Novel analytical and numerical methods for solving fractional dynamical systems

During the past three decades, the subject of fractional calculus (that is, calculus of integrals and derivatives of arbitrary order) has gained considerable popularity and importance, mainly due to its demonstrated applications in numerous diverse and widespread fields in science and engineering. For example, fractional calculus has been successfully applied to problems in system biology, physics, chemistry and biochemistry, hydrology, medicine, and finance. In many cases these new fractional-order models are more adequate than the previously used integer-order models, because fractional derivatives and integrals enable the description of the memory and hereditary properties inherent in various materials and processes that are governed by anomalous diffusion. Hence, there is a growing need to find the solution behaviour of these fractional differential equations. However, the analytic solutions of most fractional differential equations generally cannot be obtained. As a consequence, approximate and numerical techniques are playing an important role in identifying the solution behaviour of such fractional equations and exploring their applications. The main objective of this thesis is to develop new effective numerical methods and supporting analysis, based on the finite difference and finite element methods, for solving time, space and time-space fractional dynamical systems involving fractional derivatives in one and two spatial dimensions. A series of five published papers and one manuscript in preparation will be presented on the solution of the space fractional diffusion equation, space fractional advectiondispersion equation, time and space fractional diffusion equation, time and space fractional Fokker-Planck equation with a linear or non-linear source term, and fractional cable equation involving two time fractional derivatives, respectively. One important contribution of this thesis is the demonstration of how to choose different approximation techniques for different fractional derivatives. Special attention has been paid to the Riesz space fractional derivative, due to its important application in the field of groundwater flow, system biology and finance. We present three numerical methods to approximate the Riesz space fractional derivative, namely the L1/ L2-approximation method, the standard/shifted Gr¨unwald method, and the matrix transform method (MTM). The first two methods are based on the finite difference method, while the MTM allows discretisation in space using either the finite difference or finite element methods. Furthermore, we prove the equivalence of the Riesz fractional derivative and the fractional Laplacian operator under homogeneous Dirichlet boundary conditions – a result that had not previously been established. This result justifies the aforementioned use of the MTM to approximate the Riesz fractional derivative. After spatial discretisation, the time-space fractional partial differential equation is transformed into a system of fractional-in-time differential equations. We then investigate numerical methods to handle time fractional derivatives, be they Caputo type or Riemann-Liouville type. This leads to new methods utilising either finite difference strategies or the Laplace transform method for advancing the solution in time. The stability and convergence of our proposed numerical methods are also investigated. Numerical experiments are carried out in support of our theoretical analysis. We also emphasise that the numerical methods we develop are applicable for many other types of fractional partial differential equations.

Optimization problems for controlled mechanical systems : bridging the gap between theory and application

Mechanical control systems have become a part of our everyday life. Systems such as automobiles, robot manipulators, mobile robots, satellites, buildings with active vibration controllers and air conditioning systems, make life easier and safer, as well as help us explore the world we live in and exploit it’s available resources. In this chapter, we examine a specific example of a mechanical control system; the Autonomous Underwater Vehicle (AUV). Our contribution to the advancement of AUV research is in the area of guidance and control. We present innovative techniques to design and implement control strategies that consider the optimization of time and/or energy consumption. Recent advances in robotics, control theory, portable energy sources and automation increase our ability to create more intelligent robots, and allows us to conduct more explorations by use of autonomous vehicles. This facilitates access to higher risk areas, longer time underwater, and more efficient exploration as compared to human occupied vehicles. The use of underwater vehicles is expanding in every area of ocean science. Such vehicles are used by oceanographers, archaeologists, geologists, ocean engineers, and many others. These vehicles are designed to be agile, versatile and robust, and thus, their usage has gone from novelty to necessity for any ocean expedition.

A geometrical analysis of trajectory design for underwater vehicles

Designing trajectories for a submerged rigid body motivates this paper. Two approaches are addressed: the time optimal approach and the motion planning ap- proach using concatenation of kinematic motions. We focus on the structure of singular extremals and their relation to the existence of rank-one kinematic reduc- tions; thereby linking the optimization problem to the inherent geometric frame- work. Using these kinematic reductions, we provide a solution to the motion plan- ning problem in the under-actuated scenario, or equivalently, in the case of actuator failures. We finish the paper comparing a time optimal trajectory to one formed by concatenation of pure motions.

Increasing underwater vehicle autonomy by reducing energy consumption

In this paper, we concern ourselves with finding a control strategy that minimizes energy consumption along a trajectory connecting two given configurations. We develop an algorithm, based on our previous work with the time optimal problem, which provides implementable control strategies that are energy efficient. We find an interesting correlation between the duration of these trajectories and the optimal duration. We present the algorithm, control strategy and experimental results from our test-bed vehicle.

Robust tracking control of autonomous underwater vehicles in the presence of disturbance inputs

An autonomous underwater vehicle (AUV) is expected to operate in an ocean in the presence of poorly known disturbance forces and moments. The uncertainties of the environment makes it difficult to apply open-loop control scheme for the motion planning of the vehicle. The objective of this paper is to develop a robust feedback trajectory tracking control scheme for an AUV that can track a prescribed trajectory amidst such disturbances. We solve a general problem of feedback trajectory tracking of an AUV in SE(3). The feedback control scheme is derived using Lyapunov-type analysis. The results obtained from numerical simulations confirm the asymptotic tracking properties of the feedback control law. We apply the feedback control scheme to different mission scenarios, with the disturbances being initial errors in the state of the AUV.

Guidance and control for underactuated autonomous underwater vehicles

The main focus of this paper is on the motion planning problem for an under-actuated, submerged, Omni-directional autonomous vehicle. Underactuation is extremely important to consider in ocean research and exploration. Battery failure, actuator malfunction and electronic shorts are a few reasons that may cause the vehicle to lose direct control of one or more degrees-of-freedom. Underactuation is also critical to understand when designing vehicles for specific tasks, such as torpedo-shaped vehicles. An under-actuated vehicle is less controllable, and hence, the motion planning problem is more difficult. Here, we present techniques based on geometric control to provide solutions to the under-actuated motion planning problem for a submerged underwater vehicle. Our results are validated with experiments.

Autonomous underwater vehicles: development and implementation of time and energy efficient trajectories

Autonomous underwater vehicles (AUVs) are increasingly used, both in military and civilian applications. These vehicles are limited mainly by the intelligence we give them and the life of their batteries. Research is active to extend vehicle autonomy in both aspects. Our intent is to give the vehicle the ability to adapt its behavior under different mission scenarios (emergency maneuvers versus long duration monitoring). This involves a search for optimal trajectories minimizing time, energy or a combination of both. Despite some success stories in AUV control, optimal control is still a very underdeveloped area. Adaptive control research has contributed to cost minimization problems, but vehicle design has been the driving force for advancement in optimal control research. We look to advance the development of optimal control theory by expanding the motions along which AUVs travel. Traditionally, AUVs have taken the role of performing the long data gathering mission in the open ocean with little to no interaction with their surroundings, MacIver et al. (2004). The AUV is used to find the shipwreck, and the remotely operated vehicle (ROV) handles the exploration up close. AUV mission profiles of this sort are best suited through the use of a torpedo shaped AUV, Bertram and Alvarez (2006), since straight lines and minimal (0 deg - 30 deg) angular displacements are all that are necessary to perform the transects and grid lines for these applications. However, the torpedo shape AUV lacks the ability to perform low-speed maneuvers in cluttered environments, such as autonomous exploration close to the seabed and around obstacles, MacIver et al. (2004). Thus, we consider an agile vehicle capable of movement in six degrees of freedom without any preference of direction.

Efficient control of an autonomous underwater vehicle while accounting for thruster failure

This paper is concerned with the design and implementation of control strategies onto a test-bed vehicle with six degrees-of-freedom. We design our trajectories to be efficient in time and in power consumption. Moreover, we also consider cases when actuator failure can arise and discuss alternate control strategies in this situation. Our calculations are supplemented by experimental results.

A first extension of geometric control theory to underwater vehicles

This paper serves as a first study on the implementation of control strategies developed using a kinematic reduction onto test bed autonomous underwater vehicles (AUVs). The equations of motion are presented in the framework of differential geometry, including external dissipative forces, as a forced affine connection control system. We show that the hydrodynamic drag forces can be included in the affine connection, resulting in an affine connection control system. The definitions of kinematic reduction and decoupling vector field are thus extended from the ideal fluid scenario. Control strategies are computed using this new extension and are reformulated for implementation onto a test-bed AUV. We compare these geometrically computed controls to time and energy optimal controls for the same trajectory which are computed using a previously developed algorithm. Through this comparison we are able to validate our theoretical results based on the experiments conducted using the time and energy efficient strategies.

Design and implementation of time efficient trajectories for an underwater vehicle

This paper discusses control strategies adapted for practical implementation and efficient motion of underwater vehicles. These trajectories are piecewise constant thrust arcs with few actuator switchings. We provide the numerical algorithm which computes the time efficient trajectories parameterized by the switching times. We discuss both the theoretical analysis and experimental implementation results.

Decoupled trajectory planning for a submerged rigid body subject to dissipative and potential forces

This paper studies the practical but challenging problem of motion planning for a deeply submerged rigid body. Here, we formulate the dynamic equations of motion of a submerged rigid body under the architecture of differential geometric mechanics and include external dissipative and potential forces. The mechanical system is represented as a forced affine-connection control system on the configuration space SE(3). Solutions to the motion planning problem are computed by concatenating and reparameterizing the integral curves of decoupling vector fields. We provide an extension to this inverse kinematic method to compensate for external potential forces caused by buoyancy and gravity. We present a mission scenario and implement the theoretically computed control strategy onto a test-bed autonomous underwater vehicle. This scenario emphasizes the use of this motion planning technique in the under-actuated situation; the vehicle loses direct control on one or more degrees of freedom. We include experimental results to illustrate our technique and validate our method.

Geometric Control Theory and its Application to Underwater Vehicles

This dissertation is based on theoretical study and experiments which extend geometric control theory to practical applications within the field of ocean engineering. We present a method for path planning and control design for underwater vehicles by use of the architecture of differential geometry. In addition to the theoretical design of the trajectory and control strategy, we demonstrate the effectiveness of the method via the implementation onto a test-bed autonomous underwater vehicle. Bridging the gap between theory and application is the ultimate goal of control theory. Major developments have occurred recently in the field of geometric control which narrow this gap and which promote research linking theory and application. In particular, Riemannian and affine differential geometry have proven to be a very effective approach to the modeling of mechanical systems such as underwater vehicles. In this framework, the application of a kinematic reduction allows us to calculate control strategies for fully and under-actuated vehicles via kinematic decoupled motion planning. However, this method has not yet been extended to account for external forces such as dissipative viscous drag and buoyancy induced potentials acting on a submerged vehicle. To fully bridge the gap between theory and application, this dissertation addresses the extension of this geometric control design method to include such forces. We incorporate the hydrodynamic drag experienced by the vehicle by modifying the Levi-Civita affine connection and demonstrate a method for the compensation of potential forces experienced during a prescribed motion. We present the design method for multiple different missions and include experimental results which validate both the extension of the theory and the ability to implement control strategies designed through the use of geometric techniques. By use of the extension presented in this dissertation, the underwater vehicle application successfully demonstrates the applicability of geometric methods to design implementable motion planning solutions for complex mechanical systems having equal or fewer input forces than available degrees of freedom. Thus, we provide another tool with which to further increase the autonomy of underwater vehicles.

Implementation results of efficient trajectories on a testbed AUV

In this paper we consider the implementation of time and energy efficient trajectories onto a test-bed autonomous underwater vehicle. The trajectories are losely connected to the results of the application of the maximum principle to the controlled mechanical system. We use a numerical algorithm to compute efficient trajectories designed using geometric control theory to optimize a given cost function. Experimental results are shown for the time minimization problem.