Exam for the course

Modelling and simulation

Date and Time: Wednesday 25 August 2021, time: 14 - 18
Course: TNG022 - Modelling and Simulation
Exam code: TEN2
Department: ITN
Number of exercises: 4
Number of sheets (including this page): 6
Responsible teacher: Anna Lombardi, tel 011-363197

Course administrator: Marie-Louise Gustafsson, tel 011-363121,

[email protected]

Permitted material: Theory book Modeling and simulation with normal

reading notes, calculator without already-made programs,
dictionary.
Suggestion of solutions: Displayed after the exam on the course homepage
in Lisam.

Discussion of exam: Wednesday 29 September 2021, time: 12.15-13.00, TP6113.

Preliminary grades: grade 3 18 - 25

grade 4 26 - 33
grade 5 34 - 40

Note! The solution to all the exercises must be presented so that all the steps
(except the trivial computations) can be followed. Inadequate explanations
will result in point reduction.

Good luck!
 Basic physical relationships Bond graph elements (1)
e(t)
Bond: Half arrow gives direction of energy flow
Effort Flow Static Effort Flow f(t)
relationship (Storage) (Storage)
e(t)
Designation e(t) f(t) R:γ I:α C:β Effort source: Se System Input and output
f(t)
Electrical Voltage Current Resistor Inductor Capacitor
e(t)
u(t) [V] i(t) [A] R [Ω] L [H] C [F] Flow source: Sf System Input and output
f(t)
Mechanical Force Velocity Friction Mass Spring const.
translation F(t) [N] v(t) [m/s] μ [Ns/m] m [kg] 1/k [m/N] e(t)
Resistive element: R:γ
f(t)
Mechanical Torque Angular vel. Friction Inertia mom. Torsion const.
2
rotation T(t) [Nm] ω(t) [rad/s] μ [Nms/rad] J [Nms ] 1/k [rad/Nm]
e(t)
Effort storage: I:α
f(t)
Flow Pressure Flow Fluid res. Inertance Fluid capac.
2 3 5 4 4 2
p(t) [N/m ] Q(t) [m /s] Rf [Ns/m ] L f [kg/m ] Cf [m s /kg]
e(t)
Flow storage: C:β
f(t)
Thermal
system Pseudo-bond graphs

Series junction:
Linear system e (t) f(t) •
2 • Same flow
Static relationship (R) : e(t) = γ f(t) e (t)
1
•
f(t)
s • Zero effort sum:
⌠
t e (t) - e (t) - ... - e (t) = 0
1 ⎮ e(τ)
1 2 n
Effort storage (I) : f(t) = dτ e (t) f(t) •
α ⌡ 3

t
1 ⌠
Flow storage (C) : e(t) = ⎮ f(τ) dτ Parallel junction:
β ⌡
e(t) f (t) •
2 • Zero flow sum:
Idea with bond graph: ⋅ f(t) [J/s].
Energy balance (effect), P(t) = e(t) e(t) f (t) - f (t) - ... - f (t) = 0
p • 1 2 n
f (t)
e(t)
1 • Same effort
e (t) f (t) •
f(t) 3
1 2

3 4
Bond graph elements (2) Causality - cause and effect
e1(t) e2(t) e2(t) = n e1(t) Se e(t) e(t) is input,
Transformer: Effort source:
TF -1 f(t) f(t) is generated.
f1(t) f2(t) f2(t) = n f1(t)
n
Sf e(t) f(t) is input,
Flow source:
f(t) e(t) is generated.
e1(t) e2(t) e2(t) = r f1(t)
Gyrator: GY -1 e(t) e(t)
f1(t)
r
f2(t) f2(t) = r e1(t) Resistive element: R:γ eller R:γ
f(t) f(t)
t
e(t) 1 ⌠ d f(t) e(t)
Controlled element: Effort storage: I:α f(t) = ⎮ e(τ) dτ =
f(t) α ⌡ dt α
G Objekt
t
e(t) 1 ⌠ d e(t) f(t)
Flow storage: C:β e(t) = ⎮ f(τ) dτ =
Full arrow shows signal flow Object: R-element, sources f(t) β ⌡ dt β
without energy transport. G can transformer and gyrator.
be a dynamic system.
Series junction:
e (t) f(t) •
2 All bonds except one shall
e (t) have the causal stroke at
1
s •
f(t) the s.

e (t) f(t) •
3

Parallel junction:
e(t) f (t) •
2
e(t) Only one bond will have
p • the causal stroke at
f (t) the p.
1

e (t) f (t) •
3

e1(t) e2(t) e1(t) e2(t)

Transformer: TF or TF
f1(t) f2(t) f1(t) f2(t)
n n
e1(t) e2(t) e1(t) e2(t)
Gyrator: GY or GY
f1(t) f2(t) f1(t) f2(t)
r r
1.
a) Order the following systems in increasing grade of stiffness. Motivate
your answer! (3p)
 
−100 0
(i) ẋ(t) = x(t)
0 −200
 
−1 0
(ii) ẋ(t) = x(t)
0 −10000
 
−2 0
(iii) ẋ(t) = x(t)
0 −0.003

b) The differential equation

ẋ(t) = 2x(t)
x(0) = 1

is simulated with the implicit Euler method

xn = xn−1 + hf (xn )

For which step lengths h is the method numerically stable? Motivate

your answer. (3p)

c) Let the effort u be the input and the effort y be the output of a system
that is described by the bond graph in Fig. 1.

Figure 1: Bond graph in exercise 1c).

Determine the differential equation that relates y and u. (4p)

1
2.
Consider the mechanical-hydraulic system in Fig. 2.
An external force F is applied to the mass m1 that is connected via a spring
with spring coefficient k1 to a lever in the point A. Point B of the lever
is connected to the mass m2 via a spring with spring coefficient k2 and a
damper with coefficient b. The mass m2 is in its turn connected to a piston
with cross-area A1 that moves in a tank with cross-area A2 .
The hydraulic liquid is incompressible and the hydraulic system is assumed
to be without losses of energy. The lever is pin-jointed at the bottom
and is assumed to do small movements around the vertical position. The
relationship between forces and velocities for the lever gives
vA vB
FA (L1 + L2 ) = FB L2 =
L1 + L2 L2

Figure 2: System in exercise 2.

a) Draw a bond graph of the system (the bond graph shall be simplified
as much as possible). (4p)

b) Discuss causality. (1p)

c) Determine a state space description for the system. The force F

represents the input signal and velocity of the mass m2 the output
signal. (5p)

2
3.

a) Consider the bond graph in Fig. 3. Discuss causality. (1p)

Figure 3: Bond graph for exercises 3a) and 3b).

b) Determine a mathematicl model for the system represented by the bond

graph in exercise a). (4p)

c) Consider the following DAE with input signal u.

ż1 + 2z3 + z2 − u = 0
ż3 − z1 + 2z4 = 0
ż4 − 3z2 − z3 = 0
z1 − 2z4 = 0

Determine the index for the DAE. Motivate your answer. (3p)

d) Rewrite the equations in exercise c) in explicit form ż = f (z, u, u̇, . . .).

(2p)

3
4.
A system is described by

y(t) + 0.8y(t − 1) = 0.4u(t − 1) + v(t)

where v(t) is white noise with variance 2. ARX-models

y(t) + a1 y(t − 1) + . . . + ana y(t − na ) = b1 u(t − 1) + . . . + bnb u(t − nb ) + e(t)

of different orders na and nb are estimated with the least square method by
minimising the loss function
N
1 X
VN (θ) = (y(t) − yb(t|θ))2 )
N t=1

The input u is white noise with variance 1 and uncorrelated with v.

From the system description we can see that v(t) is independent of y(t − 1)
and y(t−2), and u(t−1) is independent of y(t−1) och y(t−2) and Ry (0) = 6.

a) Assume that na = 0 and nb = 2. What do the estimates of the

parameters converge to when N → ∞? (3p)

b) Which variance have the estimates in a) as function of N ? (2p)

c) Assume now, instead, that na = nb = 1. What do the estimates of the

parameters converge to when N → ∞? (3p)

b) Which variance have the estimates in c) as function of N ? (2p)