budapest
Contents

Preface ix

About This Book xiii

Acknowledgments xvii

Introduction, Scope, and Definitions 1

Preview ....;:' 1
1.1 What is a System? 1
1.2 What is an Experiment? 4
1.3 What is a Model? 5
1.4 What is a Simulation? 6
1.5 Why is Modeling Important? 7
1.6 Why is Simulation Important? 8
1.7 The Dangers of Simulation 9
1.8 Good Reasons to Use Simulation 10
1.9 The Types of Mathematical Models 11
1.10 Direct Versus Inverse Problems 18
1.11 Summary 19
References 19
Bibliography 20
Homework Problems 21
Projects 22
Research 22

Basic Principles of Continuous System Modeling 23

Preview 23
2.1 Introduction i 23
2.2 The Algebraic Loop Problem 25
2.3 Memory Functions 26

xxi
xxii Contents

2.4 Explicit Versus Implicit Integration 28

2.5 Implicit Loop Solvers 29
2.6 Procedural Sections 30
2.7 The Basic Syntax of Current CSSLs 32
2.8 Discontinuity Handling 41
2.9 Model Validation 45
2.10 Summary 46
References 46
Bibliography 47
Homework Problems 48
Projects 50
Research 50

Principles of Passive Electrical Circuit Modeling. 51

Preview 51
3.1 Introduction 51
3.2 Mesh Equations 52
3.3 Node Equations 58
3.4 Disadvantages of Mesh and Node Equations 62
3.5 State-Space Models 64
3.6 Algebraic Loops 66
3.7 Structural Singularities 69
3.8 Disadvantages of State-Space Models 70
3.9 Summary 71
References 72
Homework Problems 72

Principles of Planar Mechanical System Modeling 79

Preview 79
4.1 Introduction 79
4.2 Newton's Law for Translational Motions 81
4.3 Newton's Law for Rotational Motions 90
4.4 The Crane Crab Example 96
4.5 Modeling Pulleys 99
4.6 The Inverse Pendvdum Problem 100
4.7 Modeling Electromechanical Systems 102
4.8 Summary 105
References 109
 Contents xxiii

Homework Problems 110

Projects 116
Research 132

Hierarchical Modular Modeling of

Continuous Systems 133

Preview 133
5.1 Modeling Transfer Functions 133
5.2 Modeling Static Characteristics 137
5.3 Dynamic Table Load 139
5.4 Modular and Hierarchical Modeling 139
5.5 The Macro Facility 140
5.6 Modular State-Space Models 156
5.7 The Equation' Solver 164
5.8 Code Optimization 167
5.9 Linear Algebraic Loops 167
5.10 Nonlinear Algebraic Loops 169
5.11 Structural Singularities 170
5.12 Large-Scale System Modeling 179
5.13 Graphical Modeling 180
5.14 Summary 182
References 182
Homework Problems 184
Projects 195
Research 199

6 Principles of Active Electrical Circuit Modeling.. 201

Preview 201
6.1 Topological Modeling 201
6.2 Models of Active Devices in SPICE 203
6.3 Hierarchical Modeling 210
6.4 Transient Analysis in SPICE 212
6.5 Graphical Modeling 215
6.6 Circuit Design Using DYMOLA 219
6.7 How DYMOLA Works 229
6.8 Summary 238
References 239
Bibliography 239
xxiv Contents

Homework Problems 240

Projects 248
Research 249

Bond Graph Modeling 251

Preview 251
7.1 Block Diagrams 251
7.2 Signal Flow Graphs 255
7.3 Power Bonds 258
7.4 Bond Graphs for Electrical Circuits 260
7.5 Bond Graphs for Mechanical Systems 265
7.6 Generalization to Other Types of Systems 268
7.7 Energy Transducers 270
7.8 Bond Graph Modeling in DYMOLA 274
7.9 The Dual Bond Graph 282
7.10 Summary 287
References 287
Bibliography 288
Homework Problems 289
Projects 296
Research 296

8 Modeling in Nonequilibrium Thermodynamics . . . 297

Preview 297
8.1 Power Flow 298
8.2 Thermal Conduction 303
8.3 Thermal Convection 316
8.4 Thermal Radiation 317
8.5 Thermal Inertance: The Missing Link 320
8.6 Irreversible Thermodynamics 321
8.7 Summary 330
References 332
Bibliography 333
Homework Problems 333
Projects 334
Research 344
 Contents xxv

9 Modeling Chemical Reaction Kinetics 347

Preview 347
9.1 Introduction 347
9.2 Chemical Reaction Kinetics 349
9.3 Chemical Thermodynamics 359
9.4 The Equation of State 366
9.5 Chemical Reaction Bond Graphs 371
9.6 Energies of Formation 386
9.7 Continuous Reactors 392
9.8 Photochemistry and Electrochemistry 398
9.9 Summary 403
References 405
Bibliography 406
Homework Problems 407
Projects ./. 412
Research 415

10 Population Dynamics Modeling 417

Preview 417
10.1 Growth and Decay 417
10.2 Predator-Prey Models 422
10.3 Competition and Cooperation 428
10.4 Chaos 430
10.5 The Forces of Creation 443
10.6 Summary 446
References 447
Bibliography 448
Homework Problems 448
Projects 453
Research 454

11 System Dynamics 455

Preview .' 455

11.1 Introduction 455
11.2 The Laundry List 457
11.3 The Influence Diagram 458
11.4 The Structure Diagram 461
xxvi Contents

11.5 Structure Characterization 464

11.6 Causality 472
11.7 Differential Versus Difference Equations 476
11.8 The Larch Bud Moth Model 480
11.9 The Influenza Model 487
11.10 Forrester's World Model 491
11.11 Model Validation 498
11.12 Summary 500
References 500
Bibliography 501
Homework Problems 501
Research 504

12 Naive Physics 507

Preview 507
12.1 Introduction 507
12.2 Definitions 511
12.3 State Discretization and Landmarks 514
12.4 Operations on Qualitative Variables 516
12.5 Functions of Qualitative Variables 519
12.6 Qualitative Simulation 520
12.7 Qualitative Discrete-Time Simulation 544
12.8 Pros and Cons 546
12.9 Summary 548
References 548
Bibliography 549
Homework Problems 550
Projects 551
Research 553

13 Inductive Reasoning 555

Preview 555
13.1 Introduction i 555
13.2 The Process of Recoding 558
13.3 Input/Output Behavior and Masking 569
13.4 Inductive Modeling and Optimal Masks 575
13.5 Forecasting Behavior 583
13.6 A Linear System — An Example 586
 Contents xxvii

13.7 Gambling the Stock Market 593

13.8 Structure Characterization 601
13.9 Causality 610
13.10 Summary 612
References 612
Bibliography 614
Homework Problems 614
Projects 619
Research 621

14 Artificial Neural Networks and

Genetic Algorithms 623

Preview 623
14.1 Introduction y 623
14.2 Artificial Neurons 625
14.3 Artificial Neural Engineering Networks 629
14.4 The Pattern Memorizing Power of Highly
Rank-Deficient Matrices 634
14.5 Supervised and Unsupervised Learning 637
14.6 Neural Network Software 647
14.7 Neural Networks for Dynamical Systems 659
14.8 Global Feedback Through Inverse Networks 670
14.9 Chaos and Dreams 671
14.10 Intemalization Processes and Control Mechanisms 672
14.11 Genetic Learning 679
14.12 Neurobiological Learning 690
14.13 Summary 694
References 694
Bibliography 697
Homework Problems 698
Projects 700
Research 701

15 Automated Model Synthesis 703

Preview 703
15.1 Introduction 704
15.2 Level One: Classical Simulation Models 707
15.3 Level Two: Object-Oriented Modeling 709
xxviii Contents

15.4 Level Three: The System Entity Structure 711

15.5 Level Four: The Generalized SES 715
15.6 Level Five: Goal-Driven Pruning 716
15.7 The Cable Reel Problem 718
15.8 Summary 732
References 735
Bibliography 736
Homework Problems 737
Projects 739
Research 739

Index 743
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