Chapter THREE

Continuous Dynamic Systems Modeling

By: Getachew W.

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 What We’ll Do ...

• What is a continuous system?

• Simple linear continuous systems

• Combined discrete/continuous systems

• Non-linear and complex systems

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 Continuous Systems
• Discrete systems – State changes occur at
isolated points in time called events
• Continuous systems – State changes may occur
continuously over time
 Flow of fluids and fluid-like materials
 Temperature changes
 Chemical operations
 Biological processes

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 Continuous Systems
• Simple systems (linear)
 Rate of change is constant between events
 Future value can be calculated from starting value and rate
 Can step directly to calculated event
• Complex systems (non-linear)
 Rate of change may depend on other continuous processes
 Specialized approaches used to capture change
 Approximates continuous change by making a series of
small steps between the usual discrete events

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 Continuous Systems
• Example of simple continuous system filling a
tank smoothly over time

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 Continuous Systems
• Basic constructs:
Levels & Rates from Elements Panel
• A Level is the value that is changing over time
• A Rate determines the rate of change of the level
• Both are similar to Variables in that they can be
assigned a new value at any time.
• Levels may also change as time advances if the
value of the associated Rate is non-zero.
• A Level and a Rate should be used as a pair
(e.g. If you have 4 Levels you should have 4 Rates)

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 Simple Continuous Systems
• Continuous Element specifies integration
parameters:
 Number of Dif Equations – In simple systems, leave at
default of number of Rate/Level pairs.
 Number of State Equations – Ignore in simple systems.
 Minimum step size – The minimum time advance between
integration steps. Use 0.0 in simple systems.
 Maximum step size – The maximum time advance between
integration steps. Use a high value (100) in simple systems.
 Save Point Interval – The maximum time between save
points for recording continuous statistics (CSTATS).
 Method – Use Euler linear algorithm for simple systems.

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 Simple Continuous Systems
• Discrete control loop to empty and refill a tank

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 Combined Discrete/Continuous
• Detect Module from Blocks panel “watches” for
and helps predict events.
• Watches for value of a variable to cross a
threshold value (e.g. a tank level reaching its
maximum value)
• Similar to Create Module in that an entity is
created when crossing occurs.

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 Combined Discrete/Continuous
• Fill and empty logic using Detect modules

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 Complex Systems
• Non-linear systems require special algorithms
like Runge-Kutta-Fehlberg (RKF).
• Step sizes must be set carefully.
• Smaller step size will generate more accurate
results because Arena will calculate
continuous-change variables more often.
• Larger step size will run faster, but your error
tolerances will need to be set higher.
• Many situations (like a gravity fed tank) are
actually non-linear, but can be accurately
approximated with faster, linear methods.
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 Need various types models
• Advances in system development ultimately rely on well-constructed
predictive models

• Applications:
 traditional fields such as electrical and mechanical engineering
 newer domains such as information and bio-technologies

• Using appropriate simulation software, we can derive solutions to

difficult problems using such models

• Success often depends on having a variety of modeling approaches

available to formulate the right model for the particular issue at hand

• Therefore, a broad familiarity with different types of models is

desirable
 Continuous System Models
• Continuous system models were the first widely
employed models and are traditionally described by
ordinary and partial differential equations.

• Such models originated in such areas as physics and

chemistry, electrical circuits, mechanics, and aeronautics.

• They have been extended to many new areas such as bio-

informatics, homeland security, and social systems.

• Continuous differential equation models remain an

essential component in multi-formalism compositions.
 Multi-formalism Compositions
• A host of formalisms have emerged in the last few decades that
greatly increase our ability to express features of the real world and
employ them in engineering systems.

• Such formalisms include Neural Networks, Fuzzy Logic Systems,

Cellular Automata, Evolutionary and Genetic Algorithms, among
others.

• Hybrid models combine two or more formalisms, e.g., fuzzy logic

control of continuous manufacturing process.

• Most often, applications will require such hybrids to address the

problem domain of interest.
 Fundamental Systems Problems

Systems Problem Does source of the data exist? Which level transition is
What are we trying to learn involved?
about it?

systems analysis The system being analyzed may moving from higher to lower
exist or may be planned. In either levels, e.g., using generative
case we are trying to understand its information to generate the data in
behavioral characteristics. a data system

systems inference The system exists. We are trying to moving from lower to higher
infer how it works from levels, e.g., having data, finding a
observations of its behavior. means to generate it

systems design The system being designed does moving from lower to higher
not yet exist in the form that is levels, e.g. having a means to
being contemplated. We are trying generate observed data,
to come up with a good design for synthesizing it with components
it. taken off the shelf.
 M&S Entities and Relations
Device for
executing model
Real World Simulator
Data: Input/output
relation pairs
modeling simulation
relation relation

Each entity is represented Model

as a dynamic system
structure for generating behavior
Each relation is represented claimed to represent real world
by a homomorphism or other
equivalence
 Specification Levels for Differential Equation Systems

Level Specification Name What we know at this level Differential Equation System Specification
0 Observation Frame how to stimulate the system with inputs; Input and output ports with continuous variables
what variables to measure and how to
observe them over a time base;
1 I/O Behavior time-indexed data collected from a source Input/output pairs described by relational equations using first and higher order
system; consists of input/output pairs derivatives, usually linear and some non-linear
f(y(t), d y(t)/dt, ..., d yn(t)/dtn , x1(t), x2(t),..., xm(t))=0

e.g. d y2(t)/dt2 - (1 – y2) * d y(t)/dt - x1(t) =0

2 I/O Function knowledge of initial state; given an initial State Operator description
state, every input stimulus produces a
unique output. y[0,t] = L(y(0),x(0,t))
3 State Transition how states are affected by inputs; given a Canonical Ordinary Differential Equation Model
state and an input what is the state after the
input stimulus is over; what output event is d q1(t)/dt = f1(q1(t), q2(t), ..., qn(t), x1(t), x2(t),..., xm(t))
generated by a state.
...

d qn(t)/dt = fn(q1(t), q2(t), ..., qn(t), x1(t), x2(t),..., xm(t))

<y1(t), y2(t),..., yn(t) > = g(<q1(t), q2(t),..., qm(t)>)

x,y = input and output vectors

q = state vector

Model, usually linear, can be induced from level 2 by realization methods

4 Coupled components and how they are coupled Components can be atomic DESS systems e.g. Integrators, or couplings of them, in
Component together. The components can be specified hierarchical structure
at lower levels or can even be structure
systems themselves – leading to hierarchical
structure.
Canonical Ordinary Differential
Equation Model

d q1(t)/dt = f1(q1(t), q2(t), ..., qn(t), x1(t), x2(t),..., xm(t))

d q2(t)/dt = f2(q1(t), q2(t), ..., qn(t), x1(t), x2(t),..., xm(t))
...
d qn(t)/dt = fn(q1(t), q2(t), ..., qn(t), x1(t), x2(t),..., xm(t))

q d q1/dt q1
x x f1 
q d q2/dt q2
x f2 

...
q d qn/dt qn
x fn 
 Numerical Integration

x
= f(q(t),x(t))
x(ti)

q dq(t ) q (t  h)  q (t )
q(ti)
f(q(ti),x(ti))
 lim
1
dt h 0 h

Euler or rectangular
method.
q(2h)
q(h)
dq (t ) q(0) q(3h)
q (t  h)  q(t )  h 
dt
0 h 2h 3h
= f(q(t),x(t))
q((n+1)h)=q(nh)+h*f(q(nh),x(nh))
 Feedback Coupling

qn
f1  q1 f2  q2
f3  q3 ...  qn

dqi
dq1  f i (qi 1 )
 f1 (qn ) dt
dt
Direct influence is negative if
dq2
 f 2 (q1 ) sign( f i (qi 1 ))  sign(qi 1 ) (-)
dt and positive if
... sign( f i (qi 1 ))  sign(qi 1 ) (+)

dqn
 f n (qn 1 ) There is no connection if
dt dq
f i (qi 1 )  0, i.e., i  0
dt
 Feedback Qualitative Analysis
qn
f1  q1 f2  q2
f3  q3 ...  qn

For a feedback connection there are no zero influences.

Then the feedback loop is negative (positive) if
Direct influences multiply in sign: N is odd (even)
(+)(+)= + where N is the number of negative direct influences
(+)(-)= - i.e., sign is determined by (-1) N (1) P  (-1) N
(-)(-)= + e.g. N  0, P  1  positive feedback
N  1, P  0  negative feedback
N  2, P  0  positive feedback
f But: N  1, P  1  oscillation
2nd Order Linear System (undamped)
v
 v

  x
P  2  exponential growth

 x
-
v

 v x
 N  2  exponential growth

- x

v
N  1, P  1  oscillation
 v

  x
angular frequency = 
x 2
- period = T =

 Continuous system simulation languages
and systems
state-space description languages:

• Continuous System Simulation Language (CSSL) standard,

e.g., ACSL

• block oriented simulation systems, e.g., Simulink

Van der Pol Oscillator CSSL PROGRAM Van der Pol
INITIAL
constant
k = -1, x0 = 1, v0 = 0,
tf = 20
END
DYNAMIC
DERIVATIVE
x = integ(v, x0)
v = integ((1 – x**2)*v – k*x, v0)
END
termt (t.ge.tf)
END
END