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CISM COURSES AND LECTURES

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proceedings in the eld of Mechanics, Engineering, Computer Science
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INTERNATIONAL CENTRE FOR MECHANICAL SCIENCES

COURSES AND LECTURES - No.507

SIMULATION TECHIQUES
FOR APPLIED DYNAMICS

EDITED BY

MARTIN ARNOLD
MARTIN LUTHER UNIVERSITY HALLE-WITTENBERG, GERMANY

WERNER SCHIEHLEN
UNIVERSITY OF STUTTGART, GERMANY
This volume contains 210 illustrations

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ISBN 978-3-211-89547-4 SpringerWienNewYork




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Multibody Systems and Applied Dynamics
Werner Schiehlen and Peter Eberhard
Institute of Engineering and Computational Mechanics,
University of Stuttgart, Stuttgart, Germany
Abstract Modern applied dynamics is characterized by systems
consisting of mechanical, electrical, hydraulical and biological com-
ponents subject to control. For the modelling and design of con-
trolled systems the method of multibody systems is most appro-
priate due to the comparatively low number of degrees of freedom.
Therefore, the method of multibody systems is briey introduced
in the following.
Human locomotion is used as a typical example for a mechani-
cal system controlled by redundant muscle actuators requiring opti-
mization approaches for control design. The simulation techniques
applied are based on inverse dynamics considering measurement re-
sults, too.

1 Multibody Dynamics
Multibody dynamics is based on analytical mechanics dealing with rigid
bodies. Early applications of the dynamics of rigid bodies are related to gy-
rodynamics, mechanism theory and biomechanics as reviewed by Schiehlen
(1997). However, the requirements for more complex models of satellites
and spacecrafts, and the fast development of more and more powerful com-
puters led to a new branch of mechanics: multibody system dynamics. The
results of classical mechanics had to be extended to computer algorithms,
the multibody formalisms. One of the rst formalisms is due to Hooker
and Margulies (1965). This approach was developed for satellites consisting
of an arbitrary number of rigid bodies interconnected by spherical joints.
Another formalism was published by Roberson and Wittenburg (1967). In
addition to these numerical formalisms, the progress in computer hardware
and software allowed formula manipulation with the result of symbolical
equations of motion, too. First contributions are due to Levinson (1977)
and Schiehlen and Kreuzer (1977). In the 1980s complete software sys-
tems for the modeling, simulation and animation were oered on the mar-
ket as described by Schwertassek and Roberson (1986). The state-of-the-
art achieved by the end of the 20th century was documented in Schiehlen
2 W. Schiehlen and P. Eberhard

(1990). Reviews on multibody dynamics including analysis methods and ap-


plications were presented by Kortum and Schiehlen (1985) and Huston. The
progress achieved in exible multibody systems was documented by Shabana
(2005, 2003) who established the Absolute Nodal Coordinate Formulation
(ANCF). Bauchau (2006) considered computational multibody dynamics
approaches including impact problems. Today, software packages for multi-
body dynamics analysis are widely used in academia and industry, see e.g.
http://real.uwaterloo.ca/mbody/#Software.
Recent research topics cover theoretical and computational methods,
exible multibody systems, large deformation phenomena, parameter iden-
tication and parameter models, model reduction, contact and impact prob-
lems, control and mechatronics, nonholonomic systems, multiphysics prob-
lems, algorithms, integration codes and software, simulation and virtual
reality, experiments and numerical verication, optimization of mechanical
systems with applications to machines and mechanisms, vehicle dynamics,
robotics and walking machines, biomechanical problems as well as educa-
tion in multibody dynamics as presented by Schiehlen (2007). The method
of multibody systems is reviewed in this section as one of the most ecient
modelling approaches in applied dynamics.

1.1 Mechanical Modelling and Kinematics


First of all the engineering system has to be replaced by the elements of
the multibody system approach: rigid and/or exible bodies, joints, gravity,
springs, dampers and position and/or force actuators. A system constrained
by bearings and joints is disassembled as free body system using an appro-
priate number of inertial, moving reference and body xed frames for the
mathematical description.
A system of p free rigid bodies holds 6p degrees of freedom characterized
by translation vectors and rotation tensors with respect to the inertial frame
as
T
r i = ri1 ri2 ri3 , S i = S i (i , i , i ), i = 1(1)p, (1)

see, e.g., Eberhard and Schiehlen (2006). Thus, the position vector of the
free system can be written as

x = [r11 r12 r13 r21 ... p p p ]T IR6p . (2)

Then, the free systems translation and rotation remain as

r = r (x), S = S (x). (3)


Multibody Systems and Applied Dynamics 3

Assembling the system by q holonomic, rheonomic constraints reduces


the number of degrees of freedom to f = 6p q. The corresponding con-
straint equations may be written in explicit or implicit form, respectively,
as

x = x(y, t) or (x, t) = 0 (4)

where the generalized position vector y summarizes the f generalized coor-


dinates of the holonomic system

y(t) = [y1 y2 y3 ... yf ]T . (5)

Then, for the holonomic systems translation and rotation it remains

r i = r i (y, t), S i = S i (y, t). (6)

By dierentiation the absolute translational and rotational velocity vec-


tors are found
r i r i
v i = r i = y + = J T i (y, t)y + v i (y, t), (7)
y T t

si si
i = si = y + = J Ri (y, t)y + i (y, t) (8)
y T t
where si means a vector of innitesimal rotations following from the cor-
responding rotation tensor, see, e.g., Eberhard and Schiehlen (2006), and
v i , i are the local velocities. Further, the Jacobian matrices J T i and J Ri
for translation and rotation are dened by Eqs. (7) and (8).
The system may be subject to additional r nonholonomic constraints
which do not aect the f = 6p q positional degrees of freedom, but
they reduce the velocity dependent degrees of freedom to g = f r =
6p q r. The corresponding constraint equations can be written explicitly
or implicitly, too,

y = y(y, z, t) or (y, z, t) = 0 (9)

where the generalized velocities are summarized by

z(t) = [z1 z2 z3 ... zg ]T . (10)

For the systems translational and rotational velocities it follows from Eqs.
(7) to (9)

v i = v i (y, z, t) and i = i (y, z, t). (11)


4 W. Schiehlen and P. Eberhard

By dierentiation the acceleration vectors are obtained, e.g., the trans-


lational acceleration follows as
v i v i v i
ai = z + y + = LT i (y, z, t)z + ai (y, z, t) (12)
z T y T t

where ai denotes the so called local accelerations. A similar equation yields


the rotational acceleration. The Jacobian matrices LT i and LRi , respec-
tively, are related to the generalized velocities, for translations as well as for
rotations.

1.2 Equations of Motion of Rigid Body Systems


Newtons equations and Eulers equations are based on the velocities and
accelerations from section 1.1 as well as on the applied forces and torques,
and the constraint forces and torques acting on all bodies. The reactions
or constraint forces and torques, respectively, can be reduced to a minimal
number of generalized constraint forces also known as Lagrange multipliers.
In matrix notation the following equations are obtained, see also Schiehlen
(1997). One gets for free body system kinematics and holonomic constraint
forces

M x + q c (x, x, t) = q e (x, x, t) + Qg, Q = Tx , (13)

for holonomic system kinematics and constraints

M J y + q c (y, y, t) = q e (y, y, t) + Qg, (14)

and for nonholonomic system kinematics and constraints

M Lz + q c (y, z, t) = q e (y, z, t) + Qg. (15)

On the left hand side of Eqs. (13) to (15) the inertia forces are characterized
by the inertia matrix M , the global Jacobian matrices J , L and the vector
q c of the Coriolis forces. On the right hand side the vector q e of the applied
forces, which include control forces, and the constraint forces composed by
a global distribution matrix Q and the vector of the generalized constraint
forces g are found.
Each of the Eqs. (13) to (15) represents 6p scalar equations. However,
the number of unknowns is dierent. In Eq. (13) there are 6p + q unknowns
resulting from the vectors x and g. In Eq. (14) the number of unknowns is
exactly 6p = f + q represented by the vectors y and g, while in Eq. (15) the
number of unknowns is 12p q due to the additional velocity vector z and
Multibody Systems and Applied Dynamics 5

an extended constraint vector g. Obviously, the Newton-Euler equations


have to be supplemented for the simulation of motion.
The equations of motion are complete sets of equations to be solved by
vibration analysis and/or numerical integration. There are two frequently
used approaches resulting in dierential-algebraic equations (DAE) or ordi-
nary dierential equations (ODE), respectively.
For the DAE approach the implicit constraint equation (4) is dierenti-
ated twice and added to the Newton-Euler equations (13) resulting in
    
M Tx x qe qc
= . (16)
x 0 g t x x

Equation (16) is numerically unstable due to a double zero eigenvalue


originating from the dierentiation of the constraints. During the last
decade great progress was achieved in the stabilization of the solutions of
Eq. (16). This is, e.g., documented in Eich-Soellner and Fuhrer (1998), and
also discussed by Arnold (2008).
The ODE approach is based on the elimination of the constraint forces

using the orthogonality of generalized motions and constraints, J Q = 0,
also known as dAlemberts principle, see DAlembert (1743), for holonomic
systems. Then a minimal number of equations remains

M (y, t)y + k(y, y, t) = q(y, y, t). (17)



The orthogonality may also be used for nonholonomic systems, L Q = 0,
corresponding to Jourdains principle, see Jourdain (1909), and Kanes equa-
tions, see Kane and Levinson (1985). However, the explicit form of the
nonholonomic constraints (9) has to be added,

y = y(y, z, t), M (y, z, t)z + k(y, z, t) = q(y, z, t). (18)

Equations (17) and (18) can now be solved by any standard time integration
code.

1.3 Equations of Motion for Flexible Systems


The equations presented can also be extended to exible bodies as shown
in Fig. 1. For the analysis of small structural vibrations often the relative
nodal coordinate formulation (RNCF) with a oating frame of reference is
used while for large deformations the absolute nodal coordinate formulation
(ANCF) turned out to be very ecient, see, e.g., Melzer (1996) and Shabana
(2005, 2003).
6 W. Schiehlen and P. Eberhard

Figure 1. Reference systems for exible multibody systems

Within the RNCF the small number of ff relative coordinates describing


the elastic deformations are added to the large number of fr rigid body
coordinates of the reference frame moving with translation r(t) and rotation
S(t) resulting in an extended position vector
y(t) = [y Tr y Tf ]T (19)
where the subvectors y r , y f summarize the corresponding coordinates.
Then, the extended equations of motion read as
M (y, t)y + k(y, y, t) + ki (y, y) = q(y, y, t). (20)
In comparison to Eq. (17) the additional term
   
0 0 0 0
ki (y, y) = y+ y (21)
0 K 0 D
depends only on the stiness and damping matrices K and D of the exible
bodies. Moreover, the inertia matrix shows the inertia coupling due to the
relative coordinates
 
M rr M rf
M= . (22)
M Trf M f f
Multibody Systems and Applied Dynamics 7

Within the ANCF for highly exible bodies fa absolute coordinates are
summarized in a vector y a characterizing the material points of the bodies
by an appropriate shape function. Then, the equations of motion read as

M y a + K a (y a )y a = q(y a , t) (23)

where M is a constant mass matrix and the vector k of the generalized


Coriolis forces is vanishing due to the absolute coordinates. This is true
for standard nite elements like Euler beams or bricks. However, for Tim-
oshenko beams with rotary inertia Eq. (20) may be found again as pointed
out in von Dombrowski (2002). In any case, the stiness matrix K a is highly
nonlinear and requires special evaluation as shown by Shabana (2005).

1.4 Linear Motion Analysis


The dynamical analysis of multibody systems is closely related to vi-
bration theory. For engineering applications mechanical vibrations of holo-
nomic, rheonomic systems are most important. The dynamical phenomena
are classied according to the linear and nonlinear equations of vibrations.
For small vibrations the nonlinear Eq. (17) can be linearized resulting in

M (t)y + P (t)y + Q(t)y = h(t). (24)

This system may feature parametrically excited vibrations due to the time-
varying, often periodic matrices. In the case of time-invariant matrices one
gets after decomposition into the symmetric and skew-symmetric parts

M y + (D + G)y + (K + N )y = h(t), (25)

a system which performs forced vibrations due to the external excitation


on the right hand side. In the case of h(t) = 0 only free vibrations remain.
Furthermore, if the damping matrix D, the gyroscopic matrix G, and the
circulatory matrix N are missing, the conservative system

M y + Ky = 0 (26)

with free undamped vibrations is found. On the other hand, nonlinear


time-variant mechanical systems represented by Eq. (17), even with just
one degree of freedom, may show chaotic vibrations.
The special structure of Eqs. (25) and (26) simplies the analysis. Mar-
ginal stability of Eqs. (26) is guaranteed if the stiness matrix K is positive
denite. Free damped vibrations due to Eq. (25) with G = N = 0 are
asymptotically stable if both, the stiness matrix K is positive denite and
8 W. Schiehlen and P. Eberhard

the damping matrix D is positive denite or pervasively positive semidef-


inite, respectively, see Muller and Schiehlen (1985). Moreover, Eq. (25)
is asymptotically stable if all eigenvalues have a negative real part. The
general solution of Eqs. (26) reads as
y(t) = 1 (t)y 0 + 2 (t)y 0 (27)
where the transition matrices 1 (t), 2 (t) are found from a real eigenvalue
analysis of dimension f . The general solution of Eqs. (25) can be written in
state space form with the state vector x(t) summarizing the systems state
given by the generalized coordinates and their rst time derivatives as
 
y(t)
x(t) = . (28)
y(t)
Then, the general solution reads simply
x(t) = (t)x0 (29)
where (t) denotes here the state transition matrix following from a com-
plex eigenvalue problem of dimension 2f . Matrix methods for linear systems
with harmonic excitation h(t) lead to the concept of frequency response ma-
trices while random excitation processes require spectral density matrices or
covariance matrices, respectively. In the case of Eq. (24) with periodically
time-varying coecients Floquets theory allows closed form solutions, see
Muller and Schiehlen (1985).

2 Human Locomotion
Human locomotion research requires simulation techniques provided by ap-
plied dynamics. Therefore, human locomotion serves in this section as a
typical application for applied dynamics.
Dynamic simulation of human motion driven by physiological muscle
models is increasingly used to understand human motion. Indeed, recent
research has provided remarkable insights into the coordination of human
walking. Because the neural excitations to the muscles are not known a
priori, optimization techniques are used based on the assumption that the
central nervous system (CNS) excites muscles in such a way as to optimize
some physiological performance criteria. In walking, the metabolic cost
of transport was shown to be an essential performance criterion, see e.g.
Ralston (1976).
The resulting neuromuscular optimal control problem is traditionally
solved by transforming the problem in an optimization by means of dis-
cretizing the controls, i.e. the neural excitations. The approach consists of
Multibody Systems and Applied Dynamics 9

repeatedly solving the initial value problem using the reconstructed con-
trol histories while minimizing a user-dened cost function. This approach,
called dynamic optimization in this contribution, is being increasingly used
to study human walking, see e.g. Gerritsen et al. (1998), Neptune et al.
(2001), Anderson and Pandy (2001), or Umberger et al. (2003). However,
the prohibitive computational eort arising from the several integrations
of the dierential equations describing the dynamics of the musculoskeletal
system prevents a broader use. Anderson and Pandy (2001), for instance,
report 10000 hours of CPU time to nd a solution for a 3-D musculoskele-
tal model. The successful application of dynamic simulation to the design
of assistive devices, to the evaluation of rehabilitation therapies or to the
planning of surgical interventions depends on the reduction of computa-
tional eort to acceptable levels.
One promising alternative to avoid several integrations of the system
equations is the use of inverse-dynamics approaches to solve the optimal
control problem. For instance, Nagurka and Yen (1990) proposed an inverse-
dynamics approach that consists of approximating the trajectories of the
generalized coordinates of a nonlinear dynamic system by Fourier series,
whose coecients are incorporated to the design parameters. This allows
the conversion of the optimal control problem into a parameter optimiza-
tion problem, and consequently the use of standard and ecient nonlinear
programming algorithms such as sequential quadratic programming (SQP).
Furthermore, the controls are computed by inverse dynamics by means of
the equations of motion from the generalized coordinates and their rst and
second time derivatives, which are obtained by analytical dierentiation.
As a result, numerical integrations of the system dierential equations are
not required and, thus, the computational eort is signicantly reduced.
Recently, Saidouni and Bessonnet (2003) and Bessonnet et al. (2005)
applied a similar approach to determine near-optimal walking trajectories
and joint moments for biped robots. Instead of Fourier series, Bessonnet
et al. (2005) employed splines of class C3, i.e. approximating polynomials
of fourth order, to approximate the time histories of the generalized coordi-
nates. They divide the gait cycle into phases and model contact by means
of kinematic constraints that are activated and deactivated along the walk-
ing cycle. The application of this approach to human locomotion requires,
however, the introduction of physiological models of the muscles and their
dynamics. Furthermore, the redundancy in the actuation resulting from the
number of muscles being greater than the number of degrees of freedom has
to be addressed. In this context, an inverse-dynamics approach is proposed,
see Ackermann (2007a), that allows for the determination of near-optimal
time histories of the generalized coordinates, muscle forces and neural exci-
10 W. Schiehlen and P. Eberhard

tations taking the contraction and activation dynamics of the muscles into
account.
As for the inverse-dynamics methods mentioned above, the trajectories
of the generalized coordinates describing the motion of the skeletal system
are approximated by parameterized functions. In addition, to deal with the
redundancy caused by the introduction of muscles, also the time histories
of the muscle forces are parameterized. The consistency between the gen-
eralized coordinates and the muscle forces is guaranteed by ensuring the
fulllment of constraints given by the equations of motion. The neural exci-
tations, i.e. the controls, are computed by inverting the muscle contraction
and activation dynamics. In this way, near-optimal time histories of the
generalized coordinates and of the muscle forces are searched that optimize
a time-integral cost function such as minimal metabolic cost of transport or
maximal proximity to measured data. The method is described in detail in
Ackermann (2007b).

2.1 Biomechanical Modelling


The model of the skeletal system adopted is shown in Fig. 2. The free
model, i.e. without considering the ground contact constraints, is composed
by 7 bodies, the HAT, the two thighs, the two shanks and the two feet, and
has nine degrees of freedom. The motion of the model is performed in the
sagittal plane and is described by f = 9 generalized coordinates as depicted
in Fig. 2. The pelvis, upper part of the trunk, arms and head are modeled
as a single rigid body referred to as HAT. The anthropometric parameters
of the segments are obtained using the tables in de Leva (1996). The heels,
the positions of the metatarsophalangeal joints, and the ankles are denoted
by the capital letter A, B and C, respectively, followed by r for the right or
l for the left foot. These points are used to dene the constraints active at
dierent walking phases. Each lower limb is actuated by 8 three-element
Hill-type muscle units, see Fig. 3.
During walking contacts occur between the feet and the ground. The
contacts are modeled by means of kinematic constraints as implemented
by Bessonnet et al. (2005). The constraints are activated and deactivated
throughout the gait cycle leading to a time-varying kinematic topology. The
kinematic constraints occur between the points Ar, Br, Al and Bl in Fig. 2
and the ground. The gait cycle is divided into eight phases based on the
events observed during normal walking. The phases 1, 2, 3 and 4 correspond
to the periods limited by the right heel strike, right toe contact (at contact
of right sole), left toe o, right heel o, and left heel strike, respectively.
The phases 5, 6, 7 and 8 correspond to the periods limited by the left heel
Multibody Systems and Applied Dynamics 11

1 HAT
1 Iliopsoas
2 Rectus Femoris
3 3 Glutei
4 Hamstrings
2 HAT
5 5 Vasti
6 Gastrocnemius
4 
7 Tibialis Anterior
thigh 8 Soleus

6
shank  thigh

7

8
foot

       

 shank


foot

   
 
  


Figure 2. Model of the sceletal system

strike, left toe contact (at contact of left sole), right toe o, left heel o,
and right heel strike, respectively.
The equations of motion of the free model, which are a set of ordinary
dierential equations as described by Eq. (17), are modied to account
for the additional kinematic constraints modeling the contacts occurring
12 W. Schiehlen and P. Eberhard


   
CE


PE
SE


Figure 3. Hill-type muscle model

between the feet and the ground, see e.g. Schiehlen (2006), for each phase
p as

M (y)y + k(y, y) = q r (y, y) + R(y)f m + C Tp (y)p , (30)

cp = 0, p = 1, ..., 8, (31)

where M is the symmetric, positive denite mass matrix, k is the vector of


generalized Coriolis forces, q r is the vector of generalized forces other than
the ones caused by the muscles, f m is the vector of 2 8 = 16 muscle forces,
R is the matrix that transforms the muscle forces into generalized forces,
cp is the vector containing the kinematic constraints at the feet active in
phase p, is the vector of Lagrangian multipliers, which may be interpreted
as generalized constraint forces required to fulll the kinematic constraints
in cp , and C p represents the Jacobian matrix of the constraints active in
phase p. The muscles generate moments at the joints as = Af m , where
A is a matrix containing the muscles moment arms.
The eight muscle groups considered are shown in Fig. 2 for one leg. The
Hill-type muscle model, see e.g. Zajac (1989), is composed by a contractile
element CE that generates force and represents the muscle bers, and a
series elastic element SE, while the force of the parallel elastic element PE
is set to zero, see Fig. 3. All the structures in parallel to the CE and the
SE are represented by total passive moments at the joints, which include
the moments generated by all other passive structures crossing the joints,
like ligaments. The model for the passive moments at the joints is adopted
from Riener and Edrich (1999). A linear viscous damping is added to the
hip and knee joints, whose values are determined by pendulum experiments
Multibody Systems and Applied Dynamics 13


     

  Muscle  Skeletal  
Activation
Contraction System
Dynamics
Dynamics Dynamics

      


Figure 4. Muscoleskeletal system dynamics

performed by Stein et al. (1996). In order to account for the moments lmj,r
and lmj,l applied at the metatarsophalangeal joints by the muscles exor
halucis longus and exor digitorum longus, negative moments up to 10 Nm
are allowed to act at points Br and Bl. Positive moments on the foot at the
metatarsophalangeal joint pull the toes upwards having little or no inuence
on the dynamics of the model during walking. For this reason no positive
moments are applied at the metatarsophalangeal joint in the model. Figure
4 shows a scheme of the dynamics of the complete musculoskeletal system
having the neural excitations as controls. The vectors u and a are the
vectors of the 16 neural excitations and muscle activations, respectively, of
all muscle groups considered in the model. The vectors lm and m contain
the lengths and lengthening velocities of the muscles, respectively. The
activation dynamics is modeled by a rst order dierential equation as in He
et al. (1991). The rst order contraction dynamics arises from the presence
of the series elastic element (CE) and from the muscle force-length-velocity
relations, refer e.g. to Ackermann (2007b), and is based on the model of
Nagano and Gerritsen (2001).
In order to estimate the metabolic energy rate E consumed by the mus-
cles, phenomenological muscle energy expenditure expressions recently pro-
posed in Umberger et al. (2003) are used as

E = E(u, a, ce , lce , f ce , pm ) (32)

where the muscle parameters are summarized in the vector pm . All muscle
parameters are selected from Nagano and Gerritsen (2001), Menegaldo et al.
(2003), and Umberger et al. (2003).
14 W. Schiehlen and P. Eberhard

2.2 Optimization Approach

The approach proposed to solve the optimal neuromuscular problem is


described in details in Ackermann (2007a,b). It consists in a conversion
of the optimal control problem having neural excitations as controls into a
parameter optimization based on the parameterization of states while the
controls are determined by inverse dynamics. This dispenses with the need
for numerically integrating the system dierential equations, thus, reducing
the computational cost. In order to deal with the fact that the muscu-
loskeletal system is redundantly actuated, a parameterization of the muscle
forces is proposed. The approach can be seen as a fusion of the approaches
of Bessonnet et al. (2005) to determine near-optimal walking patterns for
biped robots with the extended inverse dynamics (EID) approach of Ack-
ermann and Schiehlen (2006) to determine optimal, physiological muscle
forces and energetic requirements for a prescribed motion of the skeleton.
The connection between both approaches occurs at the joint levels by im-
posing the agreement between joint moments applied by the muscles and
joint moments required to generate the parameterized motion. The ap-
proach yields optimal motion patterns and joint moment histories that are
compatible with muscle capabilities. Furthermore, more accurate estima-
tions of metabolic cost can be assessed by using phenomenological muscle
energy expenditure models from Eq. (32).
Figure 5 shows a schematic representation of the approach proposed.
The time histories of the generalized coordinates or kinematics, respectively,
and of the muscle forces are approximated by splines that interpolate nodal
values, which are incorporated to the optimization variables. The consis-
tency between muscle forces and motion is guaranteed by satisfying the
equations of motion (30) at discrete control points. From the reconstructed
muscle force histories, the neural excitations are computed by inverting the
muscle contraction dynamics and activation dynamics. The contraction dy-
namics is inverted by solving for the activation a from the muscle length
lm (y) and lengthening velocity m (y, y), and from the muscle force f m and
m
its derivative f , obtained by numerical dierentiation of f m . The acti-
vation dynamics is inverted subsequently by the corresponding expression
for the neural excitation u from the muscle activation a and its derivative
a, obtained by numerical dierentiation of a. The optimization problem is
formulated as a search for optimal motion and muscle forces that minimize
a cost function, e.g., the metabolic cost of transport and the deviation from
normal measured patterns, subject mainly to constraints that ensure neural
excitations bounded by 0 and 1, fulllment of kinematic constraints in Eqs.
(31), and consistency between muscle forces and kinematics, i.e. fulllment
Multibody Systems and Applied Dynamics 15

Optimization Optimization
Constraints
Variables Variables

Muscle Muscle Moment Joint Equations


Kinematics
Forces Arms Moments of Motion


Contr.
Dyn. Optimization
Loop
Muscle
Activations
Metabolic Cost Cost Motion

Act. of Transport Function Deviation
Dyn.

Neural
Measured
Excitations
Kinematics
 Constraints

Figure 5. Optimization approach

of the equations of motion throughout the walking cycle, see Eq. (30).
The cost function adopted for the applications is characterized by the
metabolic cost of transport E t . The expression for the metabolic cost of
transport reads as, see Ackermann (2007a),
16 
 tf
Et = Ei (t)dt (33)
i=1 ti

where Ei is the metabolic cost rate from Eq. (32) for muscle i.

2.3 Verication of Extended Inverse Dynamics Approach


One way to validate the extended inverse dynamics (EID) approach is to
use the solution for the neural excitations obtained with the EID as controls
for a numerical integration of the dierential equations of the musculo-
skeletal model. If the kinematics obtained in this way agrees well with
the measured one, used as input for the EID, it can be concluded that the
approach works well and that the discretization adopted is suciently ne,
16 W. Schiehlen and P. Eberhard

    
80

Extended Inverse Dynamics 60 

    
   Musculoskeletal     40
Model      

20   



0 

20 
  Time   
Integration     40
0 0.1 0.2 0.3 0.4
Direct dynamics   

Figure 6. Schematic representation of the procedure to validate the EID


approach on the left hand side.

i.e. the number n of nodes is sucient to guarantee a proper modeling of the


phenomenon. Fig. 6 shows a scheme of the described procedure on the left
hand side. The right hand side shows a comparison between the measured
kinematics y m (t) of the swing phase of subject 1 walking normally with
the kinematics y f (t) computed by forward integrating the muscoleskeletal
dynamics using the neural excitations obtained with the EID as controls.
The kinematics y m (t) of the lower limb of a subject measured during the
swing phase serves as input to the EID approach to compute the optimal
neural excitations in uEID and the total metabolic cost EEID according to
Eq. (33). The neural excitations at the nodes are then linearly interpolated
and used as controls for a numerical forward integration of the dierential
equations with initial conditions for the states, muscle forces and muscle
activations at t = 0, given by the values computed with the EID. The
forward integration delivers the time history of the generalized coordinates
y f (t). A new estimation of the total metabolic cost Ef is then computed.
The results of the described procedure are shown in Fig. 6. On the left
hand side, the metabolic cost estimations E t obtained with the EID and
with the forward integration are shown, EEID = 46.1J and Ef = 44.3J,
respectively, representing a small dierence of about 4%. The comparison of
the kinematics on the right hand side of Fig. 6 features a good agreement.
The results indicate, therefore, that the method works well and that the
discretization is suciently ne by showing a good reconstruction of the
original measured kinematics and a reasonable match of the metabolic cost
Multibody Systems and Applied Dynamics 17

estimations. In fact, this comparison would show an even better agreement


if the states at all nodes computed with the EID were used for a numerical
integration throughout the inter-node times.

3 Conclusion
In the rst section the historical development of multibody dynamics is
reviewed briey. The fundamental approaches of analytical dynamics are
summarized for rigid and exible bodies. Multibody dynamics is an ex-
cellent foundation for applied dynamics and sophisticated control design.
Multibody dynamics oers challenging problems for computational meth-
ods required advanced simulation techniques.
The second section illustrates the value of biomechanics based approaches
to evaluate and analyze the potential of the inverse-dynamics based opti-
mization framework. The results show how modelling and control of the
sophisticated systems may be veried in applied dynamics by measurements
and advanced simulation techniques.

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,
24 O. Brls, A. Cardona and M. Gradin


#  -; & , - ##-,
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Modelling, Simulation and Control 25

# 
    

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26 O. Brls, A. Cardona and M. Gradin

  - (% %$  '     2


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Modelling, Simulation and Control 27

  1
2   1    '  >9 +    -#,-
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28 O. Brls, A. Cardona and M. Gradin

  2. / 1-      60,



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Modelling, Simulation and Control 29

2- A -
C - -- 
2   ,  -
 9   1-  -

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30 O. Brls, A. Cardona and M. Gradin

+  B          


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Modelling, Simulation and Control 31

+  -  ,- , -, -  1- 


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2
 
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32 O. Brls, A. Cardona and M. Gradin

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Modelling, Simulation and Control 33

 -  2 -9  - -   


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#   #11-   ' 9
        
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34 O. Brls, A. Cardona and M. Gradin

+    #12  ,1   K  ,1 1; % -:


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Modelling, Simulation and Control 35

)  #-  6EO7 -
6FE79  -12, ,- 


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@  B  6@ 7 6I?7


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36 O. Brls, A. Cardona and M. Gradin

   (  9   -, 


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+    
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, 2- 

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/
 
/
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/
Modelling, Simulation and Control 37

5  6  5  7 6 B
+   1
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/
5  5  7 
 ! 6>  % > 8 % !
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38 O. Brls, A. Cardona and M. Gradin

    ,1- -   ; % K-, #, 


 

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5 B >  B !67
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B  ! 6OO7

Modelling, Simulation and Control 39


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6OO79 +

#

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B !67 B !67 6OQ7
.

+  -1 - 1-   1#,-  B 


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40 O. Brls, A. Cardona and M. Gradin

% 
 
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Modelling, Simulation and Control 41

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42 O. Brls, A. Cardona and M. Gradin

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Modelling, Simulation and Control 43

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44 O. Brls, A. Cardona and M. Gradin

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Modelling, Simulation and Control 45

+  , - - # 9 ,,#-


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46 O. Brls, A. Cardona and M. Gradin

+   
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Modelling, Simulation and Control 47

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48 O. Brls, A. Cardona and M. Gradin

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Modelling, Simulation and Control 49

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50 O. Brls, A. Cardona and M. Gradin

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Modelling, Simulation and Control 51

& 
 
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52 O. Brls, A. Cardona and M. Gradin

4.0 ( 
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Modelling, Simulation and Control 53

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54 O. Brls, A. Cardona and M. Gradin

  01. / 1- 


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Modelling, Simulation and Control 55

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56 O. Brls, A. Cardona and M. Gradin

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Modelling, Simulation and Control 57


  
 
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Modelling, Simulation and Control 59

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Modelling, Simulation and Control 61

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Modelling, Simulation and Control 63

             


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Modelling, Simulation and Control 67

     


 



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0.5 0.06
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Modelling, Simulation and Control 69








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Modelling, Simulation and Control 71

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72 O. Brls, A. Cardona and M. Gradin

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Modelling, Simulation and Control 73

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4GD ENQDB@RS 4NLHYTJ@  ENQ SGD  BDMSTQX @QFTDR SG@S LDBG@SQNMHBR
VHKK AD NMD NE SGD  LNRS HMTDMBHMF DMFHMDDQHMF SNOHBR -DBG@SQNMHBR B@M
AD SQD@SDC @R SGD ETSTQD NE @S KD@RS LDBG@MHB@K DMFHMDDQHMF (NVDUDQ SGD
CDRHFM NE LDBG@SQNMHB@K RXRSDLR HR MNS @M D@RX S@RJ )S HR GD@UHKX A@RDC
NM LNCDKHMF @MC RHLTK@SHNM 4GD B@O@AHKHSX SN CDUDKNO U@KHC @MC DBHDMS
RHLTK@SHNM LNCDKR HM QD@RNM@AKD CDUDKNOLDMS SHLD HR DRRDMSH@K ENQ RTBBDRRETK
CDUDKNOLDMS NE LDBG@SQNMHB@K OQNCTBSR #DQS@HMKX SGD BNMSQNK QDOQDRDMSR
SGD JDQMDK NE SGD LDBG@SQNMHB@K RXRSDL 2DBDMSKX SVN CHDQDMS @OOQN@BGDR
SNV@QCR BNMSQNK NE LDBG@SQNMHB@K RXRSDLR NBBTQ /MD @OOQN@BG B@M AD B@KKDC
LNCDK A@RDC BNMSQNK @MC SGD NSGDQ LNCDKKDRR BNMSQNK 4GD QRS @OOQN@BG
HR CDUDKNOHMF SGD BNMSQNK TRHMF SGD DWOKHBHS JMNVKDCFD NE SGD LNCDK NE SGD
BNMSQNKKDC RXRSDL VGHKD SGD RDBNMC NMD @UNHCR @MX MDBDRRHSX NE JMNVKDCFD
NE SGD LNCDK NE SGD BNMSQNKKDC RXRSDL 4GD OTQD UDQRHNM NE SGD K@SSDQ NMD
HR @ SNOHB NE NMFNHMF QDRD@QBG VGHKD SGD QRS NMD HR QD@CX ENQ OQ@BSHB@K
@OOKHB@SHNMR
6DGHBKDR @QD BTQQDMSKX SGD LNRS LDBG@SQNMHB@K OQNCTBSR 4GDX QDOQD
RDMS SGD HCD@K DW@LOKD ENQ CDLNMRSQ@SHNM NE SGD @OOKHB@SHNM NE CDRBQHADC
@OOQN@BGDR -NQDNUDQ SGD CDRBQHADC @OOQN@BGDR G@UD ADDM CDUDKNODC RODBHE
HB@KKX A@RDC NM SGD HMROHQ@SHNM @MC CDL@MCR NE @TSNLNSHUD DMFHMDDQHMF
76 M. Valek

4GDQDENQD SGHR BNMSQHATSHNM BNUDQR SGQDD L@HM SNOHBR 4GD QRS SNOHB
HR SGD DBHDMS CDUDKNOLDMS NE RHLTK@SHNM LNCDKR NE LDBG@SQNMHB@K RXRSDLR
4GD RDBNMC SNOHB HR SGD LNCDK A@RDC BNMSQNK CDRHFM NE LDBG@SQNMHB@K RXRSDLR
4GD SGHQC SNOHB HR @ CDLNMRSQ@SHNM NE @OOKHB@SHNM NE SGD CDRBQHADC @OOQN@BGDR
SNV@QCR SGD CDUDKNOLDMS NE HMSDFQ@SDC BG@RRHR BNMSQNK @MC SGD BNMSQNK NE
BNLATRSHNM DMFHMDR NE UDGHBKDR

  !
-DBG@SQNMHBR HR NMD NE SGD K@QFDRS BG@MFDR QDUNKTSHNMR SG@S G@UD S@JDM
OK@BD HM DMFHMDDQHMF @S SGD DMC NE SGD K@RS BDMSTQX )S G@R TMCDQFNMD SGD
DUNKTSHNM (DVHS  EQNL HMSDFQ@SHNM NE SGD LDBG@MHRLR VHSG DKDBSQNMHBR
@MC SGD QNANS @MC .# L@BGHMDSNNKR BNMSQNK SGQNTFG LNQD FDMDQ@K INHMHMF
NE SGD LDBG@MHBR L@BGHMDR @MC SGD DKDBSQNMHBR @R VDKK @R SGD BNMSQNK NE
L@MX MDV GHFGSDBG OQNCTBSR E@WDR UHCDN B@LDQ@R B@QR @HQBQ@ESR DSB  TO
SN SGD UDQX FDMDQ@K BNMBDOS NE RXMDQFHRSHB BNLAHM@SHNM NE U@QHNTR SDBGMNKN
FHDR HM @ RHMFKD OQNCTBS NQ @ MDV CDRHFM LDSGNCNKNFX &HFTQD   )M SGD 
BDMSTQX SGD LDBG@SQNMHBR G@R ADDM PT@KHDC @R SGD RXMDQFHRSHB HMSDFQ@SHNM
NE SGD LDBG@MHBR L@BGHMDR VHSG SGD DKDBSQNMHBR @MC SGD HMSDKKHFDMS BNL
OTSDQ BNMSQNK VHSG SGD DLOG@RHR NM SGD CDRHFM NE HMSDKKHFDMS L@BGHMDR )M SGD
 BDMSTQX SGD LDBG@SQNMHBR @R SGD RXMDQFHRSHB HMSDFQ@SHNM NE SGD OGXRHB@K
RXRSDLR VHSG SGD HMENQL@SHNM SDBGMNKNFHDR @MC BNLOKDW CDBHRHNM OQNBDRRDR
HR BNMRHCDQDC 4NLHYTJ@  SN G@UD NMD NE SGD FQD@SDRS HMTDMBDR NM
SGD CDUDKNOLDMS NM SGD DMFHMDDQHMF SDBGMNKNFX HD L@BGHMDR @MC BNMRSQTB
SHNMR 4GD LDBG@SQNMHBR HR DWODBSDC SN BNMSQHATSD CDDOKX SN SGD BQD@SHNM NE
MDV OQNCTBSR @MC SDBGMHB@K RXRSDLR VGHBG VHKK NTSCN DWHRSHMF KHLHS@SHNMR
NE OQNODQSHDR @BGHDU@AKD AX SNC@X R SQ@CHSHNM@K OQNCTBSR @MC SGTR VHKK AD
SGD LNSNQ NE SGD VD@KSG @MC SGD DBNMNLX HMBQD@RD NE SGD RDQHNTR SDBGMHB@K
OQNAKDLR? RNKTSHNM NE SGD VNQKC ATS @KRN ITRS NE ADSSDQ R@SHREXHMF SGD GTL@M
MDDCR 4GD HMSDKKHFDMS RSQTBSTQDR 'TQ@M @MC 4YNT  *@MNBG@  
HMSDKKHFDMS L@SDQH@KR +DKKX @MC :VDADM  7@KK@BD   LDBG@SQNMHB
BNLONMDMSR .DTFDA@TDQ DS @K  @QD SGD M@STQ@K O@QSR NE LDBG@SQNM
HBR 4GDX MNS NMKX ONRRDRR SGD ETMC@LDMS@K BG@Q@BSDQHRSHBR NE LDBG@SQNMHBR
BNMMDBSHMF SGD L@SSDQ RDMRNQR @MC CDBHRHNML@JHMF ATS @ANUD @KK SGDX
HMSQNCTBD SGD DRRDMSH@K ED@STQDR NE HMSDKKHFDMBD @MC RL@QSMDRR HM SGD LDBG@
SQNMHBR 4GDQD @QD MTLADQR NE NSGDQ CDRHFM@SHNMR KHJD @C@OSQNMHBR *@MNBG@
  RSQTBSQNMHBR 'TQ@M @MC 4YNT   @MC RN NM
!MXANCX VGN ADBNLDR E@LHKH@Q VHSG SGD LDBG@SQNMHBR @BPTHQDR @M HL
OQDRRHNM SG@S MNV @MXSGHMF HR ONRRHAKD HM SDBGMNKNFX 4GD RDMRNQR @MC CQHUDR
@BST@SNQR B@M AD OK@BDC @MXVGDQD @MC SGDX B@M AD TRDC SN BNMSQNK SGHMFR
RN SG@S @MXSGHMF SG@S HR ONRRHAKD HM SGD UHQST@K VNQKC NE GTL@M HL@FHM@SHNM
Modelling, Simulation and Control 77


 



  

 













 



 



 


 

















 



 
 



  









 




 










 

 


 

64B?2  -DBG@SQNMHBR @R RXMDQFHRSHB BNLAHM@SHNM NE SDBGMNKNFHDR

@MC HM SGD BNLOTSDQ RHLTK@SHNM LNCDKR @ESDQ HS HR ONRRHAKD SN HLOKDLDMS HM


SGD QD@K L@SDQH@K VNQKC )S HR ITCFDC NE SGD OGXRHB@K KHLHS@SHNMR E@KK CNVM
VGDM SGD LDBG@SQNMHBR HR S@JDM HMSN @BBNTMS SG@S SGD OQNCTBSR @QD KHLHSDC
NMKX AX SGD OQHBD @MC SGD L@QJDS CDL@MC
(NVDUDQ @ESDQ @ CDDODQ DW@LHM@SHNM HS BNLDR NTS SG@S HS R MNS SQTD )M
HMCHUHCT@K B@RDR HS HR ENTMC NTS SG@S SGD RDMRNQR @QD MNS RTHS@AKD SG@S SGD
@BST@SNQR @QD LHRRHMF NQ MNS RTHS@AKD SG@S SGDQD HR MN RTOONQS WDC O@QS NE
SGD EQ@LD ENQ SGD @BST@SNQ SN OTS ENQSG @ ENQBD @BBNQCHMF SN SGD .DVSNM R
K@V NE @BSHNM @MC QD@BSHNM SG@S SGD LDBG@MHB@K RXRSDL TMCDQ BNMRHCDQ@
SHNM HR TMBNMSQNKK@AKD DSB )E SGD RSQTBSTQD NE SGD LDBG@SQNMHB@K RXRSDL
HR CDRBQHADC RDD &HFTQD   HS HR ONRRHAKD SN ENQLTK@SD RTBG OQNAKDL HM @
V@X SG@S SGD HMENQL@SHNM NQ DMDQFX NQ ENQBD NV B@MMNS AD BKNRDC SN QD@K
HYD SGD CDRHQDC ETMBSHNM !M@KXYHMF SGD RTBBDRRETK LDBG@SQNMHB @OOKHB@SHNMR
VD MC NTS SGDX G@UD LNRSKX ADDM @BBNLOKHRGDC AX @ OQNODQ LNCHB@
SHNM NE SGD SQ@CHSHNM@K OGXRHB@K NAIDBSR L@BGHMDR RSQTBSTQDR SN QD@KHYD @MC
78 M. Valek

BKNRD SGD LDBG@SQNMHB RXRSDL RSQTBSTQD 4GDQDENQD SGD A@RHR NE SGD NQHFHM@
SHNM NE SGD RL@QS RSQTBSTQDR HMSDKKHFDMS L@SDQH@KR LDBG@SQNMHB BNLONMDMSR
LDBG@SQNMHB @OOKHB@SHNMR @QSDE@BSR VHSG HMSDKKHFDMS ADG@UHNTQ FDMDQ@KKX HR
SGD HMUDMSHUD LNCHB@SHNM NE SGD DWHRSHMF NAIDBS OGXRHB@K RXRSDL RN SG@S
SGD LDBG@SQNMHB RSQTBSTQD HR ONRRHAKD SN AD BQD@SDC 4GTR SGD LDBG@SQNM
HBR G@R ADBNLD @ MDV RNTQBD NE HMUDMSHNMR @MC CDRHFM ! K@QFD @LNTMS NE
SGD RNKTSHNMR MDV O@SDMSR MDV L@BGHMD @MC BNMRSQTBSHNMR HMMNU@SHNMR HR
A@RDC NM SGD BQD@SHNM NE @M HMUDMSHUD LNCHB@SHNM NE SGD DWHRSHMF OGXRHB@K
RXRSDL SN L@JD SGD HMSDKKHFDMS ADG@UHNTQ ONRRHAKD 4GHR HR SGD QD@RNM ENQ

 

 
  

 


  

  
 

   


 


  
 
  
     
 

 
 

 

 

   

64B?2
 3SQTBSTQD NE @ LDBG@SQNMHB RXRSDL

SGD HMUDRSHF@SHNM NE SGD OQHMBHOKDR NE SGD RL@QS RSQTBSTQDR HMSDKKHFDMS L@


SDQH@KR HMSDKKHFDMS ADG@UHNTQ @MC LDBG@SQNMHB BNLONMDMSR @R @M HMUDMSHNM
ENQ SGD LNCHB@SHNMR NE SGD OGXRHB@K RXRSDLR NE L@BGHMDR BNMRSQTBSHNMR
@MC FDMDQ@K RXRSDLR SN @KKNV SGD LDBG@SQNMHBR @OOKHB@SHNM ADHMF SGD BNQD
RTAIDBS NE SGD OQNONRDC QDRD@QBG OQNIDBS 4GD CDRHFM NE SGD MDV LDBG@
SQNMHB OQNCTBSR TRHMF SGDRD MDV OQHMBHOKDR QDPTHQDR SGD TSHKHY@SHNM NE MDV
@CU@MBDC CDRHFM OQNBDCTQDR &HM@KKX SGD ENQLTK@SHNM @MC SGD @HLHMF NE SGD
MDBDRR@QX OQHMBHOKDR QDRD@QBG B@MMNS AD CNMD VHSGNTS @M NTSKNNJ @MC @M
HMROHQ@SHNM NE SGD @OOKHB@SHNM NE SGDRD MDV LDBG@SQNMHB RNKTSHNMR OQHMBHOKDR
@MC HMSDFQ@SDC BNMBTQQDMS CDRHFM OQNBDCTQDR ENQ SGD MDV FDMDQ@SHNMR NE
SGD L@BGHMD BNMBDOSR BNMRSQTBSHNMR ENQ SGD HLOKDLDMS@SHNM NE @ ETMBSHNM
NM GHFGDQ PT@KHS@SHUD KDUDK NE O@Q@LDSDQR @MC ENQ VHCDQ @OOKHB@SHNM Q@MFD
@MC SGD EDDCA@BJ ENQ ETMC@LDMS@K QDRD@QBG NE SGD MDV OQHMBHOKDR ENKKNVHMF
EQNL HS
Modelling, Simulation and Control 79

!BBNQCHMF SN SGD &HFTQD  SGD LDBG@SQNMHB@K RXRSDL HR @ LTKSHOGXRHB@K


RXRSDL @R HS BNMRHRSR NE RTARXRSDLR NE CHDQDMS OGXRHB@K M@STQD DF LD
BG@MHB@K GXCQ@TKHB OMDTL@SHB @DQNCXM@LHB DKDBSQHB@K L@FMDSHB BGDLH
B@K DKDBSQNMHB@K BNMSQNK DSB "DB@TRD NE EDDCA@BJR SGD LDBG@SQNMHB@K RXRSDL
LTRS AD CDRHFMDC TRHMF SGD UHQST@K OQNSNSXOHMF 4GD NSGDQ QD@RNM ENQ FQD@S
HLONQS@MBD NE LNCDKKHMF @MC RHLTK@SHNM HR SG@S LDBG@SQNMHB@K RXRSDLR @QD
MNS CDRHFMDC A@RDC NM KNMFSDQL OQDUHNTR DWODQHDMBD 4GHR LD@MR SG@S SGD
RXRSDL HR LNCDKKDC @R LTKSHOGXRHB@K RXRSDL @M@KXRDC LNCHDC NOSHLHRDC
@MC NMKX @ESDQ SG@S OGXRHB@KKX CDRHFMDC @MC L@MTE@BSTQDC 4GD B@O@AHKHSX
SN CDUDKNO RHLTK@SHNM LNCDKR NE LDBG@SQNMHB@K RXRSDLR HR SGD A@RHR NE CDRHFM
NE LDBG@SQNMHB@K RXRSDLR @MC HS HR ETQSGDQ HMUDRSHF@SDC HM CDS@HKR
4GDQD HR RSHKK MN BNLOKDSD CDRHFM LDSGNCNKNFX ENQ LDBG@SQNMHB RXRSDLR
NMKX SGD DWODQHDMBD EQNL RTBBDRRETK CDRHFM RNKTSHNMR DF +NQS\ TL DS @K
 @MC HMHSH@K FDMDQ@KHYDC LDBG@SQNMHB@K CDRHFM LDSGNCNKNFX 6@K@RDJ
  @KSGNTFG @ RS@MC@QC G@R ADDM @KQD@CX ENQLTK@SDC 6$)   
4GD JDX O@QS NE @KK DWHRSHMF @OOQN@BGDR SNV@QCR CDRHFM NE LDBG@SQNMHB RXR
SDLR HR SGD LNCDKKHMF @MC RHLTK@SHNM 4GDQDENQD @F@HM SGD DRRDMSH@K OQNAKDL
HR SGD B@O@AHKHSX SN @RRDLAKD SGD RHLTK@SHNM LNCDK NE SGD BNLOKDSD LDBG@
SQNMHB RXRSDL
6DGHBKD HMCTRSQX HR NMD NE SGD HMCTRSQHDR VGDQD SGD @OOKHB@SHNM NE LDBG@
SQNMHB RNKTSHNM BNMBDOSR G@R ADBNLD SGD OQDRDMS CDRHFM @OOQN@BG 4GD UD
GHBKDR NE SNC@X ANSG QN@C @MC Q@HKV@X HMBKTCD BNLAHM@SHNM NE BNLONMDMSR
NE LDBG@MHB@K DKDBSQHB@K THCONVDQ BNMSQNK @MC CHFHS@K BNLOTSHMF BNL
ONMDMSR 4GD @CU@MS@FDR NE RTBG RNKTSHNMR @R !"3 DKDBSQNMHB ETDK HMIDBSHNM
@MC HFMHSHNM DKDBSQNMHB@KKX BNMSQNKKDC @C@OSHUD RTRODMRHNM NQ SHKSHMF SQ@HM
RXRSDL @QD SGD DW@LOKDR NE ETKKKLDMS NE SGD LDBG@SQNMHBR CDMHSHNM 4GD
OQDRDMS UDGHBKDR BKD@QKX CDLNRSQ@SD SGD BNLAHM@SHNM NE BNLONMDMSR RNKT
SHNMR @MC SDBGMNKNFHDR EQNL SGD HMSDQRDBSHMF BHQBKDR NE LDBG@MHB@K DKDBSQHB@K
BNMSQNK @MC RNESV@QD DMFHMDDQHMF

   ! !


)M OQDUHNTR RDBSHNM HS G@R ADDM BNMBKTCDC SG@S LNCDKKHMF HR @ JDX O@QS NE
DWHRSHMF @OOQN@BGDR NE CDRHFM LDSGNCNKNFX NE LDBG@SQNMHB RXRSDLR 4GD
L@HM OQNAKDL NE SGHR RDBSHNM HR SN CDRBQHAD SGD V@XR GNV SN @RRDLAKD SGD
RHLTK@SHNM LNCDK NE LDBG@SQNMHB@K RXRSDL @R @ LTKSHOGXRHB@K RXRSDL )S HR
RTOONRDC SG@S SGD RHLTK@SHNM LNCDK NE O@QSHBTK@Q RTARXRSDLR NE NMD OGXR
HB@K M@STQD B@M AD @RRDLAKDC AX SGD SDBGMHPTDR NE SG@S O@QSHBTK@Q OGXRHB@K
AQ@MBG 4GD OQNAKDL HR GNV SN HMSDQBNMMDBS RTBG RTALNCDKR HMSN NMD QD
RTKSHMF LTKSHOGXRHB@K LTKSHCHRBHOKHM@QX LNCDK 3DUDQ@K @OOQN@BGDR SNV@QCR
@RRDLAKX NE LNCDK NE @ LTKSHOGXRHB@K LTKSHCHRBHOKHM@QX LDBG@SQNMHB@K RXR
80 M. Valek

SDL DWHRS +@QMNOO DS @K  #DKKHDQ  6DHSK DS @K  6@K@RDJ DS
@K  6@K@RDJ  !QMNKC DS @K   4VN CHDQDMS BK@RRDR NE @O
OQN@BGDR B@M AD CHRSHMFTHRGDC &HFTQD  6@K@RDJ DS @K   4GD QRS
NMD HR SGD BNRHLTK@SHNM @MC SGD RDBNMC NMD B@M AD B@KKDC TMHENQL LNCDKHMF
4GD BNRHLTK@SHNM HR A@RDC NM HMSDQE@BHMF SGD QDRTKSDC LNCDKR HM CHDQDMS
OGXRHB@K CNL@HMR @MC SGD TMHENQL LNCDKHMF HR A@RDC NM SGD LNCDKHMF NE SGD
VGNKD LTKSHCHRBHOKHM@QX RXRSDL VHSGHM NMD TMHENQL K@MFT@FD


  


      
 
     
!
   

   


   


64B?2  !OOQN@BGDR SN -TKSHCHRBHOKHM@QX -NCDKHMF

 <@6:B9.A6<;
4GD QRS @OOQN@BG HR SGD TR@FD NE SNNKR ENQ RODBH@KHYDC BNLONMDMS LNC
DKKHMF HM NMD O@QSHBTK@Q OGXRHB@K CNL@HMR @MC SGDM HMSDQE@BHMF SGD QDRTKSHMF
LNCDKR 6DHSK DS @K   4GD NTSOTS U@QH@AKDR EQNL NMD LNCDK @QD SGD
HMOTS U@QH@AKDR NE @MNSGDQ LNCDK @MC UHBD UDQR@ 4GHR DWBG@MFD NE U@QH@AKDR
HLHS@SDR SGD QD@K HMSDQ@BSHNM ADSVDDM SVN LNCDKR NE RTARXRSDLR &HFTQD  

    


 

  


64B?2  0QHMBHOKD NE BNRHLTK@SHNM

,DS TR CDRBQHAD @ RHLOKD DW@LOKD NE CXM@LHB HMSDQ@BSHNM NE SVN L@RRDR


Modelling, Simulation and Control 81

EQNL &HFTQD  6@K@RDJ DS @K @  4GD HMSDQ@BSHNM NE SVN L@RRDR 


@MC  AX SGD RSHMDRR    @MC C@LOHMF DKDLDMSR    HR CDRBQHADC AX
RHLOKD RHLTKS@MDNTR DPT@SHNMR
+
\   + +   +> +>
+
\   + +   +> +>  +  +>
4GDRD DPT@SHNMR B@M AD ROKHS HMSN SVN FQNTOR M@STQ@KKX BNMBDMSQ@SDC @QNTMC
SGD L@RRDR  @MC 
+
\  
   + +   +> +>
+
\    +  +>
4GD LNCDK @QNTMC SGD L@RR  QDBDHUDR SGD U@KTDR NE U@QH@AKDR + +> EQNL
SGD LNCDK @QNTMC SGD L@RR   BNLOTSDR SGD ENQBD  @MC SGD QHFGSG@MC
RHCD NE SGD DPT@SHNM NE LNSHNM NE L@RR  @MC SQ@MRLHSR SGD U@KTD NE SGD
ENQBD  SN SGD LNCDK @QNTMC SGD L@RR   4GD LNCDK @QNTMC SGD L@RR
 QDBDHUDR SGD U@KTD NE SGD ENQBD   BNLOTSDR SGD QHFGSG@MC RHCD NE SGD
DPT@SHNM NE LNSHNM NE L@RR  @MC SQ@MRLHSR SGD U@KTDR NE U@QH@AKDR + +> SN
SGD LNCDK @QNTMC SGD L@RR   4GD DPT@SHNMR NE LNSHNM B@M AD HMSDFQ@SDC
AX NMD BNLLNM HMSDFQ@SNQ RNKUDQ NE CHDQDMSH@K DPT@SHNMR NQ RDO@Q@SDKX
AX SVN HMSDFQ@SNQR @RRNBH@SDC VHSG SGD LNCDK @QNTMC SGD L@RR  @MC
@QNTMC SGD L@RR   4GHR DW@LOKD V@R TRDC @R @ SDRSHMF ADMBGL@QJ NE BN
RHLTK@SHNM DMUHQNMLDMS ADSVDDM -@SK@A3HLTKHMJ @MC HMGNTRD CDUDKNODC
&%! SNNK HM #BNCD &HFTQD   4GHR DW@LOKD NODMR @ KNS NE ONRRHAHKHSHDR
GNV SN @QQ@MFD SGD BNRHLTK@SHNM

64B?2  3HLOKD DW@LOKD NE BNRHLTK@SHNM NE SVN LNCDKR

4GHR HR @ UDQX OQNLHRHMF @OOQN@BG ENQ LTKSHOGXRHB@K LTKSHCHRBHOKHM@QX


LNCDKHMF @MC RHLTK@SHNM ADB@TRD SGD LDSGNCNKNFHDR @MC BNQQDRONMCHMF RNES
82 M. Valek

V@QD SNNKR ENQ LNCDKHMF @MC RHLTK@SHNM SGD RXRSDLR EQNL NMD OGXRHB@K CN
L@HM @QD UDQX VDKK DRS@AKHRGDC HLLDCH@SDKX @U@HK@AKD @MC UDQX VDKK SDRSDC
4GD @CU@MS@FDR @QD SG@S SGD LNCDKR @QD @U@HK@AKD HM RODBH@KHYDC LNCDKHMF
SNNKR VHSG RODBH@KHYDC MTLDQHB@K RNKUDQR CDUDKNODC TRHMF RODBH@KHRSDWODQS
JMNVKDCFD NESDM HMSN K@QFD LNCDK BNLOKDWHSX 4GD CHR@CU@MS@FD NE SGHR
@OOQN@BG HR SG@S L@MX CDS@HKR NE ROKHSSHMF SGD LNCDK @MC SGD RNKUDQ @QD
OQ@FL@SHB VHSGNTS DK@ANQ@SDC SGDNQDSHB@K JMNVKDCFD 4GD CHR@CU@MS@FDR
@QD SG@S CDUDKNOLDMS NE HMSDQE@BDR HR MDBDRR@QX KD@CHMF SN BNLOKDW RHLTK@
SHNM DMUHQNMLDMS @MC BNOHMF VHSG CHDQDMS LNCDKKHMF SDBGMHPTDR !MNSGDQ
CHR@CU@MS@FD HR SG@S HS HR SN FQD@S DWSDMS KHLHSDC SN SGD CDRHFM AX RHLTK@SHNM
2DBDMSKX FQD@S OQNFQDRR G@R ADDM @BGHDUDC HM LDSGNCNKNFHDR ENQ HMSDQE@BHMF
NE O@QSHBTK@Q RNESV@QD SNNKR 4GDQD @QD L@MX ONRRHAKD LDSGNCR ENQ HMSDQE@B
HMF NE RNESV@QD SNNKR ENQ LDBG@SQNMHB RXRSDL RHLTK@SHNM
4GD BNTOKHMF NE LNCDKR B@M AD QD@KHYDC NM CHDQDMS KDUDKR 4GDHQ BK@R
RHB@SHNM TRDR SGD FDMDQ@K BNMRHCDQ@SHNM NE BNTOKHMF #!% RNESV@QD SNNKR
&HFTQD  6DHSK DS @K   4GD QRS CHRSHMBSHNM HM SGHR BK@RRHB@SHNM
RSQTBSTQD HR ADSVDDM CDRHFM SNNKR @MC CDRHFM LNCDKR $DRHFM LNCDK CD
RBQHADR SGD ADG@UHNTQ ETMBSHNM@KHSX NE SGD RXRSDL ADHMF CDRHFMDC 4GD CDRHFM
SNNKR B@M NMKX HMBKTCD SGD BNLOTS@SHNM NE CDRHFM O@Q@LDSDQR VHSGNTS LNC
DKKHMF SGD VGNKD RXRSDL 4GD RDBNMC CHRSHMBSHNM HR ADSVDDM SGD CDRBQHOSHUD
@MC NODQ@SHNM@K LNCDKR 4GD CDRBQHOSHUD LNCDK ITRS CDRBQHADR SGD RSQTBSTQD
@MC BNMSDMS NE SGD OK@MS LNCDK 4GD NODQ@SHNM@K LNCDK B@M AD HMSDQOQDSDC
@MC FDMDQ@SDR MDV C@S@ @ANTS SGD OK@MS DF SHLD RDPTDMBD NE SGD OK@MS
ADG@UHNTQ SGD U@KTD NE SGD ODQENQL@MBD HMCDW  %W@LOKDR NE CDRBQHOSHUD
LNCDKR @QD #!$ LNCDKR RXLANKHB DPT@SHNMR NE LNSHNM OQNFQ@LLD RNTQBD
%W@LOKDR NE NODQ@SHNM@K LNCDKR @QD QTMMHMF RHLTK@SHNM LNCDKR QTMMHMF
BNLOTSDQ BNCDR 4GD MDWS CHRSHMBSHNM HR ADSVDDM RHLTK@SHNM LNCDK BNTOKHMF
@R SGD BNTOKHMF NE SHLD RDPTDMBD NE U@KTDR NE RXRSDL ADG@UHNTQ EQNL CHDQDMS
RHLTK@SHNM LNCDKR @MC SGD RHMFKD U@KTD BNTOKHMF @R SGD BNTOKHMF NE RHMFKD
U@KTDR OQNCTBDC AX CHDQDMS LNCDKR DF DWBG@MFD NE U@KTDR NE ODQENQL@MBD
HMCDW VHSGHM NOSHLHR@SHNM  4GD RHLTK@SHNM LNCDKR B@M AD BNTOKDC NM SGD
KDUDK NE CDRBQHOSHUD LNCDKR DF BNTOKHMF NE RXLANKHB DPT@SHNMR NQ RXLANKHB
RNTQBD BNCD NQ NM SGD KDUDK NE NODQ@SHNM@K LNCDKR VGDM SGD U@KTDR FDMDQ@SDC
CTQHMF SGD RHLTK@SHNM @QD DWBG@MFDC 4GD MDWS CHRSHMBSHNM HR SGD MTLADQ
NE HMCDODMCDMS HMSDFQ@SNQR VGHBG @QD BNLLTMHB@SHMF /MD HMSDFQ@SNQ HR SGD
?SHFGS BNTOKHMF LDSGNC ETMBSHNMB@KK NE SGD RXRSDLR @MC SVNLNQD HMSD
FQ@SNQR QDRTKS HM SGD ?VD@J BNTOKHMF LDSGNC BNRHLTK@SHNM 6DHSK DS @K
  !KK BNTOKHMF U@QH@MSR B@M AD HLOKDLDMSDC @R NMD NQ LNQD OQNBDRRDR
!M NUDQUHDV NE U@QH@MSR NE BNRHLTK@SHNM HLOKDLDMS@SHNM HR HM &HFTQD 
)M O@QSHBTK@Q SVN RODBHB ONHMSR NE UHDV @QD DRRDMSH@K ENQ BNRHLTK@SHNM
SDBGMNKNFX )S HR SGD RNESV@QDG@QCV@QD @MC HLOKDLDMS@SHNM HRRTD @MC SGD
Modelling, Simulation and Control 83

 

   

   
  

     

   
  




        
        
 
 
 


64B?2  )MSDQE@BHMF#NTOKHMF NE #!% 4NNKR

MTLDQHB@K RNKTSHNM HRRTD &HFTQD   4GD QRS HRRTD HR SGD PTDRSHNM NE GNV
L@MX OQNBDRRNQR @QD TRDC @MC SGD RNESV@QD SDBGMNKNFX NE OQNFQ@LLHMF BNT
OKHMF NE BNCDR BNTOKHMF NE KHAQ@QHDR RHMFKDLTKSHOKD OQNBDRRDR @MC BNLLT
MHB@SHNM KD HMSDQE@BD RG@QDC LDLNQX 4#0)0  4GD RDBNMC HRRTD HR SGD
LNRS BQHSHB@K OQNAKDL NE BNRHLTK@SHNM 4GD L@HM OQNAKDLR NE BNRHLTK@SHNM
@QD SGD RS@AHKHSX @BBTQ@BX @MC DBHDMBX NE SGD HMSDFQ@SHNM MTLDQHB@K RNKU
HMF OQNBDRR %RODBH@KKX BQHSHB@K NMD HR SGD RS@AHKHSX NE MTLDQHB@K RNKUHMF
OQNBDRR &QNL SGHR ONHMS NE UHDV SVN L@HM BNRHLTK@SHNM @OOQN@BGDR B@M
AD CHRSHMFTHRGDC &HFTQD   )S HR SHFGSBNTOKHMF RBGDLD VGDQD SGD HMSDFQ@
SHNM HR OQNUHCDC ITRS NMBD ENQ @KK RTARXRSDLR @MC SGD NSGDQ RTARXRSDLR @QD
SQD@SDC AX ETMBSHNMB@KK 4GD NSGDQ HR VD@JBNTOKHMF RBGDLD VGDQD SGD HMSD
FQ@SHNM HR OQNUHCDC HM D@BG BNRHLTK@SDC RTARXRSDL @MC SGD RTARXRSDLR @QD
DWBG@MFHMF SGD HMENQL@SHNM HM DPT@K V@X


##  ##  # #
 #  # 
 # #
 #

 # %#  !#  !# # 
# #
 # 

# %# # " #$ # 
  $
 
 ! #          ! #  


64B?2  6@QH@MSR NE BNRHLTK@SHNM HLOKDLDMS@SHNM


84 M. Valek

4GD RS@AHKHSX OQNAKDL RODBHB@KKX @QHRD EQNL BNRHLTK@SHNM BNMBDQMR ITRS


SGD VD@JBNTOKHMF 4GQDD CHDQDMS RBGDLDR NE BNRHLTK@SHNM HMSDFQ@SHNM
OQNBDRR @QD BTQQDMSKX TRDC &HFTQD  6@K@RDJ DS @K @ !QMNKC 
+\TAKDQ @MC 3BGHDGKDM   4GDRD RBGDLDR CDRBQHAD NMD BNRHLTK@SHNM
SHLD RSDO VGDM SGD RTARXRSDLR DWBG@MFD SGD HMENQL@SHNM @ANTS SGDHQ RS@SDR
ATS ADSVDDM SGDRD BNRHLTK@SHNM SHLD RSDOR RN B@KKDC L@BQN RSDOR ANSG
RTARXRSDLR @QD MTLDQHB@KKX HMSDFQ@SDC HM L@MX LHBQNRSDOR 4GHR DM@AKDR
SN HMBQD@RD SGD BNRHLTK@SHNM DBHDMBX AX SGD CHDQDMS HMSDFQ@SHNM Q@SDR ENQ
CHDQDMS RTARXRSDLR

  

 

  

  



 
  

64B?2  0QHMBHO@K BNRHLTK@SHNM RBGDLDR

)M SGD CHQDBS RBGDLD ANSG RTARXRSDLR DWBG@MFD SGD HMENQL@SHNM @ANTS


SGDHQ RS@SDR ITRS NMBD @MC SGDM SGDX @QD HMCDODMCDMSKX RHLTKS@MDNTRKX HMSD
FQ@SDC TMSHK SGD MDWS L@BQNRSDO )M SGD @KSDQM@SDC RBGDLD ANSG RTARXRSDLR
DWBG@MFD SGD HMENQL@SHNM @ANTS SGDHQ RS@SDR @MC SGD RTARXRSDLR @QD HMSD
FQ@SDC BNMRDBTSHUDKX /MD RTARXRSDL HR HMSDFQ@SDC QRS VHSGHM SGD L@BQN
RSDO A@RDC ITRS NM SGD HMENQL@SHNM @ANTS SGD RS@SD NE SGD NSGDQ RTARXRSDL
HM SGD HMHSH@K SHLD HMRS@MBD NE SGD L@BQN RSDO @MC ONRRHAKD DWSQ@ONK@SHNM NE
OQDUHNTR SHLD ADG@UHNTQ @MC SGDM SGD NSGDQ RTARXRSDL HR HMSDFQ@SDC TRHMF
SGD VGNKD HMENQL@SHNM NE SGD HMSDFQ@SHNM NE SGD QRS NMD )M SGD HSDQ@SDC
RBGDLD ANSG RTARXRSDLR DWBG@MFD SGD HMENQL@SHNM @ANTS SGDHQ RS@SDR HM SGD
HMHSH@K SHLD HMRS@MBD NE SGD L@BQN RSDO SGDM SGDX @QD HMCDODMCDMSKX RHLTK
S@MDNTRKX HMSDFQ@SDC TMSHK SGD MDWS L@BQNRSDO TRHMF ONRRHAKD DWSQ@ONK@SHNM
NE OQDUHNTR SHLD ADG@UHNTQ @MC M@KKX SGD QDRTKSR @QD LTST@KKX HSDQ@SDC TMSHK
QDPTHQDC DPT@KHSX NE HMSDFQ@SDC @MC DWSQ@ONK@SDC QDRTKSR @QD @BGHDUDC
4GD LNRS NESDM TRDC RBGDLD HR SGD QRS NMD SGD CHQDBS BNRHLTK@SHNM
6@K@RDJ DS @K @  &NQ SGD LDBG@SQNMHB@K RXRSDLR VGDQD NMD RTARXRSDL
HR SGD OGXRHB@K OK@MS @MC SGD NSGDQ RTARXRSDL HR SGD BNMSQNK RXRSDL HS HR SGD
M@STQ@K RHLTK@SHNM NE SGD BNMSQNK NE LDBG@SQNMHB@K RXRSDL 4GD L@BQNRSDO
HM RTBG BNRHLTK@SHNM OQNBDRR BNQQDRONMCR SN SGD R@LOKHMF ODQHNC HM SGD QD@K
RXRSDL 4GD RS@AHKHSX @BBTQ@BX @MC DBHDMBX NE SGD BNRHLTK@SHNM NE RTBG
RXRSDL HR DPT@K SN SGD RS@AHKHSX @BBTQ@BX @MC DBHDMBX NE SGD BNMSQNK NE SGD
Modelling, Simulation and Control 85

  


  

  


  

  


  
   
 

64B?2  4GQDD RBGDLDR NE BNRHLTK@SHNM HMSDFQ@SHNM OQNBDRR

LDBG@SQNMHB@K RXRSDL &QNL SGD SGDNQX NE @TSNL@SHB BNMSQNK HM O@QSHBTK@Q


EQNL SGD CDRHFM NE CHFHS@K BNMSQNK SGD QTKDR ENQ SGD RS@AHKHSX B@M AD BNMBKTCDC
$HQDBS BNRHLTK@SHNM RBGDLD BNQQDRONMCR SN SGD CDRHFMAXDLTK@SHNM NE CHF
HS@K BNMSQNK &Q@MJKHM DS @K   4GD QTKD HR SG@S SGD R@LOKHMF EQDPTDMBX
ODQHNC RGNTKC AD  SHLDR GHFGDQ SG@M SGD A@MCVHSG NE SGD RXRSDL 4GHR
QTKD B@M AD ENKKNVDC ENQ SGD RDSSHMF NE CHQDBS BNRHLTK@SHNM HMSDFQ@SHNM SHLD
RSDO ENQ SGD BNRHLTK@SHNM NE SGD BNMSQNK NE SGD LDBG@SQNMHB@K RXRSDL @R VDKK
@R HM NSGDQ B@RDR 4GD DWODQHDMBD EQNL SGD CHFHS@K BNMSQNK CDRHFM G@R RGNVM
SG@S SGD UHNK@SHNM NE SGHR QTKD KD@CR SN RDUDQD HM@BBTQ@BHDR NE SGD RHLTK@SHNM
4GD NSGDQ SVN RBGDLDR @QD TRDC DWODQHLDMS@KKX CDROHSD SG@S RDUDQ@K SGD
NQDLR @ANTS SGDHQ RS@AHKHSX G@UD ADDM OQNUDM !QMNKC  +\ TAKDQ @MC
3BGHDGKDM  @MC @OOKHDC HM OQ@BSHBD !QMNKC  
%W@LOKD NE U@QHDSX NE BNRHLTK@SHNM HMSDQE@BDR B@M AD CDLNMRSQ@SDC NM
SGD DW@LOKD NE SGD BNRHLTK@SHNM HMSDQE@BD ADSVDDM 3HLO@BJ LNCDKHMF NE
LTKSHANCX RXRSDLR @MC -@SK@A3HLTKHMJ LNCDKHMF NE CXM@LHB AKNBJ CH@
FQ@LR HM &HFTQD  "NSG RHLTK@SHNM O@BJ@FDR B@M DWBG@MFD SGD CDRBQHOSHNM
NE KHMD@Q LNCDKR @R CDRBQHOSHUD LNCDKR SGD RHLTK@SHNM LNCDK HM D@BG NE SGDRD
O@BJ@FDR B@M AD RXLANKHB@KKX FDMDQ@SDC HMSN CDRBQHOSHUD RHLTK@SHNM LNCDK
RXLANKHB BNCD @MC BNLOHKDC @R @CCHSHNM@K OQNBDCTQD HMSN SGD NSGDQ NMD
/M SGD KDUDK NE NODQ@SHNM@K LNCDKR SGD U@KTDR NE QHFGSG@MC RHCD NE RS@SD
RO@BD LNCDK HM D@BG NE SGDRD O@BJ@FDR B@M AD TRDC @R OQNBDCTQD ETMBSHNM
B@KK ENQ DU@KT@SHNM NE SGD QHFGSG@MC RHCDR NE @CCHSHNM@K CHDQDMSH@K DPT@
SHNMR 4GHR GNVDUDQ CNDR MNS DM@AKD SN RNKUD LTKSHANCX RXRSDLR CDRBQHADC AX
CHDQDMSH@K@KFDAQ@HB DPT@SHNMR $!% AX ETMBSHNM B@KK @R SGD RHLOKD HMSDQ
E@BD NE QHFGSG@MC RHCDR NE CHDQDMSH@K DPT@SHNMR CNDR MNS SQ@MREDQ QDPTHQDC
HMENQL@SHNM NE $!% @MC 3HLTKHMJ CNDR MNS HMBKTCD @ RNKUDQ ENQ $!% HM
86 M. Valek

CDW  ENQ LTKSHANCX RXRSDLR &HM@KKX SGD VD@J BNRHLTK@SHNM HMSDQE@BD VHSG
RHLTKS@MDNTR HMSDFQ@SHNM HM ANSG RHLTK@SHNM O@BJ@FDR HR @U@HK@AKD

 

 
  

      

 





 




 
 

 
  

 
   
 




64B?2  %W@LOKD NE U@QHDSX NE BNRHLTK@SHNM HMSDQE@BDR

4GD @CU@MS@FD NE BNRHLTK@SHNM HR SG@S HS NDQR K@QFD RTOONQS NE KHAQ@QX


DKDLDMSR CDUDKNODC ENQ O@QSHBTK@Q OGXRHB@K CNL@HMR @R VDKK @R HMSTHSHUD LNC
DKKHMF @MC LDSGNCNKNFX ENQ SGD FHUDM RTAOQNAKDL VGDQD SGD CDRHFMDQ BQD@SDR
SGD LNCDKR VHSGHM SGD O@QSHBTK@Q CNL@HM K@MFT@FD 4GD CHR@CU@MS@FDR @QD
BNMMDBSDC VHSG SGD OQNAKDLR NE RS@AHKHSX @BBTQ@BX @MC DBHDMBX NE SGD BN
RHLTK@SHNM


';63<?: :<1296;4
4GD RDBNMC @OOQN@BG SQHDR SN CDRBQHAD SGD BNLOKDSD LTKSHCHRBHOKHM@QX
RXRSDL AX TMHENQL K@MFT@FD 4Q@CHSHNM@KKX SGD L@SGDL@SHB@K LNCDKR @MC
BNQQDRONMCHMF RHLTK@SHNM LNCDKR @QD ADHMF CDUDKNODC ENQ RXRSDLR EQNL NMD
OGXRHB@K CNL@HM 4GD A@RHR NE TMHENQL LNCDKHMF HR SG@S SGD LNCDKR ENQ @KK
O@QSHBTK@Q RTARXRSDLR @QD LNCDKDC AX SGD R@LD CDRBQHOSHNM HM SGD R@LD
LNCDKHMF K@MFT@FD 4GD RTALNCDKR @QD CDRBQHADC AX SGD R@LD BNMBDOSR TR
HMF SGD R@LD CDRBQHOSHNM 3TBG LNCDKR B@M AD M@STQ@KKX HMSDQBNMMDBSDC !R
SGD TMHENQL K@MFT@FD SGD ENTQ CHDQDMS ENQL@KHRLR B@M AD TRDC DPT@SHNMR
Modelling, Simulation and Control 87

CHDQDMSH@K @MC @KFDAQ@HB  CXM@LHB AKNBJR LTKSHONKDR @MC ANMC FQ@OGR


4GD ETMC@LDMS@K TMHENQL LNCDKHMF HR SGD K@MFT@FD NE L@SGDL@SHBR !KK
LNCDKR @QD CDRBQHADC AX SGD CHDQDMSH@K @MC @KFDAQ@HB DPT@SHNMR @MC SGD HM
SDQBNMMDBSHNM NE DPT@SHNMR HR @KV@XR SGD M@K V@X NE BNMMDBSHMF SGD RTALNC
DKR 4GD OQNBDCTQD HR QDK@SHUDKX RHLOKD 4GD DPT@SHNMR ENQ @KK RTALNCDKR @QD
VQHSSDM SGD QDK@SHNMRGHOR ADSVDDM SGD HMOTSNTSOTS U@QH@AKDR HM SGDRD RTA
LNCDKR @QD @CCDC @MC SGD QDRTKSHMF RDS NE DPT@SHNMR HR OQNBDRRDC HMSN @ ENQL
RTHS@AKD ENQ MTLDQHB@K RNKTSHNM KHJD RS@SD RO@BD CDRBQHOSHNM 4GHR @OOQN@BG
HR RTOONQSDC ENQ DW@LOKD AX SGD RHLTK@SHNM RNESV@QD !#3, !#3, VDA 
"DB@TRD SGD DPT@SHNMR @QD UDQX M@STQ@K BNLLNM K@MFT@FD ENQ @KK L@SGDL@S
HB@K @MC SGTR RHLTK@SHNM LNCDKR QDBDMSKX SGD DPT@SHNMR G@UD ADBNLD SGD
A@RHR NE SGD ONVDQETKK LNCDKKHMF K@MFT@FD VHSGHM 6($,!-3 K@MFT@FD @MC
RS@MC@QC 6($,!-3 VDA  4GD CHR@CU@MS@FD NE SGHR @OOQN@BG HR SG@S
DHSGDQ @ RXLANKHB DPT@SHNM FDMDQ@SNQ A@RDC NM @MNSGDQ TMHENQL LNCDKKHMF
@OOQN@BG NQ SGD RODBHB RXLANKHB DPT@SHNM FDMDQ@SNQR ENQ D@BG OGXRHB@K CN
L@HM VHSG OQDO@QDC LTKSHCNL@HM HMSDQE@BDR @QD MDDCDC "TS SGD FDMDQ@K
OQNAKDL HR SG@S SGHR @OOQN@BG HR SDCHNTR LNQD NODM SN DQQNQR
4GD RHLHK@QHSX NE OGXRHB@K OQHMBHOKDR K@VR @MC QDRTKSHMF DPT@SHNMR @QD
VDKK JMNVM @MC CDRBQHADC RDD DF +@QMNOO DS @K   @MC G@UD KD@C
SN SGD CDUDKNOLDMS NE GHFGDQ BNMBDOSR @MC LNCDK @RRDLAKX OQNBDCTQDR SG@S
DM@AKD SN @RRDLAKD SGD LNCDK EQNL K@QFDQ O@QSR 4GD QRS FQNTO NE RTBG
LNCDKR NE K@QFDQ O@QSR BQD@SDR AKNBJR NE CXM@LHB AKNBJ CH@FQ@LR ! AKNBJ
QDOQDRDMSR DHSGDQ @ KHMD@Q CXM@LHB RXRSDL CDRBQHADC AX KHMD@Q NQCHM@QX CHE
EDQDMSH@K DPT@SHNM NQ @M @KFDAQ@HB RS@SHB ETMBSHNM SG@S B@M AD KHMD@Q KHJD
F@HM NQ MNMKHMD@Q KHJD RPT@QD QNNS "DB@TRD @MX RS@SD RO@BD CDRBQHOSHNM
B@M AD SQD@SDC @R SHLD HMSDFQ@SHNM NE QHFGSG@MC RHCD BNMRHRSHMF NE MNMKHM
D@Q @KFDAQ@HB RS@SHB ETMBSHNM SGDM @MX CXM@LHB RXRSDL B@M AD CDRBQHADC
HM CXM@LHB AKNBJ CH@FQ@LR 4GD HLONQS@MS E@BS HR SG@S AKNBJR QDOQDRDMS
B@TR@K HMOTSNTSOTS QDK@SHNMRGHO 4GDQDENQD SGD AKNBJ CH@FQ@L ENQ @ BDQS@HM
RXRSDL B@M AD BQD@SDC NMKX @ESDQ BNLOKDSD B@TR@K @M@KXRHR NE SGD LNCDK NE
SGD HMUDRSHF@SDC RXRSDL 4GD CXM@LHB AKNBJR @R SGD TMHENQL K@MFT@FD G@UD
ADDM TRDC RHMBD SGD QRS RHLTK@SHNM K@MFT@FDR 4GDHQ CHR@CU@MS@FD HR SG@S
QRS SGD RXLANKHB DPT@SHNMR NE SGD LTKSHCHRBHOKHM@QX LNCDK LTRS AD FDMDQ
@SDC @MC RDBNMC SGDRD DPT@SHNMR LTRS AD RNQSDC @MC LNCHDC HMSN @ B@TR@K
RDPTDMBD ANSG NTSRHCD SGD ENQL@KHRL NE CXM@LHB AKNBJR 4GD @OOQN@BG NE
CXM@LHB AKNBJR HR RTOONQSDC HM @KLNRS @KK RHLTK@SHNM O@BJ@FDR 4GD AKNBJ
CH@FQ@LR VDQD SGD SDBGMHPTD NE OQNFQ@LLHMF SGD @M@KNFTD BNLOTSDQR )S HR
ENQ DW@LOKD SGD A@RHR NE RHLTK@SHNM RNESV@QD -@SK@A3HLTKHMJ -!4,!"
VDA 
4GD RDBNMC FQNTO NE RTBG LNCDKR NE K@QFDQ O@QSR BQD@SDR LTKSHONKDR 4GDX
ADKNMF SNFDSGDQ VHSG ANMC FQ@OGR SN SGD MDSVNQJ @OOQN@BGDR "NSG SGDRD
88 M. Valek

MDSVNQJ @OOQN@BGDR @QD A@RDC NM SGD QDBNFMHSHNM SG@S @MX OGXRHB@K HMSDQ@B
SHNM HM NQ ADSVDDM @MX OGXRHB@K CNL@HM QDPTHQDR @M DWBG@MFD NE DMDQFX 4GHR
LD@MR SG@S O@QSR NE @ OGXRHB@K RXRSDL B@M AD SGNTFGS SN HMSDQ@BS UH@ ONQSR
SG@S @KKNV DMDQFX SN AD DWBG@MFDC SGD RNB@KKDC ONVDQONQS 3DBNMCKX HS HR
QDBNFMHYDC SG@S @MX CXM@LHB HMSDQ@BSHNM B@M AD CDRBQHADC AX SVN CXM@LH
B@KKX BNMITF@SDC U@QH@AKDR ?AHK@SDQ@K DWBG@MFD NE HMENQL@SHNM  5RT@KKX SGD
OQNCTBS NE SGDRD U@QH@AKDR DWOQDRRDR SGD ONVDQ NQ DMDQFX NV
4GD LTKSHONKD LNCDKKHMF @OOQN@BG HR @ UDQX FDMDQ@K @OOQN@BG A@RDC NM
SGD TMHENQL SQD@SLDMS NE @MX OGXRHB@K RXRSDL @R SGD HMSDQ@BSHNM ADSVDDM DK
DLDMSR RTARXRSDLR CDRBQHADC AX SVN JHMC NE U@QH@AKDR SGQNTFG U@QH@AKDR
& @MC @BQNRR U@QH@AKDR  4GDRD U@QH@AKDR @QD CT@K @MC HM BNTOKDR @QD @RRN
BH@SDC VHSG D@BG HMSDQ@BSHNM BNMMDBSHNM BNMRSQ@HMS  4GDRD U@QH@AKDR ETKKK
SGD @M@KNFX NE +HQBGGN R K@VR SGD @OOKHB@SHNM NE VGHBG RTBDR ENQ SGD BNL
OKDSD SQD@SLDMS NE DPT@SHNMR CDRBQHAHMF SGD BNMMDBSDC DKDLDMSR &HFTQD 

&  &   

   

 
   

64B?2  -TKSHONKD LNCDKKHMF @OOQN@BG

)S HR ONRRHAKD SN CDQHUD ANSG @M@KXSHB@KKX 6@K@RDJ  @MC DLOHQHB@KKX


SG@S SGD SGQNTFG @MC @BQNRR U@QH@AKDR B@M AD HMSQNCTBDC @MC G@UD CHQDBS HM
SDQOQDS@SHNM HM D@BG OGXRHB@K CNL@HM &HFTQD  @MC SGTR M@STQ@KKX DM@AKD
TMHENQLKX SN CDRBQHAD SGD LTKSHCNL@HM OGXRHB@K RXRSDLR )E SGD DKDLDMS 

HM &HFTQD  HR CDRBQHADC AX SGD HMSDQM@K U@QH@AKDR % @MC SGD DKDLDMS  HM

&HFTQD  HR CDRBQHADC AX SGD HMSDQM@K U@QH@AKDR % @MC ANSG DKDLDMSR B@M
AD CDRBQHADC AX SGD U@QH@SHNM@K OQHMBHOKD NE KD@RS @BSHNM NE SGD ,@FQ@MFD
   
ETMBSHNMR  %>  %  %>  %  @MC HE SGD HMSDQ@BSHNM NE ANSG DKD
 
LDMSR HR CDRBQHADC AX SGD BNMRSQ@HMS  % % SG@S B@M AD CDQHUDC @R SGD
 
DPT@KHSX NE RNLD ANTMC@QX BNMCHSHNMR  %  %
   
 % %   %  %   
Modelling, Simulation and Control 89

SGDM SGD BNLOKDSD BNLAHMDC RXRSDL B@M AD CDRBQHADC AX SGD U@QH@SHNM@K


   
OQHMBHOKD NE KD@RS @BSHNM NE SGD ,@FQ@MFD ETMBSHNM  %>  % %>  %

         
 %>  % %>  %   %>  %   %>  %   % %

 
VGDQD  HR ,@FQ@MFD LTKSHOKHDQ BNQQDRONMCHMF SN SGD BNMRSQ@HMS  % % 
4GD K@RS DWOQDRRHNM B@M AD LNCHDC
     
 % %    %  %    %    %  

VGDQD MDV ,@FQ@MFD LTKSHOKHDQR    @QD HMSQNCTBDC

     

4GDM SGD CXM@LHB DPT@SHNMR NE SGD BNLOKDSD BNLAHMDC RXRSDL CDQHUDC


EQNL SGD ,@FQ@MFD ETMBSHNM  @QD BNLONRDC EQNL SGD DPT@SHNMR ENQ D@BG
RTARXRSDL RDO@Q@SDKX RTOOKDLDMSDC AX SGD BNMRSQ@HMS QDK@SHNMRGHO  @MC
  %@BG RTARXRSDL  @MC  HR CDRBQHADC AX SGD U@QH@SHNM@K OQHMBHOKD NE
  
KD@RS @BSHNM NE SGD ,@FQ@MFD ETMBSHNM  %>  %    % @MC
  
 %>  %    %  4GD BNMRSQ@HMS QDK@SHNMRGHO  @MC  B@M
AD CDRBQHADC @R SGQNTFG @MC @BQNRR U@QH@AKDR 

&   &   &  &      


   

   %    %      %   %

  

  
  
 

 
 

   

 

  

64B?2
 -TKSHONKD LNCDK CDQHUDC EQNL U@QH@SHNM@K OQHMBHOKDR
90 M. Valek

)M B@RD SG@S SGD HMSDQ@BSHNM B@MMNS AD CDRBQHADC @R SGD DPT@KHSX  NE


RNLD ANTMC@QX OQNODQSX NE HMSDQ@BSHMF DKDLDMSR HD SGD DWSDQM@K U@QH@AKD
  
% SN SGD DKDLDMS  B@MMNS AD ROKHS HM SGD BNMRSQ@HMS  % % HMSN @M
DWSDQM@K @CCHSHUD SDQL SGDM HS HR ONRRHAKD SN HMSQNCTBD @ MDV @TWHKH@QX U@QH
 
@AKD R % SN SGD U@QH@AKDR %    


! NE SGD DKDLDMS  @MC HMRSD@C NE
SGD HMCDBNLONR@AKD BNMRSQ@HMS @M DWSDQM@K BNMRSQ@HMS NE HMSDQ@BSHNM ADSVDDM
SGD DKDLDMSR  @MC  HR HMSQNCTBDC
 
% %  

@MC @M HMSDQM@K BNMRSQ@HMS HMRHCD SGD DKDLDMS  HR HMSQNCTBDC


 
 % %   

4GD HMSDQLDCH@SD QDRTKS HR SG@S @ LTKSHONKD VHSG ! ONKDR VGHBG G@UD @RRN
BH@SDC SGD SGQNTFG @MC @BQNRR U@QH@AKDR VHSG KNB@K OQNODQSX  HR HMSQNCTBDC
&HFTQD @  (NVDUDQ RTBG LTKSHONKDR CN MNS R@SHREX SGD FDMDQ@KHYDC +HQBG
GN R K@VR ENQ SGQNTFG @MC @BQNRR U@QH@AKDR NE SGD VGNKD LTKSHONKD 3TBG
R@SHRE@BSHNM HR @BGHDUDC AX SGD DWSDMRHNM NE SGD ONKDR AX SGD ! SG @TWHK
H@QX ONKD VHSG SGD CDMHSHNM NE SGD SGQNTFG @MC @BQNRR U@QH@AKDR &HFTQD A


   
    %   


4GDM RTBG LTKSHONKD R@SHRDR SGD FDMDQ@KHYDC +HQBGGN R K@VR




 
 
       
'  '  ' '     

4GDM SGD RXRSDL ADHMF LNCDKKDC HR QDOQDRDMSDC AX SGD BNQQDRONMCHMF


MDSVNQJ NE HMSDQ@BSHMF DKDLDMSR 4GD DKDLDMSR @QD CDRBQHADC AX JMNVM
HMSDQM@K DPT@SHNMR @MC SGDHQ HMSDQ@BSHNMR @QD CDRBQHADC AX SGD FDMDQ@KHYDC
+HQBGGN R K@VR ENQ SGQNTFG @MC @BQNRR U@QH@AKDR 3TBG LNCDKHMF @OOQN@BG
DM@AKDR SN ATHKC @M@KNFX NE @MX OGXRHB@K RXRSDL @MC @M DKDBSQHB MDSVNQJ
!M DW@LOKD NE RTBG @M@KNFX ENQ NMD LTKSHONKD HR HM &HFTQD  4GD HMSDQM@K
CXM@LHB DPT@SHNMR @QD CDRBQHADC @R
  
 %> 


%


  

4GD KNMFSHLD HMUDRSHF@SDC @M@KNFHDR ADSVDDM CHDQDMS OGXRHB@K CNL@HMR @QD


HM &HFTQD 
Modelling, Simulation and Control 91

    
 
 


   




 


64B?2  !M@KNFX NE @ LTKSHONKD @MC @M DKDBSQHB MDSVNQJ

     
     
    
   
     
     
64B?2  4GQNTFG @MC @BQNRR U@QH@AKDR ENQ CHDQDMS OGXRHB@K CNL@HMR

4GD @CU@MS@FD NE SGHR @OOQN@BG HR SGD HLLDCH@SD B@O@AHKHSX ENQ LTKSHCN


L@HM LNCDKKHMF @MC SGD M@STQ@K LNCTK@QHSX NE SGD LNCDKR !MNSGDQ FQD@S
@CU@MS@FD HR SG@S HS HR MNS MDBDRR@QX SN B@QQX NTS SGD B@TR@K @M@KXRHR @S
@KK 4GD B@TR@K @M@KXRHR HR @ M@STQ@K O@QS NE SGD ENQLTK@SHNM NE SGD CXM@LHB
DPT@SHNMR CDRBQHAHMF SGD LTKSHONKD LNCDK 4GD CHR@CU@MS@FD HR SG@S SGHR @O
OQN@BG M@STQ@KKX KD@CR SN SGD TR@FD NE U@QH@AKDR VGHBG CDRBQHAD SGD RS@SD NE
D@BG DKDLDMS HM SGD MDSVNQJ HMCDODMCDMSKX EQNL SGD NSGDQR HMRSD@C NE TR@FD
NE QDK@SHUD U@QH@AKDR @BQNRR SGD BNMMDBSHNMR 4GD BNMRDPTDMBD NE SG@S ENQ LD
BG@MHB@K LTKSHANCX RXRSDLR HR SG@S SGD PT@KHS@SHUDKX KDRR DBHDMS DPT@SHNMR
NE LNSHNM @QD @RRDLAKDC ADB@TRD SGD DBHDMS QDBTQRHUD DPT@SHNMR NE LNSHNM
@QD A@RDC NM QDK@SHUD BNNQCHM@SDR 4GHR OQNAKDL G@R ADDM QDBDMSKX O@QSH@KKX
@CCQDRRDC AX RXLANKHB ONRSOQNBDRRHMF NE SGD CXM@LHB DPT@SHNMR 4GHR @O
OQN@BG ENQ LTKSHOGXRHB@K LNCDKHMF HR BTQQDMSKX ADHMF DUNKUDC AX -NCDKHB@
K@MFT@FD -/$%,)#! VDA @MC $XLNK@ RNESV@QD $9-/,! VDA 
4GD ANMC FQ@OG @OOQN@BG HR @MNSGDQ MDSVNQJ @OOQN@BG +@QMNOO DS @K
  )S RHLTKS@MDNTRKX QDOQDRDMSR OGXRHB@K @MC BNLOTS@SHNM@K RSQTBSTQD
NE @ RXRSDL HMCDODMCDMS NE SGD OGXRHB@K CNL@HM @MC HS HR OTQDKX SNONKNFHB@K
92 M. Valek

@MC CNDR ./4 FQ@OGHB@KKX QDOQDRDMS SGD FDNLDSQX NE SGD LNCDKKDC RXRSDL
! ANMC FQ@OG HR @ CHQDBSDC FQ@OG VHSG K@ADKDC MNCDR 4GD DCFDR @QD ANMCR
@MC QDOQDRDMS @ AHK@SDQ@K RHFM@K NV NE SGD ONVDQBNMITF@SDC U@QH@AKDR B@KKDC
DNQS  @MC NV   !F@HM SGDRD BNMITF@SDC U@QH@AKDR ETKKK HM SGD MNCDR SGD
@M@KNFX NE +HQBGN R K@VR 4GD G@KE @QQNV QDOQDRDMSR ITRS SGD ONRHSHUD NQH
DMS@SHNM HD MNS SGD CHQDBSHNM NE SGD NV 4GD DCFDR NMKX QDOQDRDMS ONVDQ
HMSDQ@BSHNM ADSVDDM SGD ONQSR @MC B@QQX SGDLRDKUDR MN HMENQL@SHNM @ANTS
SGD MDSVNQJ RSQTBSTQD ! BQTBH@K OQNODQSX NE @ ANMC FQ@OG HR SG@S HS QDOQD
RDMSR CHDQDMS SXODR NE RSQTBSTQ@K BNMRSQ@HMSR AX CHDQDMS SXODR NE MNCDR HM
SGD R@LD L@MMDQ @R HS QDOQDRDMSR CHDQDMS SXODR NE DKDLDMSR RSNQ@FD @MC
CHRRHO@SHUD DKDLDMSR RNTQBDR DSB AX CHDQDMS SXODR NE MNCDR (NVDUDQ HM
SGD ANMC FQ@OGR @ CDS@HKDC CHRSHMBSHNM NE BNMMDBSHNM DKDLDMSR HR TRDC 4GDQD
@QD SVN ETMC@LDMS@K B@RDR B@KKDC  ITMBSHNM @MC  ITMBSHNM VGDQD SGD JHMC
NE +HQBGN R K@VR ENQ DNQS @MC NV @QD HMSDQBG@MFDC &HFTQD  HM BNMSQ@RS
SN LTKSHONKDR VGDQD HM SGD MNCDR SGD @BQNRR U@QH@AKDR @QD @KV@XR DPT@K @MC
SGD SGQNTFG U@QH@AKDR @QD @KV@XR RTLLDC SN YDQN 4GD ANMC FQ@OG MNS@
SHNM B@M AD FDMDQ@KHYDC SN LTKSHONQSR @MC LTKSHANMCR SGTR HMBQD@RHMF SGD
DWOQDRRHMF B@O@AHKHSHDR NE ANMC FQ@OGR VGHBG HR MDBDRR@QX ENQ BNLOKDW RXR
SDL LNCDKR KHJD LTKSHANCX RXRSDLR 4GD HMSDQOQDS@SHNM NE DNQS @MC NV
U@QH@AKDR HM ANMC FQ@OG @OOQN@BG &HFTQD  HR LNQD BNLOKHB@SDC SG@M HM
LTKSHONKD @OOQN@BG @R HS ENKKNVR EQNL CDRBQHOSHNM NE OGXRHB@K OGDMNLDM@
AX RSNQHMF PT@MSHSX @MC JDDOHMF DPTHKHAQHTL +@QMNOO DS @K   4GHR
@OOQN@BG ENQ LTKSHOGXRHB@K LNCDKHMF HR BTQQDMSKX ADHMF DUNKUDC AX 3HL
RNESV@QD 3)- VDA  RDD LNQD HM SGD BNMSQHATSHNM NE 0 "QDDCUDKC SN SGHR
ANNJ

   
   
 
  

     
  
 
 


 
      


   
 
       



 
 
  
 

   

    


  
   

       

64B?2  "NMC FQ@OG LNCDKKHMF @OOQN@BG

4GD FDMDQ@K @CU@MS@FD NE MDSVNQJ @OOQN@BGDR HR SGD M@STQ@K LTKSHCN


L@HM B@O@AHKHSX NE LNCDKKHMF VGHBG G@R ADDM ENQ KNMF SHLD @KLNRS SGD NMKX
Modelling, Simulation and Control 93

ONRRHAHKHSX ENQ LTKSHCHRBHOKHM@QX LNCDKKHMF 4GD FDMDQ@K CHR@CU@MS@FD HR SG@S


SGDQD G@UD ADDM @KQD@CX CDUNSDC SNN LTBG DNQS @MC @BBTLTK@SDC SNN LTBG
DWODQHDMBD ENQ LNCDKKHMF RXRSDLR NE O@QSHBTK@Q RODBHB OGXRHB@K CNL@HM @MC
SG@S SGD TRDQR HM SGDRD RODBHB CNL@HMR TRD SGDHQ RODBHB K@MFT@FD @MC
RBGDLDR VGHBG @QD ENQ SGDL ADSSDQ @MC LNQD M@STQ@KKX TMCDQRS@MC@AKD SG@M
Q@SGDQ MDTSQ@K @MC @ARSQ@BS MDSVNQJ CDRBQHOSHNM 4GDRD CHR@CU@MS@FDR G@UD
KD@C SN SGD CDUDKNOLDMS NE HMSDQE@BD LDSGNCNKNFHDR ENQ BNLONMDMS LNC
DKKHMF RNESV@QD SNNKR VGHBG MNV ONRRDRRDR SGD ETKK B@O@AHKHSX NE LTKSHCNL@HM
LNCDKKHMF 4GD NSGDQ CHR@CU@MS@FD NE MDSVNQJ @OOQN@BGDR HR SG@S RODBHB
RNKUHMF @KFNQHSGLR ENQ O@QSHBTK@Q OGXRHB@K CNL@HM @QD RNLDSHLDR CHBTKS
SN AD DWOQDRRDC HM FDMDQ@K MDSVNQJ @OOQN@BG DF QDBTQRHUD ENQL@KHRLR ENQ
LTKSHANCX RXRSDLR

   



     

 
 

 
 
        
      
 
      
  
    
     
    

64B?2  6@QH@AKD BK@RRHB@SHNM HM @ FDMDQ@KHYDC ANMC FQ@OG @OOQN@BG

     


4GD CDUDKNOLDMS OQNBDRR NE RHLTK@SHNM LNCDK HR NESDM TMCDQDRSHL@SDC 4GD
QDRTKS NE SGD CDUDKNOLDMS RDDLR SN AD ITRS SGD BNCD NE SGD RHLTK@SHNM OQN
FQ@L "TS CTQHMF SGD CDUDKNOLDMS OQNBDRR @ KNS NE RODBHB JMNVKDCFD HR
CDQHUDC SG@S HR TRDC CTQHMF SGD RHLTK@SHNM LNCDK KHED BXBKD &HFTQD  @MC
CTQHMF JMNVKDCFD QDTRD HM SGD CDUDKNOLDMS NE MDWS RHLTK@SHNM LNCDK 4GD
CDUDKNOLDMS NE RHLTK@SHNM LNCDK B@M AD BNMRHCDQDC @R @M @M@KNFX VHSG @
RNESV@QD OQNFQ@L CDUDKNOLDMS 6@K@RDJ   4GHR OQNBDRR G@R ADDM @M@K
XRDC HM CDS@HKR VHSGHM SGD #KNBJVNQJ OQNIDBS :CQ@G@K DS @K  3SDHM
A@TDQ DS @K  
4GD CDUDKNOLDMS NE @ RHLTK@SHNM LNCDK SXOHB@KKX FNDR SGQNTFG @ MTLADQ
NE S@RJR 4GDRD S@RJR @QD HKKTRSQ@SDC HM @ LNCDKKHMF @MC RHLTK@SHNM JMNVKDCFD
EQ@LDVNQJ HM &HFTQD  4GD KHFGS @QQNVR QDOQDRDMS L@OOHMFR ADSVDDM SGD
CHDQDMS DKDLDMSR @MC SGD AK@BJ @QQNVR QDOQDRDMS SQ@MRENQL@SHNM OQNBDRRDR
ADSVDDM SGD S@RJR 4GD CDUDKNOLDMS NE @ RHLTK@SHNM @R RGNVM HM &HFTQD 
HMUNKUDR UD RSDOR
94 M. Valek

    


 
    
   
 

 






     
  

 
 

64B?2  4Q@CHSHNM@K RHLTK@SHNM LNCDK KHED BXBKD

4GD QRS RSDO HR SGD @M@KXRHR NE SGD QD@K VNQKC NAIDBS DHSGDQ @BST@K NQ
GXONSGDRHRDC SG@S HR LNSHU@SHMF SGD RHLTK@SHNM @MC LNCDKKHMF S@RJ 4GHR
QD@K VNQKC NAIDBS HR HMUDRSHF@SDC VHSGHM @ BDQS@HM DWODQHLDMS@K EQ@LD BNM
BDMSQ@SDC NM SGD @RODBSR SG@S MDDC SN AD HMUDRSHF@SDC HM NQCDQ SN @MRVDQ
RNLD PTDRSHNM !MRVDQHMF SGHR PTDRSHNM HR SGD NAIDBSHUD NE SGD HMUDRSHF@
SHNM 4GD QD@K VNQKC RXRSDL HR SGD LNCDK BQD@SDC HM NQCDQ SN GDKO @MRVDQ
SGD LNCDKKHMF PTDRSHNM RTBG @R GNV @ QD@KVNQKC RXRSDL VNTKC QDRONMC SN
O@QSHBTK@Q RSHLTKH 4GD QD@K VNQKC NAIDBS SGDQDENQD G@R SGQDD DKDLDMSR
 4GD QD@K VNQKC RXRSDL DHSGDQ @BST@K NQ GXONSGDRHRDC  NE VGHBG VD
V@MS SN BQD@SD @ LNCDK SN TRD SN @MRVDQ @ LNCDKKHMF PTDRSHNM RTBG @R
GNV @ QD@KVNQKC RXRSDL VNTKC QDRONMC SN O@QSHBTK@Q RSHLTKH
 4GD PTDRSHNM LNCDKKHMF PTDRSHNM HR @ PTDRSHNM SG@S HR A@RDC VHSGHM
SGD QD@K VNQKC @MC HR SN AD @MRVDQDC TRHMF RHLTK@SHNM
 4GD RNKTSHNM HR SGD HMSDQOQDS@SHNM NE SGD HMSDQOQDSDC NTSOTS NE SGD
RHLTK@SHNM S@RJ SGHR VHKK AD KDES AK@MJ TMSHK SGDQD HR @ RDS NE QDRTKSR
4GD RDBNMC RSDO HR SGD BNMBDOST@K S@RJ VGDQD SGD BNMBDOST@K LNCDK
HR CDUDKNODC 4GD SQ@MRENQL@SHNM EQNL QD@K VNQKC HMSN BNMBDOST@K VNQKC
BNMRHRSR NE BQD@SHMF @ GHDQ@QBGHB@K AQD@JCNVM NE SGD QD@K VNQKC RXRSDL ADHMF
HMUDRSHF@SDC DF GHDQ@QBGHB@K CDRBQHOSHNM NE QD@K OQNCTBS BNLONMDMSR @MC
HSR DMUHQNMLDMS  4GHR RBGDLD RGNTKC AD @BBNLO@MHDC AX SGD CDRBQHOSHNM
NE ETMBSHNM OGXRHB@K HMSDQ@BSHNM @R HS HR SGD A@RHR NE B@TR@K @MC ETMBSHNM@K
DWOK@M@SHNM !R RNNM @R SGHR CDRBQHOSHNM HR BNLOKDSDC SGD BNMBDOST@KHR@SHNM
HR BNLOKDSDC $HDQDMS @RRTLOSHNMR @QD Q@HRDC @ANTS SGD FQ@MTK@QHSX NE
SGD LNCDK ADHMF CDUDKNODC ! BQTBH@K CDRHFM CDBHRHNM HR CDSDQLHM@SHNM NE
VG@S E@BSNQR HMTDMBD RXRSDL ADG@UHNTQ @MC VG@S RXRSDL ADG@UHNTQR @QD
SN AD HMBNQONQ@SDC HMSN SGHR S@RJ 4GD QDRTKS NE SGD BNMBDOST@KHR@SHNM HR SGD
BNMBDOST@K LNCDK HMUDRSHF@SDC VHSGHM SGD LNCDKKHMF DMUHQNMLDMS HM NQCDQ
SN @MRVDQ SGD LNCDKKHMF NAIDBSHUD
 4GD BNMBDOST@K LNCDK HR @M @ARSQ@BSDC UHDV NE SGD QD@K VNQKC RXRSDL
Modelling, Simulation and Control 95

 4GD LNCDKKHMF NAIDBSHUD HR SGD BNMBDOST@KHR@SHNM NE SGD PTDRSHNM @MC


ENQLR SGD NAIDBSHUDR ENQ SGD RHLTK@SHNM S@RJ HD VG@S ADG@UHNTQ VD
@QD HMSDQDRSDC HM @MC GNV VD VHKK JMNV SG@S VD G@UD SGD BNQQDBS
@MRVDQ EQNL SGD QDRTKSR
 4GD LNCDKKHMF DMUHQNMLDMS HR SGD BNMBDOST@KHR@SHNM NE SGD HMOTSR NE
SGD QD@K VNQKC RXRSDLR OQNUHCHMF @ RHLTK@SHNM DMUHQNMLDMS SN VNQJ
VHSGHM HM SGD RHLTK@SHNM S@RJ SXOHB@KKX SGD HMOTSR @QD RODBHDC GDQD
6@KHC@SHNM HR SGD OQNBDRR NE CDSDQLHMHMF VGDSGDQ SGD BNMBDOST@K LNCDK HR
@M @CDPT@SDKX @BBTQ@SD QDOQDRDMS@SHNM NE SGD QD@K VNQKC S@RJ

 #"  #"  # #"   #" 

     

 
      
   
 

  
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   #
  
   

     #
    
 
     $ $
    #

 #    

! 
 

 #

 # 

        

  

64B?2  3HLTK@SHNM @MC LNCDKKHMF JMNVKDCFD EQ@LDVNQJ

4GD MDWS S@RJ HR OGXRHB@K LNCDKKHMF 4GD SGHQC RSDO HR SGD SQ@MRENQL@SHNM
EQNL BNMBDOST@K VNQKC HMSN HCD@K LNCDK VNQKC )S BNMRHRSR NE QDOK@BDLDMS
NE D@BG DKDLDMS NM SGD BNMBDOST@K KDUDK AX BNQQDRONMCHMF DKDLDMSR NM SGD
OGXRHB@K KDUDK 4GD DKDLDMSR NE SGD OGXRHB@K LNCDK @QD HCD@K LNCDKKHMF DKD
LDMSR DF QHFHC ANCX HCD@KKX DWHAKD ANCX HCD@K F@R HCD@K HMBNLOQDRRHAKD
THC HCD@K B@O@BHSNQ DSB  4GD DMFHMDDQHMF RBHDMBDR CD@K OQDBHRDKX VHSG SGD
HCD@K NAIDBSR -@SGDL@SHB@KKX CDRBQHADC DW@BS OQDCHBSHNM NE SGD ADG@UHNTQ
HR @U@HK@AKD NMKX ENQ HCD@K NAIDBSR 4GD @QS NE DMFHMDDQHMF LNCDKKHMF @MC
RHLTK@SHNM HR SGD B@O@AHKHSX SN SQ@MRK@SD SGD ADG@UHNTQ NE QD@K VNQKC NAIDBSR
HMSN SGD ADG@UHNTQ NE @ RXRSDL BNMRHRSHMF NE HCD@K NAIDBSR
!F@HM @R RNNM @R SGHR QDOK@BDLDMS HR BNLOKDSDC SGD OGXRHB@K LNCDKKHMF HR
BNLOKDSDC )M SGHR RS@FD SGD L@INQHSX NE LNCDKKHMF @RRTLOSHNMR @QD Q@HRDC
@MC L@MX LNCDKKHMF LNCHB@SHNMR @QD ADHMF CNMD )S HR SGD V@X NE LNC
DKKHMF HS @MC QDOQDRDMSHMF SGD QD@K VNQKC RXRSDL HM @ OGXRHB@K LNCDKKHMF
96 M. Valek

L@MMDQ &NQ DW@LOKD SVN SXOHB@K LNCHB@SHNMR @QD OQNUHCDC *4)&2 @M DK
DLDMS HR CDBNLONRDC HMSN LNQD DKDLDMSR @ RL@KK RTARXRSDL DF @ ANCX
B@MMNS AD SQD@SDC @R QHFHC ANCX @MC HS HR LNCDKKDC @R DWHAKD ANCX ADHMF
LNCDKKDC @R RTARXRSDL /2 RDUDQ@K DKDLDMSR @QD QDOK@BDC AX NMD DKDLDMS
@R SGD CDS@HKDC SQD@SLDMS NE HMSDQ@BSHNMR HR MDFKDBSDC DF SGD HMTDMBD NE
@ B@Q RTRODMRHNM LDBG@MHRL B@M AD MDFKDBSDC @MC SGD LNCDK BNMRHRSR NMKX
NE BG@RRHR @MC VGDDKR VHSG DWHAHKHSX NE SXQD @MC RTRODMRHNM ROQHMF  4GD
LNCDKKHMF S@RJ QDRTKSR HMSN SGD OGXRHB@K LNCDK HSR HMOTS @MC SGD HMUDRSHF@SDC
NTSOTS
 4GD OGXRHB@K LNCDK HR @M @BBTQ@SD OGXRHB@K UHDV NE SGD BNMBDOST@K
LNCDK
 4GD LNCDK HMOTS HR SGD LNCDKKHMF BNMBDOST@KHR@SHNM NE SGD HMOTSR NE SGD
QD@K VNQKC RXRSDLR OQNUHCHMF @ OGXRHB@K LNCDKKHMF NE SGD QD@K VNQKC
RSHLTKH SN SGD HMUDRSHF@SDC RXRSDL HD CDS@HKDC OGXRHB@K CDRBQHOSHNM
NE LNCDKKHMF DMUHQNMLDMS EQNL BNMBDOST@K S@RJ
 4GD LNCDK NTSOTS HR SGD LNCDKKHMF BNMBDOST@KHR@SHNM NE SGD NAIDBSHUDR
ENQ SGD RHLTK@SHNM S@RJ HD GNV SGD HMSDQDRSDC ADG@UHNTQ HR LD@RTQDC
@MC DU@KT@SDC
4GD OQNBDRR NE CDSDQLHMHMF VGDSGDQ SGD OGXRHB@K LNCDK HR @M @CDPT@SDKX
@BBTQ@SD QDOQDRDMS@SHNM NE SGD BNMBDOST@K LNCDK HR SGD UDQHB@SHNM
4GD QDRTKSR NE SGD LNCDKKHMF S@RJ @QD HLOKDLDMSDC HM SGD ENQL NE @
BNLOTSDQDWDBTS@AKD RDS NE HMRSQTBSHNMR JMNVM @R SGD RHLTK@SHNM LNCDK )S
HR SGD SQ@MRENQL@SHNM EQNL OGXRHB@K VNQKC HMSN RHLTK@SHNM VNQKC )S BNM
RHRSR NE SGD QDOK@BDLDMS NE D@BG DKDLDMS NM SGD OGXRHB@K LNCDKKHMF KDUDK AX
BNQQDRONMCHMF DKDLDMSR NM SGD RHLTK@SHNM KDUDK 5RT@KKX SGHR QDOK@BDLDMS
B@M AD RSQ@HFGSENQV@QC @R RHLTK@SHNM O@BJ@FDR @QD SQXHMF SN CHQDBSKX BNMS@HM
SGD HCD@K NAIDBSR NE OGXRHB@K LNCDKR (NVDUDQ @KV@XR RNLD LNCHB@SHNMR
@QD MDBDRR@QX 4GD RHLTK@SHNM S@RJ BNMRHRSR NE SVN RS@FDR 4GD QRS RS@FD
CD@KR VHSG SGD HLOKDLDMS@SHNM NE SGD OGXRHB@K LNCDK TRHMF @ O@QSHBTK@Q RHL
TK@SHNM DMUHQNMLDMS RHLTK@SHNM K@MFT@FD @MC RHLTK@SHNM RNESV@QD  4GD
RDBNMC RS@FD CD@KR VHSG SGD RHLTK@SHNM DWODQHLDMS HD OQNODQ TR@FD NE
SGD CDUDKNODC RHLTK@SHNM LNCDK ENQ SGD RNKTSHNM NE SGD QD@K VNQKC OQNAKDL
4DRSHMF HR SGD OQNBDRR NE CDSDQLHMHMF VGDSGDQ SGD HLOKDLDMSDC UDQRHNM NE
SGD LNCDK HR @M @BBTQ@SD QDOQDRDMS@SHNM NE SGD OGXRHB@K LNCDK
4GD KHMD@Q CDRHFM OQNBDRR HR L@CD TO NE MTLDQNTR SQ@MRHSHNMR @BQNRR VNQKC
NAIDBSR NE CHDQDMS KDUDKR NE SGD EQ@LDVNQJ OQNCTBHMF CHDQDMS HSDQ@SHNMR @S
D@BG KDUDK %@BG SQ@MRHSHNM EQNL NMD VNQKC SN SGD MDWS HMUNKUDR SGD @CNOSHNM
NE RODBHB @RRTLOSHNMR ODQS@HMHMF SN GNV SGD LNCDK RGNTKC AD QDQDOQDRDMSDC
HM SGD MDWS VNQKC !M DW@LOKD HR RGNVM HM &HFTQD  4GD CDRHFMDQ CDUDKNOR
SGD QD@K VNQKC LNCDK @MC SGDM BNMRSQTBSR @M @RRNBH@SDC BNMBDOST@K LNCDK
Modelling, Simulation and Control 97

 
   

    
   
 

    
   

 
  

 
   
   

64B?2  )SDQ@SHUD OQNBDRR NE RHLTK@SHNM LNCDK CDUDKNOLDMS

VGHBG HR SQ@MRENQLDC HMSN @M HCD@K LNCDK ! E@HKTQD @S SGHR ONHMS KD@CR SGD
CDRHFMDQ SN BNMRSQTBS @M @KSDQM@SHUD LNCDK NM SGD BNMBDOST@K VNQKC LNCDK
LD@MHMF SGD OQNAKDLR HCDMSHDC HM BNMRSQTBSHNM NE SGD QRS HCD@K LNCDK B@M
NMKX AD QDRNKUDC AX LNCHEXHMF SGD @RRTLOSHNMR L@CD VGDM CDUDKNOHMF SGD
QRS BNMBDOST@K LNCDK 4GHR RDBNMC BNMBDOST@K LNCDK HR ETQSGDQ CDUDKNODC
HMSN HCD@K @MC RHLTK@SHNM LNCDKR
4GHR CDUDKNOLDMS OQNBDRR NE RHLTK@SHNM LNCDK B@M AD HMSDQOQDSDC @R @M
@M@KNFX VHSG RNESV@QD DMFHMDDQHMF )S HMBKTCDR SGD @M@KNFX VHSG KHED BXBKD
4GD QD@K VNQKC S@RJ HR KHJD RNESV@QD RODBHB@SHNM SGD BNMBDOST@K VNQKC S@RJ
HR KHJD RNESV@QD @M@KXRHR SGD OGXRHB@K LNCDKKHMF S@RJ HR KHJD RNESV@QD CDRHFM
SGD RHLTK@SHNM LNCDK HLOKDLDMS@SHNM HR KHJD RNESV@QD BNCHMF CDATFFHMF @MC
SDRSHMF SGD RHLTK@SHNM DWODQHLDMS HR KHJD RNESV@QD TR@FD 4GD @M@KNFX B@M
AD ENKKNVDC HM SDBGMHPTDR TRDC ENQ OQNFQ@LLHMF SDRSHMF CDATFFHMF 3NLD
@M@KNFHDR @QD LHRRHMF HM RODBHB@SHNM @M@KXRHR CDRHFM 4GD HMSDQOQDS@SHNM
NE RHLTK@SHNM LNCDK CDUDKNOLDMS @R @ RNESV@QD CDUDKNOLDMS HR UDQX TRDETK
@MC DM@AKDR SN DWBKTCD L@MX OQNAKDLR
&NQ SGD RTOONQS NE CDUDKNOLDMS OQNBDRR NE RHLTK@SHNM LNCDKR RODBHB
JMNVKDCFD SNNKR G@UD ADDM CDUDKNODC VHSGHM SGD OQNIDBS #KNBJVNQJ :CQ@
G@K DS @K  3SDHMA@TDQ DS @K   4GDX RTOONQS SGD B@OSTQD NE
JMNVKDCFD @BBTLTK@SDC CTQHMF SGD RHLTK@SHNM LNCDK CDUDKNOLDMS )S B@M
AD TRDC ENQ SGD RTOONQS NE FDNFQ@OGHB@KKX CHRSQHATSDC CDRHFM SD@LR ENQ SGD
QDTRD NE JMNVKDCFD EQNL OQDUHNTR B@RDR NQ ENQ SGD B@TSHNTR RHLTK@SHNM LNCDK
CDUDKNOLDMS VGDQD BNLO@MHDR LTRS BNNODQ@SD NM SGD RHLTK@SHNM LNCDK CD
UDKNOLDMS ATS CN MNS VHRG SN RG@QD SGDHQ VGNKD JMNVGNV :CQ@G@K DS @K
 
98 M. Valek

      !


-TKSHANCX RXRSDLR @QD SGD LNRS NESDM TRDC LNCDKR NE LDBG@SQNMHB@K RXR
SDLR 4GD BNMSQNK S@RJR ENQ LTKSHANCX RXRSDLR -"3 B@M AD RTLL@QHYDC
@R 6@K@RDJ 
 4GD QRS ETMC@LDMS@K OQNAKDL HR SN RS@AHKHYD SGD LNSHNM NE LTKSHANCX
RXRSDL @QNTMC HSR DPTHKHAQHTL )S HR SGD A@RHB BNMSQNK OQNAKDL !M
HLONQS@MS RTAOQNAKDL HR ITRS SN BGDBJ SGD RS@AHKHSX NE RNLD OQNONRDC
BNMSQNK
 4GD MDWS OQNAKDL HR SN LNUD SGD LTKSHANCX RXRSDL EQNL NMD ONRHSHNM
HMSN @MNSGDQ )S HR NMD NE SGD LNRS EQDPTDMS BNMSQNK OQNAKDLR NE -"3
4GHR OQNAKDL HR SQ@MRENQLDC HMSN NSGDQ OQNAKDLR 4GD OQNAKDL B@M
AD RS@SDC @R SGD FKNA@K RS@AHKHY@SHNM NE SGD RXRSDL EQNL SGD HMHSH@K ON
RHSHNM @QNTMC SGD M@K ONRHSHNM @R SGD RS@AHKHYDC DPTHKHAQHTL "X SGHR
V@X SGD OQNAKDL HR SQ@MRENQLDC HMSN OQDUHNTR OQNAKDL 4GD NSGDQ
OQNAKDL RS@SDLDMS HR SN RS@AHKHYD SGD RXRSDL @QNTMC SGD FHUDM SQ@IDB
SNQX BNMMDBSHMF ANSG ONRHSHNMR )S HR VDKK JMNVM SQ@IDBSNQX SQ@BJHMF
&NQ MNMKHMD@Q LTKSHANCX RXRSDLR HS B@M AD @ RDQHNTR OQNAKDL ITRS SN
BNMRSQTBS @CLHRRHAKD SQ@IDBSNQX BNMMDBSHMF HMHSH@K @MC M@K ONRHSHNMR
 4GD OQDUHNTR OQNAKDL B@M AD ENQLTK@SDC @R SGD CDSDQLHM@SHNM NE NO
SHL@K SQ@IDBSNQX VHSG QDRODBS SN RNLD ODQENQL@MBD HMCDW
 4GD OQNAKDL BNTKC AD ITRS SN MC @MX @CLHRRHAKD SQ@IDBSNQX NE SGD RXR
SDL BNMMDBSHMF SVN ONRHSHNMR NE LTKSHANCX RXRSDL )S HR @ OQDO@Q@SNQX
OQNAKDL ENQ BNMSQNK AX SQ@IDBSNQX SQ@BJHMF
4GD RS@AHKHYHMF OQNAKDLR @QD @CCQDRRDC AX RDUDQ@K FQNTOR NE LDSGNCR
 4GDQD VDQD CDUDKNODC LDSGNCR SG@S DW@BSKX KHMD@QHYDC SGD MNMKHMD@Q
RXRSDL @MC SGTR DM@AKD @ESDQ SGD KHMD@QHYHMF SQ@MRENQL@SHNM SN @OOKX
RS@MC@QC BNMSQNK LDSGNCR ENQ KHMD@Q RXRSDLR
 !MNSGDQ @OOQN@BG HR SN OQNONRD @ BNMSQNK K@V A@RDC NM RNLD HMRHFGS
HMSN SGD RXRSDL @MC SGDM SN B@QQX NTS SGD RXMSGDRHR NE BNMSQNK O@
Q@LDSDQR ENQ SGD MNMKHMD@Q OK@MS @R BNMSQNK F@HM NOSHLHY@SHNM AX SGD
SDBGMHPTD NE LTKSHNAIDBSHUD O@Q@LDSDQ NOSHLHY@SHNM -/0/ 
 6DQX OQNLHRHMF LDSGNC HR SN QDVQHSD SGD MNMKHMD@Q RXRSDL HMSN SGD
ENQL NE KHMD@Q RXRSDL @MC SGDM SN @OOKX SGD RS@MC@QC BNMSQNK LDSGNCR
ENQ KHMD@Q RXRSDLR GNVDUDQ ENQ ONRHSHNM RS@SD CDODMCDMS RXRSDL )S
HR @MNSGDQ V@X ENQ SQ@MRENQLHMF SGD MNMKHMD@Q RXRSDL HMSN KHMD@QKHJD
NMD
4GD OQNAKDL NE BNMRSQTBSHMF RTHS@AKD SQ@IDBSNQX HR ENQLTK@SDC
 DHSGDQ CHQDBSKX @R SGD NOSHL@K BNMSQNK OQNAKDL SG@S HR FDMDQ@KKX MNS
PTHSD D@RX SN AD RNKUDC
Modelling, Simulation and Control 99

 NQ HM RODBHB@KKX CHBTKS B@RDR NE TMCDQ@BST@SDC RXRSDLR @R SHLD OK@M


MHMF OQNAKDL SG@S QDPTHQDR QRS SN BNMRSQTBS SGD LHRRHMF BNMSQNK @B
SHNMR HM NQCDQ SN LNCHEX SGD RXRSDL HMSN DPT@K@BST@SDC NMD

4GD QNKD NE LNCDKR HM -"3 BNMSQNK HR ADHMF HMBQD@RDC )M SDQLR NE BNM


SQNK QDPTHQDLDMSR SGD LNCDK DM@AKDR SN OQDCHBS SGD RXRSDL ADG@UHNTQ 4GD
RXRSDL LNCDK DM@AKDR SN RNKUD SGD HMUDQRD OQNAKDL HD VG@S @BSHNMR RGNTKC
AD S@JDM SN @BGHDUD CDRHQDC RODBHB@SHNMR EQNL SGD BTQQDMS RS@SDR NE SGD
RXRSDL )E @M @BBTQ@SD LNCDK DWHRSR @MC HE HSR HMUDQRD DWHRSR SGDM RXRSDL
CXM@LHBR B@M AD B@MBDKKDC AX SGD HMUDQRD LNCDK HD SGD RXRSDL NTSOTS HR
@KV@XR DPT@K SN SGD CDRHQDC NTSOTS )M NSGDQ VNQCR LNCDK A@RDC BNMSQNK
CDRHFM G@R SGD ONSDMSH@K SN OQNUHCD ODQEDBS BNMSQNK (NVDUDQ @KK LNCDKR
BNMS@HM RNLD CDFQDD NE DQQNQ @MC MNS DUDQX LNCDK HR HMUDQSHAKD SGTR ODQEDBS
BNMSQNK HR UDQX CHBTKS SN AD QD@KHRDC .DUDQSGDKDRR SGD LNCDK HR @M DRRDMSH@K
SNNK ENQ BNMSQNK NE LDBG@SQNMHB@K RXRSDLR @MC SGD LNCDK A@RDC BNMSQNK HD
SGD BNMSQNK SG@S RXRSDL@SHB@KKX TRDR SGD LNCDK NE SGD OK@MS @BGHDUDR ADSSDQ
QDRTKSR SG@M NSGDQ @OOQN@BGDR
&NQ BNMSQNK OTQONRDR L@MX CHDQDMS LNCDKR @QD TRDC !M NUDQUHDV NE
RTBG LNCDKR HR FHUDM HM &HFTQD  )M SGD ENKKNVHMF SGQDD LNCDKR VHKK AD HM
UDRSHF@SDC HM LNQD CDS@HK )S HR AK@BJ ANW SHLD RDQHDR LNCDK #45,/,)-/4
3SDE@M DS @K  MNMKHMD@Q OQDCHBSHUD LNCDK KTLODC O@Q@LDSDQ MNMKHM
D@Q LNCDK SG@S HR SGD LTKSHANCX LNCDK RDD DF 3SDIRJ@K @MC 6@K@RDJ
  @MC CHRSQHATSDC O@Q@LDSDQ MNMKHMD@Q LNCDK SG@S HR DWHAKD LTKSH
ANCX LNCDK @R SGD BNLAHM@SHNM ADSVDDM -"3 @MC &%- RDD DF 3SDIRJ@K
@MC 6@K@RDJ  




   

   
  
 




    



    
        
 

 


 
 
 
        

 
     
 
  
 

64B?2
 /UDQUHDV NE LNCDKR TRDC ENQ BNMSQNK
100 M. Valek

 .6; =?</92:@ <3 0<;A?<9 <3 :B9A6/<1F @F@A2:@


4GTR LTKSHANCX RXRSDLR @QD SGD LNRS EQDPTDMS LNCDKR NE LDBG@MHB@K
RXRSDLR ADHMF BNMSQNKKDC 4GDX BNMBDMSQ@SD SGD LDBG@MHB@K ETMBSHNM@KHSX NE
L@BGHMDR SN AD DMNTFG OQDBHRD NM NMD G@MC @MC RHLTKS@MDNTRKX SN AD DMNTFG
BNMBHRD ENQ BNMSQNK NM SGD NSGDQ G@MC 4GD L@HM CHBTKSHDR NE BNMSQNK NE
LDBG@MHB@K LTKSHANCX RXRSDLR @QD SGD ENKKNVHMF 6@K@RDJ   
 -DBG@MHB@K LTKSHANCX RXRSDLR @QD TRT@KKX MNMKHMD@Q RXRSDLR 4GD
VDKK DRS@AKHRGDC BNMSQNK LDSGNCR @QD CDUDKNODC ENQ KHMD@Q RXRSDLR NMKX
QDBDMSKX SGDQD G@UD ADDM CDUDKNODC LDSGNCR ENQ BNMSQNK NE MNMKHMD@Q
RXRSDLR GNVDUDQ RSHKK MNS ADHMF RN FDMDQ@K @MC ONVDQETK @R ENQ KHMD@Q
RXRSDLR
 .NMKHMD@QHSX HR RNLDSHLDR DRRDMSH@K ENQ SGD BNMSQNK NE LTKSHANCX RXR
SDLR 4GDQD DWHRS LTKSHANCX RXRSDLR DF MNMGNKNMNLHB RXRSDLR
SG@S ADHMF KHMD@QHYDC @ANTS NODQ@SHNM ONHMS ADBNLD TMBNMSQNKK@AKD
 -TKSHANCX RXRSDL TMCDQFN K@QFD CHROK@BDLDMSR VGDQD KHMD@QHY@SHNM
@ANTS NODQ@SHNM ONHMS HR HLONRRHAKD 4GD BNMSQNK OQNAKDL HR PTHSD
NESDM MNS ITRS RS@AHKHY@SHNM @QNTMC VNQJHMF DPTHKHAQHTL ONHMS ATS
SGD LNSHNM EQNL NMD RS@SD HMSN @MNSGDQ NMD
 -DBG@MHB@K LTKSHANCX RXRSDLR HM L@MX B@RDR G@UD CHDQDMS MTL
ADQ NE HMOTSR @MC NTSOTSR NQ CHDQDMS MTLADQ NE HMOTSR @MC CDFQDDR
NE EQDDCNL $/&R  4GD HMOTSR @QD NODQ@SDC AX @BST@SNQR CQHUDR 
4GDQDENQD HS B@M AD RONJDM @ANTS TMCDQ@BST@SDC DPT@K@BST@SDC @MC
NUDQ@BST@SDC RXRSDLR 4GHR HR B@TRHMF DRODBH@KKX OQNAKDLR HM BNLAH
M@SHNM VHSG MNMKHMD@QHSX NE LDBG@MHB@K RXRSDLR
 -TKSHANCX RXRSDLR @QD PTHSD NESDM RTHS@AKX CDRBQHADC AX QDCTMC@MS
BNNQCHM@SDR 4GDM SGD LNCDKR @QD CDRBQHADC AX CHDQDMSH@K@KFDAQ@HB
DPT@SHNMR $!%  $!% B@MMNS AD FDMDQ@KKX @MC D@RHKX SQ@MRENQLDC
HMSN NQCHM@QX CHDQDMSH@K DPT@SHNMR /$%  /MKX /$% B@M AD CD
RBQHADC AX RS@SD RO@BD LNCDKR 4GD @ARNKTSD L@INQHSX NE BTQQDMS
BNMSQNK LDSGNCR RTOONRD SG@S SGD CXM@LHB RXRSDL ADHMF BNMSQNKKDC
HR CDRBQHADC AX /$% @MC SGTR SGD SQ@CHSHNM@K BNMSQNK LDSGNCR @QD
CHBTKS SN AD @OOKHDC
4GD @ANUD RS@SDC OQNAKDLR @MC ETQSGDQ CDRBQHADC RNKTSHNM LDSGNCR B@M
AD CDLNMRSQ@SDC NM SGD ENKKNVHMF RHLOKD OQNAKDL $DROHSD HSR RHLOKHBHSX
SGHR DW@LOKD HMBKTCDR @KK RDQHNTR OQNAKDLR NE BNMSQNK NE LTKSHANCX RXRSDLR
4GD DWDLOK@QX LTKSHANCX RXRSDL &HFTQD  BNMRHRSR NE SVN ANCHDR
BNMMDBSDC AX QDUNKTSD INHMSR HM OK@MD )S G@R SVN $/&R 4GD QRS INHMS
HR @KV@XR @BST@SDC AX BNMSQNKKDC @BSHNM   4GD RDBNMC INHMS B@M AD NQ
B@MMNS AD @BST@SDC AX SGD SNQPTD   )E HS HR @BST@SDC SGDM SGD RXRSDL
HR DPT@K@BST@SDC @MC LDSGNCR ENQ DW@BS KHMD@QHY@SHNM B@M AD @OOKHDC )S HR
Modelling, Simulation and Control 101

@M DW@LOKD NE @ QHFHC OK@M@Q QNANS L@MHOTK@SNQ )E SGD RDBNMC INHMS HR MNS


@BST@SDC SGDM SGD RXRSDL HR TMCDQ@BST@SDC @MC SGDQD @QD OQNAKDLR NE HSR
BNMSQNK )E SGHR MNS@BST@SDC INHMS HR DPTHOODC VHSG ROQHMF @MC C@LODQ SGDM
HS HR @ LNCDK NE DWHAKD QNANSHB @QL )E SGDQD HR MN ROQHMF HM SGHR MNS@BST@SDC
INHMS SGDM HS HR @ LNCDK NE LDBG@SQNMHB SNX VHSG CHDQDMS BNMSQNK BG@KKDMFDR
4GD LTKSHANCX RXRSDL B@M AD CDRBQHADC AX SGD HMCDODMCDMS BNNQCHM@SDR
DF  @MC  NQ AX SGD CDODMCDMS BNNQCHM@SDR DF SGD B@QSDRH@M BN
NQCHM@SDR NE BDMSQD NE L@RR @MC @MFKDR NE KHMJR VHSG QDRODBS SN SGD EQ@LD
NQ M@STQ@K #@QSDRH@M BNNQCHM@SDR NE DMCR NE KHMJR  !BBNQCHMF SN SG@S SGD
BNMSQNK HR ENQLTK@SDC @R SQ@CHSHNM@K BNMSQNK NE /$% NQ BNMSQNK NE $!%




 

64B?2
 %W@LOKD NE RHLOKD LTKSHANCX RXRSDL VHSG CHDQDMS BNMSQNK
OQNAKDLR


2@0?6=A6<; <3 <;96;2.? B9A6/<1F %F@A2:@
4GD MNMKHMD@Q LTKSHANCX RXRSDLR HMBKTCHMF SGD BNMSQNK @BSHNM @QD FDM
DQ@KKX CDRBQHADC AX ,@FQ@MFD DPT@SHNMR NE LHWDC SXOD RDD DF 3SDIRJ@K
@MC 6@K@RDJ 

 @ @ @
 @   # @  & @ B 
& & &
@
 @  
&
VGDQD @ @QD SGD BNNQCHM@SDR CDRBQHAHMF SGD LTKSHANCX RXRSDL B HR SGD UDB
SNQ NE HMOTS BNMSQNK U@QH@AKDR  HR SGD L@RR L@SQHW # @QD SGD FDMDQ@KHYDC
ENQBDR  @QD SGD JHMDL@SHB GNKNMNLHB NQ MNMGNKNMNLHB BNMRSQ@HMSR
HR SGD *@BNAH@M BNQQDRONMCHMF SN SGD JHMDL@SHB BNMRSQ@HMSR @QD SGD ,@
FQ@MFD LTKSHOKHDQR SGD BNMSQNK HMOTSR ENQBDR B @QD @BSHMF SGQNTFG SQ@MR
LHRRHNMR & 4GHR E@BS SG@S SGD FDMDQ@K CDRBQHOSHNM NE LTKSHANCX RXRSDLR
102 M. Valek

TRDR CHDQDMSH@K@KFDAQ@HB DPT@SHNMR $!% HR NMD CHBTKS OQNAKDL NE BNM


SQNK RXMSGDRHR ENQ LTKSHANCX RXRSDLR
4GDRD DPT@SHNMR NE LNSHNM ENQ SGD OTQONRDR NE BNMSQNK LTRS AD NESDM
SQ@MRENQLDC HMSN SGD RS@SD RO@BD CDRBQHOSHNM 4GDQD @QD SVN ONRRHAKD V@XR
GNV SN CN HS 4GD QRS @OOQN@BG OQDRDQUDR SGD R@LD U@QH@AKDR @ EQNL NQHFHM@K
CDRBQHOSHNM @MC NMKX DKHLHM@SDR SGD ,@FQ@MFD LTKSHOKHDQR  )E SGD JHMDL@SHB
BNMRSQ@HMSR  CN MNS CDODMC NM SGD UDKNBHSHDR    HD SGD JHMDL@SHB
BNMRSQ@HMSR  @QD GNKNMNLHB NMDR SGDM SGDRD JHMDL@SHB BNMRSQ@HMSR  HM
 @QD SVHBD CHDQDMSH@SDC VHSG QDRODBS SN SHLD

 @ @ @
  
& & &

VGDQD RTARBQHOS R LD@MR O@QSH@K CHDQDMSH@SHNM VHSG QDRODBS SN SGD BNNQCH


M@SDR @ )M B@RD NE MNMGNKNMNLHB BNMRSQ@HMSR HD SGD JHMDL@SHB BNMRSQ@HMSR
 CDODMC NM SGD UDKNBHSHDR 
  SGDM SGD JHMDL@SHB BNMRSQ@HMSR  HM 
@QD CHDQDMSH@SDC VHSG QDRODBS SN SHLD ITRS NMBD @MC QDRTKSHMF HMSN SGD R@LD
ENQL   4GD @BBDKDQ@SHNMR @QD DWOQDRRDC EQNL SGD DPT@SHNMR NE LNSHNM
 AX LTKSHOKXHMF HS AX SGD HMUDQRD L@RR L@SQHW  @MC SGDX @QD RTA
RSHSTSDC HMSN   4GD DPT@SHNMR ENQ SGD ,@FQ@MFD LTKSHOKHDQR @QD SGTR
CDQHUDC 3NKUHMF ENQ SGDL @MC RTARSHSTSHMF A@BJ HS HR NAS@HMDC SGD ENQLTK@
SHNM NE DPT@SHNMR NE LNSHNM NE LTKSHANCX RXRSDL  HM RDDLHMFKX NQCHM@QX
CHDQDMSH@K DPT@SHNMR /$% NMKX

 @
        #  &B
& 
@ @
     
& &

(DMBD SGD RS@SD RO@BD CDRBQHOSHNM VHSG RS@SD UDBSNQ ;@ CCS @= HM CDODMCDMS
BNNQCHM@SDR @ B@M AD NAS@HMDC (NVDUDQ HM RTBG B@RD SGD QDRTKSHMF DPT@SHNMR
@QD @ESDQ KHMD@QHY@SHNM MNS BNMSQNKK@AKD )S ENKKNVR EQNL SGD E@BS SG@S HM RTBG
B@RD SGD CDODMCDMS BNNQCHM@SDR NM SGD KDUDK NE @BBDKDQ@SHNM @QD QDK@SDC AX
SGD PT@CQ@SHB SDQLR HM UDKNBHSHDR @R ENKKNVR EQNL SGD RDBNMC CDQHU@SHUDR NE
JHMDL@SHB BNMRSQ@HMSR  HM   3TBG DPT@SHNMR @QD @ESDQ KHMD@QHY@SHNM MNS
BNMSQNKK@AKD HM TRT@K ONRHSHNMR VHSG YDQN UDKNBHSHDR .DUDQSGDKDRR SGHR RHLOKD
ENQLTK@SHNM HR RNLDSHLDR UDQX TRDETK DF ENQ NOSHL@K BNMSQNK 2NTAHBDJ
@MC 6@K@RDJ  
4GD NSGDQ @OOQN@BG HR A@RDC NM SGD CDRBQHOSHNM NE LTKSHANCX RXRSDLR HM
HMCDODMCDMS BNNQCHM@SDR > 4GD BNNQCHM@SDR LTRS AD HMCDODMCDMS DF SGD
Modelling, Simulation and Control 103

HMCDODMCDMS BNNQCHM@SDR > @QD RDKDBSDC BNMRSQTBSDC EQNL @ FDMDQ@KKX

@  ? >
 
@$ > 
& &
   

@  $ 
> $ >
& & & &
3TARSHSTSHMF EQNL  HMSN SGD QRS SHLD CDQHU@SHUD NE SGD JHMDL@SHB BNM
RSQ@HMS HS HR ENTMC NTS SG@S SGHR L@SQHW $ RO@MR SGD MTKK RO@BD NE SGD *@BNAH@M

$   
4GTR LTKSHOKXHMF SGD DPT@SHNMR NE LNSHNM  AX $ DKHLHM@SDR @F@HM SGD
,@FQ@MFD LTKSHOKHDQR 4GDM TRHMF SGD RS@SD UDBSNQ E;> C>CS= SGD DPT@
SHNMR NE LNSHNM B@M AD SQ@MRENQLDC HMSN SGD RS@SD RO@BD LNCDK

>  >-
& 
    - >  
>-  $ $ $ 4 $ $ -  $ $ $ &B
&
4GD SGDNQX NE LTKSHANCX RXRSDLR @MC SGD RNKTSHNM NE BNQQDRONMCHMF $!%
CDRBQHADR RDUDQ@K LDSGNCR ENQ CDQHUHMF @MC NAS@HMHMF SGD MTKK RO@BD L@SQHW
$ RDD DF 3SDIRJ@K @MC 6@K@RDJ  
.NV SGD CXM@LHBR NE LTKSHANCX RXRSDLR B@M AD CDRBQHADC HM SGD ENQL
NE FDMDQ@K MNMKHMD@Q RXRSDL HM RS@SD RO@BD CDRBQHOSHNM
CE
 3 E  4 E B 
CS
VGDQD E ! HR SGD RS@SD UDBSNQ B  HR SGD BNMSQNK UDBSNQ @MC FDMDQ@KKX
3 &NQ SGD OTQONRD NE BNMSQNK HS LTRS AD RS@SDC VGHBG U@QH@AKDR F B@M
AD LD@RTQDC @MC TRDC @R SGD HMOTS SN SGD BNMSQNK RXRSDL )S HR RTOONRDC
SGDHQ FDMDQ@K CDODMCDMBD
F  5 E 
4GTR SGDQD HR SGD NTSOTS U@QH@AKD UDBSNQ F #   

 2@0?6=A6<; <3 ;<;96;2.? =?2160A6C2 :<129@


4GD MNMKHMD@Q AK@BJ ANW SHLD RDQHDR LNCDKR @QD UDQX RTHS@AKD ENQ LNCDK
A@RDC OQDCHBSHUD BNMSQNK 4GD BNMRHCDQDC BNMBDOS #45,/,)-/4 ,/B@K
,)MD@Q -/CDK 4QDD HLOKDLDMSDC AX #45 HM 0Q@FTD BNMRHRSR NE LTKSHOKD
KHMD@Q CXM@LHB LNCDKR U@KHC ITRS HM KNB@K RTAQDFHNMR @MC RLNNSGKX RTLLDC
104 M. Valek

HMSN NMD QDRTKSHMF MNMKHMD@Q LNCDK 3SDE@M DS @K   4GD HCDMSHB@SHNM
@KFNQHSGL HR B@KKDC ,/,)-/4 @MC V@R CDUDKNODC HM .DKKDR   4GD
MDV HLOKDLDMS@SHNM V@R CNMD @S #45 HM 0Q@FTD 3SDE@M DS @K  
4GD KNB@K LNCDKR @QD CDRBQHADC @R KHMD@Q CHDQDMBD LNCDKR VHSG HMOTSR
B  ;B B


B = B  ;'  ' 


'  = B  ;'  ' 



'   =     B  ;'  '  


'   = NE CDOSG  
NTSOTSR * NE CDOSG ! @MC BNDBHDMSR (  4GDRD KNB@K LNCDKR @QD RTLLDC
TRHMF SGD '@TRRH@M RLNNSGDMHMF ETMBSHNMR  B VHSG BDMSDQR  @MC U@QH
@MBDR 

 B
 B 


 B


 B  7 B  7 B  7


 B  DWO    


 
      

VGDQD 7       ; 


= 4GD QDRTKSHMF #45,/,)-/4 LNCDK
CDRBQHOSHNM VHSG  RTALNCDKR HR

 

*[  *[  B  (  ( '   ( '   

 
(  '   

(  '   (  '   

 (  '   


(  '   (  '   

 (  '   

(  *    (  *   


(   *  !  B

4GD @CU@MS@FD NE SGHR CDRBQHOSHNM HR SG@S SGD LNCDK HR KNB@KKX KHMD@Q ATS
FKNA@KKX MNMKHMD@Q 4GD #45,/,)-/4 LNCDK B@M AD HCDMSHDC A@RDC NM
RHLTK@SHNM LNCDK @R VDKK @R A@RDC NM DWODQHLDMS@K C@S@ EQNL QD@K RXRSDL

 <129 /.@21 0<;A?<9 @F@A2:@


4GD LNCDK A@RDC BNMSQNK NE LDBG@SQNMHB@K RXRSDLR B@M AD CHUHCDC HMSN
 FQNTOR BNMSQNK VHSG HLOKHBHS NQ DWOKHBHS TR@FD NE OK@MS LNCDK ENQ KHMD@Q
NQ MNMKHMD@Q OK@MS &HFTQD   4GD BNMSQNK @OOQN@BGDR @QD BNLAHMDC VHSG
CHDQDMS JHMCR NE OK@MS LNCDKR 4VN LNCDK SXODR @QD CHRSHMFTHRGDC @M@KXS
Modelling, Simulation and Control 105

HB@K LNCDKR A@RDC NM OGXRHB@K OQHMBHOKDR @MC HCDMSHDC AK@BJANW LNCDKR


"@RDC NM SG@S O@QSHBTK@Q BNMSQNK @OOQN@BGDR @QD ENKKNVHMF
 !"! B9A6=92 !/720A6C2 ".?.:2A2? !=A6:6G.A6<; HS HR @
BNLOKDSD CDUDKNOLDMS LDSGNCNKNFX AX CDRHFM AX RHLTK@SHNM @MC NOSH
LHY@SHNM )S B@M AD @OOKHDC SN @MX KHMD@QMNMKHMD@Q OK@MS ITRS G@UHMF
HSR CDS@HKDC RHLTK@SHNM LNCDK -TKSHOKD NAIDBSHUDR @MC QDPTHQDLDMSR
B@M AD Q@HRDC
 #$%$  <;96;2.? #B.1?.A60 $24B9.A<? H %A.A2 2=2;
12;A $600.AA6 >B.A6<; SGD L@INQHSX NE MNMKHMD@Q RXRSDLR B@M AD
RS@AHKHYDC @MC BNMSQNKKDC AX SGHR @OOQN@BG 4GD MNMKHMD@Q LNCDK HR
CDBNLONRDC HMSN KHMD@Q NMD VHSG MNMKHMD@Q BNDBHDMSR @MC RS@SD CD
ODMCDMS 2HBB@SSH CDRHFM HR TRDC 4GD CDBNLONRHSHNM B@M AD BNLOTSDC
ENQ @MX RXRSDL ITRS G@UHMF HSR RHLTK@SHNM LNCDK
 # .1.=A6C2 NOSHL@K ,12 BNMSQNK HR @OOKHDC SN KHMD@Q OK@MS VHSG
NMKHMD @C@OSDC O@Q@LDSDQR
 " <129 "?2160A6C2 <;A?<9 HS HR @ RS@MC@QC LNCDK OQDCHB
SHUD BNMSQNK
 #$ H " MNMKHMD@Q OK@MS LNCDK HR CDBNLONRDC HMSN KNB@K KHMD@Q
NMD VHSG MNMKHMD@Q BNDBHDMSR @MC -0# HR @OOKHDC
 &'!!& H " MNMKHMD@Q OK@MS LNCDK HR CDBNLONRDC
HMSN KNB@K KHMD@Q NMDR @MC -0# HR @OOKHDC ENQ KNB@K KHMD@Q LNCDK (NV
DUDQ HM SGD MDWS GNQHYNM SGD TRDC KNB@K KHMD@Q LNCDK HR CHDQDMS EQNL
SGD OQDUHNTR NMD 4GD BNMSQNKKDC LNCDKR @QD KNB@KKX KHMD@Q ATS FKNA@KKX
MNMKHMD@Q
 221/.08 2E.0A 96;2.?6G.A6<; ENQ SGD RXRSDLR TRT@KKX DPT@K@BST@SDC
SGD HMOTS HR LNCHDC AX MNMKHMD@Q SQ@MRENQL@SHNM CDQHUDC EQNL SGD
RXRSDL LNCDK SG@S SGD QDRTKSHMF LNCDK ADBNLDR @ KHMD@Q RXRSDL

!  !
!  !
!

!
! !   !   "!# !

!
! ! ! 
 "!   ! ! "!
 ! #   $! "!
!$! !!!
64B?2

 -NCDK A@RDC BNMSQNK @OOQN@BGDR

4GDRD @OOQN@BGDR @QD CDRBQHADC ETQSGDQ HM CDS@HKR

 221/.08 2E.0A 96;2.?6G.A6<; <3 ;<;96;2.? @F@A2:@


/MD NE SGD ETMC@LDMS@K @OOQN@BGDR SNV@QCR SGD BNMSQNK NE MNMKHMD@Q
RXRSDLR HR SGD DW@BS EDDCA@BJ KHMD@QHY@SHNM )RHCNQH  3KNSHMD @MC ,H
106 M. Valek

 &KHDRR  +G@KHK   )SR HCD@ HR RHLOKD #NMRHCDQHMF SGD RXRSDL
 HS HR HMUDRSHF@SDC SGD DWHRSDMBD @MC SGD BNMRSQTBSHNM NE @ RTHS@AKD RS@SHB
RS@SD EDDCA@BJ BNMSQNK
B  E   E D 
@MC @ SQ@MRENQL@SHNM NE U@QH@AKDR
G  & E 
SG@S SNFDSGDQ SQ@MRENQL SGD NQHFHM@K RXRSDL  HMSN @ KHMD@Q NMD
CG
 G  D 
CS
4GD R@LD OQNAKDL B@M AD HMUDRSHF@SDC ENQ SGD DWHRSDMBD NE @ RTHS@AKD CX
M@LHB RS@SD EDDCA@BJ BNMSQNK
B  E =   E = D
C= 
  E   E B
CS
VHSG @ SQ@MRENQL@SHNM NE U@QH@AKDR  SG@S @F@HM SQ@MRENQL SGD NQHFHM@K
RXRSDL HMSN @ KHMD@Q NMD   4GDRD OQNAKDLR @QD B@KKDC HMOTSRS@SD DW@BS
EDDCA@BJ KHMD@QHY@SHNM !MC M@KKX ANSG SGDRD OQNAKDLR B@M AD HMUDRSHF@SDC
ENQ NTSOTS EDDCA@BJ VGDQD HMRSD@C NE RS@SD U@QH@AKDR E HM EDDCA@BJR  NQ
 NMKX SGD NTSOTS U@QH@AKDR F EQNL  @QD TRDC 4GDM SGDRD OQNAKDLR
@QD B@KKDC HMOTSNTSOTS DW@BS EDDCA@BJ KHMD@QHY@SHNM
4GDM @ESDQ SQ@MRENQLHMF SGD NQHFHM@K RXRSDL HMSN SGD DPTHU@KDMS KHMD@Q
NMD  SGDQD @QD @OOKHDC SGD BNMSQNK SDBGMHPTDR ENQ KHMD@Q RXRSDLR KHJD ONKD
OK@BDLDMS ,12 DSB
3DUDQ@K U@QH@MSR NE EDDCA@BJ DW@BS KHMD@QHY@SHNM B@M AD CHRSHMFTHRGDC )S
HR HMOTSNTSOTS DW@BS EDDCA@BJ KHMD@QHY@SHNM SG@S ADFHMR EQNL SGD NTSOTS
CDODMCDMBD   SGDM SGD HMOTSRS@SD DW@BS EDDCA@BJ KHMD@QHY@SHNM SG@S HM
UDRSHF@SDR SGD BNMRSQTBSHNM NE RTBG RTHS@AKD NTSOTS CDODMCDMBD  SG@S HS
HR DW@BS EDDCA@BJ KHMD@QHY@AKD
4GD RNKTSHNM NE SGD OQNAKDL NE HMOTSNTSOTS DW@BS EDDCA@BJ KHMD@QHY@SHNM
HR RHLOKDQ 4GD BNMRSQTBSHNM NE ONRRHAKD KHMD@QHYHMF EDDCA@BJ ENQ SGD RXRSDL
 HR SGD QDBTQRHUD @OOKHB@SHNM NE SGD SHLD CHDQDMSH@SHNM QTKD
5
F  3 E  4 E B  3 E  4 E B 
E
  5   5B  G-    G

G
F  3 E  4 E B  3 E  4 E B 
E
 G-    G
Modelling, Simulation and Control 107

4GDQD HR RTOONRDC ADRHCDR MDBDRR@QX RLNNSGMDRR SG@S 4  ENQ   




$
@MC 4  DM@AKHMF SN DWOQDRR

3 E  4 E B  D
D 3 E 
B
4 E
@MC SGHR KD@CR SN
F  D 
4GHR LD@MR SG@S SGD NQHFHM@K RXRSDL HR QRS SQ@MRENQLDC HMSN SGD "QTMNURJX
B@MNMHB@K ENQL  @MC SGDM HMSN SGD &QNADMHTR B@MNMHB@K ENQL   4GDRD
B@MNMHB@K ENQLR OQNUD SGD BNMSQNKK@AHKHSX NE SGD RXRSDL @MC DM@AKD SN RS@AH
KHYD SGD RXRSDL D@RHKX AX ONKD OK@BDLDMS
4GD SQ@MRENQL@SHNM  HR
  
G  & E  ; 5 E  5 E


 5 E = 

(DQD @MC HM OQDUHNTR DWOQDRRHNMR SGDQD HR TRDC SGD ENQL@KHRL NE ,HD @KFDAQ@
5
 5 E  3 E 
 5 E    5 E
E
4 3 
;3 4= E  3 E 4 E  4 E  4 E
E E
 4 E  ;3 4= E 
 4 E  ;3  4= E

)S B@M G@OODM @MC HS G@OODMR SG@S $ ! )M SG@S B@RD SGDQD HR @M


NSGDQ CXM@LHBR HM SGD RXRSDL  ADRHCDR   )S HR RN B@KKDC YDQN CX
M@LHBR SG@S HR DWOQDRRDC EQNL SGD NQHFHM@K RXRSDL RS@SHMF SGD BNMCHSHNM
FF    F  4GD YDQN CXM@LHBR HR MNS HMTDMBDC AX SGD SQ@MRENQ
L@SHNM  @MC SGD BNMSQNK   4GD RS@AHKHSX NE SGHR YDQN CXM@LHBR HR
CDBHRHUD ENQ SGD RS@AHKHY@AHKHSX NE SGD VGNKD RXRSDL ITRS AX RS@AHKHYHMF SGD
HMOTSNTSOTS CXM@LHBR  AX SGD EDDCA@BJ  @MC ONKD OK@BDLDMS
4GD HMOTSRS@SD DW@BS EDDCA@BJ KHMD@QHY@SHNM HR SGD OQNAKDL VGDSGDQ
SGDQD DWHRSR RTBG ETMBSHNM F5E ENQ VGHBG SGD HMOTSNTSOTS DW@BS EDDC
A@BJ KHMD@QHY@SHNM FHUDR $  ! 4GHR LD@MR SG@S SGD RXRSDL HR BNLOKDSDKX
KHMD@QHYDC @MC SGDQD HR MN YDQN CXM@LHBR VHSG SGD C@MFDQ NE CDRS@AHKHYHMF SGD
RXRSDL 4GD MDBDRR@QX @MC RTBHDMS BNMCHSHNM ENQ HSR DWHRSDMBD G@UD ADDM
OQNUDC )RHCNQH   4GHR HR SGD ETKK Q@MJ DPT@K ! NE SGD UDBSNQ DKC ;4
@C 4   @C
 4= @MC SGD RDS ;4 @C 4   @C
 4= HR HMUNKTSHUD SGHR LD@MR
SG@S HE SVN UDBSNQR 8 @MC 8 @QD EQNL SGHR RDS SGDM *8 8 + HR @KRN EQNL
SGHR RDS  (NVDUDQ SGD BNMRSQTBSHNM NE RTBG 5E HR MNS RN D@RX @R SGD
BNLOTS@SHNM NE SGD HMOTSNTSOTS DW@BS EDDCA@BJ KHMD@QHY@SHNM  
108 M. Valek

)M @KK SGDRD CDQHU@SHNMR HS HR RTOONRDC SG@S SGD CHLDMRHNM NE F HR DPT@K


SN SGD CHLDMRHNM NE B @MC D 4GHR HR BDQS@HMKX NESDM UHNK@SDC SG@S OQDUDMSR
SN @OOKX SGHR LDSGNC ENQ SGD BNMSQNK NE TMCDQ@BST@SDC RXRSDLR

 !"! B9A6</720A6C2 ".?.:2A2? !=A6:6G.A6<;


4GHR LDSGNC NE BNMSQNK RXMSGDRHR HR SGD KD@RS QDRSQHBSHUD NMD QDF@QCHMF
SGD QDPTHQDLDMS NM SGD CDRBQHOSHNM NE MNMKHMD@Q LTKSHANCX RXRSDL @MC
SGD ENQL NE BNMSQNK K@V (NVDUDQ SGD RSQDMFSG NE BK@HLR @ANTS SGD OQNODQ
SHDR NE SGD RXMSGDSHYDC BNMSQNK HR QDK@SHUDKX KNV 4GD RXMSGDRHR OQNBDCTQD HR
ENKKNVHMF
4GD @OOQN@BG NE -TKSH/AIDBSHUD 0@Q@LDSDQ /OSHLHY@SHNM -/0/ *NNR
 +NQS\ TL DS @K  HR A@RDC NM SGD CDRHFMAXRHLTK@SNM 4GDQD HR
@U@HK@AKD SGD MNMKHMD@Q RHLTK@SHNM LNCDK NE SGD BNMSQNKKDC OK@MS HMBKTCHMF
SGD BNMSQNK K@V SGD ODQENQL@MBD HMCDW TRT@KKX HM SGD ENQL NE HMSDFQ@K ODQENQ
L@MBD HMCDW NQ L@WHLTL U@KTD @MC RDKDBSDC RDS NE BNMRHCDQDC DWBHS@SHNMR
4GD BNMSQNK K@V HR CDRBQHADC HM O@Q@LDSQHB ENQL @MC HSR O@Q@LDSDQR @QD CD
SDQLHMDC AX SGD MTLDQHB@K NOSHLHY@SHNM NE SGD ODQENQL@MBD HMCDW DU@KT@SDC
AX SGD RHLTK@SHNM QDRONMRD NE SGD OK@MS SN SGD BNMRHCDQDC DWBHS@SHNMR 4GTR
AX LD@MR NE SGD -/0/ @OOQN@BG SGD MNMKHMD@Q LNCDKR @MC LNCDKR VGHBG
B@MMNS AD @M@KXSHB@KKX SQD@SDC B@M AD TRDC 4GHR @OOQN@BG DM@AKDR MNS
NMKX SN MC O@Q@LDSDQR NE MNMKHMD@Q BNMSQNK NE MNMKHMD@Q OK@MS ATS HS @KKNVR
NMD @KRN SN MC @ R@SHRE@BSNQX BNLOQNLHRD @LNMF SGD ODQENQL@MBD BQHSDQH@
CDROHSD SGD E@BS SG@S SGDX BNMHBS VHSG D@BG NSGDQ 4GD -/0/ @OOQN@BG
HR A@RDC NM @ RD@QBG HM SGD O@Q@LDSDQ RO@BD 0@QDSN NOSHL@KHSX AX LNCDK
RHLTK@SHNM
<&QDD RXRSDL O@Q@LDSDQR SGD STMHMF O@Q@LDSDQR DF BNMSQNK BND
BHDMSR L@RR OQNODQSHDR NQ HMRS@KK@SHNM ONRHSHNMR @QD U@QHDC VHSGHM SGDHQ FHUDM
KHLHSR TMSHK @M <NOSHL@K BNLOQNLHRD HR ENTMC )M CNHMF RN SGD ODQENQL@MBD
BQHSDQH@ @KRN B@KKDC NAIDBSHUD ETMBSHNMR 0 @QD VDHFGSDC AX TRDQCDMDC
VDHFGSHMF E@BSNQR SGD CDRHFM O@Q@LDSDQR 1  0   4GD NOSHLHY@SHNM RSQ@S
DFX HR SN LHMHLHYD @KK VDHFGSDC BQHSDQH@  =  = HM RTBG @ V@X SG@S SGD
BTQQDMSKX 7/234 BQHSDQHNM VHSG SGD L@WHL@K U@KTD VHKK AD QDCTBDC NOSHLHY@
SHNM SQHDR SN CDBQD@RD SGD VDHFGSDC BQHSDQHNM  =  =   4GD STMHMF
O@Q@LDSDQR = @QD CDSDQLHMDC AX RNKUHMF @ LHML@WNOSHLHY@SHNM OQNAKDL
VHSG BNMRSQ@HMSR @MC O@Q@LDSDQ QDRSQHBSHNMR

  LHM L@W   
 

 =  E"$    
#
 # #
 
Modelling, Simulation and Control 109


 
 

 

 
  
 

64B?2
 0@QDSNNOSHLTL ENQ SVN NAIDBSHUD ETMBSHNMR

4GD ODQENQL@MBD BQHSDQH@ NAIDBSHUD ETMBSHNMR L@X AD EQDD SN AD NOSH


LHYDC NQ L@X AD O@QSH@KKX KHLHSDC AX @ RDS  NE ODQENQL@MBD BNMRSQ@HMSR
DF LDBG@MHB@K GXCQ@TKHB NQ DKDBSQNMHB QDRSQHBSHNMR KHJD ONVDQ OQDRRTQD
BTQQDMS @MC UNKS@FD 4GD VDHFGSHMF E@BSNQR NQ CDRHFM O@Q@LDSDQR DM@AKD
SGD TRDQ SN @C@OS SGD BQHSDQH@ SN @CDPT@SD RHYDR @MC SN CDSDQLHMD SGD CH
QDBSHNM NE NOSHLHY@SHNM OQNBDRR AX VDHFGSHMF RNLD BQHSDQH@ LNQD HLONQS@MS
 =  =    NSGDQR KDRR HLONQS@MS  =  =  =  =  4GD
O@Q@LDSDQ NOSHLHY@SHNM HR MHRGDC VGDM SGD L@WHLTL NE @KK VDHFGSDC BQHSD
QH@ B@MMNS AD ETQSGDQ CDBQD@RDC 4GD QDRTKS HR @ ONHMS NM SGD 0@QDSNNOSHL@K
ANTMC@QX &HFTQD  
4GD RS@SDNESGD@QS NE SQ@CHSHNM@K CDRHFM LDSGNCNKNFX NE BNMSQNKKDC UD
GHBKD RTRODMRHNMR G@R ADDM A@RDC NM QDRSQHBSDC CDRHFM LNCDKR KHMD@Q BNMSQNK
K@VR A@RDC NM KHMD@Q CDRHFM LNCDKR @MC KHLHSDC DWODQHLDMS@K UDQHB@SHNM QD
OK@BDC TRT@KKX AX NMKX DWODQHLDMS@K O@Q@LDSDQ STMHMF /M SGD BNMSQ@QX SGD
@CU@MBDC CDRHFM LDSGNCNKNFX HR A@RDC NM SGD ETKK TR@FD NE QD@KHRSHB CDRHFM
@MC QDEDQDMBD RHLTK@SHNM LNCDKR S@JHMF HMSN @BBNTMS SGD DRRDMSH@K MNMKHM
D@QHSHDR @MC HLONQS@MS CDFQDDR NE EQDDCNL @MC NM SGD BNMSQNK CDRHFM S@JHMF
HMSN @BBNTMS SGD RHFMHB@MS MNMKHMD@QHSHDR NE SGD BNMSQNKKDC OK@MS
4GD NSGDQ OQNAKDL @QHRHMF EQNL SGD MNMKHMD@Q M@STQD NE LNCDKR @MCNQ
BNMSQNK K@VR HR SGD CDRHFM OQNBDCTQD NE BNMSQNK K@V 4GD BTQQDMS CHQDBS RXM
SGDRHR LDSGNCR NE BNMSQNK NE MNMKHMD@Q RXRSDLR @QD KHLHSDC AX L@MX MDBDRR@QX
@CCHSHNM@K BNMCHSHNMR NE SGD BNMSQNKKDC OK@MS 6@K@RDJ    4GDQD HR
NMKX NMD MDV @OOQN@BG ENQ BNMSQNK RXMSGDRHR VHSG QD@KHRSHB QDPTHQDLDMSR NM
SGD MNMKHMD@Q OK@MS 6@K@RDJ @MC 3SDHMA@TDQ   .DUDQSGDKDRR SGD BNMSQNK
110 M. Valek

CDRHFM VHSG LHMHL@K QDPTHQDLDMSR NM SGD MNMKHMD@Q OK@MS SG@S HR BNLAHMDC


VHSG SGD MDV @CU@MBDC BNMSQNK CDRHFM LDSGNCNKNFX HR SGD -TKSH/AIDBSHUD
0@Q@LDSDQ /OSHLHY@SHNM -/0/ @OOQN@BG
4GD L@HM RSDOR NE SGD -/0/ CDRHFM LDSGNCNKNFX @QD SGD ENKKNVHMF
<129@ 4GD QDEDQDMBD RHLTK@SHNM LNCDK NE SGD OK@MS SN AD BNMSQNKKDC
UDGHBKD RTRODMRHNM RXRSDL HR CDUDKNODC )S HR @R CDS@HKDC @R ONRRHAKD HM NQCDQ
SN BNUDQ SGD CXM@LHB@K OGDMNLDM@ SN AD BNMSQNKKDC "DRHCDR SGHR QDEDQDMBD
LNCDK SGD CDRHFM LNCDK HR @KRN CDUDKNODC )S HR RHLOKDQ SG@M SGD QDEDQDMBD
LNCDK ATS HMBKTCDR @KK DRRDMSH@K ED@STQDR $/&R MNMKHMD@QHSHDR DSB 
<;A?<9 9.D @2920A6<; "@RDC NM SGD CDRHFM LNCDK SGD OGXRHB@K HMRHFGS
HMSN SGD OK@MS SN AD BNMSQNKKDC HR CDUDKNODC 5RHMF SGHR OGXRHB@K HMRHFGS
@ RTHS@AKD BNMSQNK K@V HR OQNONRDC )S TRT@KKX HMBKTCDR O@Q@LDSDQR SN AD
CDRHFMDC ENQ SGD @OOQNOQH@SD ETMBSHNM NE SGD BNMSQNKKDC OK@MS
<;A?<9 9.D 12@64; 4GD BNMSQNK K@V HR O@Q@LDSQHYDC 4GD O@Q@LDSDQR
@QD CDSDQLHMDC AX SGD -/0/ @OOQN@BG ! ODQENQL@MBD HMCDW TRT@KKX HM
SGD HMSDFQ@K ENQL HR RDKDBSDC )LONQS@MS @MC QDOQDRDMS@SHUD DWBHS@SHNM HMOTSR
@QD S@JDM 4GD BGNHBD NE HMOTSR SGD BGNHBD NE ODQENQL@MBD HMCDBDR @MC SGD
VDHFGSR NE SGDHQ HMCHUHCT@K BNLONMDMSR @QD SGD LNRS OQNAKDL@SHB O@QSR NE
SGHR @OOQN@BG 4GD CDRHFM RHLTK@SHNM LNCDK HR HMSDFQ@SDC VHSG SGDRD HMOTSR
@MC SGD ODQENQL@MBD HMCDW HR DU@KT@SDC 4GDM SGD ODQENQL@MBD HMCDW HR ITRS
@ ETMBSHNM NE SGD TMJMNVM BNMSQNK K@V O@Q@LDSDQR 4GDX @QD CDSDQLHMDC AX
HSR NOSHLHY@SHNM )S HR CDRHFMAXRHLTK@SHNM @MC CDRHFMAXNOSHLHY@SHNM
(2?60.A6<; &HQRSKX SGD QDEDQDMBD LNCDK HR UDQHDC AX BNLO@QHRNM VHSG
DWODQHLDMSR NM QD@K OK@MS 3DBNMCKX SGD CDRHFM LNCDK HR UDQHDC @F@HMRS SGD
QDEDQDMBD LNCDK 4GDM SGD CDRHFMDC BNMSQNK K@V HR UDQHDC AX SGD RHLTK@SHNM
NE SGD QDEDQDMBD LNCDK @KRN TRHMF @ K@QFDQ RDS NE HMOTS DWBHS@SHNMR &HM@KKX
SGD QDRTKSHMF BNMSQNK K@V HR UDQHDC AX DWODQHLDMSR NM QD@K OK@MS
%W@LOKD NE @OOKHB@SHNM NE -/0/ RXMSGDRHR ENQ UDGHBKD RTRODMRHNMR HR HM
6@K@RDJ DS @K  

 #$  <;96;2.? #B.1?.A60 $24B9.A<? .;1 ;<;96;2.? 96;


2.?6G.A6<; <3 ;<;96;2.? @F@A2:@
4GHR HR @MNSGDQ V@X NE SQ@MRENQLHMF @ MNMKHMD@Q RXRSDL HMSN @ KHMD@Q
ENQL VGDQD LDSGNCR NE KHMD@Q BNMSQNK B@M AD @OOKHDC "@MJR @MC -G@M@
 #KNTSHDQ  ,@MFRNM @MC !KKDXMD  6@K@RDJ @MC 3SDHMA@TDQ
 #KNTSHDQ DS @K  %QCDL @MC !KKDXMD  6@K@RDJ @MC +DIU@K
  4GD CXM@LHBR NE SGD MNMKHMD@Q RXRSDL HR CDRBQHADC AX SGD DPT@
SHNMR   4GD LTKSHANCX RXRSDL LTRS AD CDRBQHADC AX HMCDODMCDMS BNNQ
CHM@SDR NSGDQVHRD ETQSGDQ CDRBQHADC CDBNLONRDC RXRSDL HR TMBNMSQNKK@AKD
4GD PT@CQ@SHB ODQENQL@MBD HMCDW NE SGD BNMSQNK VGHBG HR SN AD RXMSGDRHYDC
Modelling, Simulation and Control 111

HR SGD HMMHSD GNQHYNM BNMSQNK



* E #E  B $B CS 


)E SGDQD DWHRSR SGD CDBNLONRHSHNM NE SGD RXRSDL CXM@LHBR


3 E   E E 
@MC HE SGD ENKKNVHMF @RRTLOSHNMR "@MJR @MC -G@M@  @QD U@KHC
 4GD L@SQHBDR # @MC $ @QD ONRHSHUD CDMHSD
 4GD L@SQHBDR  @MC 4 @QD @M@KXSHB U@KTDC ETMBSHNMR
 4GD BNMSQNK ETMBSHNM B S DWHRSR @MC BNQQDRONMCHMF RS@SD SQ@IDBSNQX
E & ENQ &    VGHBG R@SHREX SGD RXRSDL CXM@LHBR  @MC SGD
ODQENQL@MBD HMCDW  HR MHSD
 4GD O@HQ NE L@SQHBDR E4E HR BNMSQNKK@AKD @MC RS@AHKHY@AKD ENQ
D@BG E HM SGD KHMD@Q RXRSDL RDMRD HD
Q@MJ;4 E  E 4 E

 E 4 E =  ! 
 4GD RS@SD UDBSNQ E HR ETKKX LD@RTQDC
SGDM SGDQD DWHRSR SGD BNMSQNK
B   E E 
VGHBG LHMHLHYDR SGD ODQENQL@MBD HMCDW   (NVDUDQ HS G@R ADDM RGNVM
SG@S SGHR BNMSQNK HR NMKX RTANOSHL@K
4GD MNMKHMD@Q F@HM L@SQHW E HR CDSDQLHMDC @R
 E  $ 4 E " E 
VGDQD "E HR SGD RNKTSHNM NE SGD 2HBB@SSH DPT@SHNMR
 
 E " E  " E  E  # " E 4 E $ 4 E " E   
4GHR BNMSQNK @OOQN@BG HR B@KKDC .NMKHMD@Q 1T@CQ@SHB 2DFTK@SNQ .12
6@K@RDJ @MC 3SDHMA@TDQ  NQ 3S@SD $DODMCDMS 2HBB@SSH %PT@SHNM 3$2%
BNMSQNK #KNTSHDQ  
4GD JDX OQNAKDL HR SGD BNLOTS@SHNM NE SGD CDBNLONRHSHNM E 4GDQD
G@UD ADDM CDQHUDC RNLD ENQLTK@R ENQ SGD BNLOTS@SHNM NE SGHR CDBNLONRHSHNM
KHJD ,@MFRNM @MC !KKDXMD 
 
3 
 E   
E 

112 M. Valek

"TS SGD BNLOTS@SHNM NE SGHR ENQLTK@ ENQ SGD LTKSHANCX RXRSDLR HR UDQX
CHBTKS ADB@TRD HS QDPTHQDR SGD RXLANKHB L@MHOTK@SHNM VHSG SGD DPT@SHNMR NE
LNSHNM VGHBG LHFGS AD UDQX K@QFD @MC BNLOKDW @MC LHFGS HMBKTCD Q@SHNM@K
@MC SQHFNMNLDSQHB ETMBSHNMR 4GDQDENQD HS HR MNS QD@KHRSHB SN RTOONRD SN
BNLOTSD  ENQ LTKSHANCX RXRSDLR
4GDQDENQD SGDQD G@UD ADDM CDUDKNODC DBHDMS @KFNQHSGLR 6@K@RDJ @MC
3SDHMA@TDQ  ENQ BNLOTS@SHNM NE SGHR CDBNLONRHSHNM SG@S LNQDNUDQ DM
@AKDR SN TRD SGD MNMTMHPTDMDRR NE SGD CDBNLONRHSHNM  ENQ BNMSQNK RXM
SGDRHR 4GD RHLOKDRS OQNBDCTQD @LNMF SGDL HR ENKKNVHMF )SR HCD@ HR A@RDC
NM SGD ENKKNVHMF CDBNLONRHSHNM CDRBQHADC ENQ RB@K@Q ETMBSHNM  NE SGQDD U@QH
@AKDR )  )  )
 ) ) )   ) )
 ) ) )  ) 
)
  ) )    )
 )  
)
   )    
 )
)
4GHR CDBNLONRHSHNM LTRS BDQS@HMKX RNKUD SGD CHUHRHNM AX YDQN @MC HS HR CDODM
CDMS NM SGD NQCDQ NE U@QH@AKDR !BBNQCHMF SN K (NROHS@K QTKD SGD CHUHRHNM AX
YDQN HR HM SGD KHLHS DPT@K SN SGD BNQQDRONMCHMF CDQHU@SHUD VGHBG ENQ RLNNSG
ETMBSHNMR DWHRSR @MC B@M AD MTLDQHB@KKX BNLOTSDC AX CHUHRHNM ENQ L@FMH
STCDR NE MTLDQHB@K @BBTQ@BX NE SGD BNLOTSDQ
4GD BNLOTS@SHNM NE SGHR CDBNLONRHSHNM HR MNS TMHPTD )S CDODMCR NM SGD
NQCDQ NE U@QH@AKDR @MC ADRHCDR SG@S SGDQD @QD RNLD EQDD O@Q@LDSDQR ENQ CD
BNLONRHSHNM O@Q@LDSQHY@SHNM 6@K@RDJ @MC 3SDHMA@TDQ   4GD HMTDMBD
NE SGHR @LAHFTHSX B@M AD CDRBQHADC @MC HMUDRSHF@SDC AX SGD QDBTQRHUD CDBNL
ONRHSHNM  @OOKHDC SN D@BG @CCDMC NE SGD OQDUHNTR CDBNLONRHSHNM RSDO
4GDQD @QD  RTBG @CCDMCR @S SGD DMC ENQ ! U@QH@AKDR VGHBG HR UDQX M@STQ@K
ENQ ONKXMNLH@K ETMBSHNMR   (NVDUDQ SGD OQNAKDL HR SG@S @MX @CCDMC 
HM @MX KDUDK NE CDBNLONRHSHNM B@M AD ROKHS HMSN BNMUDW RTL    
VGDQD  B@M AD @MX ETMBSHNM 4GHR L@JDR SGD CDBNLONRHSHNM ETKKX @LAHFTH
SHNTR 4GD KDUDK NE QDBTQRHUD CDBNLONRHSHNM @MCNQ SGD EQDD ETMBSHNMR  B@M
AD RDKDBSDC HM NQCDQ SN HLOQNUD BNMSQNKK@AHKHSX NE CDBNLONRDC RXRSDL 
VHSG  
4GD L@HM OQNAKDL VHSG .12 HR SG@S QRS HS HR MNS SGD NOSHLTL BNMSQNK NE
FDMDQ@K MNMKHMD@Q RXRSDL @R HS G@R ADDM RGNVM HM "@MJR @MC -G@M@ 
@MC RDBNMC SGDQD HR RSHKK LHRRHMF @ OQNNE NE FKNA@K RS@AHKHSX NE SGD BNMSQNK
K@V  CDROHSD O@QSH@K QDRTKSR %QCDL @MC !KKDXMD   4GDQD G@R MNS
ADDM ENTMC @MX B@RD NE TMRS@AKD .12 BNMSQNK ATS FDMDQ@K OQNNE HR LHRRHMF
4GD OQ@BSHB@K DWODQHDMBD HR DWBDKKDMS @MC SGD RS@AHKHSX B@M AD BGDBJDC ENQ
Modelling, Simulation and Control 113

HMCHUHCT@K B@RDR TRHMF SGD BNLOTSDC RNKTSHNM NE SGD 2HBB@SSH DPT@SHNM  


4GD ,X@OTMNU ETMBSHNM  HR OQNONRDC @R

  E " E E 

)S HR ONRHSHUD CDMHSD @BBNQCHMF SN SGD OQNODQSHDR NE SGD RNKTSHNM NE 2HBB@SSH


DPT@SHNM @MC SGD MDF@SHUDMDRR NE HSR SHLD CDQHU@SHUD B@M AD BGDBJDC RHLHK@QKX
HM SGD R@LD FQHC @R SGD BNLOTSDC U@KTDR NE SGD F@HM  E CDQHUHMF HMSN
  " E
 E #" E 4 E $ 4 E " E  E 4 E  E E E 
& E

4GD QRS SVN SDQLR @QD OQNUHMF RS@AHKHSX @MC SGD SGHQC SDQL HR TRT@KKX RL@KK
!M HLONQS@MS OQ@BSHB@K HRRTD NE .12 HR SGD HLOKDLDMS@SHNM NE SGD RXM
SGDSHYDC BNMSQNK K@V /MD @OOQN@BG B@M AD SGD QD@KSHLD BNLOTS@SHNM NE
2HBB@SSH DPT@SHNM @MC SGD VGNKD BNMSQNK )S HR BDQS@HMKX UDQX CDL@MCHMF NE
BNLOTS@SHNM@K ONVDQ ATS ENQ RNLD RL@KK RXRSDLR QD@RNM@AKD
4GD NSGDQ @OOQN@BG HR A@RDC FDMDQ@KKX NM SGD KNNJTO S@AKDR )S LD@MR
SG@S SGD RNKTSHNMR NE .12 BNMSQNK @QD BNLOTSDC ENQ RNLD U@KTDR NE RS@SDR
NKHMD @MC ENQ SGD NMKHMD @OOKHB@SHNM SGD OQDBNLOTSDC F@HMR @QD DHSGDQ QD
SQHDUDC NQ HMSDQONK@SDC 3TBG @OOQN@BGDR VDQD @KQD@CX TRDC ENQ F@HM RBGDCTK
HMF @OOQN@BGDR 4GD OQNAKDL HR BDQS@HMKX SGD DBHDMS BGNHBD NE RTHS@AKD
RS@SDR ENQ NKHMD BNLOTS@SHNM @MC SGD NMKHMD HMSDQONK@SHNM ADSVDDM SGDL
4GHR @OOQN@BG HR @OOKHB@AKD DUDM ENQ K@QFD LTKSHANCX RXRSDLR
!MNSGDQ HLONQS@MS @CU@MS@FD NE .12 @OOQN@BG HR SG@S SGD BNMSQNK B@M
AD DWSDMCDC HMSN HMBNQONQ@SHMF CHDQDMS KHLHS@SHNMR NE @CLHRRHAKD BNMSQNK
RDSR DF @RXLLDSQHB HMSDQU@K NE BNMSQNK U@QH@AKD ENQ RDLH@BSHUD RXRSDLR
6@K@RDJ @MC +DIU@K  
4GHR @OOQN@BG NE .12 HR @OOKHB@AKD SN @KK TMCDQ@BST@SDC BDQS@HMKX
DPT@K@BST@SDC RXRSDLR SG@S R@SHREX SGD BNMCHSHNM SG@S SGD KHMD@QHYDC RXRSDL
@ANTS SGD DPTHKHAQHTL E HR BNMSQNKK@AKD %UDM SGHR BNMCHSHNM HR UHNK@SDC
ENQ HLONQS@MS BK@RRDR NE TMCDQ@BST@SDC RXRSDLR DF RNLD MNMGNKNMNLHB
LTKSHANCX RXRSDLR  &NQ SGHR BK@RR NE LTKSHANCX RXRSDLR SGD BNMSQNK HR UDQX
CHBTKS 4GD RS@AHKHYHMF BNMSQNK V@R CDUDKNODC ENQ RTBG RXRSDLR G@UHMF
3E ATS ENQ FDMDQ@K RXRSDLR VHSG 3E HS HR RSHKK @M NODM OQNAKDL

 " <129 "?2160A6C2 <;A?<9


-NCDK 0QDCHBSHUD #NMSQNK -0# G@R ADBNLD UDQX RTBBDRRETK @MC VHCDKX
@BBDOSDC @R @CU@MBDC BNMSQNK LDSGNCNKNFX )S RNKUDR L@MX SQ@CHSHNM@K BNM
SQNK OQNAKDLR AX SGD CHQDBS @OOKHB@SHNM NE ETMC@LDMS@K OQHMBHOKDR )MRSD@C
NE CHBTKS @MC SDCHNTR MCHMF SGD BKNRDC KNNO NOSHL@K EDDCA@BJ BNMSQNK HS HR
A@RDC NM SGD QDOD@SDC RNKTSHNM NE NODM KNNO NOSHL@K BNMSQNK TRHMF TOC@SDC
114 M. Valek

RS@SD @MC JMNVKDCFD NE SGD OK@MS OQDCHBSHUD LNCDK RDD DF 2NRRHSDQ 
#@L@BGN @MC "NQCNMR  
4GD FDMDQ@K ENQLTK@SHNM NE -0# HR ENKKNVHMF 4GD MNMKHMD@Q RXRSDL

E-  3 E B 

HR RTAIDBSDC SN SGD NOSHL@K BNMSQNK OQNAKDL VHSG SGD BNRS ETMBSHNM


LHM  B
E &  LHM  E  B   
 


@MC ONRRHAKD MNMKHMD@Q BNMRSQ@HMSR

5 E B  

4GHR OQNAKDL HR RNKUDC NMKHMD ENQ SGD MHSD OQDCHBSHNM GNQHYNM  &HFTQD 
ATS SGD NOSHL@K BNMSQNK HMOTS B HR TRDC ITRS ENQ SGD HMSDQU@K SN SGD MDWS
R@LOKHMF ODQHNC   ;& &  = VGDQD  HR R@LOKHMF SHLD @MC SGD NOSHL@K
BNMSQNK HR RNKUDC ENQ SGD LNUDC OQDCHBSHNM GNQHYNM ;&  = &HFTQD  
4GD -0# HR @OOKHDC ENQ KHMD@Q RXRSDLR @R VDKK @R MNMKHMD@Q NMDR &TQ
SGDQ HMUDRSHF@SDC U@QH@MS HR A@RDC NM SGD #45,/,)-/4 OQDCHBSHUD LNCDKR
6@K@RDJ DS @K   4GDX DM@AKD SN BNMRHCDQ SGD OK@MS LNCDK KNB@KKX KHMD@Q
@MC FKNA@KKX MNMKHMD@Q )E SGD OQDCHBSHUD BNMSQNK B@M AD A@RDC NM KHMD@QHYDC
LNCDK DUDM NMKX KNB@KKX HS RHLOKHDR SGD OQNAKDL RHFMHB@MSKX /SGDQVHRD
SGD NOSHLHR@SHNM BGNHBD NE BNMSQNK B@MMNS AD RNKUDC D@RHKX @MC ADBNLDR BNL
OTS@SHNM@KKX UDQX CHBTKS S@RJ
4GD ENQLTK@SHNM NE ,/,)-/4 OQDCHBSHUD LNCDK  DM@AKDR SN BNLOTSD
SGD KHMD@Q RXRSDL L@SQHBDR    AX CHQDBS V@X 4GD QDRONMRD HR BNLOTSDC
@R VDHFGSDC RTL NE QDRONMRDR NE @KK RTARXRSDLR )MRSD@C NE BNLOTSHMF SGD
QDRONMRD SGD O@Q@LDSDQR NE KHMD@Q RTARXRSDLR @QD @CCDC AX VDHFGSDC RTL
4GD ENKKNVHMF ENQLTK@ HR TRDC ENQ BNLOTS@SHNM NE CHRBQDSD SQ@MREDQ ETMBSHNM
HMRSD@C NE SGD OQDCHBSDC NTSOTS
  
(  B (  B


(  B
*
   
  
'  (  B


(  B
 

4GDM SGD SQ@MREDQ ETMBSHNM HR SQ@MRENQLDC HMSN SGD BK@RRHB@K CHRBQDSD RS@SD
CDRBQHOSHNM VHSG KNB@KKX BNMRS@MS RS@SD L@SQHBDR   @MC 

E  E  B



F  E
Modelling, Simulation and Control 115


        


   


   

 
 

 
 
64B?2
 -NCDK OQDCHBSHUD BNMSQNK ENQ SGD OQDCHBSHNM GNQHYNM


          

    
 


 

      

 
   

64B?2
 -NCDK OQDCHBSHUD BNMSQNK ENQ SGD LNUDC OQDCHBSHNM GNQHYNM
116 M. Valek

VGDQD E @QD RXRSDL RS@SDR @MC F @QD HMUDRSHF@SDC NTSOTSR 4GD OQDCHB
SHUD BNMSQNK B@M AD @OOKHDC SN SGD LNCDK BQD@SDC TRHMF SGD @ANUD CDRBQHADC
OQNBDCTQD 7QHSHMF SGD QDK@SHNM  ENQ  RTARDPTDMS RSDOR @R ENKKNVR

F,  E
, E  E  B
F
,  E  B
 

E   E    B 


 B 
,
,   E    B 


 B 
F
@MC QDVQHSHMF SGDRD DPT@SHNMR HMSN SGD L@SQHW ENQL SGD OQDCHBSHNM NE SGD
NTSOTSR HR NAS@HMDC

F
,  3  B 
VGDQD
 
 


   
3 
 E  
   
  
  



4GD BNMSQNK HR CDQHUDC EQNL SGD NOSHLHY@SHNM NE @ PT@CQ@SHB ODQENQL@MBD
HMCDW 4GD ODQENQL@MBD HMCDW  HR NOSHLHYDC HM SGD RSDO  TRHMF SGD
 
, F
OQDCHBSHNM F ,


F, ENQ F
  
F D  # F D  B B 

 
  
 B  3 D  # B  3 D  B B

VGDQD SGD RTLL@SHNM HR NUDQ SGD OQDCHBSHNM GNQHYNM F HR SGD NTSOTS UDB
SNQ D HR SGD CDRHQDC NTSOTS UDBSNQ # HR @ ODM@KHY@SHNM L@SQHW NE SGD NTS
OTSR  VHSG HCDMSHSX L@SQHW  HR @ ODM@KHY@SHNM NE SGD HMOTSR @MC B 
 
B


B  HR SGD HMOTS UDBSNQ &QNL SGD QDPTHQDLDMS NE SGD
LHMHLHY@SHNM NE SGD ODQENQL@MBD HMCDW

  LHM  B 


SGD BNMSQNK K@V HR CDQHUDC

B   #     # D 3 
Modelling, Simulation and Control 117

(NVDUDQ NMKX SGD QRS DKDLDMS NE SGD UDBSNQ B HR TRDC ENQ SGD MD@QDRS BNMSQNK
@BSHNM
4GD BNMSQNK OQNAKDL UDQX NESDM HMBKTCDR SGD BNMRSQ@HMSR NE SGD U@KTDR
NE CHDQDMS U@QH@AKDR )M NQCDQ SN HMBNQONQ@SD SGDRD BNMRSQ@HMSR SGD CHQDBS
BNLOTS@SHNM OQNBDCTQD  LTRS AD FDMDQ@KHYDC 1T@CQ@SHB OQNFQ@LLHMF
@OOD@QR SN AD @ FNNC SNNK ENQ SGHR OTQONRD 6@K@RDJ DS @K   4GD
TMBNMRSQ@HMDC NOSHLHY@SHNM OQNAKDL  HR QDENQLTK@SDC @R @ PT@CQ@SHB
NOSHLHY@SHNM OQNAKDL
 
 
LHM B 
B  3
B 
 

VHSG @ BNMRSQ@HMS BNMCHSHNM



B /

4GD O@QSHBTK@Q L@SQHBDR TRDC ENQ PT@CQ@SHB OQNFQ@LLHMF ENKKNV EQNL DPT@
SHNMR   

  #  

3
  # D 3
4GHR NOSHLHY@SHNM OQNAKDL HR RNKUDC HM DUDQX R@LOKHMF HMRS@MS !F@HM NMKX
SGD QRS DKDLDMS NE UDBSNQ B HR TRDC ENQ SGD MD@QDRS BNMSQNK @BSHNM

 
 205.A?<;60 .;1 )?62;19F %B@=2;@6<;
4GD LDBG@SQNMHB RTRODMRHNM B@M AD B@KKDC @ UDGHBKD RTRODMRHNM HM VGHBG
SGD OQNODQSHDR B@M AD BNMSQNKKDC 4GD HLONQS@MS ED@STQD NE LDBG@SQNMHB
RTRODMRHNM HR SGD RXMDQFX ADSVDDM SGD TRDC SDBGMNKNFHDR 4GHR LD@MR SGD
RXMDQFX ADSVDDM SGD LDBG@MHB@K GXCQ@TKHB DKDBSQHB@K DKDBSQNMHB BNMSQNK
@MC BNLOTSDQ BNLONMDMSR VGDQD SGD CQ@VA@BJR @QD BNLODMR@SDC @MC @C
U@MS@FDR @QD RSQDMFSGDMDC @R VDKK @R SGD RXMDQFX ADSVDDM SGD RTRODMRHNM
@MC SGD ETMBSHNM NE NSGDQ RTARXRSDLR KHJD !"3 &NQ BK@RRHB@SHNM 6@K@RDJ
@MC +NQS\ TL  HS HR HLONQS@MS SN BNMRHCDQ SGD SHLD RB@KD NE BG@MFDR NE
RTRODMRHNM OQNODQSHDR 4GD @C@OSHUD RTRODMRHNMR VHSG SGD BG@MFD NE SGD RTR
ODMRHNM RDSSHMF HM SHLD KNMFDQ SG@M  RDB @MC Q@OHCKX BNMSQNKKDC RTRODMRHNMR
VHSG SGD BG@MFD NE SGD RTRODMRHNM RDSSHMF ADKNV  RDB B@M AD CHRSHMFTHRGDC
4GHR BK@RRHB@SHNM HR A@RDC NM SGD BNMSQNK RSQ@SDFX MNS NM SGD @BST@SNQ R
CXM@LHB B@O@AHKHSHDR 4GDQD B@M AD RDUDQ@K U@QH@MSR NE @BST@SNQR %HSGDQ
@M @BSHUD RDQUNCQHUD DF GXCQ@TKHB BXKHMCDQ @BSR ADSVDDM ROQTMF @MC TM
ROQTMF L@RRDR NQ RDLH@BSHUD @BST@SNQ HR BNMRHCDQDC 3TBG RDLH@BSHUD @B
ST@SNQ DHSGDQ BG@MFDR SGD C@LOHMF BNMRS@MS NE SGD C@LODQ NQ SGD RSHMDRR
118 M. Valek

NE SGD ROQHMF 4GD CHDQDMBD ADSVDDM SGD @BSHUD @MC RDLH@BSHUD @BST@SNQR
HR SG@S SGD @BSHUD NMD B@M @CC DMDQFX HMSN SGD RXRSDL ATS RDLH@BSHUD NMD
B@M NMKX CHRRHO@SD SGD DMDQFX EQNL SGD RXRSDL
4GD BNMSQNK NE UDGHBKD RTRODMRHNM HR HLOKDLDMSDC HM NQCDQ SN LHMHLHYD
QDCTBD BDQS@HM ODQENQL@MBD HMCDW )S HR RONJDM @ANTS BDQS@HM RTRODMRHNM
EQHDMCKHMDRR KHJD QN@CEQHDMCKHMDRR ENQ QDCTBSHNM NE QN@CSXQD ENQBDR @MC SGTR
ENQ QDCTBSHNM NE QN@C C@L@FD ADHMF B@TRDC AX CXM@LHB OD@JR NE QN@CSXQD
ENQBDR 4GHR SDQLHMNKNFX B@M AD FDMDQ@KHYDC HMSN SGD BNMBDOS NE 8EQHDMCKX
UDGHBKD RTRODMRHNM ENQ SGD Q@MFD NE O@RRDMFDQEQHDMCKX CQHUDQEQHDMCKX KN@C
EQHDMCKX QN@CEQHDMCKX AQHCFDEQHDMCKX AQ@JDEQHDMCKX RNHKEQHDMCKX 4GHR KHRS
B@M AD ETQSGDQ DWSDMCDC 4GD RTRODMRHNM BNMSQNKKDQ RGNTKC AD @ BNLOKDW 8
EQHDMCKX BNMSQNKKDQ BNMS@HMHMF @KK SGD LDMSHNMDC ETMBSHNM@KHSHDR 4GD @OOQN
OQH@SD BNMSQNK RSQ@SDFX VHKK AD RVHSBGDC @BBNQCHMF SN SGD BTQQDMS BNMCHSHNMR
4GD OQHNQHSX LTRS SN AD SGD UDGHBKD R@EDSX DF CTQHMF DLDQFDMBX RSNOOHMF
4GD RDBNMC KDUDK NE HLONQS@MBD HR SGDM SGD QN@CAQHCFDRNHKEQHDMCKHMDRR
VGHBG HR O@QSHBTK@QKX HLONQS@MS ENQ GD@UHDQ UDGHBKDR 4GD KNVDQ KDUDK VHKK
TRT@KKX AD SGD O@RRDMFDQCQHUDQKN@C BNLENQS
4GD ETQSGDQ CDRBQHADC CHDQDMS BNMSQNKKDC UDGHBKD RTRODMRHNMR VDQD CD
RHFMDC AX SGD -/0/ CDRHFM LDSGNCNKNFX 4GD UDGHBKD RXRSDL SN AD BNM
SQNKKDC HR TRT@KKX RHFMHB@MSKX MNMKHMD@Q 4GTR SGD SQ@CHSHNM@K BNMSQNK CDRHFM
@OOQN@BGDR A@RDC NM KHMD@Q LNCDKR OQNUHCD NMKX KHLHSDC QDRTKSR 4GDQDENQD
@M @CU@MBDC LDSGNCNKNFX ENQ BNMSQNK CDRHFM HM SGD B@RD NE RDLH@BSHUD UDGHBKD
RTRODMRHNMR G@R ADDM CDUDKNODC +NQS\ TL DS @K  6@K@RDJ DS @K 
6@K@RDJ @MC +NQS\ TL   VGHBG B@M @KRN AD BNMRHCDQDC @R @ LDSGNCNKNFX
ENQ SGD CDRHFM NE LDBG@SQNMHB RXRSDLR ENQ UDGHBKDR HM FDMDQ@K
4GD CHDQDMS BNMBDOSR NE 8EQHDMCKX UDGHBKD RTRODMRHNM @QD ETQSGDQ CD
RBQHADC 4GDX VDQD CDRHFMDC AX SGD CDRHFM LDSGNCNKNFX CDRBQHADC @ANUD
ENQ BTQQDMSKX QD@KHRSHB @BST@SNQR 4GD HMTDMBD NE @BST@SNQR EQNL ONHMS NE
UHDV NE CXM@LHBR @MC DMDQFX BNMRTLOSHNM HR CDRBQHADC HM SGD MDWS RDBSHNM


<:3<?A <?62;A21 ?6C2?".@@2;42?<.1 ?62;19F %B@=2;
@6<;
4GD BNMBDOS NE BNMSQNKKDC RTRODMRHNM ENQ BNLENQS HR NAUHNTR 4GD BNLENQS
NQ SGD HMSDQ@BSHNM VHSG SGD CQHUDQ NQ KN@C G@R ADDM HMUDRSHF@SDC RHMBD SGD QRS
RSTCHDR ! KNS NE QDEDQDMBDR DWHRS +@QMNOO DS @K  3G@QO @MC #QNKK@
 6DMGNUDMR  %KADGDHQX DS @K   4GD ODQENQL@MBD HMCDW HR
DPTHU@KDMS SN LHMHLHY@SHNM NE KSDQDC ROQTMF L@RR @BBDKDQ@SHNM VHSG QDRODBS
SN SGD HMDQSH@K RO@BD @BBNQCHMF SN )3/  (DMBD +@QMNOO R HCD@ NE 3JX
(NNJ BNLDR +@QMNOO DS @K   3JX(NNJ HR @ BSHSHNTR C@LODQ ADSVDDM
SGD ROQTMF L@RR @MC SGD HMDQSH@K EQ@LD WDC HM SGD RJX &HFTQD  
Modelling, Simulation and Control 119

 
 


  
 




64B?2
 3JX(NNJ Z HCD@K BNMBDOS @ @MC QD@KHY@SHNM A 

4GD ETQSGDQ CDRHFM BNMRHCDQ@SHNMR @QD A@RDC NM SGD RHLOKD PT@QSDQB@Q


LNCDK &HFTQD   $DROHSD HSR RHLOKHBHSX HS BNUDQR SGD ETMC@LDMS@K RTR
ODMRHNM CXM@LHB OQNODQSHDR NE SGD QD@K UDGHBKD &NQ SGD CDRBQHOSHNM NE SGD
BNMSQNK BNMBDOS @ KHMD@Q PT@QSDQB@Q LNCDK HR TRDC GNVDUDQ SGD MNMKHMD@QH
SHDR NE SGD ENQBD DKDLDMSR @QD S@JDM HMSN @BBNTMS HM ETQSGDQ CDRBQHOSHNMR 4GD
C@LOHMF ENQBD NE SGHR BSHSHNTR C@LODQ QDCTBDR SGD ROQTMF L@RR UHAQ@SHNM
)SR DPT@SHNMR NE LNSHNM @QD

 +  + +   +> +>  + +    
 
 +  + +   

VGDQD  HR SGD TMROQTMF L@RR  HR SGD ROQTMF L@RR  HR SGD RSHMDRR
NE SGD L@HM ROQHMF  HR SGD RSHMDRR NE SGD SXQD  HR SGD SXQD C@LOHMF
BNMRS@MS @MC  HR SGD ENQBD NE SGD O@RRHUD NQ RDLH@BSHUD C@LODQ NQ @BSHUD
DKDLDMS 4GD LD@MHMF NE SGD JHMDL@SHB@K PT@MSHSHDR +  + @MC + HR @KRN
BKD@Q EQNL SGHR FTQD &HFTQD @ QDOQDRDMSR SGD HCD@K BSHSHNTR B@RD 4GD
O@Q@KKDK BSHSHNTR C@LODQ  SQHDR SN @CC SGD GHFGDQ C@LOHMF SN SGD ROQTMF
L@RR &HFTQD A QDOQDRDMSR SGD QD@KHY@SHNM NE SGHR BNMBDOS 4GD BSHSHNTR
ENQBD BNLOTSDC EQNL @CCDC 3JX(NNJ C@LODQ HR @OOKHDC AX SGD @BST@SNQ
  4GD @BST@SNQ B@M AD @ ETKKX @BSHUD DKDLDMS @BSHUD ENQBD FDMDQ@SNQ NQ @
RDLH@BSHUD DKDLDMS U@QH@AKD RGNBJ @ARNQADQ  4GD HCD@K @BSHUD ENQBD  NE
SGHR DKDLDMS @BBNQCHMF SN SGD BNMSQNK K@V NE SGD 3JX(NNJ HR

   +> 
120 M. Valek

)E SGHR ENQBD HR CHQDBSKX @OOKHDC AX @BSHUD ENQBD FDMDQ@SNQ SGDM HS HR SGD @BSHUD
3JX(NNJ RTRODMRHNM &NQ RDLH@BSHUD RTRODMRHNM SGHR ENQBD LTRS AD KHLHSDC
SN SGD Q@MFD NE ENQBDR @OOKHB@AKD AX SGD RDLH@BSHUD CDUHBDR &NQ SGD HCD@K
RDLH@BSHUD C@LODQ SGHR SQ@MRENQL@SHNM EQNL SGD QDPTHQDC @BSHUD ENQBD  
SN SGD RDSSHMF NE SGD C@LOHMF Q@SD A 
 RTBG SG@S SGD C@LOHMF ENQBD
HR MD@QDRS SN SGD CDRHQDC NMD &NQ @M HCD@K KHMD@Q U@QH@AKD RGNBJ @ARNQADQ SGD
C@LOHMF Q@SD   HR RDS ENQ SGD HMSDQU@K     @R

  HE    
     HE  
   
 HE   

 
   
+> +>
4GD RDLH@BSHUD 3JX(NNJ RTRODMRHNM HR SGDM QD@KHYDC AX S@JHMF 
 
 EQNL  HMSN    @MC   4GD QD@K U@QH@AKD RGNBJ @ARNQADQ
HR GNVDUDQ MNMKHMD@Q @MC SHLDCDODMCDMS VHSG HMSDQM@K CXM@LHBR @MC SGD
SQ@MRENQL@SHNM    LTRS S@JD HS HMSN @BBNTMS
3TBG BNMSQNK BNMBDOS NE RDLH@BSHUD RTRODMRHNM ENQ BNLENQS B@M @BGHDUD
A@RDC NM SGD RHLTK@SHNM RSTCHDR SG@S SGD QHCHMF BNLENQS HR HLOQNUDC AX
@ANTS  HM @KLNRS VGNKD EQDPTDMBX Q@MFD &TQSGDQ HLOQNUDLDMS B@M AD
@BGHDUDC AX ENQBD EDDCA@BJ BNMSQNK KNNO NE SGD RDLH@BSHUD C@LODQ 6@K@RDJ
DS @K @ @R VDKK @R AX RODDCHMF TO SGD C@LODQ QDRONMRD HD QDCTBHMF
NE SGD SHLD BNMRS@MS NE SGD C@LODQ @R HMCHB@SDC HM &HFTQD 
4GD RHLTK@SHNM RSTCX NM &HFTQD  G@R ADDM CNMD ENQ SGD SQTBJ NM &HF
TQD  O@RRHMF @ FNNC RSNBG@RSHB QN@C @S SGD RODDC  JLG VHSG SGD C@LODQ
CXM@LHBR BG@Q@BSDQHYDC AX SGD SQHOKD NE O@Q@LDSDQR SHLD CDK@X NE C@LODQ
QDRONMRD ;LR= SHLD BNMRS@MS ENQ CDBQD@RHMF ENQBD ;LR= SHLD BNMRS@MS ENQ HM
BQD@RHMF ENQBD ;LR=  ! FNNC RSNBG@RSHB QN@C LD@MR SGD RSNBG@RSHB RHLTK@SHNM
NE @ MDV GHFGV@X QN@C +NQS\ TL @MC 6@K@RDJ  

 $<.1?62;19F %B@=2;@6<;
/MD NE SGD NAIDBSHUDR NE SGD 3!$43 OQNIDBS V@R SN HMUDRSHF@SD SGD ONSDM
SH@K NE HLOQNUDLDMS NE QN@CEQHDMCKHMDRR AX SGD RDLH@BSHUD RTRODMRHNM 9H
@MC (DCQHBJ  +NQS\ TL @MC 6@K@RDJ  6@K@RDJ DS @K   4GDQD
G@UD ADDM HMUDRSHF@SDC L@MX CHDQDMS BNMSQNK BNMBDOSR 4GD MDVKX CDUDK
NODC NMD HR RN B@KKDC 'QNTMC(NNJ RTRODMRHNM BNMSQNK .NU@J @MC 6@K@RDJ
 6@K@RDJ DS @K @A 
4GD ETQSGDQ CDRHFM BNMRHCDQ@SHNMR @QD A@RDC NM SGD RHLOKD PT@QSDQB@Q
LNCDK $DROHSD HSR RHLOKHBHSX HS BNUDQR SGD ETMC@LDMS@K RTRODMRHNM CXM@LHB
OQNODQSHDR NE SGD QD@K UDGHBKD &NQ SGD CDRBQHOSHNM NE SGD BNMSQNK BNMBDOS @
Modelling, Simulation and Control 121


     

 
 
 
    


 
 
 
 

 


   


  


   




        
      


64B?2
 0@QDSN RDS NE @SS@HM@AKD UDGHBKD OQNODQSHDR BNLENQS Z G@MCKHMF 

KHMD@Q PT@QSDQB@Q LNCDK HR TRDC GNVDUDQ SGD MNMKHMD@QHSHDR NE SGD ENQBD


DKDLDMSR @QD S@JDM HMSN @BBNTMS HM ETQSGDQ CDRBQHOSHNMR
4GD A@RHB HCD@ NE SGD %WSDMCDC 'QNTMC(NNJ %'( HR CDOHBSDC HM &HF
TQD 



 


  
 




64B?2
 %WSDMCDC 'QNTMC(NNJ  HCD@K BNMBDOS @ @MC QD@KHY@SHNM A 
122 M. Valek

&HFTQD @ QDOQDRDMSR SGD HCD@K BSHSHNTR B@RD 4GD QD@K C@LOHMF NE SGD
SXQD  G@R @ UDQX KNV U@KTD @MC SGD O@Q@KKDK BSHSHNTR C@LODQ  SQHDR
SN @CC SGD GHFGDQ C@LOHMF U@KTD  SN HS 4GD OQDRDQU@SHNM NE KNV @BBDK
DQ@SHNMR NE SGD ROQTMF L@RR G@R ADDM QD@BGDC AX SGD BNLAHM@SHNM VHSG @
3JX(NNJ &HFTQD A QDOQDRDMSR SGD QD@KHY@SHNM NE SGHR BNMBDOS 4GD B
SHSHNTR ENQBD BNLOTSDC EQNL @CCDC 'QNTMC(NNJ @MC 3JX(NNJ C@LODQR
HR @OOKHDC AX SGD @BST@SNQ   4GD @BST@SNQ B@M AD @ ETKKX @BSHUD DKDLDMS
@BSHUD ENQBD FDMDQ@SNQ NQ @ RDLH@BSHUD DKDLDMS BNMSQNKK@AKD RGNBJ @A
RNQADQ  4GD HCD@K ENQBD  NE SGHR DKDLDMS @BBNQCHMF SN SGD BNMSQNK K@V NE
SGD %WSDMCDC 'QNTMC(NNJ HR

   +> +>  +>  +> +>  + +  + + 

VGDQD  @MC  @QD ETQSGDQ @CCHSHNM@K SDQLR ENQ SGD BSHSHNTR RSHMDRR
B@MBDKK@SHNM VGHBG @QD L@HMKX HLONQS@MS HM SGD B@RD NE @ ETKKX @BSHUD @BST
@SNQ 6@K@RDJ DS @K A  4GHR M@K U@QH@MS BNMS@HMR @KK SGD SDQLR NE SGD
ETKK RS@SD EDDCA@BJ VHSG SGD DWBDOSHNM NE NMD @ARNKTSD ONRHSHNM SDQL RTBG
@R +  + NQ +  4GD @CU@MS@FD NE SGD K@RS DPT@SHNM HR SG@S @KK SGD SDQLR @QD
DHSGDQ CHQDBSKX LD@RTQ@AKD NQ QDBNMRSQTBS@AKD EQNL NSGDQ LD@RTQDLDMSR
"X BG@MFHMF SGD O@Q@LDSDQR        @MC  @ U@QHDSX NE
LNCHDC BNMSQNK K@VR ENQ SGD RXRSDL B@M AD NAS@HMDC &NQ SGD RXRSDL@SHB
CDSDQLHM@SHNM NE SGDRD O@Q@LDSDQR SGD -/0/ @OOQN@BG V@R @OOKHDC 4GD
LTKSHNAIDBSHUD O@Q@LDSDQ NOSHLHY@SHNM -/0/ +NQS\ TL @MC 6@K@RDJ
 6@K@RDJ DS @K @A 6@K@RDJ @MC +NQS\ TL  @KKNVR NMD SN
MC @ R@SHRE@BSNQX BNLOQNLHRD @LNMF SGD ODQENQL@MBD BQHSDQH@ CDROHSD SGD
E@BS SG@S SGDX BNMHBS VHSG D@BG NSGDQ 4GD -/0/ @OOQN@BG HR A@RDC NM
@ RD@QBG HM SGD O@Q@LDSDQ RO@BD 0@QDSN NOSHL@KHSX AX LNCDK RHLTK@SHNM
-/0/ QDPTHQDR NMD SN CDMD SGD BQHSDQH@ SGD O@Q@LDSDQ RDS @MC SGD QDO
QDRDMS@SHUD QDEDQDMBD HMOTSR 4GTR AX LD@MR NE SGD -/0/ @OOQN@BG SGD
MNMKHMD@Q LNCDKR @MC LNCDKR VGHBG B@MMNS AD @M@KXSHB@KKX SQD@SDC B@M AD
TRDC 4GD RHMFKD ODQENQL@MBD HMCDW V@R SGD SHLD HMSDFQ@K NE SGD CXM@LHB
SXQD ENQBD




  & 


4GD O@Q@LDSDQR VDQD CDSDQLHMDC AX LD@MR NE CHDQDMS NOSHLHY@SHNM OQN


BDCTQDR ANSG CDSDQLHMHRSHB @MC FDMDSHB 4GD O@Q@LDSDQR NE SGD %WSDMCDC
'QNTMC(NNJ VDQD NQHFHM@KKX BNMRHCDQDC BNMRS@MS ENQ SGD VGNKD RGNBJ @A
RNQADQ UDKNBHSX HMSDQU@K +NQS\
TL @MC 6@K@RDJ  6@K@RDJ @MC +NQS\
TL
  "DB@TRD SGD BG@Q@BSDQHRSHBR NE SGD RGNBJ @ARNQADQ @QD MNMKHMD@Q
SGD MNMKHMD@Q %WSDMCDC 'QNTMC(NNJ BNMSQNK VHSG RS@SDCDODMCDMS F@HMR
Modelling, Simulation and Control 123

F@HM RBGDCTKHMF HR TRDC 4GD RSQNMF MNMKHMD@QHSX NE SGD BNMSQNKKDC RGNBJ


@ARNQADQ DRODBH@KKX HSR @RXLLDSQX B@M AD S@JDM HMSN @BBNTMS ENQ SGD CDSDQ
LHM@SHNM NE BNMSQNKK@V O@Q@LDSDQR 4GDQDENQD SGD MNMKHMD@Q %'( UDQRHNM
VGHBG DM@AKDR SGD RS@SDCDODMCDMS BNDBHDMSR F@HMR NE SGD %'( BNMSQNK
K@V   V@R CDUDKNODC VHSG DWBDKKDMS QDRTKSR 6@K@RDJ @MC +NQS\TL  
4GDHQ CDODMCDMBD NM SGD QDK@SHUD UDKNBHSX HR CDSDQLHMDC AX SGD -/0/ NO
SHLHY@SHNM @OOQN@BG

64B?2
 %WODQHLDMS@K SQTBJ SQ@BSNQ -!. VHSG RDLHSQ@HKDQ

4GHR BNMBDOS V@R HLOKDLDMSDC ENQ SVN SQTBJ OQNSNSXODR 3+/$!,)!:


@MC -!. &HFTQD   4GD TRDC BNMSQNKK@AKD C@LODQR @QD HM &HFTQD 
4GD M@K QDRTKSR EQNL QD@K DWODQHLDMSR NM SGD OQNSNSXODR @QD OQNLHRHMF
2N@C EQHDMCKHMDRR V@R HLOQNUDC HM @KK B@RDR &NQ UDQX FNNC RSNBG@RSHB QN@C
SGD LD@RTQDLDMSR G@UD RGNVM &HFTQD  SG@S RS@MC@QC CDUH@SHNM NE QN@C
SXQD CXM@LHB ENQBD $,# V@R QDCTBDC AX   4GD R@LD DDBS HM SHLD
CDODMCDMBD B@M AD RDDM NM &HFTQD  ENQ BNRHMD NARS@BKD 4GHR LD@MR SG@S
SGD LD@RTQDR ENQ SGD QN@C C@L@FD $,3& V@R QDCTBDC AX   4GD
CDS@HKDC CDMHSHNM NE $,3& HR HM 9H @MC (DCQHBJ  $)6).% 
+NQS\ TL @MC 6@K@RDJ  6@K@RDJ DS @K   &NQ CDSDQLHMHRSHB NARS@BKD
NE @ Q@LO RS@MC@QC CDUH@SHNM NE QN@CSXQD CXM@LHB ENQBD $,# V@R QDCTBDC
AX   4GHR LD@MR SG@S SGD LD@RTQD ENQ SGD QN@C C@L@FD $,3& V@R
QDCTBDC AX  NQ SGD @FFQDF@SDC ENQBDR AX   4GD NSGDQ HMSDQOQDS@SHNM
124 M. Valek



 

 
















     
 
  

64B?2  #NMSQNKK@AKD C@LODQ @MC HSR BNMSQNKK@AKD BG@Q@BSDQHRSHBR

NE SGDRD QDRTKSR L@XAD SG@S SGD @KKNVDC TRDETK O@XKN@C B@M AD HMBQD@RDC AX
 SNM NM  SNMR

 ?6142?62;19F %B@=2;@6<;
3STCHDR 6@K@RDJ @MC +NQS\ TL  6@K@RDJ DS @K A CD@K VHSG
SGD HMUDRSHF@SHNM VGDSGDQ SGD QN@C EQHDMCKX RTRODMRHNM HR @KRN SGD AQHCFD
EQHDMCKX NMD 4GD CDUDKNODC RDLH@BSHUD RTRODMRHNM V@R HMUDRSHF@SDC VHSGHM
SGD AQHCFDSQTBJ HMSDQ@BSHNM 4GD BNLO@QHRNM ADSVDDM SGD QDRONMRD NE AQHCFD
 SQTBJ HMSDQ@BSHNM ENQ O@RRHUD @MC RDLH@BSHUD RTRODMRHNM HR NM SGD &HF
TQD  4GD L@WHLTL HMSDQ@BSHNM ENQBD TMCDQ SGD CQHUD @WKD HR KNVDQ ENQ
RDLH@BSHUD RTRODMRHNM BNLO@QDC VHSG O@RRHUD NMD 4GD BNMBKTRHNM A@RDC
NM SGD RHLTK@SHNM RSTCX HR SG@S HE SGD SQTBJ HR NM SGD DMSQ@MBD SN SGD AQHCFD
DWBHSDC VGHBG TRT@KKX NBBTQR SGDM SGD RDLH@BSHUD RTRODMRHNM B@M QDCTBD SGD
CXM@LHB QN@CAQHCFD ENQBDR @MC AQHCFD CDDBSHNM AX @ANTS  

 %<69?62;19F %B@=2;@6<;
3HLHK@QKX @R SGD HMSDQ@BSHNM ADSVDDM SQTBJ @MC QN@C B@M AD HMTDMBDC AX
SGD BNMSQNKKDC RTRODMRHNM @KRN SGD HMSDQ@BSHNM ADSVDDM SGD SQTBJ @FQHBTKSTQD
SQ@BSNQ @MC SGD RNHK N QN@C B@M AD HMTDMBDC 4GD BNMSQNK BNMBDOS HR
A@RDC NM SGD %WSDMCDC 'QNTMC(NNJ 4GD HMHSH@K HMUDRSHF@SHNM G@R RGNVM
SGD ONSDMSH@K NE @ANTS  RNHK CDENQL@SHNM QDCTBSHNM 4GD 0@QDSN RDS AD
SVDDM BNLENQS @MC RNHK C@L@FD ENQ ANSG O@RRHUD NOSHLHYDC @MC RDLH@BSHUD
RTRODMRHNMR HR CDOHBSDC NM &HFTQD @ 4GD &HFTQD A OQDRDMSR SGD CD
S@HK NE SGD QDRTKSHMF RNHK CDENQL@SHNM @ESDQ LTKSHO@RR KN@CHMF A@RDC NM SGD
Modelling, Simulation and Control 125

   
   
 
 
 
   
  
 


 

 

64B?2  #NLO@QHRNM NE SGD LD@RTQDLDMS NE HLOQNUDLDMS NE QN@C


EQHDMCKHMDRR

RHLTK@SHNM RSTCX 4GD FTQD CDRBQHADR SGD CDUDKNOLDMS NE SGD NARS@BKD HM


SGD ENQL NE SGD HMHSH@K ATLO NM SGD RNHK QN@C TOK@MC R@MCX KN@L @ESDQ
 O@RRDR VHSG O@RRDMFDQ NQN@C VHSG O@RRHUD RDLH@BSHUD NQ KHLHSDC@BSHUD
RTRODMRHNM 6@K@RDJ DS @K A  4GD TR@FD NE SGD O@RRHUD RTRODMRHNM
KD@CR SN SGD CDUDKNOLDMS NE SXOHB@K V@UX QN@C SGD TR@FD NE SGD BNMSQNKKDC
RTRODMRHNM RDLH@BSHUD NQ @BSHUD B@M OQDUDMS RTBG QN@C CDSDQHNQ@SHNM

 ?.823?62;19F %B@=2;@6<;


)S V@R QD@KHYDC SG@S SGD ETMBSHNM NE !"3 HR RSQNMFKX HMTDMBDC AX SGD QN@C
TMDUDMMDRR @MC QDRTKSHMF TBST@SHNM NE QN@CSXQD ENQBDR 4GD BNMRDPTDMBD
NE SGHR BNMRHCDQ@SHNM HR SGD BNMBDOS NE AQ@JDEQHDMCKX RTRODMRHNM 6@K@RDJ
DS @K   )S HR A@RDC NM SGD BNMSQNK NE RTRODMRHNM HM NQCDQ SN JDDO SGD
QN@CSXQD ENQBDR L@WHL@K ENQ NOSHL@K AQ@JD ETMBSHNM
4GD HMTDMBD NE TBST@SHNM NE QN@CSXQD ENQBDR HR SVHBD &HQRS SGD KNMFH
STCHM@K ENQBD BNDBHDMS ADSVDDM SGD SXQD @MC SGD BDQS@HM FHUDM QN@C CDODMCR
NM SGD UDQSHB@K KN@C @MC SGD KNMFHSTCHM@K RKHO HM @ MNMKHMD@Q V@X !R @ QDRTKS
NE SGHR MNMKHMD@QHSX SGD NRBHKK@SHNMR NE SGD UDQSHB@K ENQBD QDRTKS HM @M DWSDMRHNM
NE SGD RSNOOHMF CHRS@MBD 4GD TMKN@CHMF NE @ VGDDK HM RNLD SHLD HMRS@MS @MC
126 M. Valek











 




    

64B?2
 4HLD ADG@UHNTQ NE QN@CSXQD ENQBDR NM BNRHMTR ATLO #NLO@QH
RNM ADSVDDM BNMUDMSHNM@K @MC BNMSQNKKDC C@LOHMF EQNL QD@K LD@RTQDLDMSR

SGD @CCHSHNM@K KN@C NM SGD VGDDK HM SGD MDWS SHLD HMRS@MS KD@CR HM SGD RTL
SN KDRR DNQS NE KNMFHSTCHM@K AQ@JHMF ENQBD SG@M HM SGD B@RD NE LD@M U@KTD NE
VGDDK UDQSHB@K KN@C 3DBNMC SGD BNMSQNKKDC RTRODMRHNM HR HM @MX B@RD B@O@AKD
NE CDBQD@RHMF SGD RHST@SHNM NE KNRHMF BNMS@BS ADSVDDM SXQD @MC QN@C RGNQS
VGDDK GNO VGDM SGD AQ@JHMF HR BNLOKDSDKX HMSDQQTOSDC 4GDRD TMCDRHQ@AKD
RHST@SHNMR @QD DUDM VNQRD HM SGD B@RD NE !"3 4GD !"3 @KFNQHSGL HR @UNHCHMF
VGDDK AKNBJHMF VGHBG G@OODMR DW@BSKX @ESDQ KNRHMF SXQDQN@C BNMS@BS VGHKD
SGD VGDDK AKNBJHMF HM NSGDQ RHST@SHNMR CTQHMF SXQDQN@C BNMS@BS HR OQDUDMSDC
AX SGD !"3 4GD BNMRDPTDMBD NE SGD !"3 @KFNQHSGL @MC DRODBH@KKX HSR R@L
OKHMF SHLD HR SG@S @ESDQ KNRHMF @MC F@HMHMF SGD BNMS@BS SGD VGDDK HR ENQ RNLD
SHLD HMSDQU@K MNS ADHMF AQ@JDC 4GHR HR SGD SHLD HMSDQU@K ADSVDDM SGD SHLD
Modelling, Simulation and Control 127

64B?2  #NLO@QHRNM ADSVDDM O@RRHUD @MC RDLH@BSHUD RTRODMRHNM NM @


AQHCFD AQHCFD CDDBSHNM 
128 M. Valek

64B?2  0@QDSN RDS NE RNHKEQHDMCKX RTRODMRHNM @ @MC CDS@HK NE QDRTKSHMF


CDENQL@SHNM @ESDQ QDODSHSHUD KN@CHMF AX O@RRHUD RDLH@BSHUD NQ KHLHSDC @BSHUD
RTRODMRHNMR A 

HMRS@MS NE SGD KNRHMF NE SGD VGDDK BNMS@BS @MC SGD QRS R@LOKHMF SHLD HMRS@MS
@ESDQ SGD F@HMHMF NE SGD VGDDK BNMS@BS )S B@M AD SDMR NE LHKKHRDBNMCR 4GD
OQNAKDL HR SGD RTL NE RTBG CQNONTSR NE AQ@JHMF
! CXM@LHB@KKX BNMSQNKKDC UDGHBKD RTRODMRHNM VGDQD SGD BNMSQNKKDQ HR NO
SHLHYDC SN SGD AQ@JHMF L@MNDTUQD B@M RTOOQDRR SGD TMCDRHQ@AKD UHAQ@SHNMR
@MC RGNQSDM SGD AQ@JHMF CHRS@MBD 4GHR HR B@KKDC AQ@JDEQHDMCKX RTRODMRHNM
4GD L@HM FN@K CTQHMF SGD RSNOOHMF L@MNDTUQD HR SN QDCTBD SGD TBST@SHNM
NE SGD UDQSHB@K ENQBDR ADSVDDM QN@C @MC SXQD 4GHR HR SGD BNMSQNK NAIDBSHUD SN
AD OQNUHCDC )MHSH@KKX HS HR SGD R@LD NAIDBSHUD @R SGD QN@CEQHDMCKHMDRR ATS
VGDSGDQ RNLD RODBHB AQ@JDEQHDMCKHMDRR RHFMHB@MSKX CHDQDMS EQNL QN@C
EQHDMCKHMDRR DWHRSR HR @M NODM PTDRSHNM
! VHCD Q@MFD NE RHLTK@SHNM DWODQHLDMSR G@R ADDM BNMCTBSDC 4GDQD
VDQD CHDQDMS O@RRHUD RDSSHMFR NE RTRODMRHNMR RDLH@BSHUD RTRODMRHNMR VHSG
CHDQDMS BNMFTQ@SHNMR VHSG MNMRXLLDSQHB @MC RXLLDSQHB BG@Q@BSDQHRSHBR
@MC CHDQDMS SHLD BNMRS@MSR @MC KHLHSDC@BSHUD RTRODMRHNMR 4GD QDRTKSR
@QD RTLL@QHYDC HM &HFTQD 
Modelling, Simulation and Control 129




 
















 










































































64B?2  4GD RSNOOHMF CHRS@MBD ENQ CHDQDMS RTRODMRHNM BNMBDOSR NM @


FNNC RSNBG@RSHB QN@C

4GD UDGHBKD G@R @M HMHSH@K UDKNBHSX NE  JLG 4GD DLDQFDMBX AQ@JHMF
L@MNDTUQD HR RHLTK@SDC NM @ QN@C DWBHS@SHNM QDOQDRDMSHMF @ FNNC RSNBG@RSHB
QN@C 4GD RHLTK@SHNM QDRTKSR OQDRDMSDC HM &HFTQD  HMCHB@SD @ RGNQSDMHMF NE
SGD UDGHBKD RSNOOHMF CHRS@MBD AX  SN  LDSDQR "DRHCDR SGD HMTDMBD NE
SGD RXLLDSQHB BG@Q@BSDQHRSHBR NE SGD RDLH@BSHUD C@LODQ SGD BNMSQHATSHNM NE
SGD QDCTBDC SHLD BNMRS@MS HR NARDQU@AKD 4GD KHLHSDC @BSHUD BNMBDOS AQHMFR
ETQSGDQ QDCTBSHNM NE SGD RSNOOHMF CHRS@MBD AX  L BNLO@QDC SN SGD ADRS
RDLH@BSHUD BNMBDOS !KK SGDRD QDRTKSR @QD A@RDC NM SGD RHLTK@SHNM RSTCX
6@K@RDJ DS @K  
)M NQCDQ SN U@KHC@SD SGD RHLTK@SHNM QDRTKSR @ (@QCV@QDHMSGD,NNO (H,
SDRS QHF G@R ADDM CDRHFMDC @MC L@MTE@BSTQDC RDD &HFTQD @ 3SDHMA@TDQ DS
@K   4GD PT@QSDQ B@Q HR DPTHOODC VHSG @ L@FMDSNQGDNKNFHB@K C@LODQ
4GD SDRS QHF QDOQDRDMSR SGD UDQSHB@K UDGHBKD CXM@LHBR NE SGD UDGHBKD CTQHMF SGD
RSNOOHMF L@MNDTUQD 4GD KNMFHSTCHM@K CXM@LHBR HR LNCDKDC HM @ QD@KSHLD
BNLOTSDQ DMUHQNMLDMS SNFDSGDQ VHSG SGD C@LODQ BNMSQNK @KFNQHSGL 4GD
QDRTKSR &HFTQD A @BGHDUDC NM SGD SDRS QHF HMCHB@SD SG@S ENQ SGD FHUDM QN@C
BNMCHSHNMR SGD RSNOOHMF CHRS@MBD G@R ADDM CDBQD@RDC AX @ANTS  LDSDQR
ENQ SGD AQ@JDEQHDMCKX RTRODMRHNM
130 M. Valek








 













  




       

64B?2  1T@QSDQ B@Q SDRS QHF VHSG @ L@FMDSNQGDNKNFHB@K C@LODQ ENQ SGD
(H, RHLTK@SHNM @ @MC SGD BNLO@QHRNM NE SGD RSNOOHMF CHRS@MBD ENQ O@RRHUD
@MC AQ@JDEQHDMCKX %'( UDGHBKD

 <129 /.@21 =?2160A6C2 0<;A?<9 <3 0<:/B@A6<; 2;46;2


#TQQDMS BNLATRSHNM DMFHMDR HM UDGHBKDR @QD DPTHOODC VHSG RNOGHRSHB@SDC
DKDBSQNMHB BNMSQNK 4GD FKNA@K DMFHMD BNMSQNK LNSNQ L@M@FDLDMS HR TRT@KKX
A@RDC NM O@QSH@K BG@Q@BSDQHRSHBR LD@RTQDC NM DWODQHLDMS@K DMFHMD RS@MCR
@MC RSNQDC @R KNNJTO S@AKDR 4GD @CU@MS@FD NE RTBG @OOQN@BG HR SG@S HS
B@M @BBTLTK@SD @ KNS NE JMNVGNV DWODQHDMBD 4GD CQ@VA@BJ HR SG@S SGD
BNMSQNK HR A@RDC NM PT@RHRS@SHB BG@Q@BSDQHRSHBR HS HR MNS B@O@AKD SN ETKKX
TSHKHYD SGD DMFHMD CXM@LHB B@O@AHKHSHDR @MC SN AD @CITRSDC SN LNCHDC DMFHMD
OQNODQSHDR -NQDNUDQ SGD NUDQ@KK BNMSQNK NE ONVDQSQ@HM HR ADHMF CDUDKNODC
@MC SGDQD HR MDBDRR@QX SN BNNQCHM@SD SGD DMFHMD CXM@LHB B@O@AHKHSHDR @MC
UDGHBKD CXM@LHB QDPTHQDLDMSR 4GDQDENQD SGD QDBDMS @SSDMSHNM G@R ADDM O@HC
SN SGD DMFHMD @MC BNLOKDSD ONVDQSQ@HM BNMSQNK TRHMF SGD JMNVKDCFD NE SGDHQ
LNCDKR 0HRBGHMFDQ DS @K  7HMRDK DS @K  
4GHR RDBSHNM CDRBQHADR SGD CDUDKNOLDMS NE @M @KSDQM@SHUD @OOQN@BG SN
V@QCR BNLATRSHNM DMFHMD BNMSQNK )S HR A@RDC NM SGD LNCDK A@RDC OQDCHBSHUD
BNMSQNK 4GD A@RHR HR SGD CDUDKNOLDMS NE OQDCHBSHUD LNCDK SG@S HR B@O@AKD SN
OQDCHBS SGD DMFHMD RS@SDR ENQ RDUDQ@K ETSTQD HMIDBSHNM SHLD HMRS@MBDR 5RHMF
Modelling, Simulation and Control 131

SGHR LNCDK SGD ETSTQD DMFHMD ADG@UHNTQ HM CDODMCDMBD NM ONRRHAKD BNMSQNK


HMOTSR ETDK HMIDBSHNMR RTODQBG@QFDQ AK@CD ONRHSHNM DSB @QD O@Q@LDSQHYDC
@MC TRHMF NOSHLHY@SHNM NE ODQENQL@MBD HMCDW SGD BNMSQNK HMOTS HR BGNRDM

64B?2  4DRSHMF NE OQDCHBSHNM AX HCDMSHDC LNCDK

4GD VGNKD @OOQN@BG CDRBQHADC HM SGHR RDBSHNM G@R ADDM CDUDKNODC @MC
UDQHDC HM SGQDD OG@RDR &HQRSKX SGD RHLTK@SHNM LNCDK VHSG QD@RNM@AKD Q@SHN
ADSVDDM @BBTQ@BX @MC BNLOTS@SHNM@K BNLOKDWHSX HR CDUDKNODC 3DBNMCKX
SGD DMFHMD RHLTK@SHNM LNCDK HR HCDMSHDC AX ,/,)-/4 @OOQN@BG @MC BNQ
QDRONMCHMF DMFHMD OQDCHBSHUD LNCDK HR CDUDKNODC RDD SGD OQDUHNTR RDBSHNM
CD@KHMF VHSG LNCDK A@RDC BNMSQNK  4GD OQNAKDL NE OQDCHBSHUD BNMSQNK HR
SGD RNKTSHNM NE BNLOTS@SHNM@K BNLOKDWHSX NE BNMSQNK HMOTS RDKDBSHNM CTQHMF
NOSHLHY@SHNM )S HR DRODBH@KKX BNLOKHB@SDC AX MNMKHMD@QHSX NE SGD OQDCHBSHUD
LNCDK 4GHR OQNAKDL B@M AD RNKUDC AX TRHMF KNB@KKX KHMD@QHYDC CXM@LHB
LNCDKR DM@AKHMF DBHDMS BGNHBD NE NOSHLHYDC BNMSQNK HMOTS @MC OQDRDQUHMF
SGD FKNA@K MNMKHMD@Q ADG@UHNTQ NE SGD DMFHMD #45,/,)-/4 Z -0# @O
132 M. Valek

OQN@BG  4GHQCKX SGD DMFHMD OQDCHBSHUD BNMSQNK BNMBDOS A@RDC NM ,/,)-/4


HCDMSHB@SHNM HR HLOKDLDMSDC SN @ BNLATRSHNM DMFHMD LNCDK @MC NUDQ@KK HM
UDRSHF@SDC 4GDQD V@R @ RDQHNTR OQNAKDL GNV SN CDRBQHAD SGD BNLOKHB@SDC
CXM@LHB LNCDK NE BNLATRSHNM DMFHMD VHSG L@MX SHLD CDK@XR @MC ONRRHAKD
BNMSQNK HMOTSR NMKX HM RL@KK SHLD HMSDQU@K NE ETDK HMIDBSHNM 4GHR G@R ADDM
RNKUDC AX TRHMF SGD CHRBQDSD HMRS@MBDR NE ETDK HMIDBSHNM @R SHLD CHRBQDSHY@SHNM
NE SGD CXM@LHB LNCDK 4GD QDRTKSHMF CXM@LHB LNCDK HR @ CHRBQDSD CXM@LHB
LNCDK CDRBQHAHMF SGD DMFHMD ADG@UHNTQ EQNL NMD ETDK HMIDBSHNM TMSHK SGD MDWS
NMD 4GD RHLTK@SHNM QDRTKSR HMCHB@SD @ FNNC OQDCHBSHUD B@O@AHKHSX NE SGD @O
OKHDC @OOQN@BG RDD &HFTQD  @MC BNMSQNK B@O@AHKHSX NE OQDCHBSHUD BNMSQNK
LDSGNC

%6:B9.A6<; :<129 <3 0<:/B@A6<; 2;46;2 4GD DMFHMD RHLTK@SHNM LNCDK


G@R ADDM CDUDKNODC HM NQCDQ SN BQD@SD @ QD@KHRSHB ATS BNLOTS@SHNM@KKX D
BHDMS RHLTK@SHNM LNCDK -@BDJ DS @K   4GD OGXRHB@K RHLTK@SHNM LNCDK
TRDR @KK RODBH@K ED@STQDR NE BNLATRSHNM DMFHMD RHLTK@SHNM 4GD LNCDK HR
A@RDC NM @BBDOS@AKX RHLOKHDC RHLTK@SHNM LNCDK NE CHDRDK BNLATRSHNM DM
FHMD &HFTQD  

64B?2  #NMBDOST@K LNCDK NE $ CHDRDK BNLATRSHNM DMFHMD

)S HR @ RNB@KKDC $ LNCDK SG@S QDOK@BDR SGD SGDQLNLDBG@MHB@K OQNBDRRDR


Modelling, Simulation and Control 133

VHSG OTQD SHLD CDK@XR NE @OOQNOQH@SD U@QH@AKDR 4GD RHLTK@SHNM LNCDK G@R
 RS@SD U@QH@AKDR
BQ@MJRG@ES @MFKD ;=
! BQ@MJRG@ES QDUNKTSHNMR ODQ LHMTSD ;QOLHM=
!  QDUNKTSHNMR NE STQANBG@QFDQ ;QOLHM=
 @HQ L@RR HM HMKDS STAD ;JF=
 @HQ L@RR HM DWG@TRS OHOD ;JF=
 @HQ SDLODQ@STQD HM HMKDS STAD ;+=
  @HQ SDLODQ@STQD HM DWG@TRS OHOD ;+=
@MC  BNMSQNK U@QH@AKDR
 L@RR NE HMIDBSDC ETDK HMSN  BXKHMCDQ ;JF=
! QDEDQDMBD @QD@ NE STQANBG@QFDQ ;L =
 

 




 

 

 
         
 
  


 

 

 

 




 

 

 

     

 
         
 
  



  
   
 

64B?2  -NCDK OQDCHBSHUD BNMSQNK NE DMFHMD QOL Z RHLTK@SHNM QDRTKSR


KNVDQ BNMRSQ@HMS NE K@LAC@ 

<129 /.@21 2;46;2 =?2160A6C2 0<;A?<9 4GD LNCDK A@RDC OQDCHBSHUD


BNMSQNK NE BNLATRSHNM DMFHMD HR A@RDC NM SGD #45,/,)-/4 OQDCHBSHUD
LNCDK  SG@S DM@AKDR SN BNLOTSD SGD RXRSDL L@SQHBDR    ENQ -0#
AX CHQDBS V@X 4GDM SGD SQ@MREDQ ETMBSHNM HR SQ@MRENQLDC HMSN SGD RS@SD
134 M. Valek

RO@BD CDRBQHOSHNM "@RDC NM SG@S SGD OQDCHBSHUD BNMSQNK B@M AD @OOKHDC


4GD RNKTSHNM OQNBDCTQD HR FDMDQ@KHYDC TRHMF PT@CQ@SHB OQNFQ@LLHMF HM NQ
CDQ SN D@RHKX HMBNQONQ@SD U@QHNTR BNMRSQ@HMS BNMCHSHNMR 4GD @KFNQHSGL NE
LNCDK OQDCHBSHUD BNMSQNK A@RDC NM HCDMSHDC #45,/,)-/4 LNCDKR @MC
PT@CQ@SHB OQNFQ@LLHMF B@M AD AQHDX RTLL@QHYDC @R ENKKNVR 6@K@RDJ DS
@K  
  
  

 

 

 



 

 

 

 
                 
  
   


 

 

 






 

 

 

 

 

     

 
                 
  
   



  
  
 
 

64B?2  -NCDK OQDCHBSHUD BNMSQNK NE DMFHMD QOL Z RHLTK@SHNM QDRTKSR


SVN RHCDC BNMRSQ@HMS NE K@LAC@ 

 4GD MNMKHMD@Q OQDCHBSHUD #45,/,)-/4 LNCDKR NE LNSNQ @MCNQ


BNLOKDW RHLTK@SHNM LNCDK NE LNSNQ @QD HCDMSHDC @RRDLAKDC @MC
SDRSDC AX #45,/,)-/4 OQNFQ@L 4GD LD@RTQ@AKD PT@MSHSHDR NE
RXRSDL @QD BGNRDM @R NTSOTSR NE HMCHUHCT@K #45,/,)-/4 LNCDKR
4GD @CCHSHNM@K #45,/,)-/4 LNCDKR @QD @RRDLAKDC @MC SDRSDC ENQ
BNMSQNKKDC PT@MSHSHDR ENQ DW@LOKD K@LAC@ RTAIDBSDC SN BNMRSQ@HMSR
CTQHMF BNMSQNK 
 4GD MNMKHMD@Q OQDCHBSHUD #45,/,)-/4 LNCDKR @QD HMBNQONQ@SDC
HMSN BNMSQNKKDQ RHLTK@SHNM LNCDK NE BNMSQNKKDQ  4GD NTSOTSR NE L@HM
Modelling, Simulation and Control 135

#45,/,)-/4 LNCDKR LD@RTQ@AKD PT@MSHSHDR @QD BNMRHCDQDC @R


RS@SDR NE RTARSHSTSHNM@K KHMD@Q LNCDK TRDC ENQ OQDCHBSHUD BNMSQNK 4G@S
LD@MR SGD #45,/,)-/4 LNCDKR @QD KNB@KKX ENQ LD@RTQDC @BST@K
U@KTDR NE RS@SDR KHMD@QHYDC @MC HMRDQSDC HMSN L@SQHW ENQL   4GD
KNB@KKX KHMD@QHYDC @CCHSHNM@K #45,/,)-/4 LNCDKR @QD @RRDLAKDC SN
DPT@KHSX @MC MNMDPT@KHSX BNMRSQ@HMSR !BST@KKX SGD TOODQ @MC KNVDQ
KHLHSR NE K@LAC@ G@UD ADDM BNMRHCDQDC

 4GD BNMSQNK HMOTS HR BNLOTSDC AX RNKTSHNM NE PT@CQ@SHB OQNFQ@LLHMF


OQNAKDL   /MKX SGD QRS DKDLDMS NE UDBSNQ B  HR TRDC ENQ SGD
MD@QDRS BNMSQNK @BSHNM

4GD PT@KHSX NE #45,/,)-/4 OQDCHBSHUD LNCDKR HR CDLNMRSQ@SDC HM


&HFTQD  4GD RHLTK@SHNM QDRTKSR NE BNMSQNK @QD NM &HFTQD  4GD MTLDQHB@K
DWODQHLDMSR RGNV SG@S SGD TRDC OQDCHBSHNM GNQHYNM RGNTKC AD SQTMB@SDC HM
SGD UHBHMHSX NE K@LAC@ KHLHSR RDD SGD KHMD NM &HFTQD A  4GD @OOKHB@SHNM
NE KHLHSR @DBSR @SS@HM@AKD U@KTDR NE OQHL@QHKX BNMSQNKKDC PT@MSHSX QOL 
3HLHK@Q QDRTKSR @QD ENQ SVN RHCDC BNMRSQ@HMS NE K@LAC@ HM &HFTQD  4GD
QD@K DWODQHLDMS VHSG HLOKDLDMSDC -0# VHSG #45,/,)-/4 OQDCHBSHUD
LNCDKR HR HM &HFTQD  )S HR SGD -0# BNMSQNK NE RTODQBG@QFDC F@R DMFHMD
GDKC NM BNMRS@MS RODDC VGDQD SGD DMFHMD SNQPTD HR BNMSQNKKDC AX LD@MR NE
F@R @O NODQ@SHNM


  



 






       



64B?2  )LOKDLDMS@SHNM NE -0# BNMSQNK NM RTODQBG@QFDC F@R DMFHMD


136 M. Valek

4GHR RDBSHNM CDRBQHADR SGD LDSGNC ENQ BQD@SHMF DBHDMS OQDCHBSHUD LNCDK
@MC SGD OQDCHBSHUD BNMSQNK @R BNMSQNK @OOQN@BG SG@S TRDR SGD JMNVKDCFD NE
DMFHMD LNCDKR 4GD RHLTK@SHNM HMCHB@SDR GHFG PT@KHSX NE OQDCHBSHNM @MC BNM
SQNK OQNBDRRDR 4GD BNMSQNK HMOTS HR BNLOTSDC AX RNKUHMF SGD PT@CQ@SHB OQN
FQ@LLHMF OQNAKDL 4GD RHLTK@SHNM DWODQHLDMSR VDQD B@QQHDC NTS NM CHDRDK
BNLATRSHNM DMFHMD @MC SGDX G@UD OQNUDM SGD B@O@AHKHSX NE SGHR @OOQN@BG SN
BNMSQNK SGD BNLATRSHNM DMFHMD DUDM HM CXM@LHB RS@SDR 4GD KNMFSDQL FN@K
HR SN CDUDKNO LNCDK A@RDC OQDCHBSHUD BNMSQNK NE BNLATRSHNM DMFHMDR A@RDC
NM NMKHMD HCDMSHDC MNMKHMD@Q OQDCHBSHUD LNCDKR



)M SGHR BNMSQHATSHNM SGD V@XR NE DBHDMS LNCDKHMF RHLTK@SHNM @MC LNCDK
A@RDC BNMSQNK CDRHFM G@UD ADDM CDRBQHADC 4GDX @QD DRRDMSH@K ENQ SGD CDRHFM
@MC CDUDKNOLDMS NE LDBG@SQNMHB@K RXRSDLR 4GD CDRBQHADC LDSGNCR VDQD
@OOKHDC ENQ SGD CDRHFM NE HMSDFQ@SDC BG@RRHR @MC BNLATRSHNM DMFHMD BNMSQNK
NE UDGHBKDR 4GD @OOKHB@SHNMR G@UD CDLNMRSQ@SDC SG@S SGD OQNONRDC LDSGNCR
@QD ETKKX @OOKHB@AKD HM OQ@BSHBD @MC UDQX DBHDMS

!
3)- GSSOVVVRHLBNL
!#3, GSSOVVV@DFHRSFBNL
- !QMNKC .TLDQHB@K LDSGNCR HM SGD RHLTK@SHNM NE UDGHBKDFTHCDV@X HM
SDQ@BSHNM )M ! "THJHR 2 #HDFHR @MC !$ &HSS DCHSNQR 2/(2&33 *.
.%5342*", "4)&-"4*$3 "4   O@FDR Z 3OQHMFDQZ6DQK@F
"DQKHM (DHCDKADQF 
- !QMNKC ! #@QQ@QHMH ! (DBJL@MM @MC ' (HOOL@MM 3HLTK@SHNM SDBG
MHPTDR ENQ LTKSHCHRBHOKHM@QX OQNAKDLR HM UDGHBKD RXRSDL CXM@LHBR )M -
6@K@RDJ DC  /-054"4*/.", &$)".*$3 *. &)*$,& 834&- 8."-*$3
500,&-&.4 4/ &)*$,& 834&- 8."-*$3  
30 "@MJR @MC +* -G@M@ /OSHL@K BNMSQNK @MC RS@AHKHY@SHNM ENQ MNMKHMD@Q
RXRSDLR  /52.", /' "4)&-"4*$", /.42/, ".% .'/2-"4*/. 
 
%& #@L@BGN @MC # "NQCNMR /%&, 2&%*$4*6& /.42/, 3OQHMFDQ 6DQK@F
,NMCNM 
&% #DKKHDQ /.4*.5/53 834&- /%&,*.( 3OQHMFDQ 6DQK@F 
*2 #KNTSHDQ 3S@SD$DODMCDMS 2HBB@SH %PT@SHNM 4DBGMHPTDR 2/$ /' 
-&2*$". /.42/, /.'&2&.$& !KATPTDQPTD O@FDR  
* 2 #KNTSHDQ $ 4 3S@MRADQX @MC - 3YM@HDQ /M SGD QDBNUDQ@AHKHSX NE
MNMKHMD@Q RS@SD EDDCA@BJ K@VR AX DWSDMCDC KHMD@QHY@SHNM BNMSQNK SDBG
Modelling, Simulation and Control 137

MHPTDR 2/$ /' 4)&  -&2*$". /.42/, /.'&2&.$& 3@M $HDFN O@FDR
 
$)6).%   2/$&&%*.(3 /'   /.$,5%*.( /.'&2&.$& 2NSSDQC@L

$9-/,! GSSOVVVCXM@RHLRD
%- %KADGDHQX $# +@QMNOO -% %K@Q@AX @MC !- !ACDKQ@@NTE !C
U@MBDC 'QNTMC 6DGHBKD 3TRODMRHNM 3XRSDLR  @ #K@RRHDC "HAKHNFQ@GX
&)*$,& 834&- 8."-*$3  
%" %QCDL @MC ! !KKDXMD 'KNA@KKX RS@AHKHYHMF RDBNMC NQCDQ MNMKHMD@Q RXR
SDLR AX 3$2% BNMSQNK 2/$ /' 4)&  -&2*$". /.42/, /.'&2&.$&
3@M $HDFN O@FDR  
- &KHDRR DC  /.,*.&"2 /.42/, 834&- &3*(. 0DQF@LNM 0QDRR 
' &Q@MJKHM *$ 0@DKK @MC !AA@R %L@LH.@DHMH &&%#"$+ /.42/, /' 8
."-*$ 834&-3 %CHRNM7DRKDX 
! 'TQ@M @MC (3 4YNT DCR  425$42/.*$ 834&-3 -"24 425$452&3
&6*$&3 ".% 834&-3 "24   7NQKC 3BHDMSHB 3HMF@OTQD 
* (DVHS &$452& /4&3 '/2 &$)"42/.*$3 %6".$&% $)//, #)3- 5CHMD

! )RHCNQH /.,*.&"2 /.42/, 834&-3 3OQHMFDQ6DQK@F "DQKHM 
( *@MNBG@ %"042/.*$3 ".% -"24 425$452&3 "3*$3 "4&2*",3 &3*(.
".% 00,*$"4*/.3 3OQHMFDQ "DQKHM 
($ *NNR .'/2-"4*/.34&$).*3$)& &)".%,5.( %&3 -&)29*&,*(&. /04*
-*&25.(3(&345494&. 2&(&,5.(34&$).*3$)&. .4752'3 0G$ 4GDRHR 5MHU NE
3STSSF@QS 
$# +@QMNOO -* #QNRAX @MC 2! (@QVNNC 6HAQ@SHNM #NMSQNK 5R
HMF 3DLH!BSHUD &NQBD 'DMDQ@SNQR /52.", /' .(*.&&2*.( '/2 .%53428
4Q@MR@BSHNMR NE !3-%  
$# +@QMNOO $, -@QFNKHR @MC 2# 2NRDMADQF 834&- 8."-*$3 
.*&% 002/"$) *NGM 7HKDX
3NMR )MB .9 
! +DKKX @MC # :VDADM 3L@QS #NLONRHSD -@SDQH@KR 3XRSDLR )M /-02&
)&.3*6& /-0/3*4& "4&2*",3 %KRDUHDQ 3BHDMBD ,SC 
(+ +G@KHK /.,*.&"2 834&-3 0QDMSHBD (@KK .DV *DQRDX 
7 +NQS\ TL 2- 'NNC@KK @MC *+ (DCQHBJ -DBG@SQNMHBR HM 'QNTMC
4Q@MRONQS@SHNM  #TQQDMS 4QDMCR @MC &TSTQD 0NRRHAHKHSDR ..5", &
6*&73 *. /.42/, 0DQF@LNM 0QDRR O@FDR  
7 +NQS\ TL @MC - 6@K@RDJ %CR   *.", &$).*$", &0/24 $,2
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Port-based Modelling of Multidomain Systems 143

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L=PL:GGC GF ;AJ;MAL 9F9DQKAK =? %9QL (=EE=JDQ 9F< !MJ:AF 

0@= :AD9L=J9D AFL=J9;LAGF :=LO==F ;GF;=HLM9D =D=E=FLK J=IMAJ=K L@= ;GF
;=HL G> 9 HGJL AFLJG<M;=< AF L@= ;GFL=PL G> =D=;LJA;9D F=LOGJCK :Q %9JGD<
3@==D=J 3@==D=J 9F< !=LLAF?=J 
9F< =PL=F<=< :Q %=FJQ -9QFL=J LG
9DD J=D=N9FL H@QKA;9D <GE9AFK -9QFL=J 
 /GE= 9ML@GJK @9N= L9C=F
L@AK ;GF;=HL =N=F :=QGF< H@QKA;9D KQKL=EK 9K 9FQ J=D9LAGF ;9F := ;GFKA<
=J=< :AD9L=J9D K 9 :AD9L=J9D AFL=J9;LAGF ;9F := K==F 9K 9 ;GE:AF9LAGF G>
LOG GHHGKAL= MFAD9L=J9D AFL=J9;LAGFK GJ KA?F9DK >A9 J=D=N9FL IM9FLALA=K 9J=
J=IMAJ=< LG ;@9J9;L=JAR= KM;@ 9 HGJL 0@AK 9KH=;L AK <AK;MKK=< D9L=J AF EGJ=
<=L9AD
144 P. C. Breedveld

&EHGJL9FL 9L L@AK HGAFL AK L@9L HGJL:9K=< EG<=DAF? ;9F := <AKLAF?MAK@=<


>JGE AFHMLGMLHML EG<=DAF? L=;@FAIM=K FGL GFDQ :Q ALK MK= G> :AD9L=J9D J=
D9LAGFK 9 HJAGJA AF 9 KAEMDL9F=GMK J=HJ=K=FL9LAGF A= ?J9H@A;9D
:ML AF
H9JLA;MD9J :Q L@= >9;L L@9L FG <=;AKAGFK 9J= E9<= 9:GML L@= AFHMLGMLHML
F9LMJ= G> L@= ;GFKLALMLAF? KA?F9DK G> L@AK J=D9LAGF 0@= J=D9LAGFK :=LO==F L@=
HGJLK 9J= K9A< LG := 9;9MK9D 9 L=JEAFGDG?Q LG := =PHD9AF=< D9L=J 9F< KGE=
O@9L <A=J=FL >JGE L@= ;GEEGFDQ MK=< E=9FAF? G> ;9MK9DALQ 9F< 9;9MK9DALQ
J=D9L=< LG L@= 89JJGO G> LAE= =N=F L@GM?@ AL AK J=D9L=< AF ;9K= G> KG;9DD=<
KLGJ9?= HGJLK ;> L@= ;GF;=HL G> HJ=>=JJ=< ;9MK9DALQ K=;LAGF 
 &F ;9K=
L@AK <A=J=F;= AF E=9FAF? ;9F ;9MK= ;GF>MKAGF L@= ;GF;=HL G> ;9MK9DALQ
9<<J=KK=< @=J=AF AK 9<<J=KK=< 9K 8;GEHML9LAGF9D ;9MK9DALQ 9K L@= ;GEHML9
LAGFK AF <A?AL9D KAEMD9LAGF ;GEEGFDQ J=IMAJ= 9F AFHMLGMLHML KLJM;LMJ= G>
L@= J=D9LAGFK
0@AK HJGH=JLQ G> 9;9MK9DALQ G> 9 HGJL FGL GFDQ =F9:D=K =9KQ J=MK= G> EG<=D
H9JLK OAL@AF GL@=J ;GFL=PLK :ML 9DKG ?AN=K AEE=<A9L= >==<:9;C LG L@= EG<
=D=J 9:GML @AK EG<=DAF? <=;AKAGFK 9K L@= KG;9DD=< ;9MK9D HJGH=JLA=K G> HGJLK
LG := ;GFF=;L=< FGL GFDQ <=L=JEAF= L@= F9D ;GEHML9LAGF9D KLJM;LMJ= A=
;GEHML9LAGF9D ;9MK9DALQ :ML E9Q 9DKG AF<A;9L= L@9L ;=JL9AF H@QKA;9D H@=
FGE=F9 9J= FGL L9C=F AFLG 9;;GMFL 0@AK >==<:9;C KLAEMD9L=K L@= EG<=D=J
AF L9CAF? 9 <=DA:=J9L= <=;AKAGF 9:GML O@9L @= K@GMD< AF;DM<= AF @AK EG<=D
9F< O@9L FGL

 A6)51+ 57,-4; 7. -6/16--:16/ ;A;<-5;


&F GJ<=J LG := HJ=;AK= L@= 9KH=;LK G> J=9DALQ LG := EG<=D=< 9J= 8DAEAL=<
@=J=AF LG :=@9NAGJ AF LAE= A= <QF9EA;K G> KQKL=EK L@9L G:=Q L@= :9KA;
HJAF;AHD=K G> ;D9KKA;9D H@QKA;K AF L@= K=FK= L@9L IM9FLME ==;LK HD9Q FG JGD=
0@AK E=9FK L@9L L@= <QF9EA; :=@9NAGJ AK EG<=D=< G> E9;JGK;GHA; H@=FGE
=F9 L@9L 9J= 9DD KMHHGK=< LG G:=Q L@= :9KA; HJAF;AHD=K G> L@=JEG<QF9EA;K
NAR ?DG:9D
;GFK=JN9LAGF G> =F=J?Q 9F< HGKALAN= =FLJGHQ HJG<M;LAGF AF<=
H=F<=FL G> KGE= KH=;A; <GE9AF 0@= 9<B=;LAN= 8E9;JGK;GHA; J=>=JK LG L@=
8+>?</ G> L@= K;GH= NAR 9 L@=JEG<QF9EA; 9HHJG9;@ J9L@=J L@9F L@= =-+6/
G> L@= H@=FGE=F9 H@=FGE=F9 9L L@= F9FG K;9D= E9Q >GJ AFKL9F;= KLADD :=
EG<=D=< MKAF? 9 E9;JGK;GHA; NA=OHGAFL O@A;@ ;GE:AF=K L@= CAF=LA; =F=J?Q
G> L@= J9F<GE EGLAGFK AFLG L@=JE9D =F=J?Q MKAF? =FLJGHQ FGL GFDQ 9K 9F
=F=J?Q KL9L= :ML 9DKG 9K 9 HJGH=JLQ LG =PHJ=KK L@= AF;J=9K= G> J9F<GE EG
LAGF AF L=JEK G> L@= HGKALAN= =FLJGHQ HJG<M;LAGF HJAF;AHD= Q ;GFLJ9KL L@=
EA;JGK;GHA; NA=O <G=K FGL ;GDD=;L 9FQ EGLAGF AFLG L@=JE9D =F=J?Q 9F< L@AK
CAF< G> NA=O E9Q =N=F := 9HHDA=< LG G:B=;LK 9L 9 J=D9LAN=DQ D9J?= K;9D= DAC=
IM=MAF? :=@9NAGJ
0@= H9JLA;MD9J HJG:D=E ;GFL=PL AF O@A;@ 9 EG<=D AK E9<= <=L=JEAF=K L@=
Port-based Modelling of Multidomain Systems 145

;JAL=JA9 >GJ L@= K=D=;LAGF G> :9KA; H@=FGE=F9 L@9L E9Q <=L=JEAF= L@= J=D=N9FL
:=@9NAGJ G> =9;@ G> L@= >MF;LAGF9D GJ L9F?A:D= ;GEHGF=FLK K <AK;MKK=<
=9JDA=J L@= KLJM;LMJ=< K=L G> H@QKA;9D -97:98/8>= L@9L ;GFKLALML=K 9 EG<=D
@9K LG := >MJL@=J 9:KLJ9;L=< AFLG 9 ;GF;=HLM9DDQ AFL=J;GFF=;L=< K=L G> :9KA;
:=@9NAGJK DAC= KLGJ9?= LJ9FK>GJE9LAGF =L; L@9L OADD := <AK;MKK=< AF EGJ=
<=L9AD D9L=J AF L@= >GJE G> A<=9D =D=E=FLK K=;LAGF 
 &L OADD LMJF GML L@9L
L@AK HJG;=KK E9Q := KMHHGJL=< :Q L@= MK= G> EMDLAHGJL ?=F=J9DAR9LAGFK G> L@=
EGKL :9KA; ;GF;=HLM9D =D=E=FLK AF H9JLA;MD9J A> L@= J=D=N9FL H@=FGE=F9 L9C=
HD9;= AF N9JAGMK H@QKA;9D <GE9AFK /M;@ KQKL=EK 9J= ;9DD=< 8EMDLA<GE9AF
8EMDLA<AK;AHDAF9JQ 8EMDLAH@QKA;K 8E=;@9LJGFA; =L;
 ;D=9J <AKLAF;LAGF AK J=IMAJ=< :=LO==F AFL=F<=< :=@9NAGJ 9F< J=9DAR=<
:=@9NAGJ O@=J= AFL=F<=< :=@9NAGJ AK 9F9DQR=< :Q >MF;LAGF9D EG<=DAF? <MJ
AF? <=KA?F O@AD= <MJAF? <=KA?F =N9DM9LAGF 9K O=DD 9K <MJAF? LJGM:D=K@GGLAF?
L@= :=@9NAGJ L@9L OADD := GJ AK 9;LM9DDQ J=9DAR=< K@GMD< := 9F9DQR=< :Q H@QK
A;9D EG<=DAF? G> 9DD J=9DAR=< 9KH=;LK AF GL@=J OGJ<K AF;DM<AF? L@= MF<=KAJ=<
:=@9NAGJK >JGE 9 >MF;LAGF9D HGAFL G> NA=O &L ;9F := G>L=F G:K=JN=< <MJAF?
LJGM:D=K@GGLAF? L@9L L@= >MF;LAGF9D EG<=DK L@9L K=JN=< L@=AJ HMJHGK= O=DD
AF L@= <=KA?F H@9K= >9AD LG HJGNA<= L@= J=IMAJ=< AFKA?@L >GJ LJGM:D=K@GGLAF?
0@AK E=9FK L@9L O@=F 9 <=KA?F=J AK AFNGDN=< AF =AL@=J ;GF;=HL N9DA<9LAGF GJ
LJGM:D=K@GGLAF? @= @9K LG E9C= L@= <A;MDL KL=H G> J=<M;AF? L@= HJAGJALQ G>
O@9L @= =FNAKAGF=< GF 9 >MF;LAGF9D :9KAK O@AD= LJQAF? LG ;9HLMJ= 9DD H@QKA;9D
:=@9NAGJK LG :=
9;LM9DDQ J=9DAR=< =N=F O@=F L@=J= AK FG <AJ=;L DAFC OAL@
L@= AFL=F<=< >MF;LAGF *9CAF? 9 ;D=9J K=H9J9LAGF :=LO==F >MF;LAGF9D EG<
=DAF? 9F< H@QKA;9D EG<=DAF? KMHHGJLK L@AK KL=H ;GFKA<=J9:DQ #GJ AFKL9F;=
AF E9FQ ;9K=K E=;@9FAKEK 9J= <=KA?F=< GF L@= :9KAK G> L@=AJ ;GF?MJ9LAGF
HJGH=JLA=K AF GJ<=J LG ?=F=J9L= 9 KH=;A; KH9LA9D H9L@ %GO=N=J AF 9F9DQR
AF? ALK :=@9NAGJ AF LAE= L@= E9KK 9F< =PA:ADALQ G> ALK ;GFKLALMLAF? H9JLK
;9F G>L=F FGL := F=?D=;L=<

      



&F L@AK K=;LAGF 9 KH=;A9D >G;MK G> L@= HGJL:9K=< 9HHJG9;@ LG EG<=DAF? AK
HML GF KLJM;LMJ=< KQKL=EK A= KQKL=EK L@9L ;9F := K==F 9K 9 K=L G> H@QK
A;9D 9F<GJ >MF;LAGF9D ;GEHGF=FLK AF 9 KLJM;LMJ= (=Q =D=E=FL G> KM;@ 9
KLJM;LMJ= AK L@9L AL J=HJ=K=FLK L@= J=D9LAGFK :=LO==F L@= ;GFKLALMLAF? H9JLK
GJ KM:KQKL=EK K L@=K= J=D9LAGFK 9J= :AD9L=J9D L@= NAJLM9D
8HGAFLK O@=J=
L@=K= J=D9LAGFK ;9F := 89LL9;@=< LG 9 KM:KQKL=E @9N= 9 :AD9L=J9D F9LMJ=
LGG L@= :9<>= &F GL@=J OGJ<K L@= J=D9LAGFK AFL=J;GFF=;L KM:KQKL=EK AFLG
9 KQKL=E NA9 L@= HGJLK G> L@= KM:KQKL=EK 0@= HJGH=JLA=K G> HGJLK J=D9L=<
LG :=@9NAGJ AF L=JEK G> ;D9KKA;9D H@QKA;K 9J= <AK;MKK=< 9K O=DD 9K L@= :9KA;
146 P. C. Breedveld

;GF;=HLK L@9L 9J= J=IMAJ=< LG <=K;JA:= L@= KM:KQKL=E :=@9NAGJ =>+>/ 9F<
-2+81/ G> KL9L=
 &F ;GFLJ9KL OAL@ <GE9AFKH=;A; KAEMDL9F=GMK J=HJ=K=F
L9LAGFK DAC= >J==:G<Q <A9?J9EK L@= 9F9DQKAK G> L@= EG<=D AF L@= HGJL:9K=<
9HHJG9;@ AK FGL :9K=< GF L=9JAF? L@= KLJM;LMJ= 9H9JL 9F< H=J>GJEAF? DG;9D
9F9DQK=K L@= KLJM;LMJ9D =D=E=FLK 9J= ;GFKA<=J=< KM:KQKL=EK FG<=K G> 9
?J9H@
9K O=DD 9F< ;9DD=< 4?8->398= ;> K=;LAGF 

3AL@AF L@= ;GFL=PL G> <QF9EA; KQKL=EK O@=J= L@= ;GJ= G> L@= <QF9EA;K
ALK=D> DA=K AF L@= HJG;=KK G> 8KLGJ9?= L@= LOG J=D=N9FL IM9FLALA=K GJ N9JA9:D=K
AF 9 :AD9L=J9D J=D9LAGF <AK;MKK=< D9L=J AF L@AK K=;LAGF 9J= KLJGF?DQ J=D9L=<
LG L@= ;GF;=HL G> =IMADA:JAME L@= :9D9F;= :=LO==F LOG H9JLK AF O@A;@ 9
DG;9DDQ
;GFK=JN=< IM9FLALQ GJ KG;9DD=< =PL=FKAN= KL9L= ;9F := KLGJ=< DAC=
9F?MD9J
EGE=FLME ;@9J?= E9?F=LA; MP DAFC9?=
E9LL=J =FLJGHQ =L;
L@=Q ;9F =AL@=J /=>+,63=2 L@= =IMADA:JAME :Q ;@9F?AF? L@= KLGJ=< IM9FLALQ
8=IMADA:JAME =KL9:DAK@AF? N9JA9:D= GJ 8J9L= G> ;@9F?= G> =PL=FKAN= KL9L=

DAC= =D=;LJA; ;MJJ=FL GO G> E9LL=J =L; GJ L@=Q ./>/<738/ L@= =IMADA:
JAME :Q >GJEAF? 9 :9D9F;= AF<=H=F<=FL G> L@= =PL=FL G> L@= ;GEEMFA;9LAF?
H9JLK 8=IMADA:JAME <=L=JEAFAF? N9JA9:D= GJ 8AFL=FKAN= KL9L=
DAC= NGDL9?=
L=EH=J9LMJ= =L; #GJ =P9EHD= AF ;9K= G> <AMKAGF HJG;=KK=K L@= GOK G>
E9LL=J G> L@= H9JLA;AH9LAF? KH=;A=K 9J= L@= =IMADA:JAME=KL9:DAK@AF? N9JA9:D=K
;9DD=< ?=F=J9DAR=< MP=K AF FGF=IMADA:JAME L@=JEG<QF9EA;K
L@9L :=;GE=
R=JG O@=F L@= =IMADA:JAME AK J=9;@=< 0@= ;GF;=FLJ9LAGFK G> L@= H9JLA;A
H9LAF? KH=;A=K 9J= L@= =IMADA:JAME<=L=JEAFAF? N9JA9:D=K ;9DD=< ?=F=J9DAR=<
>GJ;=K AF FGF=IMADA:JAME L@=JEG<QF9EA;K
L@9L :=;GE= =IM9D R=JG <A=J
=F;= GJ ?J9<A=FL
O@=F =IMADA:JAME AK J=9;@=<
0@= ;GFBM?9LAGF :=LO==F L@=K= LOG LQH=K G> N9JA9:D=K L@9L ;@9J9;L=JAR=
9 HGJL AK ;9DD=< .C8+73- -984?1+>398 !AMKAGF H@=FGE=F9 9J= ;GEEGFDQ
KLM<A=< 9L ;GFKL9FL HJ=KKMJ= 9F< L=EH=J9LMJ= L@MK 9DDGOAF? =F=J?Q =P
;@9F?= OAL@ L@= =FNAJGFE=FL L@9L AK FGL ;GFKA<=J=< J=D=N9FL >GJ L@= <QF9E
A;K G> L@= <AMKAGF HJG;=KK %GO=N=J 9K KGGF 9K KM;@ 9KKMEHLAGFK ;9FFGL
:= E9<= 9F< EGJ= L@9F GF= <GE9AF A= LQH= G> ;GFK=JN=< IM9FLALQ
F==<K
LG := ;GFKA<=J=< L@= =F=J?Q :GGCC==HAF? :=;GE=K 9F AEHGJL9FL E=9FK >GJ
;GFKAKL=FL EG<=DAF? 9F< L@= <QF9EA; ;GFBM?9LAGF @9K LG := >MJL@=J ;GF
KLJ9AF=< LG :9A/< -984?1+>398 AF L@= K=FK= L@9L L@= J=D9LAGF :=LO==F LOG
HGJLK L@9L <QF9EA;9DDQ AFL=J9;L <=K;JA:=K L@= HGO=J AF GL@=J OGJ<K L@=
=F=J?Q =P;@9F?= DAFC=< LG L@= J=D9LAGF :=LO==F LOG ;GFF=;L=< :9A/< :9<>=
AF L@= K=IM=D 8HGJL OADD J=>=J LG 9 8HGO=J HGJL MFD=KK GL@=JOAK= AF<A;9L=<

&F GL@=J OGJ<K L@= HGO=J G> 9 HGJL @9K LG := 9 >MF;LAGF G> L@= LOG HGO=J
;GFBM?9L=< N9JA9:D=K 0@= K@9H= G> L@AK >MF;LAGF AK FGL <A;L9L=< :Q F9
LMJ= :ML 9 ;GEEGF ;@GA;= AK L@9L L@= :<9.?-> G> L@= LOG HGO=J;GFBM?9L=
N9JA9:D=K >GJEK L@= HGO=J G> L@= AFL=J;GFF=;LAGF :=LO==F LOG HGO=J HGJLK
;9DD=< ,98. 0@AK AK 9 F9LMJ9D ;GFK=IM=F;= G> L@= E9L@=E9LA;9D HJGH=JLQ
Port-based Modelling of Multidomain Systems 147

1/=:-  3GJ< :GF< ?J9H@ G> 9 HMEH <JAN=F :Q 9 ! EGLGJ

L@9L 9 ;@9F?= G> =F=J?Q  :=AF? 9 >MF;LAGF G> GF= GJ EGJ= KLGJ=< IM9FLALA=K
* 
 *   *   *


;9F := OJALL=F 9K L@= AFF=J HJG<M;L G> L@= H9JLA9D <=JAN9LAN=K OAL@ J=KH=;L
LG L@= KLGJ=< IM9FLALA=K 9F< L@= ;@9F?=K G> L@GK= KLGJ=< IM9FLALA=K



< *   *   *
 <* 

 

*

!GE9AF<=H=F<=FL =P9EHD=K G> HGO=J ;GFBM?9L= N9JA9:D=K 9J= NGDL9?= 9F<


;MJJ=FL >GJ;= 9F< N=DG;ALQ HJ=KKMJ= 9F< NGDME= GO L=EH=J9LMJ= 9F< =F
LJGHQ GO =L; 0@= <GE9AFAF<=H=F<=FL L=JEAFGDG?Q >GJ L@= =IMADA:JAME
<=L=JEAFAF? N9JA9:D= AK 8=GJL 9F< 8GO AK MK=< >GJ L@= =IMADA:JAME=KL9:DAK@
AF? N9JA9:D= &F ;9K= G> ;GEEGF HGO=J
:GF<K L@= HJG<M;L G> =GJL 9F<
GO AK 9KKME=< LG J=HJ=K=FL L@= HGO=J AF ;9K= G> HK=M<G :GF<K =GJL 9F<
GO E9Q := J=D9L=< LG L@= HGO=J AF 9FGL@=J E9FF=J #GJ AFKL9F;= AF ;9K=
G> L@= ;GEEGF N9JA9:D=K MK=< LG EG<=D L@=JE9D :=@9NAGJ NAR L=EH=J9LMJ=
9F< @=9L GO L@= @=9L GO ALK=D> AK L@= L@=JE9D
HGO=J 9DJ=9<Q %GO=N=J
AL GFDQ J=HJ=K=FLK 9 J9L= G> ;@9F?= G> L@= KLGJ=< =F=J?Q 9K DGF? 9K L@= <QF9E
A;K G> GL@=J <GE9AFK HD9Q FG JGD= GL@=JOAK= L@= 9EGMFL G> @=9L ;9FFGL HD9Q
L@= JGD= G> 9 HJGH=J KL9L= N9JA9:D= 9K <AK;MKK=< 9L D=F?L@ AF E9FQ AFLJG<M;
LAGFK LG L@=JEG<QF9EA;K =? 9DD=F 
 #A?MJ=  <=EGFKLJ9L=K @GO
KH=;A; >MF;LAGF9D GJ E9L=JA9D H9JLK G> 9F 9;LM9D KQKL=E ;9F := J=HJ=K=FL=<
AF L@= >GJE G> KM:EG<=DK :Q 9 K@GJL L=PL =F;DGK=< :Q KGE= ;DGK=< DAF= 9F<
A<=FLA>QAF? L@=E AF 9F AFKA?@L>MD O9Q G>L=F 9F =DDAHK= AK MK=< LG <AKLAF?MAK@
L@=E >JGE L@= ;GEEGF 8:DG;CK G> 9 :DG;C <A9?J9E G> O@A;@ L@= AFL=J>9;=
;GFKAKLK G> AFHMLK 9F< GMLHMLK 9F< O@=J= L@= :DG;CK L@=EK=DN=K J=HJ=K=FL
E9L@=E9LA;9D GH=J9LAGFK
 0@=K= =DDAHK=K >GJE L@= FG<=K G> 9 ?J9H@A;9D J=H
J=K=FL9LAGF 9 KG;9DD=< A9<. ,98. 1<+:2 G> O@A;@ L@= =<?=K J=HJ=K=FL L@=
KG;9DD=< ,98. = :=LO==F L@= HGJLK G> L@=K= KM:KQKL=EK -9QFL=J 
 0@=
OGJ< :GF< ?J9H@ ;9F := K==F 9K L@= @A?@=KL D=N=D HGJL:9K=< <=K;JAHLAGF G>
9 <QF9EA; EG<=D ;DGK= LG L@= >MF;LAGF9D 9F< KLJM;LMJ9D D=N=D 0@= <AJ=;
LAGF G> L@= =<?=K AF L@= >GJE G> L@= 2+60+<<9A L@9L AK LQHA;9D >GJ 9 :GF<
J=HJ=K=FLK L@= HGKALAN= GJA=FL9LAGF G> :GL@ GO 9F< HGO=J J=D9L=< LG L@9L
:GF<
148 P. C. Breedveld

1/=:-  9MK9D KLJGC=

FGL@=J 9KH=;L L@9L ;9F := 9<<=< LG 9 :GF< AK ALK KG;9DD=< ;9MK9D KLJGC=
9 DALLD= KLJGC= 9LL9;@=< LG GF= =F< G> L@= :GF< 9F< H=JH=F<A;MD9J LG AL &L
J=HJ=K=FLK L@= ;GEHML9LAGF9D <AJ=;LAGF GJ -97:?>+>398+6 -+?=+63>C O@=F
;@GK=F
G> L@= =GJL KA?F9D 9F< L@MK 9DKG L@= ;GEHML9LAGF9D <AJ=;LAGF G>
L@= GO KA?F9D 9K L@= KA?F9DK G> L@= LOG ;GFBM?9L= N9JA9:D=K 9J= GHHGKAL= :Q
<=FALAGF #A?MJ= 


  
.=9<=JK O@G @9N= :==F =PHGK=< HJ=NAGMKDQ LG 9F9DG? EG<=DK 9F< L@= :GF<
?J9H@ FGL9LAGF AF H9JLA;MD9J 9J= O9JF=< L@9L E9FQ AFLJG<M;LAGFK KL9JL >JGE
L@= EAK;GF;=HLAGF L@9L 9F9DG?A=K 9J= E=J=DQ :9K=< GF KAEAD9JALQ G> L@= MF
<=JDQAF? <A=J=FLA9D =IM9LAGFK &F L@AK LJ=9LAK= L@AK AK ;GFKA<=J=< 9F =P;@9F?=
G> ;9MK= 9F< ==;L 0@= 9;LM9D KGMJ;= G> 9F9DG?A=K L@9L D=9< LG L@= <GE9AF
AF<=H=F<=F;= G> :GL@ <A=J=FLA9D =IM9LAGFK 9F< :GF< ?J9H@ FGL9LAGF AK L@=
E=J= >9;L L@9L AF @ME9F J=9KGFAF? 9:GML <QF9EA; :=@9NAGJ GFDQ 9 J9L@=J
DAEAL=< K=L G> =D=E=FL9JQ ;GF;=HLK AK =PHDGAL=< 0@AK K=L G> A<=9D ;GF;=HLK AK
;@GK=F 9K L@= :9;C:GF= G> K=;LAGF  9F< ;GJJ=KHGF<K <AJ=;LDQ LG L@= :GF<
?J9H@ KQE:GDAKE &F K=;LAGF  AL AK K@GOF @GO L@= ;GF;=HL G> ;GEHML9
LAGF9D ;9MK9DALQ L@9L 9M?E=FLK L@= J=HJ=K=FL9LAGF G> L@= H@QKA;9D KLJM;LMJ=
:Q 9 :GF< ?J9H@ OAL@ 9 J=HJ=K=FL9LAGF G> L@= ;GEHML9LAGF9D KLJM;LMJ= D=9<K
LG L@= >GJEMD9LAGF G> 9 ;GEHML9:D= EAP=< K=L G> <A=J=FLA9D 9F< 9D?=:J9A;
=IM9LAGFK
&F EG<=DK L@9L 9J= KGDN=< 9F9DQLA;9DDQ AL AK ;GEEGFDQ HJ=>=J9:D= LG =DAE
AF9L= L@= 9D?=:J9A; =IM9LAGFK 9K EM;@ 9K HGKKA:D= 9K GFDQ L@= KLJM;LMJ= G>
L@= <A=J=FLA9D =IM9LAGFK <=L=JEAF=K L@= F9LMJ= G> L@= <=K;JA:=< :=@9NAGJ
&F E9L@=E9LA;K L@AK AK G>L=F L9C=F GF= KL=H >MJL@=J :Q K;9DAF? GJ FGJE9DARAF?
L@= N9JA9:D=K KGE=LAE=K ;9DD=< 8DA>LAF?
O@A;@ L9C=K L@= EG<=D 9 KL=H >MJ
L@=J 9O9Q >JGE ALK H@QKA;9D AFL=JHJ=L9LAGF &F L@= <9QK G> 9F9DG? ;GEHMLAF?
K;9DAF? 9F< J=<M;LAGF LG 9 EAFAE9D >GJE O9K 9 F=;=KKALQ 9F< AF L@= =9JDQ
<9QK G> <A?AL9D ;GEHMLAF? 8KMH=JMGMK ;GEHML9LAGFK O=J= LG := 9NGA<=<
<M= LG L@= @9J<O9J= DAEAL9LAGFK %GO=N=J L@= 9D?=:J9A; H9JL <=K;JA:=K
L@= ;GF;=HLM9D
AFL=J;GFF=;LAGF KLJM;LMJ= 9F< E9AFL9AFAF? L@AK EG<=D AF
>GJE9LAGF H9JLA;MD9JDQ AF 9 ?J9H@A;9D J=HJ=K=FL9LAGF 9DDGOK J9HA< EG<=D
Port-based Modelling of Multidomain Systems 149

EG<A;9LAGF IMA;C AFL=JHJ=L9LAGF G> KAEMD9LAGF J=KMDLK 9F< L@MK =F@9F;=K


AFKA?@L AF H9JLA;MD9J A> L@= N9JA9:D=K ;GFLAFM= LG J=HJ=K=FL ;GEEGF H@QKA
;9D ;GF;=HLK !M= LG L@= AF;J=9K= G> ;GEHML9LAGF9D HGO=J 9F< JG:MKLF=KK
G> EG<=JF ;GEHMLAF? E9AFL9AFAF? L@AK AF>GJE9LAGF L@9L AK FGL =KK=FLA9D >GJ
KGDNAF? L@= <QF9EA;K AK D=KK ;GKLDQ AF H9JLA;MD9J <M= LG 9MLGE9LA; KQE:GDA;
E9FAHMD9LAGF
/L9JLAF? >JGE L@= OGJ< :GF< ?J9H@ L@AK K=;LAGF =PHD9AFK L@= :9KA; KLJM;
LMJ= G> 9 :GF< ?J9H@ 9F< L@= EGKL AEHGJL9FL K=E9FLA;K 9F< ?J9EE9J G>
L@AK ?J9H@A;9D D9F?M9?=


88-):)6+-
0@= E9L@=E9LA;9D KLJM;LMJ= G> 9 OGJ< :GF< ?J9H@ AK L@9L G> 9 D9:=D=<
<AJ=;L=< ?J9H@ GJ <A?J9H@ G> O@A;@ L@= <AJ=;L=< =<?=K 9J= L@= :GF<K OAL@
L@=AJ GJA=FL9LAGF @9D>9JJGOK
9F< G> O@A;@ L@= D9:=D=< FG<=K =DDAHK=K OAL@
L=PL
J=HJ=K=FL L@= KM:KQKL=EK ;@9J9;L=JAR=< :Q KGE= >MF;LAGF9D
<=K;JAH
LAGF #A?MJ= 
 0@= LJ9FKALAGF LG 9 J=?MD9J :GF< ?J9H@ AK J=D9LAN=DQ KAEHD=
:9KA; :=@9NAGJK OAL@ J=KH=;L LG =F=J?Q 9J= J=HJ=K=FL=< :Q 9 EF=EGFA; ;G<=
9;JGFQE
;GFKAKLAF? G> MH LG 9 >=O ;9HAL9D D=LL=JK &F L@AK ;@9HL=J L@=K=
:9KA; :=@9NAGJK OADD := <AK;MKK=< 9L <A=J=FL D=N=DK O@A;@ D=9< LG <A=J
=FL ;9L=?GJAR9LAGFK %GO=N=J L@= C=Q =D=E=FL9JQ :=@9NAGJK G> E9;JGK;GHA;
H@QKA;K NAR -98=/<@+>398 AF >9;L =PHJ=KKAF? L@= F==< >GJ 9FQ MK=>MD EG<=D
LG K9LAK>Q >37/ ><+8=6+>398 =C77/><C
9F< :9=3>3@/ /8><9:C :<9.?->398 =P
HJ=KKAF? L@= F==< >GJ EGKL E9;JGK;GHA; EG<=DK LG K9LAK>Q >37/ <//->398
+=C77/><C AF GL@=J OGJ<K L@= 89JJGO G> LAE=
OADD HD9Q 9 C=Q JGD= 9L 9DD
LAE=K

 4-5-6<):A *-0)>17:;
$<7:)/- 3= KL9JL OAL@ 9 :GLLGEMH <AK;MKKAGF L@9L 9KKA?FK 9DD J=N=JKA:D=
KLGJ9?= LG L@GK= FG<=K G> L@= ?J9H@ L@9L 9J= ;9DD=< KLGJ9?= =D=E=FLK +GL=
L@9L L@= 9<B=;LAN= 8J=N=JKA:D= AK AF >9;L 9 L9MLGDG?Q O@=F A<=FLA>QAF? L@AK
A<=9D HJG;=KK 9F< OADD := GEALL=< AF L@= K=IM=D &F HJAF;AHD= L@=K= KLGJ9?=
FG<=K E9Q @9N= 9F 9J:ALJ9JQ FME:=J G> HGJLK 9F< 9J= ;9DD=< EMDLAHGJL KLGJ
9?= =D=E=FLK AF L@9L ?=F=JA; ;9K= #GJ J=9KGFK G> KAEHDA;ALQ L@= GF=HGJL
N=JKAGF OADD := <=K;JA:=< JKL 0@= KLGJ9?= =D=E=FL GJ ;9H9;ALAN= =D=E=FL
KLGJ=K 9 KH=;A; DG;9DDQ
;GFK=JN=< IM9FLALQ L@9L :Q <=FALAGF AK =PL=F
KAN= AF F9LMJ= A= AL AK HJGHGJLAGF9D LG L@= KH9LA9D 9F<GJ E9L=JA9D =PL=FL G>
L@= G:B=;L LG := EG<=D=< "P9EHD=K 9J= =D=;LJA; ;@9J?= 9EGMFL G> EGD=K
=FLJGHQ EGE=FLME E9?F=LA; MP DAFC9?=
=L; /GE= G> L@=K= IM9FLA
LA=K DAC= ;@9J?= 9F< EGE=FLME 9J= 9DKG ?DG:9DDQ ;GFK=JN=< :ML GL@=JK
DAC= =FLJGHQ =D9KLA; <AKHD9;=E=FL 9F< MP DAFC9?= 9J= FGL /M;@ 9 DG;9DDQ
150 P. C. Breedveld

;GFK=JN=< IM9FLALQ ; AK :Q <=FALAGF 9 KL9L= N9JA9:D= AF L@= K=FK= L@9L ALK


;Q;DA; AFL=?J9D AK R=JG 
<*   

O@A;@ E=9FK L@9L AL <=K;JA:=K L@= KL9L= G> L@= KQKL=E AF 9 MFAIM= O9Q
AF<=H=F<=FL G> L@= @AKLGJQ G> L@= KQKL=E ,F= ;GMD< 9DKG K9Q L@9L L@=
@AKLGJQ G> L@= KQKL=E AF MFAIM=DQ J==;L=< AF ALK ;MJJ=FL KL9L= AF GL@=J
OGJ<K L@= KL9L=K ;9F := ;GFKA<=J=< L@= 8E=EGJQ G> L@= KQKL=E
0@= DG;9DDQ ;GFK=JN=< IM9FLALQ 9DKG <=L=JEAF=K L@= F9LMJ= G> L@= KG
;9DD=< 8H@QKA;9D <GE9AF 9F< OADD J=IMAJ= KGE= J=>=J=F;= N9DM= 0@= HJG;=KK
G> KLGJ9?= G> KM;@ 9 DG;9DDQ ;GFK=JN=< IM9FLALQ ;9F := J=HJ=K=FL=< :Q L@=
LAE= AFL=?J9D G> ALK J9L= G> ;@9F?= O@A;@ AK L@= 9DJ=9<Q A<=FLA=< =IMADA:JAME
=KL9:DAK@AF? N9JA9:D= GJ GO N9JA9:D= 0 

! ! !
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!  ! !

9F< O@=J= ; >


S ; 
AK L@= AF;J=9K= G> L@= KLGJ=< IM9FLALQ AF 9 LAE= AFL=JN9D
- -  )9L=J AL AK K@GOF L@9L L@= HGO=J>MD SAF H9JLA;MD9J AF L@= ;GF;=HLM9D
EG<=DAF? H@9K=S >=9LMJ= G> L@= J=D9LAGF G> L@= =GJL 9F< GO N9JA9:D=K OAL@
L@= ;GF;=HL G> =IMADA:JAME AK ;GEEGFDQ DGKL <M= LG 9 KQEE=LJAR9LAGF G>
L@= JGD= G> L@= HGO=J ;GFBM?9L= N9JA9:D=K %GO=N=J L@= ;GF;=HL G> L@=
KQEHD=;LA; ?QJ9LGJ LG := <AK;MKK=< D9L=J 9DDGOK 9F 9DL=JF9LAN= 9HHJG9;@
L@9L E9AFL9AFK L@AK 9KQEE=LJQ 9F< ;9F := ;GFN=JL=< AFLG L@= LJ9<ALAGF9D
>GJE
&F<=H=F<=FL G> L@= <GE9AF L@= KLGJ9?= =D=E=FL AK J=HJ=K=FL=< :Q L@=
D9:=D  L@9L KL9F<K >GJ 8-+:+-3>9<  0@= ;GFBM?9L= =GJL GJ =IMADA:JAME
<=L=JEAFAF? N9JA9:D= @9K LG := 9F AFL=FKAN= KL9L= A= 9 KL9L= L@9L AK AF<=
H=F<=FL G> L@= =PL=FL G> L@= <=K;JA:=< KQKL=E 9K =IMADA:JAME :=LO==F LOG
KQKL=EK <G=K FGL <=H=F< GF L@=AJ AF<ANA<M9D =PL=FLK ,:NAGMKDQ AFL=FKAN=
KL9L=K 9J= J=D9L=< LG L@= =PL=FKAN= KL9L=K &F ;9K= G> H@QKA;9D HJGH=JLA=K OAL@
9 KH9LA9D GJA=FL9LAGF DAC= >GJ;= =D=;LJA;9D ;MJJ=FL =L; AL AK ;D=9J L@9L L@=
;GF;=HL G> =PL=FL @9K LG := J=D9L=< LG L@= F9LMJ= G> L@= KH9LA9D <=H=F<=F;=
G> L@= H@QKA;9D IM9FLALQ KG L@= JGD= G> L@= AFL=FKALQ AK HD9Q=< :Q L@= DAF=9J
N=;LGJ 9F< L@= JGD= G> L@= =PL=FKALQ :Q L@= 9PA9D N=;LGJ 3AL@GML ?GAF? AF
EGJ= <=L9AD AL AK FGL=< L@9L L@AK ;J=9L=K 9F 9<<ALAGF9D ;GFKLJ9AFL GF @GO
L@=K= N=;LGJA9D =PL=FKALA=K ;9F := ;GE:AF=< AF ;9K= G> =IMADA:JAME
0@= J=D9LAGF :=LO==F L@= AFL=FKAN= KL9L= 9F< =PL=FKAN= KL9L= AK <=K;JA:=<
:Q L@= -98=>3>?>3@/ </6+>398 G> L@= LQH= =D=E=FL O@A;@ <=H=F<K :GL@ GF
;GFKLALMLAF? E9LL=J 9F< ?=GE=LJQ &F L@= ;GEEGF DAF=9J HGJL ;9K= L@=
Port-based Modelling of Multidomain Systems 151

;GFKLALMLAN= J=D9LAGF J=<M;=K LG 9 HJGHGJLAGF9DALQ ;GFKL9FL =? L@= KHJAF?


;GFKL9FL AF %GGC=K D9O ALK AFN=JK= AK ;9DD=< ;GEHDA9F;=
&F L@= ?=F=JA; >GJE G> L@= DAF=9J ;GFKLALMLAN= J=D9LAGF G> 9 HGJL 
 ! 

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L@= AFN=JK= G> L@AK HJGHGJLAGF9DALQ ;GFKL9FL AK ;9DD=< L@= -+:+-3>+8-/ 


O@A;@ 9K 9 F9LMJ9D ;GFK=IM=F;= G> L@= 9:GN= <AK;MKKAGF K@GMD< := =P
L=FKAN= AF F9LMJ= "P9EHD=K 9J= L@= -9H9;AL9F;= G> 9F =D=;LJA; ;9H9;ALGJ
L@= -GEHDA9F;= G> 9 KHJAF? =L; /M;@ ;GFKLALMLAN= H9J9E=L=JK 9DKG AF L@=
FGFDAF=9J ;9K=
9J= 9DO9QK <=H=F<=FL GF E9L=JA9D H9J9E=L=JK L@9L 9J= FGL J=
D9L=< LG L@= =PL=FL DAC= E9KK <=FKALQ 9F< ?=GE=LJA; H9J9E=L=JK DAC= D=F?L@
OA<L@ 9F< @=A?@L L@9L 9J= :Q <=FALAGF J=D9L=< LG L@= KH9LA9D =PL=FL /GE=
LAE=K L@=Q 9DKG ;GFL9AF ?DG:9D F9LMJ9D ;GFKL9FLK /GE=LAE=K L@= KH9LA9D
=PL=FL AK ;GE:AF=< OAL@ L@= E9KK <=FKALQ AFLG 9 E9L=JA9D =PL=FL =PHJ=KK=<
AF 9EGMFL G> EGD=K GJ AF CADG?J9E
#GJ =P9EHD= 9F =D=;LJA; 9LHD9L= ;9H9;ALGJ G> O@A;@ >JAF?AF? 9F< DGKK=K
;9F := F=?D=;L=< ;9F := <=K;JA:=< :Q 9 DAF=9J ;GFKLALMLAN= J=D9LAGF
 ! 
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O@=J= L@= ;9H9;AL9F;= AK     HD9L= 9J=9


9F< . <AKL9F;= :=LO==F
HD9L=K
9J= ?=GE=LJA;9D H9J9E=L=JK  J=D9LAN= H=JEALLANALQ GJ <A=D=;LJA;
;GFKL9FL
AK L@= E9L=JA9D H9J9E=L=J 9F< L@= ?DG:9D F9LMJ9D ;GFKL9FL AK 
H=JEALLANALQ

FGL@=J =P9EHD= G> 9 DAF=9J KLGJ9?= =D=E=FL AK 9F A<=9D FGFJ=D9LANAKLA;
E9KK 7 HJG<M;L G> E9KK <=FKALQ  9F< NGDME= (
KLGJAF? EGE=FLME :
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DL@GM?@ L@= 9KKG;A9LAGF OAL@ 9 ;9H9;AL9F;= E9Q K==E KGE=O@9L 9OCO9J<


9L JKL KA?@L AL AK =EH@9KAR=< L@9L KG >9J GFDQ GF= LQH= G> KLGJ9?= @9K :==F
A<=FLA=< GF L@= :9KAK G> L@= 9KQEE=LJA; JGD= G> =GJL 9F< GO 0@= CAF=LA;
=IMADA:JAME <=L=JEAFAF? N9JA9:D= CAF=LA; =GJL
AK L@= N=DG;ALQ @ O@AD= L@=
=IMADA:JAME =KL9:DAK@AF? N9JA9:D= AK L@= J9L= G> ;@9F?= G> EGE=FLME CA
F=LA; GO
GJ F=L >GJ;=  0@= J=KMDLAF? H9J9<GP OAL@ ;GEEGF EG<=DAF?
9HHJG9;@=K L@9L LJ=9L 9 >GJ;= 9K 9F =GJL 9F< 9 N=DG;ALQ 9K 9 GO OADD :=
J=KGDN=< D9L=J
152 P. C. Breedveld

6>1:765-6< ;7=:+-; *7=6,):A +76,1<176; +76;<:)16<; &> L@=


KQKL=E LG := EG<=D=< ;9FFGL := AKGD9L=< AF 9F =F=J?=LA; K=FK= >JGE L@=
J=KL G> L@= OGJD< ALK KG;9DD=< =FNAJGFE=FL L@AK =FNAJGFE=FL K@GMD< 8KLGJ=
LGG 9K L@AK 9DDGOK =P;@9F?= G> L@= KLGJ=< ;GFK=JN=< IM9FLALQ OAL@ L@AK =F
NAJGFE=FL %GO=N=J L@= ;JAL=JAGF >GJ K=D=;LAF? L@= KQKL=E :GMF<9JQ L@9L
K=H9J9L=K L@= KQKL=E >JGE ALK =FNAJGFE=FL AK L@9L L@= =FNAJGFE=FL <G=K FGL
AFM=F;= L@= <QF9EA; ;@9J9;L=JAKLA; G> L@= KQKL=E &F GL@=J OGJ<K L@= AF
L=FKAN= KL9L= G> L@= =FNAJGFE=FL <G=K FGL <=H=F< GF ALK =PL=FKAN= KL9L= KM;@
L@9L L@= =PL=FL G> L@= =FNAJGFE=FL :=;GE=K AJJ=D=N9FL O@A;@ ;GAF;A<=K OAL@
L@= ;GEEGF MF<=JKL9F<AF? G> L@= ;GF;=HL G> 9F =FNAJGFE=FL 0@AK E=9FK
L@9L L@= AFL=FKAN= KL9L= GJ =GJL AK 9DKG AF<=H=F<=FL G> L@= J9L= G> ;@9F?=
G> ALK =PL=FKAN= KL9L= A= ALK ;GFBM?9L= GO 0@AK CAF< G> AEHGK=< AFL=F
KALQ 9L L@= :GMF<9JQ AK G>L=F ;9DD=< 9 =9?<-/ 9 -98=><+38> GJ 9 ,9?8.+<C
@+6?/ &F :GF< ?J9H@ L=JEAFGDG?Q KM;@ 9F =FNAJGFE=FL9D AFM=F;= :=;GE=K
9 =GMJ;= G> /GJL OAL@ 9;JGFQE $- +GL GFDQ >JGE 9 E9L@=E9LA;9D HGAFL
G> NA=O AL ;9F := ;GFKA<=J=< 9 LQH= =D=E=FL G> O@A;@ L@= ;9H9;AL9F;= @9K
:=;GE= AFFAL= KM;@ L@9L AL :=;GE=K AF<=H=F<=FL G> 9 ;@9F?= AF =PL=FL
9F< BMKL <=H=F<K GF ALK AFALA9D N9DM= GJ 8AFALA9D ;GF<ALAGF
:ML 9DKG >JGE 9
EG<=DAF? HGAFL G> NA=O KAF;= KLGJ9?= AF L@= =FNAJGFE=FL ;9F GFDQ := ;GF
KA<=J=< 9K KM;@ O@=F L@= ;9H9;AL9F;=K G> 9DD ;9H9;ALGJK AF L@= KQKL=E ALK=D>
9J= J=D9LAN=DQ KE9DD ;GEH9J=< LG L@= ;9H9;AL9F;= G> L@= =FNAJGFE=FL
0@= =F=J?Q G> 9 KQKL=E AK L@= KME G> 9DD H9JLA9D =F=J?A=K KLGJ=< AF L@=
;9H9;ALGJK &F GL@=J OGJ<K L@= =F=J?Q AK 9 KL9L= L@9L AK 9 >MF;LAGF G> 9DD
KLGJ=< IM9FLALA=K AF<=H=F<=FL =PL=FKAN= KL9L=K
9F< 9K KM;@ 9F =PL=FKAN=
KL9L= LGG /AF;= L@= =FNAJGFE=FL AK FGL J=D9L=< LG L@= =PL=FL L@= J=>=J=F;=
G> =9;@ ;GFK=JN=< KL9L= AK 9DKG E9<= 9L L@= AFL=FKAN= D=N=D 9F< ;9F := =A
L@=J 9:KGDML= GJ J=D9LAN= AF F9LMJ= >GJ AFKL9F;= L=EH=J9LMJ= 9F< HJ=KKMJ=
@9N= 9:KGDML= R=JG HGAFLK :ML NGDL9?= 9F< N=DG;ALQ L@= =GJL G> L@= CAF=LA;
<GE9AF
@9N= FG 9:KGDML= R=JG HGAFL
&F E9FQ ;9K=K L@=K= LQH=K G> :GMF<9JQ ;GF<ALAGFK NAR KGMJ;=K G> =GJL
9J= ;GE:AF=< OAL@ ;=JL9AF LQH=K G> LJ9FK<M;=JK L@9L 9J= ;GFKA<=J=< A<=9D AF
KM;@ 9 O9Q L@9L L@= ;GFKL9FL =GJL AEHGK=< LG L@= LJ9FK<M;=J A<=9D HMEH
GJ EGLGJ
AK LJ9FKD9L=< AFLG 9F AEHGK=< GO N9JA9:D= AF 9FGL@=J <GE9AF
/M;@ ;GE:AF9LAGFK G> =GJL KGMJ;=K OAL@ AFL=J<GE9AF LJ9FK<M;=JK 9J= ;9DD=<
GO KGMJ;=K OAL@ 9;JGFQE $. GL@ LQH=K G> KGMJ;=K ;9F 9DKG := <=DA:=J9L=DQ
9HHJGPAE9L=< :Q E=9FK G> =PL=JF9D =F=J?Q KMHHDQ 9F< >==<:9;C ;GFLJGD &F
L@GK= ;9K=K L@= ;GF;=HLM9D ;GFF=;LAGF LG KGE= 8AFFAL= KLGJ9?= :=;GE=K
EM;@ D=KK =DM;A<9LAF? ,F= EA?@L 9DKG K9Q L@9L L@= MK= G> >==<:9;C ;GFLJGD
9F< =PL=JF9D HGO=J KMHHDQ DA>LK L@= J=IMAJ=E=FL L@9L L@= =FNAJGFE=FL K@GMD<
:= AFFAL=DQ
D9J?= OAL@ J=KH=;L LG L@= KQKL=E LG := EG<=D=<
&F L@= <=?=F=J9L= ;9K= G> R=JGN9DM=< KGMJ;=K L@= HGO=J AK R=JG LGG 9DKG
Port-based Modelling of Multidomain Systems 153

;9DD=< !AJA;@D=L 9F< NGF +=ME9FF LQH= G> :GMF<9JQ ;GF<ALAGFK


O@A;@
E=9FK L@9L L@= EG<=D=< KQKL=E AK =F=J?=LA;9DDQ AKGD9L=< 9F< ALK =F=J?Q :=
;GE=K 9F AFN9JA9FL *9FQ 9F9DQK=K G> KQKL=EK <=K;JA:=< :Q H9JLA9D <A=J
=FLA9D =IM9LAGFK KM;@ 9K FAL==D=E=FL 9F9DQK=K
9J= AF HJAF;AHD= :9K=< GF
L@=K= CAF<K G> :GMF<9JQ ;GF<ALAGFK &> KM;@ EG<=DK 9J= ;GFKA<=J=< KM:EG<
=DK LG := ;GE:AF=< OAL@ GL@=J KM:EG<=DK L@= <=K;JAHLAGF G> L@AK AFL=J9;LAGF
AK FGL KLJ9A?@L>GJO9J< )A?L=JAFC J==<N=D< 9F< N9F <=J /;@9>L 


"7?-:+76<16=7=; ;<:=+<=:- +GO L@9L 9DD KLGJ9?= AF L@= KQKL=E LQH=


HGJLK
9F< AF L@= =FNAJGFE=FL $- 9F< $. LQH= HGJLK
@9K :==F <=K;JA:=<
L@= HJAF;AHD= G> =F=J?Q ;GFK=JN9LAGF E=9FK L@9L 9DD GL@=J ;GF;=HLM9D =D=
E=FLK AF L@= KQKL=E F==< LG := :9A/< -98>38?9?= 9;;GJ<AF?DQ &F GL@=J
OGJ<K L@=Q J=IMAJ= 9F AFKL9FL9F=GMK HGO=J :9D9F;= :=LO==F 9DD HGJLK
 
         

 

O@=J=    <=H=F<AF? GF L@= GJA=FL9LAGF G> L@= @9D> 9JJGO G> L@= ;GF
F=;LAF? :GF<
0@AK ;GF<ALAGF E=9FK L@9L 9DD GL@=J =D=E=FLK F==< LG @9N= 9L D=9KL LOG
HGJLK 0@AK K==EK 9 IMAL= MFF9LMJ9D ;GF;DMKAGF :=;9MK= EGKL J=9<=JK OADD
AEE=<A9L= L@AFC G> L@= J=KAKLGJ 9K 9 :9KA; GF=HGJL =D=E=FL &F GJ<=J LG
J=KGDN= L@AK H9J9<GP L@= A<=9D J=KAKLGJ AK LJ=9L=< JKL

#-;1;<7: &F<==< L@AK :9KA; J=KAKLAN= =D=E=FL AF ALK ?=F=J9D >GJE AK 9 LOG
HGJL 9F AJJ=N=JKA:D= LJ9FK<M;=J O@=J= GF= G> L@= HGJLK AK :Q <=FALAGF 9
L@=JE9D HGJL OAL@ L@= GO G> AJJ=N=JKA:DQ HJG<M;=< =FLJGHQ 9K ;GFBM?9L= GO
N9JA9:D= G> L@= L@=JE9D =GJL L@= L=EH=J9LMJ= %GO=N=J AF EGKL HJG:D=E
;GFL=PLK AL AK 37:63-3>6C 9KKME=< L@9L L@= L=EH=J9LMJ= N9JA9LAGFK ;9F :=
F=?D=;L=< 9L L@= LAE= K;9D= G> AFL=J=KL 0@AK E=9FK L@9L L@AK L@=JE9D HGJL
;9F := ;GFKA<=J=< LG := ;GFF=;L=< LG 9F =GJL KGMJ;= 9F< L@9L ALK ;GFBM?9L=
GO AK AJJ=D=N9FL >GJ L@= <QF9EA;K G> L@= KQKL=E &F >9;L L@AK AK 9DKG L@= ;9K=
>GJ L@= KLGJ9?= =D=E=FLK 9F< 9K OADD := =PHD9AF=< D9L=J AF EGJ= <=L9AD L@AK
E=9FK L@9L L@= KLGJ=< =F=J?Q AK J=HD9;=< :Q GF= G> ALK )=?=F<J= LJ9FK>GJEK
;> K=;LAGF 
L@= >J== =F=J?Q 9K 9 ?=F=J9LAF? >MF;LAGF G> L@= ;GFKLALMLAN=
J=D9LAGFK 0@= >J== =F=J?Q <G=K FGL K9LAK>Q 9 ;GFK=JN9LAGF HJAF;AHD= 9F< ;9F
L@MK := .3==3:+>/. :Q 9 GF= HGJL #=D=E=FL
*9FQ ;GFKLALMLAN= J=D9LAGFK G> L@=K= J=KAKLAN= =D=E=FLK DAC= ,@EK D9O AF
L@= =D=;LJA; ;9K= 9J= ;GFKA<=J=< DAF=9J 9D?=:J9A; J=D9LAGFK :=LO==F L@= LOG
;GFBM?9L= N9JA9:D=K G> L@= J=E9AFAF? HGJL

. "   

154 P. C. Breedveld

0@= HGO=J AFLG L@= =D=;LJA; HGJL AK L@= HJG<M;L G> =GJL 9F< GO NGDL9?= ?
9F< ;MJJ=FL 3 9F< AK ;GFKA<=J=< <AKKAH9L=< O@=F L@= 9:KGDML=
L=EH=J9LMJ=
& AK ;GFKA<=J=< ;GFKL9FL
.
  ."  "       


Q ;GFLJ9KL A> L@= L=EH=J9LMJ= ;9FFGL := ;GFKA<=J=< ;GFKL9FL L@= L@=JE9D
HGJL F==<K LG := =PHDA;ALDQ EG<=D=< !M= LG L@= HGO=J ;GFLAFMALQ ;GFKLJ9AFL
L@= GO G> AJJ=N=JKA:DQ HJG<M;=< =FLJGHQ ;9F 9DO9QK := ;GEHML=< AF<=H=F
<=FL G> L@= >GJE G> L@= ;GFKLALMLAN= J=D9LAGF G> L@= J=KAKLAN= HGJL :Q <ANA<AF?
L@= AFHML HGO=J O@A;@ =IM9DK L@= L@=JE9D GMLHML HGO=J A= L@= @=9L GO
:Q L@= 9:KGDML= L=EH=J9LMJ=
 
   

 
0@AK J=D9LAGF ;9FFGL := AFN=JL=< 9K L@= GO G> HJG<M;=< =FLJGHQ AK R=JG AF
=IMADA:JAME
#MJL@=JEGJ= AL K@GOK L@9L L@= AJJ=N=JKA:D= LJ9FK<M;=J L@9L J=HJ=K=FLK
L@= HGKALAN= =FLJGHQ HJG<M;LAGF AF L@= KQKL=E AK :Q <=FALAGF FGFDAF=9J
=N=F A> L@= ;GFKLALMLAN= J=D9LAGF G> L@= FGFL@=JE9D HGJL AK DAF=9J DAC= AF
L@= ;9K= G> 9F G@EA; J=KAKLGJ #JGE 9FGL@=J H=JKH=;LAN= LG := <AK;MKK=<
D9L=J AL OADD :=;GE= ;D=9J L@9L 9DD DAF=9J HGO=J ;GFLAFMGMK LOGHGJLK 9J=
</@/<=3,6/ LJ9FK<M;=JK O@A;@ ;GFJEK L@= ;GF;DMKAGF L@9L 9F 3<</@/<=3,6/
LJ9FK<M;=J F==<K LG @9N= 9L D=9KL GF= 898638/+< ;GFKLALMLAN= J=D9LAGF &F
GJ<=J LG <AKLAF?MAK@ L@= LOGHGJL AJJ=N=JKA:D= LJ9FK<M;=J >JGE L@= GF=HGJL
<AKKAH9LGJ G> >J== =F=J?Q # L@= KQE:GD #$ AK MK=< =EH@9KARAF? L@= =PHDA;AL
J=HJ=K=FL9LAGF G> L@= HJG<M;LAGF =GMJ;=
G> =FLJGHQ
FQ FGFDAF=9J ;GFKLALMLAN= J=D9LAGF G> L@= FGF=FLJGHQ HJG<M;AF? HGJL G>
L@= #$ K@GMD< := 9 J=D9LAGF L@9L DA=K AF L@= JKL 9F< L@AJ< IM9<J9FL <M= LG
L@= K=;GF< D9O G> L@=JEG<QF9EA;K 0@AK E=9FK L@9L 9DD J=KAKLAN= ;GFKLALMLAN=
J=D9LAGFK ;JGKK L@= GJA?AF 9F< L@9L 9DD DAF=9J J=KAKLGJK 9J= HGKALAN= ,FDQ
<A=J=FLA9D J=KAKL9F;=K AF 9F GH=J9LAF? HGAFL L@9L AK C=HL GML G> =IMADA:JAME
:Q =PL=JF9D =F=J?Q AFHML ;9F := ;GFKA<=J=< 8F=?9LAN= )ANAF? KQKL=EK 9J=
AF KM;@ 9 KL9L= OAL@ DG;9D =FLJGHQ J=<M;LAGF AF>GJE9LAGF ?=F=J9LAGF
9L L@=
;GKL G> ?DG:9D =FLJGHQ HJG<M;LAGF :Q L@= E=L9:GDA; KQKL=E

-6-:)41B-, 2=6+<176 ;<:=+<=:- <:)6;,=+<176 )6, 16<-:+766-+<176


+GO L@9L 9DD =F=J?Q KLGJ9?= 9F< AJJ=N=JKA:D= HJG<M;LAGF G> =FLJGHQ <AKKAH9
LAGF G> >J== =F=J?Q
@9K :==F ?AN=F 9 ;GF;=HLM9D DG;9LAGF AF L@=   $- $.

9F< #$ J=KH=;LAN=DQ L@= J=KL G> L@= EG<=D ;9F := K==F 9K 9 HGO=J ;GFLAFM
GMK EMDLAHGJL L@9L AK ;9DD=< 1/8/<+63D/. 4?8->398 =><?->?</ $
 %GO=N=J
Port-based Modelling of Multidomain Systems 155

L@AK $ ;9F := MK=>MDDQ KM:KLJM;LMJ=< AFLG =D=E=FLK OAL@ KH=;A; HJGH=J
LA=K L@9L ;9F := ?DG:9DDQ KHDAL AFLG ><+8=.?-/<= 9F< 38>/<-988/->398=
0@= ;GEEGF ;@GA;= >GJ L@= J=D9LAGF :=LO==F L@= LOG HGO=J ;GFBM?9L=
N9JA9:D=K 9F< L@= HGO=J AK 9 HJG<M;L GH=J9LAGF O@A;@ ;9F := G:K=JN=< >JGE
L@= ;GEEGF ;@GA;=K >GJ =GJL 9F< GO %GO=N=J 9K 9 KAEHD= DAF=9J LJ9FK
>GJE9LAGF LJ9FK>GJEK =GJL 9F< GOLQH= N9JA9:D=K AFLG KG;9DD=< A+@/
=-+>>/<381 @+<3+,6/= G> O@A;@ L@= J=D9LAGF OAL@ L@= HGO=J AK 9 KME GH=J9
LAGF L@AK ADDMKLJ9L=K L@9L L@AK AK E=J=DQ L@= EG<=D=JK ;@GA;= -9QFL=J 9F<
MK;@2AK@FA9; 
 0@= LJ9FK>GJE9LAGF LG K;9LL=JAF? N9JA9:D=K HJGNA<=K
IMAL= KGE= AFKA?@L A> L@= HJGH=JLA=K G> HGO=J ;GFLAFMGMK 8HGJLK 8  
9J=
KLM<A=< L@MK HJGNA<AF? 9 E=9FK LG ;J=9L= 9 KM:KLJM;LMJ= AF L@= ?=F=J9DAR=<
BMF;LAGF KLJM;LMJ=
3@=F L@= 38>/<-988/->398 9KH=;L G> HGO=J ;GFLAFMGMK 8HGJLK AK KLM<A=<
L@= C=Q HJGH=JLQ AK L@9L GF= K@GMD< := 9:D= LG E9C= +<,3><+<C -988/->398=
AF GL@=J OGJ<K 9DD HGJLK K@GMD< :=@9N= AF L@= K9E= O9Q 9F< ;9FFGL := EM
LM9DDQ <AKLAF?MAK@=< 0@AK E=9FK L@9L 9F AFL=J;GFF=;LAGF 8HGJL AK FGL GFDQ
HGO=J ;GFLAFMGMK :ML 9DKG HGJLKQEE=LJA; O@A;@ ;9F := =9KADQ LJ9FKD9L=<
AFLG L@= >GJE G> L@= K;9LL=JAF? E9LJAP L@9L J=HJ=K=FLK L@= ;GFKLALMLAN= J=D9
LAGFK AF L=JEK G> K;9LL=JAF? N9JA9:D=K Q E=9FK G> L@AK K;9LL=JAF? 9HHJG9;@
AL AK J=D9LAN=DQ KLJ9A?@L>GJO9J< LG HJGN= L@9L L@=J= 9J= GFDQ LOG HGKKA:D= KG
DMLAGFK O@=F L@=K= LOG ;GFKLJ9AFLK 9J= 9HHDA=< %G?9F 9F< #9KK= 

0@=K= LOG KGDMLAGFK 9J= <=K;JA:=< :Q DAF=9J ;GFKLALMLAN= J=D9LAGFK OAL@GML
9FQ ;@9J9;L=JAKLA; H9J9E=L=J 9F< ;9F := K==F 9K 9 ;GE:AF9LAGF G> 9 ?=F=J
9DAR=< >GJE G> 9 (AJ;@@GK D9O >GJ GF= G> L@= ;GFBM?9L= N9JA9:D=K ;GE:AF=<
OAL@ L@= A<=FLALQ G> L@= GL@=J ;GFBM?9L= N9JA9:D=


    OAL@     9F<    " #  "  # 

 
GJ


    OAL@     9F<    " #  "  # 

 
&F 9DD ;9K=K L@=K= CAF<K G> 9F9DQK=K KL9JL >JGE L@= 9KKMEHLAGF L@9L L@=
AF:GMF< GJA=FL9LAGF AK HGKALAN= AF HJAF;AHD= O@A;@ E=9FK L@9L   
>GJ AF:GMF< HGJL GJA=FL9LAGFK 9F<    >GJ GML:GMF< HGJL GJA=FL9LAGFK
0@=K= AFL=J;GFF=;LAGF EMDLAHGJLK 9J= ;9DD=< 4?8->398= O@=J= L@= BMF;LAGF
<=K;JA:=K L@= AFKL9FL9F=GMK :9D9F;= G> L@= GO N9JA9:D=K ;GE:AF=< OAL@ L@=
A<=FLALQ G> L@= =GJL N9JA9:D= 9F< O@=J= L@= <M9D ;9K= A= AFL=J;@9F?=< JGD=
G> =GJLK 9F< GOK AK ;9DD=< 9
BMF;LAGF +G GL@=J 9KKMEHLAGF 9:GML L@=
>GJE G> L@= ;GFKLALMLAN= J=D9LAGFK O9K E9<= L@9F HGO=J ;GFLAFMALQ 9F< HGJL
KQEE=LJQ KM;@ L@9L L@AK DAF=9J H9J9E=L=J>J== J=KMDL @GD<K >GJ 9FQ <GE9AF
AF O@A;@ HGO=J 9F< HGJLK 9J= E=9FAF?>MD ;GF;=HLK
156 P. C. Breedveld

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L@= HGJL KQEE=LJQ ;GFKLJ9AFL AF GJ<=J LG ?=L EGJ= AFKA?@L AF L@= ><+8=
09<7+>398 9KH=;L G> L@= $ <=EGFKLJ9L=K L@9L L@=K= LOGHGJLK 9J= ;@9J
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:GMF<
L@=K= J=D9LAGFK J=<M;= LG L@= ;GEEGF J=D9LAGFK >GJ 9 LJ9FK>GJE=J
% 9F< 9 ?QJ9LGJ ' J=KH=;LAN=DQ   '   ' 9F<   +
  + GJA?AF9DDQ ;9DD=< % 9F<  :Q -9QFL=J
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;DM<AF? L@= LAE=N9JA9FL ;9K=
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8 GJ < O@A;@ AK =PHJ=KK=< :Q 9<<AF? L@= D=LL=J LG L@= 9;JGFQE %
  ' 
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   + 
 O@=J= 

KL9F<K >GJ 9FQ EG<MD9LAF? KA?F9D &> L@=K= KA?F9DK 9J= =PL=JF9D L@AK <G=K FGL
J=IMAJ= 9<<ALAGF9D 9LL=FLAGF Q ;GFLJ9KL AFL=JF9D KA?F9DK E=9F L@9L KQKL=E
N9JA9:D=K GJ >MF;LAGFK G> KQKL=E N9JA9:D=K E9Q :=;GE= H9JL G> L@= ;GFKLA
LMLAN= J=D9LAGF O@A;@ E9Q J=KMDL AF ;GFKLALMLAN= J=D9LAGFK G> GL@=J LQH=K
F =P9EHD= AK L@= ?J9NAL9LAGF9D >GJ;= GF 9 H=F<MDME E9KK #A?MJ= 9
 &F
HJAF;AHD= AF L@= ;GEEGF ;GFL=PL G> <AKL9F;=K >JGE L@= =9JL@ KMJ>9;= L@9L
9J= KE9DD OAL@ J=KH=;L LG L@= =9JL@ J9<AMK L@AK >GJ;= E9Q := ;GFKA<=J=<
;GFKL9FL 9F< AF<=H=F<=FL G> L@= N=DG;ALQ $-LQH= KGMJ;=
 %GO=N=J L@=
CAF=E9LA; ;GFKLJ9AFL @9K L@= F9LMJ= G> 9F % :=LO==F L@= LJ9FKD9LAGF9D
<GE9AF 9F< L@= JGL9LAGF9D <GE9AF OAL@ L@= 9F?MD9J HGKALAGF 9K 9 EG<MD9L
AF? KA?F9D #A?MJ= :
 !M= LG L@AK KL9L= EG<MD9LAGF L@= $-HGJL 9;LK NA9
L@= % 9K 9 LQH= HGJL GF L@= JGL9LAGF9D <GE9AF >GJ KE9DD <==;LAGFK
=N=F 9K 9 DAF=9J  L@9L J=KMDLK AF 9F GK;ADD9LGJ O@=F ;GE:AF=< OAL@ L@=
CAF=LA; KLGJ9?= AF L@= E9KK #A?MJ= ;<

GL@ L@= % 9F< ' ;9F := ?=F=J9DAR=< LG EG<MD9L=< EMDLAHGJL
N=JKAGFK O@=J= L@= ?=F=JA; EMDLAHGJL % EMDLAHGJL EG<MD9L=< LJ9FK
Port-based Modelling of Multidomain Systems 157

1/=:-  -=F<MDME $- NA9 HGKALAGFEG<MD9L=< % J=KMDLK AF LQH=


KLGJ9?=

>GJE=J
AK 9F & 'SHGJL ;@9J9;L=JAR=< :Q 9 &  'SE9LJAP % 


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-  .  % 
. 

O@=J= - 9F< . 9J= L@= HGO=J ;GFBM?9L= N9JA9:D=K G> 9F &<AE=FKAGF9D


AF:GMF< EMDLAHGJL 9F< - 9F< . 9J= L@= HGO=J ;GFBM?9L= N9JA9:D=K G> 9F
'<AE=FKAGF9D GML:GMF< EMDLAHGJL 0@= LJ9FKHGKALAGF G> L@= E9LJAP >GDDGOK
>JGE L@= HGO=J ;GFLAFMALQ ;GFKLJ9AFL

.  % 
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. 

158 P. C. Breedveld

1/=:-  $ <=;GEHGKALAGF

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HGJLK AF:GMF< 9?9AF .
L@= EMDLAHGJL % ;9F := OJALL=F AF 9 KAEAD9J
E9FF=J
  
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0@= ?=F=J9DAR=< BMF;LAGF KLJM;LMJ= AK 9 ;GE:AF9LAGF G> 9DD HGKKA:D= >GJEK 9F<
L@MK D=9<K LG 9F 9FLAKQEE=LJA; E9LJAP LGG 0@= IM9<J9LA; >GJE G> 9F 9J:A
LJ9JQ E9LJAP J=HJ=K=FLAF? 9 EMDLAHDA;9LAN= 9D?=:J9A; J=D9LAGF :=LO==F HGO=J
;GFBM?9L= =GJLK 9F< GOK G> 9F 9J:ALJ9JQ EMDLAHGJL J=HJ=K=FLK L@= HGO=J
?=F=J9L=< GJ 9:KGJ:=< :Q KM;@ 9 EMDLAHGJL 0@= HGO=J ;GFLAFMALQ ;GFKLJ9AFL
L@MK J=IMAJ=K L@AK IM9<J9LA; >GJE LG := R=JG &F<==< L@AK ;GJJ=KHGF<K LG
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0@AK J=KMDLK AF L@= $ <=;GEHGKALAGF AF #A?MJ=  O@=J= L@= <GM:D= DAF=<
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0@= ;9L=?GJAR9LAGF G> L@= BMF;LAGF KLJM;LMJ= =D=E=FLK MK=< @=J= AFALA9DDQ
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Port-based Modelling of Multidomain Systems 159

;GFN=FLAGF9D NA=OHGAFL HJGNA<=< :Q L@= =PAKLAF? E9L@=E9LA;9D 9F9DQK=K >GJ


=F?AF==JAF? KQKL=EK DAC= =D=;LJA;9D F=LOGJCK "N=F L@GM?@ 9 NGDL9?= HG
L=FLA9D <A=J=F;=
GJ 9 ;MJJ=FL J9L= G> ;@9F?= G> ;@9J?=  GO G> EGNAF?
=D=;LJGFK
9J= H@QKA;9DDQ IMAL= <A=J=FL L@=Q 9J= LJ=9L=< AF 9 KQEE=LJA;
<M9D O9Q AF (AJ;@@GK =IM9LAGFK
&F L@= K=IM=D O= J=LMJF LG L@= H@QKA;9D <A=J=F;=K AF O@A;@ 9F =GJL ;9F
:= ;GFKA<=J=< 9 HGAFLDAC= N9JA9:D= K;9D9J HGL=FLA9D AFL=FKAN= KL9L=
O@=F
J=D9L=< LG KLGJ9?= 9F< 9 DAF= N=;LGJ F=?9LAN= ?J9<A=FL
O@=F J=D9L=< LG 9
HGL=FLA9D <A=J=F;= Q ;GFLJ9KL 9 GO ;9F := K==F 9K 9 J9L= G> ;@9F?= G>
9F =PL=FKAN= KLGJ=< IM9FLALQ HJGHGJLAGF9D LG 9N9AD9:D= NGDME= GJ 9EGMFL
G> E9LL=J
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AF L@= :9D9F;= =IM9LAGF G> L@= KLGJ=< IM9FLALQ <AN=J?=F;=

$AN=F L@AK <AKLAF;LAGF AL AK KLJ9A?@L>GJO9J< LG ;GF;DM<= L@9L L@= <AK;J=L=
N=JKAGFK G> L@= F=?9LAN=
?J9<A=FL 9F< <AN=J?=F;= GH=J9LAGFK 9J= J=HJ=K=FL=<
:Q L@= KMEEAF? HGJL J=D9LAGFK G> L@=  9F< BMF;LAGF J=KH=;LAN=DQ C==HAF?
AF EAF< L@9L L@= BMF;LAGFK L@=EK=DN=K J=HJ=K=FL L@= J=KH=;LAN= ;GFBM?9L=
GO 9F< =GJL O@A;@ 9J= ;GEEGF 9L 9D HGJLK
3@=F =D9:GJ9LAF? L@AK <AKLAF;LAGF :9K=< GF GH=J9LGJK AF 9 ;GFLAFMME 9H
HJG9;@ AL K@GMD< := FGL=< @=J= 9DJ=9<Q L@9L 9 MFAL ?QJ9LGJ ;9DD=< =C7:6/->3-
1C<+>9< $'
>GJ J=9KGFK LG := <AK;MKK=< D9L=J J=HJ=K=FLK 9 KH9LA9DDQ <AK
;J=LAR=< N=JKAGF G> LOG JGL9LAGF GH=J9LGJK :=LO==F L@= =GJLK 9L L@= GF=
@9F< 9F< L@= LOG FGF;GFBM?9L= GOK 9L L@= GL@=J @9F< 0@AK $' AK
AF<==< KAEAD9J LG L@= BMF;LAGFK AF L@= K=FK= L@9L AL AK DAF=9J OAL@GML 9FQ
;GFKLALMLAN= H9J9E=L=J )9L=J L@AK $' OADD LMJF GML LG := MK=>MD >GJ
=PHDA;ALDQ J=HJ=K=FLAF? LOG AFL=J<GE9AF ;GMHDAF?K L@9L 9J= FGL K=D>=NA<=FL
<=KHAL= L@= >9;L L@9L L@=Q 9J= G>L=F ;GFKA<=J=< L@9L O9Q 9F< KLJM;LMJ9DDQ
=DAEAF9L=< :Q H9JLA9D <M9DAR9LAGF 9;;GJ<AF?DQ !M9DAR9LAGF E=9FK @=J= L@=
AFN=JKAGF G> L@= JGD=K G> =GJL 9F< GO AF L@= ;GFKLALMLAN= J=D9LAGFK 9F<
8H9JLA9D E=9FK L@9L FGL 9DD HGJLK 9J= <M9DAR=< DDGOAF? <M9DAR9LAGF AEE=
<A9L=DQ D=9<K LG 9 >MDD KQEE=LJAR9LAGF G> L@= JGD=K G> =GJL 9F< GO AF L@=
;GFKLALMLAN= J=D9LAGFK L@MK FGL GFDQ ?GAF? :9;C LG <M9D  9F<
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:ML 9DKG ?ANAF? =N=JQ GL@=J LQH= G> HGJL ALK <M9D NAR $- 9F< $. 9 KLGJ9?=
=D=E=FL AF O@A;@ L@= =GJL AK AFL=?J9L=< AFLG 9 ;GFK=JN=< IM9FLALQ ?=F=J
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&FN=JLAF? L@= JGD=K G> =GJL 9F< GO AF 9 ;GFKLALMLAN= J=D9LAGF G> 9F #LQH=
HGJL =? AF ,@EK D9O
<G=K FGL ;@9F?= ALK F9LMJ= 9DL@GM?@ L@= J=D9LAGF
AK AFN=JL=< 9F< 9 J=KAKL9F;= H9J9E=L=J :=;GE=K 9 ;GF<M;L9F;= H9J9E=L=J
#AF9DDQ AL K@GMD< := FGL=< L@9L % 9F< ' 9J= =9;@ GL@=JK :+<>3+6 <M9D
A= L@=Q 9J= G:L9AF=< >JGE =9;@ GL@=J :Q <M9DAR9LAGF G> GFDQ GF= G> L@= LOG
HGJLK %GO=N=J L@= $LQH= HGJL G> L@= #$ ;9FFGL := <M9DAR=< 9K L=EH=J
9LMJ= 9F< =FLJGHQ HJG<M;LAGF 9J= :Q <=FALAGF 9KQEE=LJA; &F L@= L@=JE9D
160 P. C. Breedveld

<GE9AF <M9D KLGJ9?= AK FGL 9 NA9:D= ;GF;=HL 9K AL OGMD< NAGD9L= L@= K=;GF<
D9O G> L@=JEG<QF9EA;K J==<N=D< 

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838/ :9KA; HGJL LQH=K
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O@=J= L@= D=LL=J AK 9<<=< AF ;9K= L@= ;GFKLALMLAN= J=D9LAGFK ;9F := EG<
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BMF;LAGF ;9F := KOAL;@=< :Q 9 GGD=9F
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;GFK=JN9LAGF 9F< ;GFLJ9<A;LK L@= ;GF;=HL G> KLGJ9?= ;@9F?= G> ;GFL=FL OAL@
GML 9 J9L= G> ;@9F?=
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=P;@9F?= NA9 GF= G> L@= HGJLK G> 9 EMDLAHGJL  ;9F := F=?D=;L=< OAL@ J=
KH=;L LG L@= GL@=J HGJLK GF= EA?@L ;@GGK= LG J=HJ=K=FL L@AK CAF< G> KG;9DD=<
8:GF< 9;LAN9LAGF :Q 9 EG<MD9L=<  %GO=N=J AL K@GMD< := ;D=9J L@9L L@AK
;GF<ALAGF =PAKLK 9F< AL K@GMD< := ;@=;C=< L@9L AL AK K9LAK=<
0@=K= 9J= L@= FAF= :9KA; FG<= LQH=K AF ;GEEGF :GF< ?J9H@K L@9L 9J=
>J=IM=FLDQ MK=< LG <=K;JA:= =D=;LJA; ;AJ;MALK 9F< KAEHD= E=;@9FA;9D KQKL=EK
0JQAF? LG L GL@=J <GE9AFK AF L@AK 9HHJG9;@ G>L=F D=9<K LG ;GEHDA;9LAGFK
9DL@GM?@ L@= @Q<J9MDA; <GE9AF ;9F := J=D9LAN=DQ =9KADQ AF;GJHGJ9L=< 9K DGF?
9K AF;GEHJ=KKA:ADALQ AK 9KKME=< O@A;@ 9DDGOK <=K;JAHLAGF G> 9 E9KK GO :Q
9 NGDME=LJA; GO
0@AK AK FGL 9 ;GAF;A<=F;= AF L@= <=K;JAHLAGFK G> :GL@ =D=;LJA;9D F=LOGJCK
9F< E=;@9FA;9D KQKL=EK KGE= AEHDA;AL 9KKMEHLAGFK 9J= E9<= :Q <=>9MDL
L@9L D=9< LG 9 KAEHDA;9LAGF G> 9 ;GMHDAF? L@9L AK 9F AFL=J<GE9AF ;GMHDAF?
AF HJAF;AHD= &F ;9K= G> =D=;LJA;9D ;AJ;MALK ;GFL9AFAF? ;9H9;ALGJK 9F< ;GADK :GL@
Port-based Modelling of Multidomain Systems 161

L@= =D=;LJA;9D <GE9AF KLGJ9?=  ;GFK=JN9LAGF G> ;@9J?= <A=D=;LJA; <AKHD9;=


E=FL
9F< L@= E9?F=LA; <GE9AF KLGJ9?=  ;GFK=JN9LAGF G> E9?F=LA; MP
EGJ= H9JLA;MD9J MP DAFC9?= G> 9 ;GAD
HD9Q 9 JGD= &F ALK EGKL ?=F=J9D >GJE
L@= ;GMHDAF? :=LO==F L@=K= <GE9AFK AK <=K;JA:=< :Q *9PO=DDK =IM9LAGFK AF
H9JLA;MD9J L@= L@AJ< =IM9LAGF #9J9<9QK D9O G> AF<M;LAGF



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9F< L@= >GMJL@ =IM9LAGF EH=J=K D9O



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AK A<=FLA;9D LG 9KKMEAF? L@9L ;@9F?=K AF L@= "* =D<K L9C= HD9;= IM9KA
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8 OAF<AF?K
KM;@ L@9L L@=K= J=D9LAGFK ;9F := OJALL=F AF L=JEK G> KL9F
<9J< =GJLK 9F< GOK L@AK ;GMHDAF? :9K=< GF LOG JGL9LAGF GH=J9LGJK ;>
"IM9LAGFK 
 

J=<M;=K LG LOG KAEHD= A<=FLALA=K AF L=JEK G> K;9D9J


IM9FLALA=K

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L@= A<=FLALQ :=LO==F L@= =D=;LJA; =GJL NGDL9?= ?
9F< L@= E9?F=LA; GO
J9L= G> ;@9F?= G> MP >GJ GF= ;MJJ=FL DGGH
GJ MP DAFC9?=  >GJ 9 ;GAD
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L@= A<=FLALQ :=LO==F L@= E9?F=LA; =GJL 9F< L@= =D=;LJA;9D GO =D=;LJA; ;MJ
J=FL
 0@= IMGL=K J=>=J LG L@= >9;L L@9L L@= ;GF?MJ9LAGF AK ;@GK=F KM;@ L@9L
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9;LDQ J=HJ=K=FL=< :Q 9 MFAL ?QJ9LGJ ;9DD=< $' :=LO==F L@= LOG <GE9AFK
O@A;@ ;9F := =DAEAF9L=< F=PL :Q <M9DAR9LAGF G> L@= E9?F=LA; KLGJ9?= AFLG
L@= ;GEEGF LQH= KLGJ9?= =D=E=FL *9?F=LA; <AKKAH9LAGF AK ;GEEGFDQ FGL
9KKME=< J=D=N9FL >GJ =D=;LJA; ;AJ;MALK 9F< F=AL@=J 9J= L@= E9?F=LA; KGMJ;=K
0@= GFDQ =D=E=FL L@9L AK ;GEEGFDQ ;GFKA<=J=< J=D=N9FL L@= E9?F=LA; KLGJ
9?= AF 9 ;GAD GJ KGD=FGA< AK L@MK ;GFKA<=J=< H9JL G> L@= =D=;LJA; <GE9AF 9K 9
162 P. C. Breedveld

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:=LO==F L@= HGL=FLA9D GJ =D9KLA;
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9KKA?FE=FL L@= =P9EHD= G> L@= HMEH KQKL=E AF #A?MJ=  OADD := ;GFN=JL=<
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J9L= G> ;@9F?= G> MP DAFC9?=
LG L@= 9F?MD9J N=DG;ALQ ;9F := ;GFKA<=J=<
9 ?QJ9LGJ '
 0@= LJ9FKEAKKAGF :9KA;9DDQ J=D9L=K LOG 9F?MD9J N=DG;ALA=K
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:= FGFDAF=9J L@AK <GEAF9FL :=@9NAGJ ;9F := ;9HLMJ=< :Q 9 ?QJ9LGJ '

Port-based Modelling of Multidomain Systems 163

1/=:-  &FALA9D :GF< ?J9H@ G> L@= HMEH KQKL=E

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:GLLGE G> L@= L9FC 9KKMEAF? L@9L L@= AFD=L AK L@=J= LGG
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KLGJ=< NGDME= A= L@= AFL=?J9D G> L@= F=L NGDME= GO 0@AK E=9FK L@9L
#A?MJ=  ;9F := ;GFN=JL=< AFLG L@= AFALA9D :GF< ?J9H@ AF #A?MJ=  9KKMEAF?
L@9L L@= =FNAJGFE=FL9D HJ=KKMJ= ;9F := L9C=F 9K L@= R=JG J=>=J=F;= HJ=KKMJ=

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;9MK9DALQ G> L@= K=;GF< CAF< HJ=>=JJ=< ;9MK9DALQ 9J:ALJ9JQ ;9MK9DALQ 9F<
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;9MK9DALQ :Q E=9FK G> L@= ;9MK9D KLJGC= @9K :==F AFLJG<M;=< 9DJ=9<Q ;>
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 *ML9LAK EML9F<AK L@= ;9MK9D KLJGC= G>
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#A?MJ= :
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1@-, +)=;)41<A 7. <0- ;-+76, 316, H9JL >JGE L@= >MF<9E=FL9DDQ


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164 P. C. Breedveld

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Port-based Modelling of Multidomain Systems 165

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166 P. C. Breedveld

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Port-based Modelling of Multidomain Systems 167

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168 P. C. Breedveld

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;GFA;L OAL@ 9 P=< ;9MK9DALQ G> L@= K=;GF< CAF< L@=F L@= ;9MK= G> L@AK P
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Port-based Modelling of Multidomain Systems 169

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170 P. C. Breedveld

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Port-based Modelling of Multidomain Systems 171

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172 P. C. Breedveld

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Port-based Modelling of Multidomain Systems 173

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174 P. C. Breedveld

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Port-based Modelling of Multidomain Systems 175

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 9
 -  9 

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Port-based Modelling of Multidomain Systems 177

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178 P. C. Breedveld



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180 P. C. Breedveld

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Port-based Modelling of Multidomain Systems 181

#AJKL G> 9DD :9K=< GF +=OLGFK K=;GF< D9O GF= OGMD< =PH=;L L@= JKL
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7  5 7 
9
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9
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 9 /=;GF<DQ GF= OGMD< =PH=;L L@= ;LALAGMK >GJ;=K
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L@= <AKHD9;=E=FLK

 
 
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 ! 
9K        7  97 9F< L@= K=;GF<
 K==EK LG := =IM9D LG  9


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 9 
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182 P. C. Breedveld

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 =  9 1     

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KAEAD9J O9QK
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Port-based Modelling of Multidomain Systems 183

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RFC AJ?QQGA?J RGKC AMLRGLSMSQ UMPJB MD KCAF?LGAQ
!BT?LACB KSJRG@MBW QWQRCK QGKSJ?RGML N?AI?ECQ F?TC @CCL MNCL RM KSJ
RGBGQAGNJGL?PW ?NNJGA?RGMLQ DMP ? JMLE RGKC 4FC AJ?QQGA?J ?NNPM?AF RM RFC GL
RCEP?RGML MD FWBP?SJGA ?LB CJCARPGA?J QWQRCK AMKNMLCLRQ GL KSJRG@MBW KMB
CJQ ?PC QNCAG?J DMPAC CJCKCLRQ UGRF RGKC AMLRGLSMSQ MP RGKC BGQAPCRC GLLCP
QR?RC T?PG?@JCQ +MPR[SK CR ?J 
!JRCPL?RGTCJW LMTCJ KMBCJJGLE ?LB QGKSJ?RGML RCAFLGOSCQ DMP FCRCPMEC
LCMSQ RCAFLGA?J QWQRCKQ K?W @C SQCB GL KMPC AMKNJCV KSJRGBGQAGNJGL?PW
?NNJGA?RGMLQ (CPC RFC KSJRGBGQAGNJGL?PW ?QNCAR GQ AMLQGBCPCB @W ECLCP?J
NMPR@?QCB KMBCJJGLE RCAFLGOSCQ "PCCBTCJB  @W SLGTCPQ?J KMBCJJGLE
J?LES?ECQ JGIC -MBCJGA? 4GJJCP  MP @W RFC AMSNJGLE MD QCTCP?J KMLMBGQ
AGNJGL?PW QGKSJ?RGML N?AI?ECQ GL ? AMQGKSJ?RGML CLTGPMLKCLR 6CGRJ CR ?J
 +[ S@JCP ?LB 3AFGCFJCL 
)L RFGQ AMLRPG@SRGML UC EGTC ?L MTCPTGCU ML AJ?QQGA?J ?LB KMPC ?BT?LACB
QGKSJ?RGML ?JEMPGRFKQ GL ?NNJGCB BWL?KGAQ RF?R ?PC AJMQCJW PCJ?RCB RM KSJRG
@MBW LSKCPGAQ ?LB KSJRG@MBW QWQRCK QGKSJ?RGML N?AI?ECQ 4FPMSEFMSR
RFC N?NCP RFC ?L?JWQGQ MD BGQRPG@SRCB NFWQGA?J NFCLMKCL? JGIC RFC CJ?QRGA
BCDMPK?RGML MD A?P AMKNMLCLRQ MP RFC RCKNCP?RSPC CJB GL BGQI @P?ICQ GQ
PCQRPGARCB RM JMUBGKCLQGML?J KMB?J ?NNPMVGK?RGMLQ
4FC K?RCPG?J GQ MPE?LGXCB ?Q DMJJMUQ "?QGA QGKSJ?RGML ?JEMPGRFKQ GL
KSJRG@MBW QWQRCK ?L?JWQGQ ?PC QSKK?PGXCB GL 3CARGML  4FC RMNGA MD 3CA
RGML  ?PC /$% RGKC GLRCEP?RGML KCRFMBQ DMP RCAFLGA?J QGKSJ?RGML )L 3CA
RGML  UC BGQASQQ RFC ECLCP?J QRPSARSPC MD KMBCJ COS?RGMLQ GLAJSBGLE AJMQCB
JMMN QWQRCKQ GLLCP QR?RC T?PG?@JCQ MD DMPAC CJCKCLRQ ?LB RGKC BGQAPCRC QS@
QWQRCKQ 3NCAG?J $!% RGKC GLRCEP?RGML KCRFMBQ DMP RFC PM@SQR ?LB CAGCLR
LSKCPGA?J QMJSRGML MD RFCQC KMBCJ COS?RGMLQ ?PC NPCQCLRCB GL 3CARGML  &G
L?JJW GL 3CARGML  UC DMASQ ML ?JEMPGRFKQ ?LB RMMJQ DMP KSJRGBGQAGNJGL?PW
?NNJGA?RGMLQ
Numerical Methods for Simulation 193

 " $# !#"


)D ? KCAF?LGA?J KSJRG@MBW QWQRCK GQ BCQAPG@CB @W ? KGLGKSK QCR MD ECLCP
?JGXCB AMMPBGL?RCQ  )   RFC COS?RGMLQ MD KMRGML DMPK ? QCAMLB MPBCP
/$%
 ?
 )   
# ) 
UGRF RFC QWKKCRPGA NMQGRGTC BCLGRC K?QQ K?RPGV   AMLR?GLGLE K?QQ
?LB GLCPRG? NPMNCPRGCQ MD ?JJ @MBGCQ ?LB RFC TCARMP MD ?NNJGCB ?LB EWPMQAMNGA
DMPACQ   
# ) 3F?@?L?  3AFGCFJCL ?LB %@CPF?PB 
$CQNGRC GRQ GKNJGAGR QRPSARSPC %O  A?L @C QMJTCB LSKCPGA?JJW UGRF ?
AMKNJCVGRW RF?R EPMUQ MLJW JGLC?PJW UGRF RFC LSK@CP  MD @MBGCQ GL RFC
QWQRCK B:63-3>  E09<7+63=7= CVNJMGR RFC RMNMJMEW MD RFC KSJRG@MBW
QWQRCK RM CT?JS?RC RFC PGEFRF?LB QGBC      # ) DMP EGTCL )  # C
AGCLRJW QCC CE "P?LBJ CR ?J  2M@CPQML ?LB 3AFUCPR?QQCI  )L
</=3.?+6 09<7+63=7= RFC PCQGBS?J    #  )      
# ) GQ CT?J
S?RCB DMP EGTCL )   #  @W ?L ?JEMPGRFK UGRF   AMKNJCVGRW QCC CE
%GAF@CPECP 
)L AMLRP?QR RM QRPSARSP?J BWL?KGAQ RFC AJ?QQGA?J RGKC GLRCEP?RGML KCRFMBQ
MD KSJRG@MBW BWL?KGAQ ?PC LMR R?GJMPCB RM RFC QCAMLB MPBCP QRPSARSPC MD 
QGLAC ?BBGRGML?J PQR MPBCP COS?RGMLQ F?TC RM @C AMLQGBCPCB DPCOSCLRJW GL
NP?ARGA?J ?NNJGA?RGMLQ QCC 3CARGML  7GRF RFC TCJMAGRW TCARMP  # RFC
COS?RGMLQ MD KMRGML ECR RFC QR?RC QN?AC DMPK

" )
#  " ) 

UGRF    
 )
" )   " ) 
)     )

6$6,& $1$/;5,5 4FC AMKNSR?RGML MD QR?RGA COSGJG@PG? GQ MDRCL RFC PQR


QRCN GL RFC ?L?JWQGQ MD ? KSJRG@MBW QWQRCK KMBCJ 4FCW BCLC CE RFC
UMPIGLE NMGLR DMP RFC JGLC?PGX?RGML MD  ?LB NPMTGBC GLGRG?J T?JSCQ DMP RFC
BWL?KGA?J QGKSJ?RGML !L COSGJG@PGSK NMQGRGML   GQ BCRCPKGLCB @W RFC
COSGJG@PGSK AMLBGRGMLQ # ?  ?R ) ) 

     )  

%OQ  DMPK ? QWQRCK MD $ LMLJGLC?P COS?RGMLQ DMP RFC $ SLILMULQ  


RF?R GQ QMJTCB @W .CURML Q KCRFMB +CJJCW  @CGLE ?T?GJ?@JC ?Q DPCC QMDR
U?PC GL ? LSK@CP MD GKNJCKCLR?RGMLQ RF?R KCCR RFC BCK?LBQ ML PM@SQRLCQQ
?LB CAGCLAW GL CLEGLCCPGLE ?NNJGA?RGMLQ QCC CE RFC PCQSJRQ MD RFC -).
0!#+ NPMHCAR -MPC CR ?J  ?R   ### 
194 M. Arnold

!JRCPL?RGTCJW RFC COSGJG@PGSK NMQGRGML   MD ? QR?@JC QWQRCK K?W ?JQM


@C M@R?GLCB ?Q JGKGR   JGK  ) @W ? JMLERCPK RGKC GLRCEP?RGML MD
RFC COS?RGMLQ MD KMRGML  UGRFMSR CVRCPL?J CVAGR?RGMLQ 4FC RGKC GLRCEP?
RGML RM RFC COSGJG@PGSK NMQGRGML LCCBQ KMPC AMKNSRGLE RGKC RF?L .CURML Q
KCRFMB @SR GL APGRGA?J ?NNJGA?RGMLQ GR GQ MDRCL RFC KMPC PM@SQR ?NNPM?AF
0PM@JCKQ UGRF RFC Q?KC K?RFCK?RGA?J QRPSARSPC ?Q RFC COSGJG@PGSK COS?
RGMLQ  PCQSJR DPMK RFC ?L?JWQGQ MD QRC?BW QR?RCQ )D ? A?P PSLQ UGRF AMLQR?LR
QNCCB + GL ? AMLQR?LR P?BGSQ N?RF GRQ NMQGRGML ?LB TCJMAGRW ?JMLE RFGQ N?RF
?PC EGTCL @W ( ) (  + ) )  ?LB @W +  PCQNCARGTCJW ?LB ? DMPAC ?ARQ
GL LMPK?J BGPCARGML RM ICCN RFC P?BGSQ AMLQR?LR 4FC PCK?GLGLE $  AMK
NMLCLRQ   
# ) MD RFC DMPAC TCARMP  GL  F?TC RM T?LGQF ?LB EGTC RFC
PQR $  COS?RGMLQ MD RFC $ QRC?BW QR?RC AMLBGRGMLQ

    
)  ( ( )  

RF?R F?TC RM @C QMJTCB UPR      !JJ AMKNMLCLRQ MD RFC QRC?BW QR?RC


TCJMAGRW TCARMP  ?PC COS?J RM XCPM CVACNR RFC MLC RF?R GQ R?LECLRG?J RM RFC
AMLQR?LR P?BGSQ N?RF + +  &MP QRC?BW QR?RC NPM@JCKQ  .CURML Q
KCRFMB MP ?JRCPL?RGTCJW RFC JMLERCPK RGKC GLRCEP?RGML MD ? QR?@JC QWQRCK
GLRM GRQ QRC?BW QR?RC GQ ?E?GL RFC KCRFMBMDAFMGAC
4FCPC ?PC QMKC MRFCP QR?RGA ?L?JWQGQ KCRFMBQ RF?R ?PC AJMQCJW PCJ?RCB RM
RFC COSGJG@PGSK NPM@JCK  RFC AMKNSR?RGML MD LMKGL?J DMPACQ GL TCFGAJC
BWL?KGAQ %GAF3MCJJLCP ?LB &[ SFPCP  ?LB RFC RPGKKGLE MD ?GPAP?DR
KMBCJQ GL ?CPML?SRGAQ +P[ SECP ?LB 3NGCAI  )L @MRF ?NNJGA?RGMLQ RFC
?ARS?J T?JSCQ MD QMKC N?P?KCRCPQ   GL RFC DMPAC CJCKCLRQ ?PC JCDR
SLBCLCB GL RFC KMBCJ QCRSN     # )  ,?RCP RFCQC N?P?KCRCPQ
?PC ?BHSQRCB RM KCCR COSGJG@PGSK AMLBGRGMLQ

     )     

DMP ? NPCBCLCB NMQGRGML   MD RFC KSJRG@MBW QWQRCK 4FC ?ARS?J T?JSCQ  


MD LMKGL?J DMPACQ MP RPGK N?P?KCRCPQ ?PC GKNMPR?LR APGRCPG? DMP RFC CT?JS?
RGML MD ? TCFGAJC MP ?GPAP?DR BCQGEL
%O  F?Q RFC Q?KC K?RFCK?RGA?J QRPSARSPC ?Q RFC AJ?QQGA?J COSGJG@PGSK
NPM@JCK  ?LB AMSJB GL NPGLAGNJC @C QMJTCB ?E?GL @W .CURML Q KCRFMB
(MUCTCP GL NP?ARGA?J ?NNJGA?RGMLQ RFC QWQRCK  GQ MDRCL SLBCPBCRCPKGLCB
&MJJMUGLE RFC ?NNPM?AF MD ,CTCL@CPE ?LB -?POS?PBR  K?W @C QS@QRGRSRCB
@W
    )          
KGL
RM ES?P?LRCC SLGOSCLCQQ MD    (CPC   BCLMRCQ ? QK?JJ QA?J?P PCES
J?PGX?RGML N?P?KCRCP ?LB   GQ QMKC GLGRG?J ESCQQ DMP RFC SLILMUL QWQRCK
N?P?KCRCPQ +CJJCW 
Numerical Methods for Simulation 195

,1($4,<$6,21 4FC JGLC?PGX?RGML MD RFC COS?RGMLQ MD KMRGML  GQ RFC ICW


RM RFC JGLC?P QR?@GJGRW ?L?JWQGQ LC?P ?L COSGJG@PGSK ?LB RM MRFCP KCRFMBQ MD
JGLC?P QWQRCK ?L?JWQGQ +MPR[ SK ?LB ,SELCP  7PGRGLE RFC PGEFR F?LB
#  ) UGRF QWQRCK GLNSRQ  )   RFC JGLC?PGX?RGML
QGBC MD  ?Q   
?R ?L COSGJG@PGSK     #    WGCJBQ

 ?
 #     ) 

UGRF     
     
         
 #  
4FC *?AM@G?LQ     # ?LB   ?PC ?NNPMVGK?RCB @W AJ?QQGA?J
LGRC BGCPCLACQ +CJJCW  7C M@R?GL DMP RFC RF AMJSKL MD  
 
              
    
 

UGRF RFC RF SLGR TCARMP  ?LB ? QK?JJ QA?J?P N?P?KCRCP RF?R Q?RGQCQ
   
4FC LSKCPGA?J CMPR DMP RFC JGLC?PGX?RGML  GQ BMKGL?RCB @W RFC BGD
DCPCLAC ?NNPMVGK?RGMLQ  UGRF ? RMR?J MD $  $   CT?JS?RGMLQ MD 
RF?R PCOSGPC $  $   CT?JS?RGMLQ MD C?AF DMPAC CJCKCLR GL RFC KSJRG
@MBW QWQRCK KMBCJ 3S@QR?LRG?J Q?TGLEQ ?PC ?AFGCTCB @W RFC QGKSJR?LCMSQ
BGCPCLAC ?NNPMVGK?RGML MD QCTCP?J AMJSKLQ MD     # ?LB  
RF?R PCOSGPCQ QMKC EP?NF RFCMPCRGA?J NPCN?P?RGMLQ @?QCB ML RFC RMNMJMEW MD
RFC KSJRG@MBW QWQRCK #MJCK?L CR ?J  !PLMJB CR ?J 

  #!# ""


4FC QR?RC QN?AC DMPK  MD RFC COS?RGMLQ MD KMRGML K?W @C GLRCEP?RCB
@W ?LW QR?LB?PB /$% QMJTCP QCC CE !QAFCP ?LB 0CRXMJB  DMP ?
AMKNPCFCLQGTC GLRPMBSARGML RM RFGQ QS@HCAR 3R?PRGLE DPMK GLGRG?J T?JSCQ
" " )  RFC LSKCPGA?J QMJSRGML "   " )   GQ M@R?GLCB GL RGKC QRCNQ
)
)  MD QRCNQGXC   )  )  $   

:3/,&,6 71*(=766$ 0(6+2'5 4FC KMQR QGKNJC /$% RGKC GLRCEP?


RGML KCRFMB EMCQ @?AI RM %SJCP UFM NPMNMQCB RM QS@QRGRSRC ?R ) ) RFC
RGKC BCPGT?RGTC GL RFC JCDR F?LB QGBC MD  @W ? BGCPCLAC ?NNPMVGK?RGML
"  "
 " )  
)  )
196 M. Arnold

7GRF  RFC LSKCPGA?J QMJSRGML "   " )   " )    GQ CVNJGAGRJW


BCLCB ?Q DSLARGML MD "  " ) 
"  "    " )  
4FGQ /B:63-3> ?6/< 7/>29. GQ PM@SQR ?LB C?QW RM GKNJCKCLR )RQ NP?ARGA?J
SQC GQ FMUCTCP PCQRPGARCB RM ?NNJGA?RGMLQ UGRF JMU ?AASP?AW PCOSGPCKCLRQ
JGIC CE PC?JRGKC ?NNJGA?RGMLQ /L ? LGRC RGKC GLRCPT?J ;) ) = RFC PQR
MPBCP BGCPCLAC ?NNPMVGK?RGML MD " ) #  GL C?AF RGKC QRCN QCC  ?LB 
PCQSJRQ GL ? 169,+6 /<<9<   K?V  " " )  RF?R GQ NPMNMPRGML?J RM
RFC K?VGKSK RGKC QRCNQGXC   K?V    (CPC GLBCV < BCLMRCQ
RFC J?QR RGKC QRCN ) 
) GL ;) ) = GC )  ) )  
!Q ? NP?ARGA?J AMLQCOSCLAC RFC K?VGKSK RGKC QRCNQGXC  MD RFC CV
NJGAGR %SJCP KCRFMB F?Q RM @C PCBSACB @W ? D?ARMP MD  RM E?GL MLJW
MLC ?BBGRGML?J BGEGR MD ?AASP?AW 7GRF RCL RGKCQ KMPC AMKNSRGLE RGKC
RFC EJM@?J CPPMP GQ MLJW PCBSACB @W ? D?ARMP MD  4M ?TMGB RFGQ TCPW
J?PEC LSKCPGA?J CMPR ?BBGRGML?J GLDMPK?RGML ?@MSR RFC /$%  F?Q RM
@C SQCB GL C?AF RGKC QRCN )
)   (GEFCP MPBCP CVNJGAGR 2SLECY+SRR?
KCRFMBQ ECR RFGQ GLDMPK?RGML DPMK ?BBGRGML?J DSLARGML CT?JS?RGMLQ MD RFC
PGEFR F?LB QGBC MD  ?R QMKC GLRCPKCBG?RC LMBCQ )    ;) )  =
  (  !Q ?L ?JRCPL?RGTC JGLC?P KSJRGQRCN KCRFMBQ PCSQC GLDMP
K?RGML "   "  )   "   "  )   DPMK
!  NPCTGMSQ RGKC QRCNQ RM GKNPMTC RFCGP ?AASP?AW
)L ?L /B:63-3> $?81/E?>>+ 7/>29. RFC PGEFR F?LB QGBC MD  GQ QS@
QRGRSRCB @W ? UCGEFRCB JGLC?P AMK@GL?RGML MD DSLARGML T?JSCQ ?R )    
  ( 


"  "
    )     ?
  

4FC =>+1/ @+6?/=    " )       (  ?PC BCLCB GL ? QGKGJ?P


U?W @W


  "
    )       (  @
  

4FCW ?PC M@R?GLCB PCASPQGTCJW DPMK   " ?LB RFC CVNJGAGR CVNPCQQGMLQ


  "       )       ( 
 

"CA?SQC MD RFC ( DSLARGML CT?JS?RGMLQ    )     RFC LSKCPGA?J


CMPR NCP RGKC QRCN GQ ( RGKCQ J?PECP RF?L GL RFC CVNJGAGR %SJCP KCRFMB 
Numerical Methods for Simulation 197

4FGQ NMRCLRG?J BP?U@?AI K?W @C AMKNCLQ?RCB @W ? FGEFCP MPBCP MD AMLTCP


ECLAC RF?R GQ ?AFGCTCB @W ?L ?NNPMNPG?RC BCLGRGML MD LMBCQ   UCGEFRQ 
?LB 2SLECY+SRR? N?P?KCRCPQ  
/LC MD RFC KMQR MDRCL SQCB FGEFCP MPBCP CVNJGAGR 2SLECY+SRR? KCRFMBQ
GQ RFC RF MPBCP KCRFMB MD $MPK?LB ?LB 0PGLAC $MPK?LB ?LB 0PGLAC
 ? KCRFMB UGRF (  QR?ECQ RF?R F?Q ?QWKNRMRGA?JJW DMP 
  ?
EJM@?J CPPMP   UGRF QMKC AMLQR?LR    ! QRCNQGXC PCBSARGML @W ?
D?ARMP MD  UGJJ PCQSJR GL ?L CPPMP PCBSARGML @W ? D?ARMP MD      
4FPCC KMPC BGEGRQ MD ?AASP?AW K?W @C M@R?GLCB UGRF ? AMKNSRGLE RGKC RF?R
GQ GLAPC?QCB MLJW @W ? D?ARMP MD 
$/02) GQ ? DPCC &/242!. GKNJCKCLR?RGML MD RFGQ KCRFMB QCC (?G
PCP CR ?J  4FC RF MPBCP KCRFMB MD $MPK?LB ?LB 0PGLAC GQ ?JQM
?T?GJ?@JC ?Q BCD?SJR /$% QMJTCP MBC GL    QCC -MJCP  )L
@MRF GKNJCKCLR?RGMLQ RFC RGKC QRCNQGXC  GQ ?B?NRCB ?SRMK?RGA?JJW RM
KCCR SQCP BCLCB CPPMP RMJCP?LACQ QCC @CJMU

7/6,56(3 0(6+2'5 38/+< 7?6>3=>/: 7/>29.= 90 .+7= >C:/ ?PC ?L ?J


RCPL?RGTC RM FGEFCP MPBCP CVNJGAGR 2SLECY+SRR? KCRFMBQ 4FCW QS@QRGRSRC
RFC PGEFR F?LB QGBC MD  @W ? UCGEFRCB JGLC?P AMK@GL?RGML MD DSLARGML T?J
SCQ ?R ) )  )    /B:63-3> !B?KQ KCRFMBQ MP .+7=E+=2
09<>2 KCRFMBQ MP )  ) )  )    37:63-3> !B?KQ KCRFMBQ
MP .+7=E 9?6>98 KCRFMBQ QCC !QAFCP ?LB 0CRXMJB 


"  "
   "  )   
  

UGRF    DMP RFC CVNJGAGR KCRFMBQ 4FC UCGEFRQ   ?PC AFMQCL RM


ES?P?LRCC AMLTCPECLAC UGRF MPBCP ! DMP RFC CVNJGAGR KCRFMBQ ?LB UGRF
MPBCP !   DMP RFC GKNJGAGR KCRFMBQ
3GLAC RFC DSLARGML T?JSCQ  "  )   UGRF   ?PC ?JPC?BW ?T?GJ
?@JC DPMK NPCTGMSQ RGKC QRCNQ RFCW BM LMR F?TC RM @C PCCT?JS?RCB GL RGKC
QRCN )
)   4FC LSKCPGA?J CMPR NCP RGKC QRCN GQ QS@QR?LRG?JJW QK?JJCP
RF?L GL FGEFCP MPBCP CVNJGAGR 2SLECY+SRR? KCRFMBQ /L RFC MRFCP F?LB
RFC PCSQC MD GLDMPK?RGML DPMK NPCTGMSQ RGKC QRCNQ K?W A?SQC NPM@JCKQ GD
RFCPC ?PC BGQAMLRGLSGRGCQ GL RFC PGEFR F?LB QGBC 
)L ? NP?ARGA?J GKNJCKCLR?RGML RFC CVNJGAGR !B?KQ KCRFMB GQ HSQR SQCB RM
ECR ?L GLGRG?J ESCQQ :</.3->9<  DMP RFC GRCP?RGTC AMKNSR?RGML MD RFC LSKCPG
A?J QMJSRGML "  GL RFC AMPPCQNMLBGLE GKNJGAGR !B?KQ KCRFMB -9<</->9< 
&MP NP?ARGA?J SQC RFGQ NPCBGARMPAMPPCARMP KCRFMB GQ AMK@GLCB UGRF QMNFGQ
RGA?RCB QRCNQGXC ?LB MPBCP AMLRPMJ ?JEMPGRFKQ RM ?B?NR RFC QRCNQGXC  ?LB

             
 
198 M. Arnold

Benchmark Drive train: Explicit Euler method


$J_GW_1 [rad]

6
4 h = 0.5 ms
h = 0.1 ms
2
0
Joint angle

2
4
0.4 0.5 0.6 0.7 0.8
Time t [s]

,*74(  .SKCPGA?J GLQR?@GJGRW MD CVNJGAGR %SJCP KCRFMB  ?NNJGCB RM ?


QRG BPGTC RP?GL KMBCJ

MPBCP !   RM RFC QMJSRGML @CF?TGMSP ?LB RM SQCP BCLCB CPPMP @MSLBQ


QCC (?GPCP CR ?J  ! DPCC &/242!. GKNJCKCLR?RGML GQ ?T?GJ?@JC
GL RFC ,3/$% N?AI?EC ?Q   ### 
RFC AMPPCQNMLBGLE  QMJTCP GQ MBC

6(35,<( 4(564,&6,215 )24 56, 342%/(05 )L K?LW NP?ARGA?J ?NNJGA?


RGMLQ CVNJGAGR 2SLECY+SRR? KCRFMBQ ?LB NPCBGARMPAMPPCARMP KCRFMBQ MD
!B?KQ RWNC ?PC RFC KMQR CAGCLR /$% RGKC GLRCEP?RGML KCRFMBQ 4FCW
D?GJ FMUCTCP DMP ? NPM@JCK AJ?QQ RF?R GQ GJJSQRP?RCB @W RFC QGKNJGCB BPGTC
RP?GL KMBCJ GL &GE  4FC KSJRG@MBW QWQRCK KMBCJ AMLQGQRQ MD  @MBGCQ RF?R
Numerical Methods for Simulation 199

?PC AMLLCARCB @W  RMPQGML?J QNPGLEQ 4FC QGKSJ?RGML QR?PRQ ?R )  Q DPMK


?L COSGJG@PGSK NMQGRGML !R )   Q ? AMLQR?LR BPGTGLE RMPOSC GQ QUGRAFCB
ML !Q ? RWNGA?J QGKSJ?RGML PCQSJR &GE  QFMUQ MLC MD RFC HMGLR ?LEJCQ
&PMK NP?ARGA?J CVNCPGCLAC MLC UMSJB CVNCAR RF?R CTCL ? PQR MPBCP
KCRFMB JGIC  QFMSJB PCNPMBSAC RFGQ P?RFCP QGKNJC BWL?KGA?J @CF?TGMSP
UGRF RGKC QRCNQGXCQ  GL RFC P?LEC MD   KQ   KQ .SKCPGA?J RCQRQ
QFMU FMUCTCP RF?R RFC CVNJGAGR %SJCP KCRFMB  UGRF VCB RGKC QRCNQGXC
  GQ SLQR?@JC DMP ?JJ QRCNQGXCQ     KQ &MP QK?JJCP QRCNQGXCQ RFC
QGKSJ?RGML PCQSJRQ ?PC ?CARCB @W SLNFWQGA?J MQAGJJ?RGMLQ QCC RFC QMJGB JGLC GL
&GE  4FC B?QFCB JGLC QFMUQ RFC NFWQGA?J AMPPCAR QMJSRGML RF?R GQ M@R?GLCB
MLJW DMP RFC TCPW QK?JJ RGKC QRCNQGXC    KQ
3GKGJ?P QR?@GJGRW NPM@JCKQ ?PC M@QCPTCB GD RFC BPGTC RP?GL KMBCJ GQ GLRC
EP?RCB @W FGEFCP MPBCP CVNJGAGR 2SLECY+SRR? KCRFMBQ MP NPCBGARMPAMPPCARMP
KCRFMBQ MD !B?KQ RWNC )L ? VCB QRCNQGXC GKNJCKCLR?RGML ?JJ RFCQC KCRF
MBQ ECR SLQR?@JC SLJCQQ ? QR?@GJGRW AMLBGRGML    UGRF ? KCRFMB BCNCL
BCLR QK?JJ SNNCP @MSLB     KQ GQ Q?RGQCB )L ? T?PG?@JC QRCNQGXC GK
NJCKCLR?RGML RFC QRCNQGXC AMLRPMJ CLDMPACQ    ?SRMK?RGA?JJW PCQSJRGLE
GL ? TCPW J?PEC LSK@CP MD RGKC QRCNQ CTCL DMP FGEFCP MPBCP KCRFMBQ
)R GQ UCJJ ILMUL RF?R RFC GLQR?@GJGRW MD CVNJGAGR RGKC GLRCEP?RGML KCRF
MBQ DMP ?NNJGA?RGMLQ JGIC RFC BPGTC RP?GL KMBCJ GL &GE  GQ A?SQCB @W QRG
RMPQGML?J QNPGLEQ ?ARGLE ML @MBGCQ UGRF QK?JJ K?QQCQ 4FGQ GLQR?@GJGRW
NFCLMKCLML U?Q QRSBGCB GL EPC?R BCR?GJ DMP NPM@JCKQ JGIC $?FJOSGQR Q RCQR
COS?RGML
-> - UGRF  2C  
QCC !QAFCP ?LB 0CRXMJB  MP B?KNCB MQAGJJ?RMPQ UGRF F?PKMLGA CVAG
R?RGMLQ
#[&  &>  !& QGL ) 
)D RFC B?KNGLE AMLQR?LR  Q?RGQCQ   !# RFC CVNJGAGR %SJCP KCRFMB
UGRF VCB QRCNQGXC   GQ SLQR?@JC SLJCQQ

    #!

4FC K?VGKSK RGKC QRCNQGXC  GQ QRPMLEJW PCQRPGARCB DMP QR?@GJGRW PC?QMLQ GD


RFC P?RGM MD K?QQ # ?LB QRGLCQQ AMLQR?LR ! GQ QK?JJ
3GLAC RFCQC QR?@GJGRW NPM@JCKQ UCPC M@QCPTCB PQR DMP KCAF?LGA?J QWQRCKQ
UGRF QRG QNPGLEQ ?L /$%  GQ A?JJCB =>3 GD GR K?W @C QMJTCB UGRF KMB
CP?RC LSKCPGA?J CMPR @W GKNJGAGR KCRFMBQ JGIC "$& QCC @CJMU @SR A?SQCQ
QR?@GJGRW NPM@JCKQ GL RFC RGKC GLRCEP?RGML @W CVNJGAGR 2SLECY+SRR? KCRFMBQ
?LB NPCBGARMPAMPPCARMP KCRFMBQ MD !B?KQ RWNC 898=>3 38>/1<+>9<= QCC
(?GPCP ?LB 7?LLCP 
200 M. Arnold

&MP JGLC?P /$%Q UGRF RGKC GLT?PG?LR *?AM@G?L   " " ) QRG
LCQQ K?W MDRCL @C AF?P?ARCPGXCB @W RFC CGECLT?JSCQ    MD  4FC
QWQRCK GQ QRG GD

2C      $  ?LB KGL    K?V   


 

&MP QR?@GJGRW PC?QMLQ RFC QRCNQGXC MD LMLQRG GLRCEP?RMPQ GQ PCQRPGARCB @W

   UGRF   K?V    




UGRF ? KCRFMB BCNCLBCLR AMLQR?LR  RF?R GQ RWNGA?JJW MD QGXC     QCC


!QAFCP ?LB 0CRXMJB  (?GPCP ?LB 7?LLCP 
)L ?NNJGCB BWL?KGAQ QRGLCQQ MD RFC KMBCJ COS?RGMLQ GQ A?SQCB @W AMK
NMLCLRQ RF?R ?PC BCQGELCB RM @PGLE ?L CVRCPL?JJW CVAGRCB RCAFLGA?J QWQRCK
P?NGBJW @?AI RM QMKC LMKGL?J QR?RC (WBP?SJGA AMKNMLCLRQ ?LB TCPW QRG MP
QRPMLEJW B?KNCB QNPGLEB?KNCP CJCKCLRQ ?PC UCJJ ILMUL QMSPACQ MD QRGLCQQ
GL RFC KMBCJ COS?RGMLQ RF?R MDRCL PCQSJR GL QRCNQGXC @MSLBQ     KQ DMP
LMLQRG GLRCEP?RMPQ

$&.9$4' ',(4(16,$6,21 )2407/$( "CA?SQC MD GRQ AJMQC AMLLCARGML RM


RFC CVNJGAGR %SJCP KCRFMB  RFC KMQR QGKNJC =>3 38>/1<+>9<
"  "
 "  )   

GQ A?JJCB 37:63-3> MP ,+-5A+<. ?6/< 7/>29. )L AMLRP?QR RM %OQ  ?LB 
%O  A?LLMR @C RP?LQDMPKCB RM ?L CVNJGAGR CVNPCQQGML DMP "  @SR BC
LCQ "   " )   MLJW GKNJGAGRJW ?Q QMJSRGML MD ? QWQRCK MD $ LMLJGLC?P
COS?RGMLQ /L RFC MRFCP F?LB RFCPC GQ LM QRCNQGXC PCQRPGARGML DMP RFC GKNJGAGR
KCRFMB  GL RFC ?NNJGA?RGML RM JGLC?P QRG NPM@JCKQ JGIC  MP "# "
UGRF  QSAF RF?R GL RFC ?NNJGA?RGML RM QRG /$%Q RFC J?PECP LSKCPGA?J
CMPR NCP RGKC QRCN GQ KMPC RF?L AMKNCLQ?RCB @W RGKC QRCNQGXCQ  RF?R
?PC MDRCL RUM MP RFPCC K?ELGRSBCQ J?PECP RF?L RFC QR?@GJGRW @MSLBQ  MD
LMLQRG GLRCEP?RMPQ (?GPCP ?LB 7?LLCP 
$CQNGRC GRQ TCPW EMMB QR?@GJGRW NPMNCPRGCQ RFC NP?ARGA?J SQC MD RFC @?AI
U?PB %SJCP KCRFMB  GQ PCQRPGARCB RM ?NNJGA?RGMLQ UGRF JMU ?AASP?AW PC
OSGPCKCLRQ QGLAC GRQ MPBCP MD AMLTCPECLAC GQ MLJW %  4FC KMQR MDRCL
SQCB RGKC GLRCEP?RGML KCRFMBQ DMP QRG RCAFLGA?J QWQRCKQ ?PC RFC @?AIU?PB
BGCPCLRG?RGML DMPKSJ?C "$& ?JQM 'C?P Q KCRFMB


 "   "  )   
  
Numerical Methods for Simulation 201

RF?R ECLCP?JGXC RFC @?AIU?PB %SJCP KCRFMB !  RM FGEFCP MPBCP KCRF


MBQ UGRF !   4FC N?P?KCRCP ! BCLCQ RFC MPBCP MD RFC KCRFMB
  !   ?LB  ?PC RFC "$& AMCAGCLRQ RF?R ?PC BCRCPKGLCB @W !
?LB @W RFC QRCNQGXCQ          QCC !QAFCP ?LB 0CRXMJB 
&MP EGTCL QR?RC TCARMPQ "   " )    !  RFC "$&
COS?RGMLQ  BCLC "  GKNJGAGRJW ?Q QMJSRGML MD RFC QWQRCK MD $ LML
JGLC?P COS?RGMLQ


 
 "  "  " )     "  
   

4FC ?NNJGA?RGML MD .CURML Q KCRFMB RM  WGCJBQ





"   "     "   "    


UGRF ?L GLGRG?J ESCQQ "  RF?R GQ M@R?GLCB @W NMJWLMKG?J CVRP?NMJ?RGML MD
"  "       )L  K?RPGV  ?NNPMVGK?RCQ RFC *?AM@G?L MD 


  

 "    " )   
"   " 

4WNGA?JJW RFC ?NNPMVGK?RGML MD " @W LGRC BGCPCLACQ ?AAMPBGLE


RM  BMKGL?RCQ RFC MTCP?JJ AMKNSRGLE RGKC GL RFC BWL?KGA?J QGKSJ?RGML
@CA?SQC MD RFC J?PEC LSK@CP MD DSLARGML CT?JS?RGMLQ MD  RF?R PCOSGPC RFC
CT?JS?RGML MD ?JJ DMPAC CJCKCLRQ GL RFC KSJRG@MBW QWQRCK ?LB RFC AMKNS
R?RGML MD ;   =  ) @W RFC  YDMPK?JGQK QCC  4FCPCDMPC RFCQC
RGKC AMLQSKGLE PCCT?JS?RGMLQ MD RFC *?AM@G?L  F?TC RM @C ?TMGBCB ?Q D?P
?Q NMQQG@JC !PLMJB CR ?J  !QAFCP ?LB 0CRXMJB 
)L NP?ARGA?J AMKNSR?RGMLQ QRCNQGXC  ?LB MPBCP ! ?PC ?E?GL ?B?NRCB
?SRMK?RGA?JJW RM KCCR RFC SQCP BCLCB CPPMP RMJCP?LACQ 4FC AMK@GL?RGML
MD QRCNQGXC ?LB MPBCP AMLRPMJ UGRF RFC ?JEMPGRFKQ DMP .CURML Q KCRFMB 
?LB DMP RFC *?AM@G?L PCCT?JS?RGMLQ PCQSJRQ GL ? D?GPJW AMKNJGA?RCB QRPSA
RSPC MD QR?RCMDRFC?PR "$& QMJTCPQ &PCC &/242!. AMBCQ ?PC ,3/$%
?R   ###  ?LB $!33, ?R  
###  4FC  "$& QMJTCP GQ MBCQ QCC -MJCP

&PMK RFC TGCUNMGLR MD KSJRG@MBW BWL?KGAQ RFC QMJTCP $!33, "PCL?L
CR ?J  GQ CQNCAG?JJW GLRCPCQRGLE @CA?SQC MD GRQ GLRCPD?AC GL PCQGBS?J DMPK

 " "
# ) 
202 M. Arnold

RF?R GQ ? ECLCP?JGX?RGML MD  UGRF " "


# ) "#  " ) ?LB MNRGML?JJW
?JJMUQ ?JQM RFC SQC MD TCPW CAGCLR PCQGBS?J DMPK?JGQKQ %GAF@CPECP 
   
 ) #
" )  " "
# ) 
)   #   )
&SPRFCPKMPC $!33, K?W ?JQM @C SQCB GL RFC RGKC GLRCEP?RGML MD AJMQCB
JMMN QWQRCKQ QCC 3CARGML  @CJMU
"$& DMP  F?TC RFC DMPK


 "   "  )   
  

UGRF RFC *?AM@G?L


  
 " "
# )  " "
# ) 
  "# "
GLQRC?B MD  4M ICCN RFC CAGCLAW MD AJ?QQGA?J "$& QMJTCPQ GL RFC ?N
NJGA?RGML RM KSJRG@MBW QWQRCKQ $!33, Q QR?LB?PB ?JEMPGRFK DMP *?AM@G?L
PCCT?JS?RGML F?Q RM @C KMBGCB RM CVNJMGR RFC QNCAG?J @JMAI QRPSARSPC MD
  "
# QCC 2SJI?  !PLMJB CR ?J 
 
   
%VNJGAGR DMPK?JGQK
 "#   
 
   
2CQGBS?J DMPK?JGQK
 "#   

6(35,<( &21642/ $5,&5 3RCNQGXC AMLRPMJ ?JEMPGRFKQ GL /$% RGKC GL


RCEP?RGML ?PC BCQGELCB RM ECR UGRF KGLGK?J LSKCPGA?J CMPR ? LSKCPGA?J
QMJSRGML " " " RF?R ?NNPMVGK?RCQ RFC QMJSRGML MD  SN RM CPPMPQ
@CGLE @MSLBCB @W SQCP BCLCB RMJCP?LACQ  ?LB  DMP ?@QMJSRC ?LB
PCJ?RGTC CPPMPQ PCQNCARGTCJW 5LBCP KGJB PCESJ?PGRW ?QQSKNRGMLQ RFC EJM@?J
CPPMP  K?V  " " )  GL /$% RGKC GLRCEP?RGML GQ NPMNMPRGML?J
RM RFC K?VGKSK 69-+6 CPPMP GC RM RFC K?VGKSK CPPMP GL MLC QGLEJC RGKC
QRCN )
)   4FCPCDMPC ?JJ AMKKML QRCNQGXC AMLRPMJ ?JEMPGRFKQ NPMACCB
QRCNUGQC ?LB ?BHSQR RFC QRCNQGXC  RM ICCN RFC JMA?J CPPMP MD RFC ASPPCLR
RGKC QRCN @CJMU RFC SQCP BCLCB CPPMP @MSLBQ !QAFCP ?LB 0CRXMJB 
(?GPCP CR ?J 
-MQR GLRCEP?RMPQ QSNNMPR ? AMKNMLCLRUGQC BCLGRGML    MD
CPPMP @MSLBQ !R RFC CLB MD C?AF RGKC QRCN )
)  ?L CPPMP GLBGA?RMP
  
 CPP 
%  
$       -  
Numerical Methods for Simulation 203

GQ CT?JS?RCB RF?R AMKN?PCQ ?L CPPMP CQRGK?RC (44 CPP    



UGRF RFC SQCP
BCLCB CPPMP @MSLBQ (?GPCP CR ?J 
4FC CPPMP RCQR GQ N?QQCB GD %    )L RF?R A?QC RGKC QRCN )
) 
UGRF RFC ASPPCLR RGKC QRCNQGXC  GQ ?AACNRCB ?LB RFC RGKC GLRCEP?RGML K?W
@C AMLRGLSCB UGRF RGKC QRCN ) 
)   ! AMKN?PGQML MD RFC CPPMP GL
BGA?RMP % UGRF GRQ APGRGA?J T?JSC   ?LB ?L ?QWKNRMRGA CPPMP ?L?JWQGQ DMP

 QFMU RF?R RFC MNRGK?J RGKC QRCNQGXC MD ? %RF MPBCP KCRFMB UMSJB
F?TC @CCL


  

%
4FCPCDMPC RFC QRCNQGXC   DMP RFC LCU RGKC QRCN ) 
)  GQ AFMQCL ?Q
    
UGRF QMKC Q?DCRW D?ARMP  ;   =
)D RFC CPPMP GLBGA?RMP % CVACCBQ GRQ APGRGA?J T?JSC   QRCNQGXC  U?Q
RMM J?PEC RM KCCR RFC SQCP BCLCB ?AASP?AW PCOSGPCKCLRQ 4FC ASPPCLR RGKC
QRCN )
)  GQ PCHCARCB ?LB F?Q RM @C PCNC?RCB UGRF ? QK?JJCP QRCNQGXC

  "?QCB ML RFC Q?KC ?QWKNRMRGA ?L?JWQGQ ?Q @CDMPC 
GQ BCLCB
?Q    

 QCC 
&SPRFCP BCR?GJQ MD QRCNQGXC AMLRPMJ ?JEMPGRFKQ ?LB RFCGP AMK@GL?RGML UGRF
MPBCP AMLRPMJ GL KSJRGQRCN KCRFMBQ ?PC BGQASQQCB GL RCVR@MMIQ ML /$% ?LB
$!% RGKC GLRCEP?RGML QCC CE !QAFCP ?LB 0CRXMJB  "PCL?L CR ?J
 (?GPCP CR ?J 

4$&6,&$/ $53(&65 2) 56(35,<( $1' 24'(4 &21642/ 4FC SQC MD T?PG


?@JC RGKC QRCNQGXCQ  RF?R ?PC ?SRMK?RGA?JJW ?B?NRCB RM RFC AF?LEGLE QMJS
RGML @CF?TGMSP BSPGLE RGKC GLRCEP?RGML F?Q @CCL QR?RCMDRFC?PR GL RCAFLGA?J
QGKSJ?RGML DMP KMPC RF?L ? BCA?BC QCC ?JQM RFC BCR?GJCB BGQASQQGML GL 3CA
RGML  MD %GAF3MCJJLCP ?LB &[SFPCP  4FC RFCMPCRGA?J HSQRGA?RGML
MD QR?LB?PB QRCNQGXC ?LB MPBCP AMLRPMJ ?JEMPGRFKQ PCJGCQ FMUCTCP ML QKMMRF
LCQQ ?QQSKNRGMLQ ML RFC KMBCJ COS?RGMLQ RF?R ?PC MDRCL TGMJ?RCB GL AMKNJCV
KMBCJQ DPMK ?NNJGCB BWL?KGAQ 4WNGA?J CV?KNJCQ ?PC QNPGLEB?KNCP CJ
CKCLRQ UGRF LMLBGCPCLRG?@JC DMPAC AF?P?ARCPGQRGAQ QRGAIQJGN NFCLMKCL?
QNJGLC ?NNPMVGK?RGMLQ MD QWQRCK GLNSRQ  ) ?LB JMMISN R?@JCQ QCC %GAF
3MCJJLCP ?LB &[ SFPCP  0DCGCP  7CGBCK?LL CR ?J 
)L J?PEC QA?JC ?NNJGA?RGMLQ RFC MNRGK?J SQC MD T?PG?@JC QRCNQGXC T?PG?@JC
MPBCP QMJTCPQ PCOSGPCQ CVNCPR ILMUJCBEC @?QCB ML NPCTGMSQ NP?ARGA?J CVNC
PGCLAC ?LB QMKC CVRP? CMPR DMP RSLGLE RFC RMJCP?LAC QCRRGLEQ 4FCPCDMPC
SLCVNCPGCLACB SQCPQ MD GLBSQRPG?J QGKSJ?RGML N?AI?ECQ RCLB RM NPCDCP PM@SQR
JMU MPBCP VCB QRCNQGXC GLRCEP?RMPQ BCQNGRC RFCGP UCJJ ILMUL BP?U@?AIQ UPR
PCJG?@GJGRW ?LB CAGCLAW 2CACLRJW RFGQ NPM@JCK U?Q QRSBGCB GL BCR?GJ DMP ?
@CLAFK?PI NPM@JCK DPMK P?GJU?W BWL?KGAQ !PLMJB CR ?J @ 7CGBC
K?LL CR ?J  QCC ?JQM &GE 
204 M. Arnold

,*74(  -SJRG@MBW QWQRCK KMBCJQ GL P?GJU?W BWL?KGAQ "CLAFK?PI NPM@


JCK <N?QQCLECP A?P )ULGAIG  7CGBCK?LL CR ?J 

4FC KSJRG@MBW QWQRCK KMBCJ MD ? N?QQCLECP A?P GL RFC GLBSQRPG?J KSJRG


@MBW QGKSJ?RGML N?AI?EC  
   ### GQ TCPW
QGKGJ?P RM RFC QMA?JJCB -?LAFCQRCP "CLAFK?PI TCFGAJC )ULGAIG  )R
AMLQGQRQ MD  @MBGCQ UGRF ?JRMECRFCP $  HMGLR AMMPBGL?RCQ 4FC DMPAC
CJCKCLRQ F?TC $  GLLCP QR?RC T?PG?@JCQ  ) QCC 3CARGML  @CJMU PCQSJR
GLE GL KMBCJ COS?RGMLQ  UGRF $ $  $  PQR MPBCP BGCPCLRG?J
COS?RGMLQ /LC MD RFC KMQR APSAG?J KMBCJ AMKNMLCLRQ GL P?GJU?W BWL?KGAQ
GQ RFC UFCCJP?GJ AMLR?AR KMBCJ (CPC ?L CJ?QRGA AMLR?AR KMBCJ UGRF QRGLCQQ
AMLQR?LR    
.K U?Q AMK@GLCB UGRF RFC APCCN DMPAC A?JASJ?RGML @W
  +?JICP 
4FC N?QQCLECP A?P QR?PRQ UGRF ? QNCCB MD  IKF GL ? QRP?GEFR RP?AI
UGRF KCBGSK RP?AI GPPCESJ?PGRGCQ !R -  K ?DRCP )   Q RFC A?P
CLRCPQ ? ASPTC MD P?BGSQ '  K &MP ? BCP?GJKCLR ?L?JWQGQ ? QRPMLE
RP?AI GPPCESJ?PGRW U?Q KMBCJJCB @W ? J?RCP?J RP?AI QFGDR MD    KK DMP
- ; K  K= AMPPCQNMLBGLE RM ) ;  Q   Q= DMP RFC UFCCJQCRQ MD RFC
DPMLR @MEGC
&MP RFC JC?BGLE UFCCJQCR RFC SNNCP NJMRQ MD &GE  QFMU RFC PCDCPCLAC
QMJSRGML DMP J?RCP?J BGQNJ?ACKCLR . ?LB BCP?GJKCLR AMCAGCLR   MSRCP
UFCCJ JRCPCB B?R? 4FGQ PCDCPCLAC GQ AMKNSRCB @W  
 Q $!33,
@?QCB GLRCEP?RMP 3/$!324 SQGLE RFC TCPW RGEFR RMJCP?LACQ   
   4FC QRPMLE AF?LECQ GL RFC RP?AI BCLGRGML ?R -  K
-  K ?LB -  K ?CAR RFC JC?BGLE UFCCJQCR ?R )   Q    GL
BGA?RCB @W EP?W K?PIQ $SC RM RFC QSBBCL J?RCP?J QFGDRQ MD RFC RP?AI ?R
)   Q ?LB )   Q RFC QGKSJ?RGML PCQSJRQ DMP   PC?AF RUGAC RFC JGKGR
T?JSC MD   RFC TCFGAJC GQ ML RFC TCPEC MD BCP?GJGLE
Numerical Methods for Simulation 205

Lateral displacement (1st wheelset) Derailment coefficient (filtered)


0.1 0.2
0
0.2
0.05
0.4

Y/Q
y

0.6
0
0.8
1
0.05 1.2
0 2 4 6 8 0 2 4 6 8
Stepsize hn ( ATOL = 105, RTOL = 106 ) 5
Numerical effort vs. time
0 x 10
10
3

2
Stepsize hn

# rhs calls
10 2

4
10 1

6
10 0
0 2 4 6 8 0 2 4 6 8
Time t [s] Time t [s]

,*74(
 6?PG?@JC QRCNQGXC RGKC GLRCEP?RGML MD @CLAFK?PI NPM@JCK "$&
QMJTCP 3/$!324 UGRF       QCC 7CGBCK?LL CR ?J


4FC JMUCP NJMRQ MD &GE  QFMU GL JME?PGRFKGA QA?JC RFC RGKC QRCNQGXC 
?LB RFC GLAPC?QGLE LSKCPGA?J CMPR BSPGLE RGKC GLRCEP?RGML RF?R GQ PMSEFJW
NPMNMPRGML?J RM RFC LSK@CP MD DSLARGML CT?JS?RGMLQ MD RFC PGEFR F?LB QGBC 
GL  3R?PRGLE DPMK    KQ RFC RGKC QRCNQGXC  GLAPC?QCQ SN RM
   KQ ,?RCP RFC EPMUGLE GLSCLAC MD RP?AI GPPCESJ?PGRGCQ CLDMPACQ
? QRCNQGXC PCBSARGML RM     KQ ! J?PEC N?PR MD RFC LSKCPGA?J CMPR GQ
LCACQQ?PW RM ES?P?LRCC RFC PCOSCQRCB ?AASP?AW MD QGKSJ?RGML PCQSJRQ UFCL
CTCP RFC UFCCJQCRQ MD RFC DPMLR MP @?AI @MEGC N?QQ RFC J?RCP?J RP?AI QFGDR
!R )   Q )   Q ?LB )   Q RFC QRCNQGXC PC?AFCQ GRQ KGLGKSK T?JSC
   KQ
4GEFR RMJCP?LACQ K?IC T?PG?@JC QRCNQGXC T?PG?@JC MPBCP GLRCEP?RMPQ PM@SQR
?LB WGCJB TCPW NPCAGQC QGKSJ?RGML PCQSJRQ 7GRF KMPC RF?L   DSLARGML
CT?JS?RGMLQ GL ? RGKC GLRCPT?J MD   Q RFC PCDCPCLAC QMJSRGML   
206 M. Arnold

Lateral displacement (1st wheelset) Derailment coefficient (filtered)


0.1 0.2
0
0.2
0.05
0.4

Y/Q
y

0.6
0
0.8
1
0.05 1.2
0 2 4 6 8 0 2 4 6 8
Time t [s] Time t [s]

,*74(  &GVCB QRCNQGXC RGKC GLRCEP?RGML MD @CLAFK?PI NPM@JCK ,GLC?PJW


GKNJGAGR QMJTCP &)8).4 UGRF    KQ QCC 7CGBCK?LL CR ?J 

   GQ FMUCTCP LMR AMKNCRGRGTC UGRF JMU MPBCP VCB QRCNQGXC
RGKC GLRCEP?RGML KCRFMBQ JGIC RFC JGLC?PJW GKNJGAGR %SJCP KCRFMB 2GJJ 
!PLMJB CR ?J ?
)L ? A?QC QRSBW  
 Q JGLC?PJW GKNJGAGR &)8).4 QMJTCP U?Q ?NNJGCB
UGRF BGCPCLR VCB RGKC QRCNQGXCQ   QCC 7CGBCK?LL CR ?J  &MP
   KQ RFC QGKSJ?RGML D?GJQ @SR RFC PCQSJRQ DMP    KQ QCC &GE 
JMMI NPMKGQGLE QGLAC RFC OS?JGR?RGTC QMJSRGML @CF?TGMSP GQ UCJJ PCNPMBSACB
APGRGA?J MSRNSR T?JSCQ JGIC RFC NC?IQ MD RFC BCP?GJKCLR AMCAGCLR   ?R
)   Q ?LB )   Q ?PC AMKNSRCB QSAGCLRJW ?AASP?RC ?LB RFC LSKCPG
A?J CMPR GQ PCBSACB RM MLJW   DSLARGML CT?JS?RGMLQ 4FC OS?LRGR?RGTC
AMKN?PGQML UGRF RFC PCDCPCLAC QMJSRGML QFMUQ FMUCTCP P?RFCP J?PEC CPPMPQ
QCC &GEQ  ?LB  4FC K?VGKSK ?@QMJSRC CPPMPQ GL RFC J?RCP?J BGQNJ?ACKCLR
?PC     NMQGRGML ?LB     TCJMAGRW RFC K?VGKSK CPPMP GL RFC
MSRNSR T?JSC   GQ      QCC !PLMJB CR ?J @
4FCPC GQ ? RP?BCM @CRUCCL ?AASP?AW ?LB LSKCPGA?J CMPR &MP ? VCB
QRCNQGXC KCRFMB RFC MNRGK?J QMJTCP AMLESP?RGML GQ DMSLB @W T?PG?RGML MD
MLC QGLEJC N?P?KCRCP QRCNQGXC  )L RFCMPW RFC MNRGK?J NCPDMPK?LAC MD ?
T?PG?@JC QRCNQGXC T?PG?@JC MPBCP QMJTCP UGRF CPPMP AMLRPMJ QFMSJB @C ?AFGCTCB
BCLGLE ?NNPMNPG?RC @MSLBQ      $  DMP RFC ?@QM
JSRC ?LB PCJ?RGTC CPPMPQ
)L ?NNJGCB NPM@JCKQ  UGRF $  QR?RC T?PG?@JCQ RFC GLBGTGBS?J
BCLGRGML MD $ CPPMP @MSLBQ    UMSJB @C TCPW RGKC AMLQSKGLE
&SPRFCPKMPC RFC CPPMP RMJCP?LACQ DMP RFC AMKNMLCLRQ MD QR?RC TCARMP " )
?CAR MLJW GLBGPCARJW RFC ?AASP?AW MD NP?ARGA?JJW GKNMPR?LR MSRNSR T?JSCQ JGIC
Numerical Methods for Simulation 207

5 5
x 10 Numerical effort vs. accuracy x 10 Numerical effort vs. accuracy

Y/Q
3 3
velocity
Y/Q position
position
# rhs calls

# rhs calls
2 2

1 1

0 0
0 2 4 6 0 2 4 6
10 10 10 10 10 10 10 10
Global error Global error

,*74(  .SKCPGA?J CMPR ?LB ?AASP?AW MD "$& QMJTCP 3/$!324 DMP


T?PGMSQ RMJCP?LAC QCRRGLEQ QCC  ,CDR NJMR CPPMPQ GL . .> ?LB   2GEFR
NJMR CPPMPQ GL . ?LB   EP?W AMJMP 3/$!324 UGRF MPBCP !  

RFC BCP?GJKCLR AMCAGCLR   GL &GE  &MP @MRF PC?QMLQ GR GQ AMKKML


NP?ARGAC GL J?PEC QA?JC ?NNJGA?RGMLQ RM SQC GBCLRGA?J CPPMP @MSLBQ DMP ?JJ $
QMJSRGML AMKNMLCLRQ

        $  ?

4FC JCDR BG?EP?K MD &GE  AMKN?PCQ LSKCPGA?J CMPR ?LB ?AASP?AW MD


QGKSJ?RGML PCQSJRQ DMP

       @

?LB

                   


A
7GRF      RFC ?@QMJSRC CPPMPQ ?PC ICNR @CJMU  NMQGRGML
AMMPBGL?RCQ ?LB  TCJMAGRW AMMPBGL?RCQ ?LB MSRNSR T?JSC   PC
QNCARGTCJW #MKN?PCB UGRF RFC PCDCPCLAC QMJSRGML RFC LSKCPGA?J CMPR GQ
PCBSACB @W ? D?ARMP MD RFPCC   TQ   DSLARGML CT?JS?RGMLQ MD 
&MP       RFC CPPMPQ ?PC QRGJJ ?AACNR?@JC ?LB RFC LSKCPGA?J CMPR
GQ BCAPC?QCB @W ?LMRFCP 
MLJW   DSLARGML CT?JS?RGMLQ
)BCLRGA?J RMJCP?LAC QCRRGLEQ   DMP ?JJ $ QMJSRGML AMKNMLCLRQ
QGKNJGDW RFC F?LBJGLE MD CPPMP AMLRPMJJCB QMJTCPQ QS@QR?LRG?JJW @SR BM LMR
AMLQGBCP AF?P?ARCPGQRGA BGCPCLACQ @CRUCCL RFC AMKNMLCLRQ - MD RFC QR?RC
208 M. Arnold

Standard settings: 1 b k b 5 Order restricted: 1 b k b 2


n n
5 5
4 4
Order kn

Order kn
3 3
2 2
1 1
0 0
3 3.2 3.4 3 3.2 3.4
Time t [s] Time t [s]

,*74(  /PBCP AMLRPMJ MD "$& QMJTCP 3/$!324 UGRF   


   ,CDR NJMR QR?LB?PB QCRRGLEQ 2GEFR NJMR MPBCP PCQRPGARCB
RM !  

TCARMP " ) GL  4FC NMQGRGML AMMPBGL?RCQ  ) BCLMRC MDRCL RFC BCTG?
RGML DPMK QMKC LMKGL?J T?JSC ?LB ?PC RWNGA?JJW GL RFC P?LEC MD   K 4FC
AMPPCQNMLBGLE TCJMAGRW AMMPBGL?RCQ )  ) # ?PC QS@QR?LRG?JJW J?PECP ?LB
F?TC ?@QMJSRC T?JSCQ GL RFC P?LEC MD   KQ 4FCPCDMPC RFC CPPMP @MSLBQ
DMP TCJMAGRW AMMPBGL?RCQ   QFMSJB @C J?PECP RF?L RFC MLCQ DMP NMQGRGML
AMMPBGL?RCQ   7GRF      ? QNCCBSN MD 
U?Q
?AFGCTCB !PLMJB CR ?J @ 4FC MNRGK?J BCLGRGML MD BGCPCLR CPPMP
@MSLBQ       $  DMP C?AF GLBGTGBS?J QMJSRGML AMKNM
LCLR - PCOSGPCQ ? KMPC BCR?GJCB CPPMP ?L?JWQGQ @SR K?W DSPRFCP BCAPC?QC RFC
LSKCPGA?J CMPR
)L RFC PGEFR NJMR MD &GE  ?LB GL &GE  RFC GLRCP?ARGML MD QRCNQGXC ?LB
MPBCP AMLRPMJ U?Q QRSBGCB "W BCD?SJR RFC "$& QMJTCP 3/$!324 QR?PRQ
?R )  UGRF MPBCP !  ?LB QCJCARQ GL C?AF RGKC QRCN RFC MPBCP ! 
  !   QSAF RF?R RFC JMA?J CPPMP GQ ICNR @CJMU RFC CPPMP @MSLBQ  
 ?LB RFC RGKC QRCNQGXC  GQ K?VGKGXCB "PCL?L CR ?J  4FC
AMK@GLCB MPBCP ?LB QRCNQGXC AMLRPMJ ?JEMPGRFK PCJGCQ ML QKMMRFLCQQ ?QQSKN
RGMLQ ML RFC PGEFR F?LB QGBC  RF?R ?PC LMR Q?RGQCB GL RFC NPCQCLR @CLAFK?PI
NPM@JCK QRGAIQJGN CCARQ RP?AI GPPCESJ?PGRGCQ JMMISN R?@JCQ ?LB QNJGLC ?N
NPMVGK?RGMLQ GL QMKC DMPAC CJCKCLRQ QCC 7CGBCK?LL CR ?J 
0P?ARGA?J AMLQCOSCLACQ ?PC GJJSQRP?RCB @W RFC JCDR NJMR MD &GE  RF?R
QFMUQ RFC MPBCP ! TQ RGKC ) DMP ) ;  Q   Q= 4FC MPBCP AMLRPMJ D?GJQ
RM LB ?L MNRGK?J MPBCP @SR QUGRAFCQ DPCOSCLRJW @CRUCCL !  ! 
?LB !  )D RFC MPBCP GQ PCQRPGARCB RM !   RFCL QRCNQGXC ?LB MPBCP
ECR KSAF QKMMRFCP QCC RFC PGEFR NJMR MD &GE  )L RFC ?NNJGA?RGML RM
QRG QWQRCKQ UGRF LC?PJW SLB?KNCB FGEFDPCOSCLAW MQAGJJ?RGMLQ "$& UGRF
!   ?PC CQNCAG?JJW ?RRP?ARGTC @CA?SQC MD RFCGP MNRGK?J QR?@GJGRW NPMNCPRGCQ
Numerical Methods for Simulation 209

=>+,363>C QCC !QAFCP ?LB 0CRXMJB  "PCL?L CR ?J 


)L RFC PGEFR NJMR MD &GE  RFC QMJTCP NCPDMPK?LAC UGRF QR?LB?PB QCR
RGLEQ @J?AI GQ AMKN?PCB RM RFC NCPDMPK?LAC UGRF MPBCP PCQRPGARGML !  
EP?W &MP AM?PQC RMJCP?LACQ             QCC 
RFC QGKSJ?RGML UGRF !   ECRQ D?QRCP @W ?@MSR 
?LB RFC ?AASP?AW MD RFC
QGKSJ?RGML PCQSJRQ GQ 37:<9@/. &MP KMBCP?RC RMJCP?LACQ      
RFCPC ?PC LM CQQCLRG?J BGCPCLACQ @CRUCCL RFC PCQSJRQ UGRF BCD?SJR QCRRGLEQ
  !   ?LB UGRF PCQRPGARCB MPBCP   !   &MP TCPW LC RMJCP
?LACQ RFC JMU MPBCP KCRFMBQ ?PC LMR AMKNCRGRGTC ?LB PCQSJR GL GLAPC?QGLE
CPPMPQ
4FC RCQR PCQSJRQ DMP RFC @CLAFK?PI DPMK P?GJU?W BWL?KGAQ GJJSQRP?RC QMKC
RWNGA?J NPM@JCKQ ?LB QRP?RCEGCQ GL RFC NP?ARGA?J ?NNJGA?RGML MD CPPMP AML
RPMJJCB QMJTCPQ UGRF QRCNQGXC ?LB MPBCP AMLRPMJ 7GRF ?NNPMNPG?RC RMJCP?LAC
QCRRGLEQ RFC LSKCPGA?J CMPR K?W MDRCL @C BCAPC?QCB QS@QR?LRG?JJW UGRFMSR
BCRCPGMP?RGLE RFC ?AASP?AW MD QGKSJ?RGML PCQSJRQ &MP JMU ?AASP?AW PCOSGPC
KCLRQ ?LB QWQRCKQ UGRF LMLQKMMRF KMBCJ AMKNMLCLRQ RFC NCPDMPK?LAC
MD "$& QMJTCPQ K?W @C GKNPMTCB PCQRPGARGLE RFC MPBCP RM !  

 ! #!$#$!  


$#"
4FC LSKCPGA?J KCRFMBQ RF?R ?PC BGQASQQCB GL 3CARGMLQ  ?LB  K?W @C
CVRCLBCB DPMK RFC COS?RGMLQ MD KMRGML  RM KMPC AMKNJCV KMBCJ COS?RGMLQ
GL ?NNJGCB BWL?KGAQ

/(:,%/( 07/6,%2'; 5;56(05 4FC CJ?QRGA BCDMPK?RGML MD CVG@JC @MBGCQ


GQ LMR AMTCPCB @W RFC AJ?QQGA?J COS?RGMLQ MD KMRGML  MD PGEGB KSJRG@MBW
QWQRCKQ %VRCLQGMLQ RM CVG@JC KSJRG@MBW QWQRCKQ ?PC BGQASQQCB GL BCR?GJ GL
RFC AMLRPG@SRGML MD / "P[ SJQ CR ?J RM RFGQ NPMACCBGLEQ TMJSKC "P[ SJQ CR ?J

)L RFC M?RGLE DP?KC MD PCDCPCLAC DMPKSJ?RGML 3F?@?L?  7?JJP?NN
 3AFUCPR?QQCI ?LB 7?JJP?NN  3AFGCFJCL ?LB %@CPF?PB  RFC
AMLESP?RGML /* /- ) MD ? CVG@JC @MBW  GL  GQ PCNPCQCLRCB @W RFC

EPMQQ KMRGML MD ? @MBW VCB PCDCPCLAC DP?KC UGRF AMMPBGL?RCQ   ) ?LB

RFC QK?JJ CJ?QRGA BCDMPK?RGML , / /- ) UPR RFGQ PCDCPCLAC AMLESP?RGML
/* /- ) /'   /  /- )
 )  , 
&MJJMUGLE ? 2?WJCGEFY2GRX ?NNPM?AF ? JMUBGKCLQGML?J KMB?J ?NNPMVGK?
/  /- ) GQ SQCB
RGML MD ,

 
/  /- ) 
, % ) ,
/  /- 
 
210 M. Arnold

)L ECLCP?J RFC  KMBCQ ,
/  ?PC QCJCARCB @?QCB ML ? LGRC CJCKCLR ?L?JWQGQ

MD RFC CVG@JC @MBW   4WNGA?J KMBC DSLARGMLQ , /  ?PC CGECLKMBCQ GL
RFC DPCOSCLAW P?LEC SN RM   (X QR?RGA KMBCQ MP DPCOSCLAW PCQNMLQC
KMBCQ 3AFUCPR?QQCI ?LB 7?JJP?NN  $GCRX 
7GRF  ?LB  RFC COS?RGMLQ MD KMRGML DMP CVG@JC KSJRG@MBW QWQ
RCKQ ECR RFC @?QGA QRPSARSPC  UGRF ? AMMPBGL?RC TCARMP  ) RF?R AMLR?GLQ

RFC ECLCP?JGXCB AMMPBGL?RCQ MD PGEGB @MBGCQ ?LB RFC CJ?QRGA AMMPBGL?RCQ   )
 
?LB % ) % )  MD CVG@JC @MBGCQ 3AFGCFJCL ?LB %@CPF?PB 
  ?LB    # ) ?PC CVRCLBCB @W RFC KMB?J K?QQ B?KNGLE ?LB QRG
LCQQ K?RPGACQ ?LB @W RFC AMSNJGLE RCPKQ @CRUCCL EPMQQ KMRGML ?LB CJ?QRGA
BCDMPK?RGML , /   QCC 7?JJP?NN  3GKCML  )L GLBSQRPG?J ?NNJGA?
RGMLQ RFCQC B?R? ?PC ECLCP?RCB ?SRMK?RGA?JJW SQGLE QR?LB?PBGXCB GLRCPD?ACQ
RM LGRC CJCKCLR RMMJQ 7?JJP?NN 
 
4MB?W RFC QCJCARGML MD ?L ?NNPMNPG?RC QCR MD KMBCQ  , / ,
/  
QRGJJ PCJGCQ KSAF ML CLEGLCCPGLE GLRSGRGML !JEMPGRFKQ DMP QCKG?SRMK?RGA
KMBC QCJCARGML ?PC ? RMNGA MD ?ARGTC PCQC?PAF QCC $GCRX  DMP ? APG
RCPGML RF?R GQ @?QCB ML ? JGLC?P CPPMP ?L?JWQGQ 3GKCML  DMP ? KMPC
ECLCP?J ?NNPM?AF RF?R AMSJB @C SQCB GL ?L ?B?NRGTC KMBC QCJCARGML QRP?R
CEW ?LB (CAIK?LL CR ?J  DMP RFC SQC MD >2/<7+6 </=:98=/ KMBCQ GL
RFCPKMCJ?QRGA ?NNJGA?RGMLQ
2CACLRJW RFC M?RGLE DP?KC MD PCDCPCLAC DMPKSJ?RGML F?Q @CCL CVRCLBCB
RM ? KMB?J KSJRGCJB ?NNPM?AF RF?R AMLQGBCPQ CJ?QRGA BCDMPK?RGML ?Q UCJJ
?Q CJCARPMQR?RGA CJBQ GL NGCXMCJCKCLRQ ?LB QN?RG?J RCKNCP?RSPC BGQRPG@S
RGMLQ GL RFCPKMCJ?QRGA NPM@JCKQ JGIC RFC RFCPK?J BCDMPK?RGML MD BGQI @P?ICQ
(CAIK?LL CR ?J 

11(4 56$6( 8$4,$%/(5 &PCOSCLRJW DMPAC CJCKCLRQ GL KSJRG@MBW QWQRCK


KMBCJQ BCQAPG@C CLEGLCCPGLE QWQRCKQ RF?R F?TC RFCGP MUL GLRCPL?J BWL?K
GAQ +MPR[
SK ?LB ,SELCP  %GAF3MCJJLCP ?LB &[ SFPCP  4WNGA?J
CV?KNJCQ MD QSAF .C8+73-+6 DMPAC CJCKCLRQ GLAJSBC FWBP?SJGA AMKNMLCLRQ
AMLRPMJ BCTGACQ ?LB ?BT?LACB RWPC KMBCJQ &PMK RFC K?RFCK?RGA?J TGCU
NMGLR RFCQC DMPAC CJCKCLRQ ?PC AF?P?ARCPGXCB @W 388/< QR?RC T?PG?@JCQ %JC
KCLRQ JGIC FWBP?SJGA AMKNMLCLRQ F?TC RGKC AMLRGLSMSQ QR?RC T?PG?@JCQ  )
UGRF QR?RC COS?RGMLQ
 )
#    
# ) 

4FC GLRCPL?J BWL?KGAQ MD BGQAPCRC AMLRPMJJCPQ GQ AF?P?ARCPGXCB @W RGKC BGQ


APCRC QR?RC T?PG?@JCQ  UGRF    GL RFC Q?KNJGLE GLRCPT?J ;   ?LB

        
#   
Numerical Methods for Simulation 211

)L KMQR ?NNJGA?RGMLQ RFC Q?KNJGLE NMGLRQ ?PC COS?JJW QN?ACB    


RWNGA?J Q?KNJGLE P?RCQ ?PC GL RFC P?LEC MD   KQ  KQ
)L RFC KSJRG@MBW QWQRCK RFCQC DMPAC CJCKCLRQ AMLRPG@SRC RM RFC DMPAC
TCARMP  GL 

   )  )
#  )   ) GD ) ;   

7GRF  ?LB  RFC COS?RGMLQ MD KMRGML ?PC LMR JMLECP AMLRGLSMSQ GL
RGKC @SR DMPK ? FW@PGB QWQRCK UGRF AMLRGLSMSQ ?LB BGQAPCRC AMKNMLCLRQ
)L RFC BWL?KGA?J QGKSJ?RGML RFC T?PG?@JC MPBCP T?PG?@JC QRCNQGXC GLRCEP?RMPQ
MD 3CARGML  K?W @C SQCB MLJW UGRFGL ? QGLEJC Q?KNJGLE GLRCPT?J ;  =
!R )  RFC GLRCEP?RGML F?Q RM @C QRMNNCB RFC BGQAPCRC T?PG?@JCQ  ?PC
SNB?RCB ?AAMPBGLE RM  ?LB RFC RGKC GLRCEP?RGML K?W @C AMLRGLSCB DMP
) ;  =
4FC DPCOSCLR PCGLGRG?JGX?RGMLQ MD RFC /$% QMJTCPQ F?TC ? TCPW LCE?RGTC
CCAR ML RFCGP NCPDMPK?LAC RF?R GQ AMKNCLQ?RCB GL N?PR @W ?L ?B?NRCB
?JEMPGRFK DMP *?AM@G?L PCCT?JS?RGMLQ 2SJI?  !PLMJB CR ?J 
!JRCPL?RGTCJW QNCAG?J 2SLECY+SRR? RWNC KCRFMBQ ?PC NPMNMQCB DMP ? KMPC
CAGCLR PCGLGRG?JGX?RGML ?DRCP RFC Q?KNJGLE NMGLR   QCC TML 3AFUCPGL


!,0( (8(165 4FC BGQAMLRGLSMSQ AF?LECQ  MD QR?RC T?PG?@JCQ ?PC QNC
AG?J >37/ /@/8>= !QAFCP ?LB 0CRXMJB  0DCGCP  4FC RCPK <RGKC
CTCLR PCDCPQ RM ? BGQAMLRGLSGRW <CTCLR  GL QR?RC T?PG?@JCQ MP KMBCJ COS?
RGMLQ ?R ?L GQMJ?RCB RGKC )   BSPGLE QGKSJ?RGML &MP KMBCJ COS?RGMLQ 
UGRF     #     )  RWNGA?J RGKC CTCLRQ PCQSJR DPMK QUGRAFGLE NPM
ACQQCQ UGRF HSKNGLE QWQRCK GLNSRQ  ) ?LB DPMK AMLR?AR NPM@JCKQ GLAJSBGLE
QRGAIQJGN NFCLMKCL? UGRF DMPAC CJCKCLRQ RF?R AF?LEC RFCGP DMPAC N?P?KC
RCPQ  MP CTCL RFCGP GLRCPL?J QRPSARSPC BSPGLE QGKSJ?RGML SLGJ?RCP?J DMPAC CJ
CKCLRQ T?PWGLE DPGARGML AMCAGCLRQ      QCC %GAF3MCJJLCP ?LB &[ SFPCP
 0DCGCP ?LB 'JMAICP  0DCGCP 
&MP QUGRAFGLE GLNSRQ  ) RFC RGKC   GQ ILMUL GL ?BT?LAC @SR GL ECL
CP?J   F?Q RM @C BCRCPKGLCB BSPGLE QGKSJ?RGML 3R?RCMDRFC?PR /$%
QMJTCPQ JMA?RC RGKC CTCLRQ ?SRMK?RGA?JJW SQGLE =A3>-2381 0?8->398= RF?R F?TC
RM @C NPMTGBCB GL ?BBGRGML RM RFC KMBCJ COS?RGMLQ  QCC "PCL?L CR ?J

)L A?QC MD ? RGKC CTCLR RFC RGKC GLRCEP?RGML GQ QRMNNCB ?R )    QWQRCK
T?PG?@JCQ     ?LB QWQRCK N?P?KCRCPQ  ?PC SNB?RCB GD LCACQQ?PW ?LB
RFC QGKSJ?RGML GQ AMLRGLSCB ?DRCP ? PCGLGRG?JGX?RGML MD RFC QMJTCP !E?GL
DPCOSCLR RGKC CTCLRQ K?W QJMU BMUL RFC RGKC GLRCEP?RGML QS@QR?LRG?JJW
212 M. Arnold

,1(0$6,&$//; &/25(' /2235 )L RFC QCRSN MD KSJRG@MBW QWQRCK KMB


CJQ GR GQ GKNMPR?LR RM QCJCAR ?L ?NNPMNPG?RC QCR MD AMMPBGL?RCQ  &MP RPCC
QRPSARSPCB QWQRCKQ HMGLR AMMPBGL?RCQ  RF?R BCQAPG@C RFC BCEPCCQ MD DPCCBMK
GL RFC HMGLRQ MD RFC KSJRG@MBW QWQRCK DMPK ? KGLGKSK QCR MD ECLCP?JGXCB
AMMPBGL?RCQ PCQSJRGLE GL COS?RGMLQ MD KMRGML GL /$% DMPK 
)D FMUCTCP RFC KSJRG@MBW QWQRCK F?Q IGLCK?RGA?JJW AJMQCB JMMNQ RFCL
RFC HMGLR AMMPBGL?RCQ  ?PC LMR JMLECP GLBCNCLBCLR MD C?AF MRFCP ,MMN AJMQ
GLE HMGLRQ PCQRPGAR RFC QWQRCK Q AMLESP?RGML RM HMGLR AMMPBGL?RCQ  Q?RGQDWGLE
$ -98=><+38>=
   ) 
#MMPBGL?RC N?PRGRGMLGLE KCRFMBQ 3F?@?L?  7CF?EC ?LB (?SE
 JMA?JJW QCJCAR ? QS@QCR MD JGLC?PJW GLBCNCLBCLR HMGLR AMMPBGL?RCQ ?LB
AMKNSRC RFC PCK?GLGLE BCNCLBCLR HMGLR AMMPBGL?RCQ QMJTGLE RFC QWQRCK MD
LMLJGLC?P COS?RGMLQ  &PMK RFC LSKCPGA?J TGCUNMGLR GR NPMTCB RM @C
KMPC D?TMSP?@JC RM ICCN +66 HMGLR AMMPBGL?RCQ GL RFC COS?RGMLQ MD KMRGML
RF?R ECR RFC DMPK

  ? ) # )   )
   ?
   ) @

UGRF AMLQRP?GLR DMPACQ   ) RF?R ?PC BCRCPKGLCB @W RFC AMLQRP?GLR


K?RPGV  )    ) ?LB RFC ,?EP?LEG?L KSJRGNJGCPQ  )   
QCC 2M@CPQML ?LB 3AFUCPR?QQCI  4FC AMKKML ?QQSKNRGML

P?LI  ) $

<F?,6/< AMLBGRGML CVAJSBCQ PCBSLB?LR AMLQRP?GLRQ @ %OQ  DMPK ?


QCAMLB MPBCP BGCPCLRG?J?JEC@P?GA COS?RGML $!% RFC ./=-<3:>9< 09<7 MD
RFC COS?RGMLQ MD KMRGML "PCL?L CR ?J 
4FC BCQAPGNRMP DMPK GQ LMR PCQRPGARCB RM HMGLR AMMPBGL?RCQ  5QGLE ?@QM
JSRC #?PRCQG?L AMMPBGL?RCQ  +8C HMGLR PCQSJRQ GL ? AMLQRP?GLR @ 4FC
PCQSJRGLE COS?RGMLQ MD KMRGML  F?TC ? KSAF J?PECP BGKCLQGML RF?L GL
RFC HMGLR AMMPBGL?RC A?QC @SR        #  ?PC QN?PQC K?
RPGACQ UGRF ? QRPSARSPC RF?R PCCARQ RFC RMNMJMEW MD RFC KSJRG@MBW QWQRCK
/PJ?LBC?  4FC AMSLRCPN?PR RM  YDMPK?JGQKQ RF?R CJGKGL?RC PC
BSLB?LR AMMPBGL?RCQ GL ? HMGLR AMMPBGL?RC DMPKSJ?RGML "P?LBJ CR ?J 
2M@CPQML ?LB 3AFUCPR?QQCI  ?PC >9:96913-+6 =96@/<= DMP RFC ?@QMJSRC
AMMPBGL?RC DMPKSJ?RGML RF?R ?JJMU ?L CAGCLR CJGKGL?RGML MD PCBSLB?LR AM
MPBGL?RCQ GL  QCC /PJ?LBC?  TML 3AFUCPGL 
)L $!% RCPKGLMJMEW RFC BCQAPGNRMP DMPK  GQ ?L GLBCV QWQRCK QCC
(?GPCP ?LB 7?LLCP  "PCL?L CR ?J  4FC AMLQRP?GLRQ @
Numerical Methods for Simulation 213

GKNJW ?BBGRGML?J PCQRPGARGMLQ ML RFC QR?RC T?PG?@JCQ  ) ?LB  ) 4FCQC


23../8 AMLQRP?GLRQ ?PC M@R?GLCB @W BGCPCLRG?RGML MD @
B  B 
   ) )  )  )   )
B)  B) )
#     )
 )  ) ?

B
   ) )  ) ? )     
# ) @
B)
UGRF DSLARGMLQ      RF?R QSKK?PGXC FGEFCP MPBCP BCPGT?RGTCQ MD 
?LB RFC N?PRG?J BCPGT?RGTCQ UPR ) 4FC QMJSRGML MD  F?Q RM Q?RGQDW RFC
AMLQRP?GLRQ @ ML NMQGRGML JCTCJ ?Q UCJJ ?Q RFC FGBBCL AMLQRP?GLRQ ?
?LB @ ML TCJMAGRW ?LB ?AACJCP?RGML JCTCJ
)LGRG?J T?JSCQ    #    F?TC RM @C -98=3=>/8> UGRF ?JJ RFCQC AMLQRP?GLRQ

    )  ?

   )  #      )  @
   )  ?      #  )  A

UGRF
    ? )    #  )     )  B
4FC AMKNSR?RGML MD AMLQGQRCLR GLGRG?J T?JSCQ    #    GQ N?PR MD RFC GLG
RG?JGX?RGML GL RFC RGKC GLRCEP?RGML MD  )D GLGRG?J T?JSCQ & ?PC EGTCL
DMP $ $ GLBCNCLBCLR NMQGRGML AMMPBGL?RCQ &   $ $  RFC
PCK?GLGLE GLGRG?J T?JSCQ &  $ $   $  ?PC SLGOSCJW BC
RCPKGLCB @W ? ?LB K?W @C AMKNSRCB @W .CURML Q KCRFMB &SPRFCP
KMPC @ BCLCQ ? QWQRCK MD JGLC?P COS?RGMLQ DMP RFC GLGRG?J T?JSCQ &> 
$ $   $  MD $ BCNCLBCLR TCJMAGRW AMKNMLCLRQ 4FC GLG
RG?J T?JSCQ ?  ?PC M@R?GLCB ?Q QMJSRGML MD RFC QWQRCK MD JGLC?P COS?RGMLQ
A B

'8$1&('  02'(/5 4FC BCQAPGNRMP DMPK  GQ JGLC?P UPR 


4FGQ QRPSARSP?J NPMNCPRW GQ JMQR GD RFC KMBCJ F?Q DPGARGML DMPACQ RF?R BCNCLB
ML RFC AMLQRP?GLR DMPACQ   4FC PCQSJRGLE DMPAC TCARMP     #  )
F?Q RM Q?RGQDW RFC ECLCP?JGXCB 'P[S@JCP AMLBGRGML

P?LI  ) $ ?
 
P?LI  )    #  )   )
  $ @

214 M. Arnold

,*74(  &MPKSJ?RGML MD AMLR?AR AMLBGRGMLQ SQGLE QSPD?AC N?P?KCRCPQ  ?Q


?BBGRGML?J ?JEC@P?GA T?PG?@JCQ

RM ES?P?LRCC RFC SLGOSC QMJT?@GJGRW MD 


!LMRFCP CVRCLQGML MD  QFMUQ RFC J?PEC NMRCLRG?J MD $!% DMPKSJ?RGMLQ
GL TGCU MD SQCPDPGCLBJW ?JEMPGRFKQ DMP KMBCJ QCRSN #MLQGBCP PGEGB @MBGCQ
 ?LB  RF?R ?PC GL AMLR?AR 4M DMPKSJ?RC RFC AMLR?AR AMLBGRGMLQ
N?P?KCRPGX?RGMLQ    MD RFC @MBW QSPD?ACQ ?PC GLRPMBSACB 4FCL
RFC NMQGRGML MD RFC NMGLRQ /  ML RFC QSPD?AC MD "MBW  GL  GQ BCRCP
KGLCB @W RFC NMQGRGML ?LB MPGCLR?RGML MD RFGQ @MBW GC @W RFC KSJRG@MBW
QWQRCK AMMPBGL?RCQ  ?LB @W RFC QSPD?AC N?P?KCRCP   /  /    
QCC &GE 
)D @MRF @MBGCQ ?PC QRPGARJW AMLTCV RFCL RFCPC GQ ? SLGOSCJW BCLCB AMLR?AR
NMGLR /     /     RF?R @CJMLEQ RM RFC QSPD?ACQ MD @MRF @MBGCQ
4FC AMLR?AR NMGLR GQ AF?P?ARCPGXCB @W RFC AMLBGRGML RF?R RFC LMPK?J TCARMP
MD "MBW  ?R /  GQ N?P?JJCJ RM RFC LMPK?J TCARMP MD "MBW  ?R
/   QCC 2M@CPQML ?LB 3AFUCPR?QQCI  4FGQ ECMKCRPGA?J AMLBGRGML
BCLCQ GKNJGAGRJW RFC AMLR?AR NMGLR AMMPBGL?RCQ     ?Q QMJSRGML
   ) MD ? LMLJGLC?P QWQRCK

    ) 

UGRF LMLQGLESJ?P *?AM@G?L  QCC %GAF3MCJJLCP ?LB &[


SFPCP 
3GKCML CR ?J 
Numerical Methods for Simulation 215

#MLR?AR ?LB DPGARGML DMPACQ ?AR ?R RFC AMLR?AR NMGLR &SPRFCPKMPC RFC
AMLR?AR NMGLR AMMPBGL?RCQ    ) ?PC SQCB GL RFC DMPKSJ?RGML MD RFC
AMLR?AR AMLBGRGML
 /     /     
RF?R BCLCQ AMLQRP?GLRQ    ) GL  )L ? AJ?QQGA?J GKNJCKCLR?RGML
C?AF CT?JS?RGML MD   ) UMSJB PCOSGPC RFC QMJSRGML MD  RM ECR RFC AML
R?AR NMGLR AMMPBGL?RCQ    ) RF?R F?TC RM @C GLQCPRCB GL RFC AMLR?AR
AMLBGRGML 
!Q ?L ?JRCPL?RGTC RFC $!% DP?KCUMPI ?JJMUQ RM ?BB QGKNJW RFC LML
JGLC?P COS?RGMLQ  RM RFC COS?RGMLQ MD KMRGML  ?LB RM ?NNCLB RFC
AMLR?AR AMLBGRGMLQ  BGPCARJW RM RFC AMLQRP?GLRQ
  ? ) #  )    )
    ?
    ) @
    ) A
7GRF RFGQ DMPKSJ?RGML RFC QMJSRGML MD  UPR    ) GQ JCDR RM RFC
$!% QMJTCP 2SJI?  3GKCML CR ?J  .MRC RF?R RFC AMLQRP?GLR
K?RPGV GQ LMU
$   
  )     ) )    )
$   
    
  ) 
   
@CA?SQC MD
$   
     ) )    ) 
$   
&PMK RFC K?RFCK?RGA?J TGCUNMGLR %O  GQ HSQR ? QNCAG?J A?QC MD ?J
EC@P?GA COS?RGMLQ
  !   #  ) 
UGRF T?PG?@JCQ ! )   RF?R ?PC BCLCB GKNJGAGRJW @W  GD ! GQ
LMLQGLESJ?P 4FC K?RFCK?RGA?J KMBCJJGLE MD DMPAC CJCKCLRQ K?W @C QGK
NJGCB QS@QR?LRG?JJW SQGLE QSAF ?SVGJG?PW T?PG?@JCQ ! ! RWNGA?J CV?KNJC GQ
RFC KMBCJJGLE MD HMGLR DPGARGML QCC 2SJI?  DMP ? BCR?GJCB BGQASQQGML
7GRF T?PG?@JCQ ! RFC DMPAC TCARMP GL  ECRQ RFC ECLCP?J DMPK 
   
#  ! ) ?LB RFC *?AM@G?L   GL RFC ECLCP?JGXCB 'P[ S@JCP AML
BGRGML @ F?Q RM @C QS@QRGRSRCB @W
    
  
#  ! )
 ! ! 
216 M. Arnold

700$4; "?QCB ML RFC KSJRG@MBW QWQRCK ?NNPM?AF RFC KMBCJ COS?RGMLQ


GL ?NNJGCB BWL?KGAQ ?PC DMPKSJ?RCB ?Q FW@PGB QWQRCK MD BGCPCLRG?J?JEC@P?GA
COS?RGMLQ

  ? ) #     ! )    )
    ?
 )
#      #    ! ) @
  !    #     ) A
      ) B
      ) C

UGRF ) ;   ?LB BGQAPCRC QR?RC COS?RGMLQ

         
#   !   

4FC AMLRGLSMSQ N?PR  MD RFC KMBCJ COS?RGMLQ DMPKQ ?L GLBCV $!%
UGRF ? AMKNJCV @SR AF?P?ARCPGQRGA QRPSARSPC RF?R UGJJ @C CVNJMGRCB GL RFC
LSKCPGA?J QMJSRGML QCC 3CARGML 
)R GQ GKNMPR?LR RF?R RFC AMLR?AR NMGLR AMMPBGL?RCQ  GL RFC AMLQRP?GLRQ
C ?PC BCLCB @W ?L COS?RGML RF?R GQ GLBCNCLBCLR MD # ?LB  QCC B
/RFCPUGQC RFC KMBCJ COS?RGMLQ UMSJB LMR @C QMJT?@JC SLJCQQ QRPMLE ?BBG
RGML?J PCESJ?PGRW AMLBGRGMLQ UCPC Q?RGQCB

 
 #!#   %"
4FC RGKC GLRCEP?RGML MD $!% KMBCJ COS?RGMLQ  GQ @?QCB ML AJ?QQGA?J
/$% KCRFMBQ AMK@GLCB UGRF 38./B </.?->398 ?LB :<94/->398 RCAFLGOSCQ
4FC RGKC GLRCEP?RGML KCRFMBQ UGJJ @C BGQASQQCB GL BCR?GJ DMP $!%Q  RF?R
?PC PCUPGRRCL ?Q PQR MPBCP QWQRCKQ GL PCQGBS?J DMPK  UGRF
 
 )
" )  ) 
 )

?LB  
#
 " "
# )    #   )    )  
  )
!R RFC CLB MD RFC QCARGML UC UGJJ AMKC @?AI RM $!%Q MD RFC KMPC ECLCP?J
DMPK 
4FC PQR ECLCP?RGML MD $!% RGKC GLRCEP?RGML KCRFMBQ D?GJCB GL RFC ?NNJG
A?RGML RM AMLQRP?GLCB KCAF?LGA?J QWQRCKQ QCC 0CRXMJB  6CPW QGKGJ?P
Numerical Methods for Simulation 217

Rigid wheelset with conic wheels


0.04
0.02

y [m]
0
0.02
0.04
0 1 2 3 4 5
Time t [s]

,*74(  ,?RCP?J BGQNJ?ACKCLR . MD ? PGEGB UFCCJQCR NCPDMPKGLE ? FSLRGLE


KMRGML

LSKCPGA?J NPM@JCKQ UCPC M@QCPTCB GL OSGRC BGCPCLR NP?ARGA?J ?NNJGA?RGMLQ


JGIC PM@MRGAQ PM?B TCFGAJC QGKSJ?RGML ?LB P?GJU?W TCFGAJC QGKSJ?RGML 4M
BGQASQQ RFCQC LSKCPGA?J CCARQ GL KMPC BCR?GJ MLC MD RFC @CQR ?L?JWQCB
@CLAFK?PI NPM@JCKQ DPMK RFC JGRCP?RSPC UGJJ @C SQCB RFPMSEFMSR RFGQ QCA
RGML 3GKCML CR ?J  !PLMJB ?LB .CRRCP  4FGQ KSJRG@MBW QWQ
RCK KMBCJ AMKCQ DPMK P?GJU?W BWL?KGAQ @SR GL RGKC GLRCEP?RGML GR QFMUQ
?JJ RFMQC LSKCPGA?J CCARQ RF?R ?PC RWNGA?J MD ?LW AMLQRP?GLCB QWQRCKQ 
GLAJSBGLE RFC MLCQ DPMK PM?B TCFGAJC BWL?KGAQ
4FC @CLAFK?PI BCQAPG@CQ ? PGEGB UFCCJQCR UGRF AMLGA UFCCJQ KMTGLE UGRF
AMLQR?LR QNCCB ?JMLE ? QRP?GEFR RP?AI 3R?PRGLE UGRF ? QK?JJ GLGRG?J J?RCP?J
BGQNJ?ACKCLR . RFC UFCCJQCR MQAGJJ?RCQ GL J?RCP?J BGPCARGML QCC &GE  4FGQ
QM A?JJCB FSLRGLE KMRGML GQ ? UCJJ ILMUL NFCLMKCLML GL P?GJU?W TCFGAJC
BWL?KGAQ
4FC COS?RGMLQ MD KMRGML ?PC DMPKSJ?RCB GL $!% DMPK  UGRF RFC NMQG
RGML AMMPBGL?RCQ  )  MD RFC UFCCJQCR RF?R AMPPCQNMLB RM GRQ QGV BCEPCCQ
MD DPCCBMK 4UM AMLQRP?GLRQ A ES?P?LRCC NCPK?LCLR AMLR?AR @CRUCCL
RFC RUM UFCCJQ ?LB RFC P?GJQ 3GKCML CR ?J  %VNJMGRGLE QWKKCRPGCQ
GL RFC ECMKCRPW MD UFCCJ ?LB P?GJ RFC AMLR?AR NMGLR @CRUCCL ? QGLEJC UFCCJ
?LB RFC P?GJ K?W @C BCQAPG@CB @W ? QA?J?P NMQGRGML AMMPBGL?RC ( ) PCQSJRGLE
GL RUM COS?RGMLQ @ RF?R BCRCPKGLC GKNJGAGRJW  (
(   DMP RFC
AMLR?AR NMGLR AMMPBGL?RCQ ML JCDR ?LB PGEFR UFCCJ !PLMJB ?LB .CRRCP 

 6,0( ,16(*4$6,21 %;  0(6+2'5 %OQ  QSEECQR RM ?NNJW


"$&  ?LB MRFCP /$% KCRFMBQ QRP?GEFRDMPU?PBJW RM RFC RGKC GLRCEP?RGML
MD $!%Q 3GKNJC RCQR NPM@JCKQ JGIC  UGRF       ?LB JGLC?P
AMLQRP?GLRQ
   )
 $ )
QFMU RF?R RFGQ ?NNPM?AF D?GJQ GL ECLCP?J !AAMPBGLE RM ? ?LB @ UC ECR
? )
  ?LB
? ) $? ) PCQSJRGLE GL ,?EP?LEG?L KSJRGNJGCPQ  )
218 M. Arnold

RADAU5, K = 0.03 RADAU5, K = 105


2 2
10 10
Error in y [m]

Error in y [m]
4 4
10 10

6 6
10 10

8 8
10 10
8 6 4 2 8 6 4 2
10 10 10 10 10 10 10 10
Error bound TOL Error bound TOL

,*74(  /$% QMJTCP 2!$!5 ?NNJGCB RM RFC BGCPCLRG?J?JEC@P?GA COS?


RGMLQ MD KMRGML  MD ? PGEGB UFCCJQCR

  $? ) 4FC "$& QMJSRGML "    Q?RGQCQ  ?LB


FCLAC ?JQM
   ) 
 $ )  $   
QGLAC RFC AMLQRP?GLRQ @ ?PC N?PR MD RFC PCQGBS?J GL  ! QGKNJC
AMKNSR?RGML QFMUQ RF?R RFC ?NNJGA?RGML MD @?AIU?PB %SJCP KCRFMB RM 
GC "$&  UGRF !  WGCJBQ

    
   )        
 
&MP T?PWGLE QRCNQGXCQ RFC LSKCPGA?J QMJSRGML   GQ AMKNJCRCJW UPMLE QGLAC
GR BMCQ LMR AMLTCPEC RM RFC ?L?JWRGA?J QMJSRGML  )   GD 
 ?LB  
GQ VCB QCC ?JQM 0CRXMJB 
&MP QMKC FGEFCP MPBCP KCRFMBQ AMLTCPECLAC A?L QRGJJ @C ES?P?LRCCB
(?GPCP ?LB 7?LLCP  @SR RFC CPPMPQ GL RFC LSKCPGA?J QMJSRGML ?PC
RWNGA?JJW QS@QR?LRG?JJW J?PECP RF?L GL RFC /$% A?QC 4FGQ GQ GJJSQRP?RCB @W
QGKSJ?RGML PCQSJRQ DMP RFC FSLRGLE KMRGML MD RFC PGEGB UFCCJQCR GL &GE 
)L RFGQ ?NNJGA?RGML RFC "$& GLRCEP?RMP $!33, ?NNJGCB RM  D?GJQ AMK
NJCRCJW !Q ?L ?JRCPL?RGTC RFC GKNJGAGR 2SLECY+SRR? QMJTCP 2!$!5 U?Q
SQCB GL RFC LSKCPGA?J RCQRQ (?GPCP ?LB 7?LLCP  &MP 2!$!5 CV
NCPGCLAC QFMUQ RF?R RFC CPPMP MD RFC LSKCPGA?J QMJSRGML GL /$% ?NNJGA?RGMLQ
GQ SQS?JJW ICNR UCJJ @CJMU RFC SQCPBCLCB CPPMP RMJCP?LACQ 4/, "SR GL RFC
?NNJGA?RGML RM $!%  RFC PCJ?RGTC CPPMP PCK?GLQ CTCL DMP CVRPCKCJW QK?JJ
CPPMP @MSLBQ ?JU?WQ GL RFC QGXC MD    
 !Q ? RWNGA?J CV?KNJC RFC
JCDR NJMR MD &GE  QFMUQ RFC CPPMP GL RFC J?RCP?J BGQNJ?ACKCLR . DMP T?PGMSQ
T?JSCQ MD 4/,
Numerical Methods for Simulation 219

4M ?L?JWQC RFCQC SLQ?RGQD?ARMPW PCQSJRQ MD 2!$!5 UC KMBGDW MLC MD


RFC GLRCPL?J N?P?KCRCPQ MD RFC QMJTCP "$&  ?LB GKNJGAGR 2SLECY+SRR?
KCRFMBQ BCLC "  ?Q QMJSRGML MD ? QWQRCK MD LMLJGLC?P COS?RGMLQ )L
RFC NP?ARGA?J GKNJCKCLR?RGML RFGQ QWQRCK GQ QMJTCB GRCP?RGTCJW @W .CURML Q
KCRFMB RF?R GQ QRMNNCB GD RFC GRCP?RGML CPPMP GQ JCQQ RF?L   4/, )L
RFGQ QRMNNGLE APGRCPGML RFC SQCPBCLCB CPPMP RMJCP?LAC DMP RGKC GLRCEP?RGML
4/, GQ QA?JCB @W ? AMLQR?LR    RF?R GQ ? DPCC AMLRPMJ N?P?KCRCP MD RFC
QMJTCP $CD?SJR T?JSCQ ?PC    GL $!33, "PCL?L CR ?J  ?LB
   GL 2!$!5 (?GPCP ?LB 7?LLCP 
4FC PGEFR NJMR MD &GE  QFMUQ RF?R RFC CPPMP GL RGKC GLRCEP?RGML GQ PCBSACB
BP?QRGA?JJW ?LB PCK?GLQ LMU PMSEFJW @CJMU RFC CPPMP @MSLBQ GD  GQ QCR RM RFC
TCPW QK?JJ T?JSC    4FC AMKN?PGQML MD JCDR ?LB PGEFR NJMR GL &GE 
GJJSQRP?RCQ RF?R RFC BGPCAR ?NNJGA?RGML MD 2!$!5 RM $!%Q  K?ICQ RFC
QMJTCP TCPW QCLQGRGTC UPR QK?JJ GRCP?RGML CPPMPQ GL .CURML Q KCRFMB
!L ?L?JWRGA?J NCPRSP@?RGML ?L?JWQGQ DMP  QFMUQ RF?R RFC CPPMPQ GL  
  
?LB  ?PC MD QGXC       ?LB   PCQNCARGTCJW
GD RFC CPPMPQ GL RFC AMLQRP?GLRQ @ ?PC @MSLBCB @W QMKC QK?JJ NMQGRGTC
AMLQR?LR    QCC !PLMJB  .MRC RF?R RFCQC CPPMP @MSLBQ 1<9A
SL@MSLBCBJW DMP BCAPC?QGLE RGKC QRCNQGXC   KGL  
4FGQ CPPMP ?KNJGA?RGML GQ RWNGA?J MD RFC BGPCAR ?NNJGA?RGML MD /$% QMJTCPQ
RM $!%  )R K?W @C AMLQGBCPCB ?Q BGQAPCRC ?L?JMESC MD AMPPCQNMLB
GLE CPPMP @MSLBQ K?V  )  K?V  ) #  #
 K?V  ) ?LB
?
K?V  ) DMP RFC ?L?JWRGA?J QMJSRGML  ) ) ?LB  ) MD  UGRF
NCPRSP@CB AMLQRP?GLRQ
 )   ) )
?LB K?V  )   QCC !PLMJB 
&MP NCPRSP@?RGMLQ JGIC  )
QGL ) RF?R MQAGJJ?RC UGRF QK?JJ ?KNJGRSBC

  ?LB FGEF DPCOSCLAW  RFC CPPMPQ GL RFC QMJSRGML  ) )  )


#
?PC KSAF J?PECP RF?L RFC NCPRSP@?RGML GRQCJD QGLAC  ) ?

  )


 ! KCAF?LGA?J GLRCPNPCR?RGML MD RFCQC PCQSJRQ GQ RFC UCJJ ILMUL D?AR
RF?R FGEF DPCOSCLAW IGLCK?RGA CVAGR?RGMLQ  ) GL JMMN AJMQGLE HMGLRQ K?W
A?SQC J?PEC HMGLR ?LB AMLQRP?GLR DMPACQ GL ? KSJRG@MBW QWQRCK

1'(: 4('7&6,21 $1' 342-(&6,21 )L RFC BGPCAR ?NNJGA?RGML MD /$%


KCRFMBQ RM $!%  RFC PM@SQRLCQQ MD RFC QMJTCPQ K?W @C GKNPMTCB QS@
QR?LRG?JJW @W QK?JJ T?JSCQ MD  RF?R PCQSJR GL TCPW QK?JJ GRCP?RGML CPPMPQ GL
.CURML Q KCRFMB QCC RFC PGEFR NJMR MD &GE  /L RFC MRFCP F?LB T?JSCQ
MD  RF?R ?PC JCQQ RF?L  GLAPC?QC RFC LSK@CP MD .CURML QRCNQ NCP RGKC
QRCN QS@QR?LRG?JJW ?LB K?W QJMU BMUL RFC /$% QMJTCP BP?K?RGA?JJW
)LQRC?B MD ?NNJWGLE /$% QMJTCPQ BGPCARJW RM  GR NPMTCB RM @C KSAF
KMPC ?BT?LR?ECMSQ RM RP?LQDMPK RFC COS?RGMLQ MD KMRGML +8+6C>3-+66C @CDMPC
220 M. Arnold

RGKC GLRCEP?RGML 4FCQC ?L?JWRGA?J RP?LQDMPK?RGMLQ ?PC ESGBCB @W RFC NCPRSP


@?RGML ?L?JWQGQ )L  RFC ,?EP?LEG?L KSJRGNJGCPQ  ) ?PC BCLCB GKNJGA
GRJW @W RFC AMLQRP?GLRQ @ $GCPCLRG?RGLE RFCQC AMLQRP?GLRQ    ) )
RUGAC RFC ?AACJCP?RGML AMLQRP?GLRQ @ ?PC M@R?GLCB RF?R BCLC RMECRFCP
UGRF ? )       QCC ? RFC QWQRCK MD JGLC?P COS?RGMLQ

 ;    =  )   ;    =  
# )     
# ) 

DMP RFC ,?EP?LEG?L KSJRGNJGCPQ  ) 4FC '  BGCPCLRG?RGML QRCNQ GLRPM
?
BSAC RFC J?PEC CPPMP RCPKQ  ) ?LB   GL RFC ?L?JWRGA?J ?LB LS
KCPGA?J QMJSRGML PCQNCARGTCJW )L $!% RCPKGLMJMEW RFC QWQRCK  DMPKQ ?
$!% MD GLBCV '    RF?R GQ A?JJCB RFC 38./B 09<7?6+>398 MD RFC COS?
RGMLQ MD KMRGML "PCL?L CR ?J 
&MP AMLQGQRCLR GLGRG?J T?JSCQ Q?RGQDWGLE ? RFC QMJSRGML MD RFC COS?RGMLQ
MD KMRGML  PCK?GLQ SLAF?LECB GD RFC AMLQRP?GLRQ @ ML NMQGRGML JCTCJ
?PC QS@QRGRSRCB @W RFC AMLQRP?GLRQ ? ML TCJMAGRW JCTCJ QGLAC


B
  ) )    )         B  
    B)  
 (    (  

&PMK RFC LSKCPGA?J TGCUNMGLR RFC 38./B 09<7?6+>398 ? ? MD RFC
COS?RGMLQ MD KMRGML GQ ?RRP?ARGTC @CA?SQC MLJW '  BGCPCLRG?RGML MD RFC
TCJMAGRW AMLQRP?GLRQ ? GQ LCACQQ?PW RM ECR RFC QWQRCK  MD JGLC?P COS?
RGMLQ BCLGLE  )
7GRF ? NCPRSP@?RGML  ) GL RFC TCJMAGRW AMLQRP?GLRQ ? RFC CPPMP RCPKQ
#
DMP RFGQ GLBCV $!% ?PC MD QGXC K?V  )  ) DMP  ) ) ?LB MD
#
QGXC K?V  ) DMP  ) 4FC CPPMP @MSLBQ DMP RFC LSKCPGA?J QMJSRGML
?PC     DMP   ?LB  DMP   4FCW ?PC QK?JJCP @W RFC
QK?JJ D?ARMP  RF?L RFC AMPPCQNMLBGLE CPPMP @MSLBQ DMP RFC MPGEGL?J GLBCV
 $!% ?@ QCC !PLMJB  !NNJWGLE 2!$!5 UGRF RFC QR?LB?PB
QCRRGLE    RM RFC UFCCJQCR CV?KNJC MD &GE  GL GLBCV DMPKSJ?RGML
? ? RFC CPPMP MD RFC LSKCPGA?J QMJSRGML GQ ICNR UCJJ @CJMU RFC SQCP
BCLCB CPPMP RMJCP?LACQ 4/,
)L RFC Q?KC U?W RFC 38./B 09<7?6+>398 ? @ MD RFC COS?RGMLQ
MD KMRGML GQ M@R?GLCB QS@QRGRSRGLE @ @W RFC AMLQRP?GLRQ @ ML ?A
ACJCP?RGML JCTCJ 4FC CPPMP @MSLBQ DMP  ) ?LB  ?PC QJGEFRJW GKNPMTCB
RM K?V  ) ?LB  PCQNCARGTCJW "$& ?LB GKNJGAGR 2SLECY+SRR?
QMJTCPQ ?NNJGCB RM RFC GLBCV DMPKSJ?RGML ?PC ?Q PM@SQR ?LB CAGCLR ?Q GL
RFC AJ?QQGA?J /$% A?QC
)L $!% RCPKGLMJMEW RFC QS@QRGRSRGML MD RFC AMLQRP?GLRQ @ @W MLC MD
GRQ RGKC BCPGT?RGTCQ GQ A?JJCB 38./B </.?->398 )LBCV PCBSARGML @W BGCPCLRG
Numerical Methods for Simulation 221

7 4
x 10 Index2 formulation x 10 Index1 formulation
Residual gr(qn,tn) [m]

Residual gr(qn,tn) [m]


15 6

10 4
DASSL
5 RADAU5
2

0 0 DASSL
RADAU5
5 2
0 5 10 15 20 0 5 10 15 20
Time t [s] Time t [s]

,*74(  $PGDRM CCAR GL RFC BWL?KGA?J QGKSJ?RGML MD RFC PGEGB UFCCJQCR
MD &GE  PCQSJRGLE GL ?L GLAPC?QGLE BGQR?LAC   ) @CRUCCL RFC PGEFR UFCCJ
?LB RFC P?GJ GC GL ?L GLAPC?QGLE CPPMP GL RFC AMLQRP?GLRQ   
 
RF?R ?PC BCLCB @W RFC AMLR?AR AMLBGRGMLQ DMP JCDR ?LB PGEFR UFCCJ

?RGML GKNPMTCQ RFC QMJTCP Q PM@SQRLCQQ QS@QR?LRG?JJW @SR QSCPQ GL JMLERCPK


QGKSJ?RGMLQ DPMK RFC .<30>9 //-> RF?R GQ GJJSQRP?RCB @W &GE 
"CA?SQC MD  RFC +8+6C>3-+6 QMJSRGML MD RFC GLBCV DMPKSJ?RGML Q?RGQCQ
RFC MPGEGL?J AMLQRP?GLRQ @ CV?ARJW DMP ?JJ )  )  )L RFC 8?7/<3-+6 QMJSRGML
RFC GLRCEP?LB BB)      GL  GQ QRGJJ @MSLBCB @W ? QK?JJ AMLQR?LR
   @SR GR BMCQ 89> T?LGQF GBCLRGA?JJW 4FCPCDMPC RFC CPPMP GL @ K?W
GLAPC?QC JGLC?PJW GL RGKC )


  )      )    B)   ) )   


RFC LSKCPGA?J QMJSRGML  .<30>= M RFC K?LGDMJB   )    )   RF?R


GQ BCLCB @W RFC AMLQRP?GLRQ @ ML NMQGRGML JCTCJ 4FC CPPMP @MSLB 
QSKK?PGXCQ BGQAPCRGX?RGML ?LB PMSLBM CPPMPQ ?LB RFC GRCP?RGML CPPMPQ MD
.CURML Q KCRFMB
&MP RFC GLBCV DMPKSJ?RGML ? OS?BP?RGA CPPMP EPMURF
  )     ) ) 
F?Q RM @C CVNCARCB QGLAC RFC AMLQRP?GLRQ @ ML NMQGRGML JCTCJ ?PC QS@
QRGRSRCB @W RFCGP QCAMLB BCPGT?RGTCQ @ 0P?ARGA?J CVNCPGCLAC QFMUQ RF?R
 BCNCLBQ ML RFC QMJTCP ?LB ML RFC SQCPBCLCB CPPMP RMJCP?LACQ 4/, )L
ECLCP?J FMUCTCP RFCPC GQ ?JU?WQ ? JGLC?P BPGDR GL RFC RGKC GLRCEP?RGML MD RFC
GLBCV DMPKSJ?RGML ?LB ? OS?BP?RGA BPGDR DMP RFC GLBCV DMPKSJ?RGML QCC
&GE  DMP ? RWNGA?J CV?KNJC
!L C?PJW ?RRCKNR RM ?TMGB @MRF RFC LSKCPGA?J NPM@JCKQ DMP RFC GLBCV
DMPKSJ?RGML  ?LB RFC BPGDRM CCAR GL RFC GLBCV ?LB GLBCV DMPKSJ?
222 M. Arnold

,*74(  4GKC GLRCEP?RGML UGRF NPMHCARGML QRCNQ DMP $!%Q  UGRF
AMLQRP?GLRQ   

RGML EMCQ @?AI RM RFC UMPI MD "?SKE?PRC "?SKE?PRC  UFM QS@QRGRSRCB
RFC AMLQRP?GLRQ @ @W ? JGLC?P AMK@GL?RGML MD ?JJ RFPCC AMLQRP?GLRQ @
? ?LB @ "CA?SQC MD RFC NPM@JCKQ RM QCJCAR QSGR?@JC AMCAGCLRQ DMP
RFGQ JGLC?P AMK@GL?RGML +?71+<>/ -9/-3/8>= RFC NP?ARGA?J SQC MD "?SK
E?PRC Q ?NNPM?AF GQ PCQRPGARCB RM QK?JJ QA?JC KMBCJQ QCC ?JQM !QAFCP CR ?J

2CACLRJW ? "?SKE?PRC JGIC ?NNPM?AF RF?R QS@QRGRSRCQ RFC MPGEGL?J AML
QRP?GLRQ @ @W ? JGLC?P AMK@GL?RGML MD @ ?LB ? U?Q SQCB QSAACQQ
DSJJW GL PC?JRGKC ?NNJGA?RGMLQ 38./B +?71+<>/ +::<9+-2 QCC !PLMJB
CR ?J ? 6?J?QCI CR ?J 
)L MJGLC QGKSJ?RGML GR GQ RMB?W QR?RCMDRFC?PR RM ?TMGB RFC BPGDRM
CCAR @W :<94/->398 RCAFLGOSCQ %GAF  ,S@GAF CR ?J  $SPGLE
RFC RGKC GLRCEP?RGML MD RFC GLBCV DMPKSJ?RGML RFC PCQGBS?J   ) 
GL RFC AMLQRP?GLRQ @ GQ KMLGRMPCB )D RFC PCQGBS?J CVACCBQ QMKC SQCP
BCLCB QK?JJ CPPMP @MSLB
  RFCL  GQ NPMHCARCB MLRM RFC K?LGDMJB
     )    ?LB RFC RGKC GLRCEP?RGML GQ AMLRGLSCB UGRF RFC NPMHCARCB
NMQGRGML AMMPBGL?RCQ " GLQRC?B MD   QCC &GE 
-?RFCK?RGA?JJW RFC NPMHCARGML BCLCQ ? KGLGKGX?RGML NPM@JCK

  
KGL 
   

RF?R A?L @C QMJTCB CAGCLRJW @W QGKNJGCB .CURML GRCP?RGMLQ RM ECR "  QCC
,S@GAF CR ?J 
&MP RFC GLBCV DMPKSJ?RGML RFC NPMHCARGML MD @MRF  ?LB FCJNQ RM
?TMGB RFC BPGDR GL RFC AMLQRP?GLRQ @ ?LB ? ML NMQGRGML ?LB TCJMAGRW
JCTCJ %GAF 
Numerical Methods for Simulation 223

($4=736$=(,0.7+/(4 )2407/$6,21 )L AMKNJCV ?NNJGA?RGMLQ RFC


SQC MD AJ?QQGA?J CVNJGAGR NPMHCARGML KCRFMBQ JGIC  GQ PCQRPGARCB RM 2SLECY
+SRR? ?LB MRFCP MLCQRCN KCRFMBQ QGLAC RFC CAGCLR GKNJCKCLR?RGML GL
?BT?LACB "$& QMJTCPQ UGRF MPBCP ?LB QRCNQGXC AMLRPMJ GQ LMLRPGTG?J
)LQRC?B MD GKNJCKCLRGLE CVNJGAGR NPMHCARGML QRCNQ GL RFC QMJTCP RFC COS?
RGMLQ MD KMRGML  ?PC PCDMPKSJ?RCB GL ? U?W RF?R AMLR?GLQ GKNJGAGRJW RFC
NPMHCARGML MLRM RFC AMLQRP?GLR K?LGDMJB      )    4FC /+<E
?:>+E/375?26/< 09<7?6+>398 MP =>+,363D/. 38./B 09<7?6+>398 MD RFC
COS?RGMLQ MD KMRGML AMLQGBCPQ RFC AMLQRP?GLRQ @ ?LB ? ML NMQGRGML
?LB TCJMAGRW JCTCJ QGKSJR?LCMSQJW 'C?P CR ?J 
 )
#   )
  # )   )   )

   )
  )     )
4FC GLAPC?QGLE LSK@CP MD COS?RGMLQ GQ AMKNCLQ?RCB @W ? AMPPCARGML RCPK
  UGRF ?SVGJG?PW T?PG?@JCQ  )    4FC AMPPCARGML RCPK T?LGQFCQ
GBCLRGA?JJW DMP RFC ?L?JWRGA?J QMJSRGML  )   ?LB PCK?GLQ GL RFC QGXC MD
RFC SQCPBCLCB CPPMP RMJCP?LACQ 4/, DMP RFC LSKCPGA?J QMJSRGML
%OQ  DMPK ?L GLBCV $!% RF?R K?W @C QMJTCB PM@SQRJW ?LB CD
AGCLRJW @W "$& 'C?P CR ?J  ?LB GKNJGAGR 2SLECY+SRR? KCRFMBQ
(?GPCP ?LB 7?LLCP  (MUCTCP RFC CPPMP CQRGK?RCQ GL AJ?QQGA?J /$%
QMJTCPQ RCLB RM MTCPCQRGK?RC RFC JMA?J CPPMPQ GL RFC ?JEC@P?GA AMKNMLCLRQ 
 MD $!%  QCC 0CRXMJB  4FCPCDMPC RFC AMKNMLCLRQ  ?LB 
QFMSJB LMR @C AMLQGBCPCB GL RFC ?SRMK?RGA QRCNQGXC AMLRPMJ MD "$& QMJTCPQ
0CRXMJB ?LB ,[MRQRCBR  &MP GKNJGAGR 2SLECY+SRR? QMJTCPQ RFC CPPMP
CQRGK?RCQ DMP  ?LB  ?PC QA?JCB @W RFC QK?JJ D?ARMP  
4FC CAGCLR CT?JS?RGML MD RFC AMPPCARGML RCPK   ) DMP EGTCL   )
GQ LMLRPGTG?J QGLAC KSJRG@MBW DMPK?JGQKQ CT?JS?RC K?RPGVTCARMP NPMBSARQ
  ?LB UGRF   AMKNJCVGRW @SR BM LMR CT?JS?RC RFC K?RPGV  )
GRQCJD
4FC ICW RM RFC CAGCLR QMJSRGML MD  U?Q DMSLB GL RFC ?L?JWQGQ MD ?
QNCAG?J AJ?QQ MD MTCPBCRCPKGLCB $!%Q &[ SFPCP  RF?R ?PC AJMQCJW PCJ?RCB
RM $!%Q  QCC &[ SFPCP ?LB ,CGKISFJCP  "$& QMJTCPQ ?LB GKNJGAGR
2SLECY+SRR? QMJTCPQ DMP $!%Q  ?NNPMVGK?RC RFC *?AM@G?L
  

  "# "
RM AMKNSRC "  GRCP?RGTCJW @W .CURML Q KCRFMB QCC  ?LB  )L 
RFGQ *?AM@G?L F?Q ?    @JMAI QRPSARSPC PCCARGLE RFC DMSP COS?RGMLQ GL 
224 M. Arnold

?LB RFC N?PRGRGMLGLE "     "JMAI   GQ ?L ?NNPMVGK?RGML MD


 )  )


GRQ RP?LQNMQC K?W @C SQCB RM ECR RFC K?RPGVTCARMP NPMBSAR  4FGQ
?JEMPGRFK U?Q GKNJCKCLRCB GL RFC "$& QMJTCP /$!33, &[ SFPCP 
RF?R CVNJMGRQ DSPRFCPKMPC RFC QNCAG?J QRPSARSPC MD  RM AMKNSRC  
KMPC CAGCLRJW RF?L GL RFC QR?LB?PB $!33, GKNJCKCLR?RGML

'8$1&('  02'(/5 4FC LSKCPGA?J ?JEMPGRFKQ DMP $!% RGKC GL
RCEP?RGML RF?R UC BGQASQQCB GL BCR?GJ DMP AJ?QQGA?J AMLQRP?GLCB KCAF?LGA?J
QWQRCKQ UGRF COS?RGMLQ MD KMRGML  K?W @C ?NNJGCB ?Q UCJJ RM RFC KMPC
AMKNJCV FW@PGB BGCPCLRG?J?JEC@P?GA KMBCJ COS?RGMLQ   RF?R ?PC
RWNGA?J MD ?NNJGCB BWL?KGAQ
)L RFC KMBCJ COS?RGMLQ GL PCQGBS?J DMPK  RFC TCARMP " ) GQ LMU EGTCL
@W "     !  4GKC CTCLRQ ?LB RFC BGQAPCRC QR?RC COS?RGMLQ 
?PC F?LBJCB @W RFC KCRFMBQ RF?R ?PC ILMUL DPMK /$% RFCMPW QCC 3CARGML 
4FC BGCPCLRG?J COS?RGMLQ @ ?LB RFC ?JEC@P?GA COS?RGMLQ A ?LB
B ?PC ?BBCB RM RFC PCQGBS?J " "
# ) QCC  !Q ? AMLQCOSCLAC RFC
"$& QMJSRGML "  MD  Q?RGQCQ RFC LMLJGLC?P COS?RGMLQ B CV?ARJW

        )  

4FC "$& QMJSRGML   AMGLAGBCQ UGRF RFC DSLARGML T?JSC    )   MD


RFC DSLARGML   ) RF?R GQ GKNJGAGRJW BCLCB @W

     )   )

GD  GQ LMLQGLESJ?P QCC  ?LB B "$& KCRFMBQ AMKNSRC DMP ?
EGTCL ECMKCRPGA AMLESP?RGML  MD RFC KSJRG@MBW QWQRCK RFC AMLR?AR NMGLR
AMMPBGL?RCQ  CV?ARJW SN RM RFC QK?JJ GRCP?RGML CPPMPQ GL .CURML Q KCRFMB
4FC Q?KC PCQSJR K?W @C QFMUL DMP RFC ?JEC@P?GA T?PG?@JCQ ! GL A
7GRF RFC PCESJ?PGRW ?QQSKNRGMLQ MD 3CARGML  RFC KMBCJ COS?RGMLQ 
DMPK ?L GLBCV $!% )LBCV PCBSARGML ?LB NPMHCARGML RCAFLGOSCQ F?TC RM
@C ?NNJGCB )R GQ GKNMPR?LR RM LMRC RF?R RFC LMLJGLC?P COS?RGMLQ A ?LB
B K?W @C QMJTCB BGPCARJW UPR RFC ?JEC@P?GA T?PG?@JCQ ! ?LB  )L
AMLRP?QR RM RFC AMLQRP?GLRQ C RFC LMLJGLC?P COS?RGMLQ A ?LB B
BM 89> GKNJW FGBBCL AMLQRP?GLRQ ML RFC QR?RC T?PG?@JCQ JGIC 
4FC GLBCV PCBSARGML GQ @?QCB ML RGKC BCPGT?RGTCQ MD RFC AMLQRP?GLRQ 
   ) )R BMCQ LMR GLTMJTC ?LW BCPGT?RGTCQ MD RFC LMLJGLC?P COS?RGMLQ
  !  ?LB     ) 4FC FGBBCL AMLQRP?GLRQ ML RFC JCTCJ MD
Numerical Methods for Simulation 225

TCJMAGRW AMMPBGL?RCQ ?PC


B
   )  ) )   )      )
B)
UGRF K?RPGV MD  QGLAC  ) # GQ ? JGLC?P DSLARGML MD  )
# ) RF?R
K?W @C M@R?GLCB BGCPCLRG?RGLE    )  ) ) GKNJGAGRJW UPR ) QCC
?JQM 
5QGLE ? P?RFCP ECLCP?J AMLACNR MD $!% GLBCV PCBSARGML +SLICJ CR ?J
 RFC 'C?PY'SNR?Y,CGKISFJCP DMPKSJ?RGML  GQ ECLCP?JGXCB RM AMK
NJCV $!% KMBCJQ  QCC !PLMJB  !PLMJB CR ?J  (CPC RFC
'C?PY'SNR?Y,CGKISFJCP DMPKSJ?RGML  GQ CVRCLBCB @W @AB 4M AMK
NCLQ?RC RFC QGKSJR?LCMSQ AMLQGBCP?RGML MD RFC AMLQRP?GLRQ ML NMQGRGML JCTCJ
?LB RFC FGBBCL AMLQRP?GLRQ ML TCJMAGRW JCTCJ RFCPC GQ ?Q @CDMPC HSQR MLC AMP
PCARGML RCPK )R F?Q RM @C ?BBCB RM RFC IGLCK?RGA COS?RGMLQ  ) # RF?R
R?IC RFC DMPK
 )
#    )
UGRF RFC AMLQRP?GLR K?RPGV MD  ?LB ?SVGJG?PW T?PG?@JCQ  )   
!Q GL RFC AJ?QQGA?J ?NNPM?AF MD 'C?P 'SNR? ?LB ,CGKISFJCP 'C?P CR ?J
 RFC AMPPCARGML RCPK T?LGQFCQ GBCLRGA?JJW DMP RFC ?L?JWRGA?J QMJSRGML
?LB PCK?GLQ GL RFC QGXC MD RFC SQCPBCLCB CPPMP RMJCP?LACQ 4/, DMP RFC
LSKCPGA?J QMJSRGML
&MP RFGQ CVRCLBCB QWQRCK RFC *?AM@G?L  GL  F?Q ?    @JMAI QRPSA
RSPC UGRF     ?Q @JMAIQ      
?LB   PCQNCARGTCJW )L ? KMBGCB TCPQGML MD RFC "$& QMJTCP /$!33,
RFCQC @JMAIQ ?PC SQCB DMP RFC CAGCLR CT?JS?RGML MD RFC AMPPCARGML RCPK 
UGRF K?RPGV MD  QCC !PLMJB 

700$4; 4FC PM@SQR ?LB CAGCLR BWL?KGA?J QGKSJ?RGML GL ?NNJGCB BW


L?KGAQ K?W @C @?QCB ML $!% RGKC GLRCEP?RGML KCRFMBQ UGRF $!33, JGIC
"$& QMJTCPQ RF?R ?PC ?NNJGCB RM RFC 'C?PY'SNR?Y,CGKISFJCP DMPKSJ?RGML
MD RFC KMBCJ COS?RGMLQ 4FC ?NNPM?AF GQ SQCB QSAACQQDSJJW GL GLBSQRPG?J
KSJRG@MBW QWQRCK QGKSJ?RGML N?AI?ECQ 2SJI? 

 !#"  " ! # $# 


$#"!% !"
4WNGA?J NPM@JCKQ MD ?NNJGCB BWL?KGAQ ?PC D?P @CWMLB RFC CJB MD AJ?QQGA?J
KSJRG@MBW ?L?JWQGQ .CTCPRFCJCQQ RFC KCRFMBQ ?LB QMDRU?PC RMMJQ MD KSJRG
@MBW BWL?KGAQ F?TC @CCL SQCB TCPW QSAACQQDSJJW ?Q GLRCEP?RGML NJ?RDMPK DMP
J?PEC AMKNJCV KMBCJQ GL ?NNJGCB BWL?KGAQ GLAJSBGLE KCAF?LGA?J FWBP?SJGA
?LB CJCARPMLGA AMKNMLCLRQ
226 M. Arnold

Design Concept

MBS
CFD CACE

CAD Multidisciplinary FEM


Optimized
System

,*74(   )LRCEP?RCB TGPRS?J BCQGEL SQGLE KSJRG@MBW QWQRCK QGKSJ?RGML


QMDRU?PC ?LB GRQ @GBGPCARGML?J GLRCPD?ACQ QCC 6CGRJ 

!JRCPL?RGTCQ ?PC ECLCP?J NSPNMQC QGKSJ?RGML RMMJQ JGIC 3GKSJGLI  KMB


CJJGLE J?LES?ECQ DMP AMKNJCV NFWQGA?J QWQRCKQ JGIC !#3, MP -MBCJGA? ?LB
ECLCP?J NMPR@?QCB KMBCJJGLE RCAFLGOSCQ "PCCBTCJB  &SPRFCPKMPC
RFC AMSNJGLE MD RUM MP KMPC KMLMBGQAGNJGL?PW QGKSJ?RGML RMMJQ DPMK BGCPCLR
CJBQ MD ?NNJGA?RGML F?Q NPMTCB RM @C TCPW SQCDSJ GL GLBSQRPG?J ?NNJGA?RGMLQ
=37?6+>9< -9?:6381 MP -9=37?6+>398

:6(15,215 2) 07/6,%2'; 5;56(0 5,07/$6,21 3$&.$*(5 )L RFC C?PJW


B?WQ MD GLBSQRPG?J KSJRG@MBW QWQRCK QGKSJ?RGML RFC DMASQ U?Q ML QNCAG?JGXCB
DMPAC CJCKCLRQ UGRF MP UGRFMSR GLLCP QR?RC T?PG?@JCQ  ?LB    QCC 3CARGML 
?LB +MPR[ SK CR ?J 
4MB?W GR KGEFR @C CTCL KMPC GKNMPR?LR RM CK@CB RFC BWL?KGA?J QGK
SJ?RGML MD RFC KCAF?LGA?J QWQRCK AMKNMLCLRQ CAGCLRJW GL NPMACQQ AF?GLQ
DMP RFC QGKSJ?RGML MD RFC MTCP?JJ @CF?TGMSP MD CLEGLCCPGLE QWQRCKQ &GE 

                
           
Numerical Methods for Simulation 227

QFMUQ RWNGA?J @GBGPCARGML?J GLRCPD?ACQ @CRUCCL QNCAG?JGQCB QGKSJ?RGML RMMJQ


4FC GLRCPD?ACQ ?PC SQCB DMP B?R? CVAF?LEC GL RFC NPC ?LB NMQRNPMACQQGLE
MD BWL?KGA?J QGKSJ?RGML
4FC QGKSJ?RGML MD CVG@JC KSJRG@MBW QWQRCKQ PCJGCQ ML RFC GLRCPD?ACQ RM
LGRC CJCKCLR &% RMMJQ MD QRPSARSP?J BWL?KGAQ 4FC GLRCPD?AC DPMK &%
RMMJ RM KSJRG@MBW QWQRCK RMMJ NPMTGBCQ K?QQ B?KNGLE ?LB QRGLCQQ B?R?
DMP RFC NPCNPMACQQGLE MD KMBCQ , /  GL RFC 2?WJCGEFY2GRX ?NNPM?AF 
QCC 7?JJP?NN  4FC GLRCPD?AC DPMK KSJRG@MBW QWQRCK RMMJ RM &% RMMJ
QSNNMPRQ RFC NMQRNPMACQQGLE MD KSJRG@MBW QWQRCK QGKSJ?RGML B?R? ,M?B
TCARMPQ ?PC RP?LQDCPPCB RM RFC D?RGESC ?L?JWQGQ GL QR?LB?PB &% RMMJQ $GCRX
CR ?J 
-MB?J PCBSARGML RCAFLGOSCQ ?PC ?JQM SQCB QSAACQQDSJJW GL RFC ?L?JWQGQ MD
ACPR?GL ?CPMBWL?KGA CCARQ &MP RFGQ -69=/ -9?:6381 MD AMKNSR?RGML?J SGB
BWL?KGAQ #&$ ?LB CVG@JC KSJRG@MBW BWL?KGAQ RFC AJ?QQGA?J GLRCPD?ACQ
@CRUCCL &% RMMJQ ?LB KSJRG@MBW QWQRCK RMMJQ F?TC @CCL CVRCLBCB @W ?L
GLRCPD?AC RM #&$ RMMJQ +P[ SECP ?LB 3NGCAI 
4FC GLRCPD?ACQ @CRUCCL #!$ ?LB KSJRG@MBW QWQRCK RMMJQ QSNNMPR ?L CD
AGCLR ?LB D?GJQ?DC KMBCJ QCRSN SQGLE RFC ECMKCRPGA?J B?R? MD #!$ KMBCJQ
4FC MNNMQGRC GLRCPD?AC RP?LQDCPQ ?JJ PCJCT?LR ECMKCRPGA?J KMBGA?RGMLQ MD RFC
KSJRG@MBW QWQRCK KMBCJ ?SRMK?RGA?JJW @?AI RM RFC #!$ KMBCJ 4P?SRCL
@CPE 
#MLRPMJJCP QWLRFCQGQ GQ ? ACLRP?J NPM@JCK GL ?NNJGCB BWL?KGAQ #JMQC JGLIQ
@CRUCCL RFC KCRFMBQ ?LB RMMJQ DMP RFC BWL?KGA?J QGKSJ?RGML MD KCAF?LGA?J
AMKNMLCLRQ ?LB RFC RMMJQ MD #MKNSRCP ?GBCB AMLRPMJ CLEGLCCPGLE #!#%
?PC RFCPCDMPC CQQCLRG?J QCC - 6?J ?QCI Q AMLRPG@SRGML RM RFGQ NPMACCBGLEQ
TMJSKC 6?J ?QCI 
!JPC?BW GL RFC C?PJW  Q RFC GLAPC?QGLE AMKNJCVGRW MD AMLRPMJJCPQ GL
KCAF?RPMLGA QWQRCK AMKNMLCLRQ KMRGT?RCB RFC GLRCEP?RGML MD KSJRG@MBW
QWQRCK KMBCJQ GL #!#% RMMJQ QR?PRGLE UGRF RFC CVNMPR MD RFC QWQRCK K?
RPGACQ  
?LB BCQAPG@GLE RFC JGLC?PGXCB COS?RGMLQ MD KMRGML 
QCC +MPR[ SK ?LB ,SELCP  ,?RCP RFGQ GLRCPD?AC U?Q CVRCLBCB @W RFC
CVNMPR MD &/242!. QMSPAC AMBC DMP LMLJGLC?P COS?RGMLQ MD KMRGML  )L
@MRF A?QCQ RFC RGKC GLRCEP?RGML DMP RFC MTCP?JJ QWQRCK GLAJSBGLE KSJRG@MBW
QWQRCK KMBCJ ?LB AMLRPMJJCP GQ NCPDMPKCB GL RFC #!#% RMMJ
3GLAC RFC QMJTCPQ MD #!#% RMMJQ ?PC LMR R?GJMPCB RM RFC BGCPCLRG?J
?JEC@P?GA KMBCJ COS?RGMLQ  GR GQ MDRCL KMPC ?RRP?ARGTC RM NCPDMPK RFC
RGKC GLRCEP?RGML MD RFC MTCP?JJ QWQRCK GLAJSBGLE RFC AMLRPMJJCP GL RFC KSJRG
@MBW QWQRCK RMMJ 3R?RCMDRFC?PR #!#% RMMJQ QSNNMPR RFGQ ?NNPM?AF @W
? AMBC CVNMPR GLRCPD?AC ! RWNGA?J CV?KNJC GQ RFC 2C?J4GKC 7MPIQFMN



          
228 M. Arnold

MD 4FC -?RF7MPIQ )LA RF?R ECLCP?RCQ ?LB CVCASRCQ QR?LB?JMLC # AMBC


DMP BCTCJMNGLE ?LB RCQRGLE ?JEMPGRFKQ KMBCJJCB GL 3GKSJGLI 6?ASJL CR ?J
 6?J?QCI 
!Q ?L ?JRCPL?RGTC RM AMBC CVNMPR RFC RMMJQ MD KSJRG@MBW QWQRCK ?L?JWQGQ
?LB #!#% K?W @C AMSNJCB ?Q UCJJ @W ? DSLARGML A?JJ GLRCPD?AC RF?R CT?JS
?RCQ BSPGLE RGKC GLRCEP?RGML PCNC?RCBJW RFC PGEFR F?LB QGBCQ MD RFC KMBCJ
COS?RGMLQ DMP T?PGMSQ EGTCL GLNSR B?R? QCC 6?ASJL CR ?J  DMP ? KMPC
BCR?GJCB BGQASQQGML

(1(4$/ 374325( 5,07/$6,21 622/5 $1' 02'(//,1* /$1*7$*(5 5QGLE


GLRCPD?ACQ @CRUCCL UCJJ BCTCJMNCB KMLMBGQAGNJGL?PW QGKSJ?RGML RMMJQ RFC CV
NCPGCLACB CLEGLCCP K?W QRSBW KSJRGBGQAGNJGL?PW NPM@JCKQ UGRFMSR JC?TGLE
FGQ SQS?J QMDRU?PC CLTGPMLKCLR ,?RCQR LCU BCTCJMNKCLRQ MD RFC NMUCPDSJ
QNCAG?JGXCB RMMJQ ?PC GKKCBG?RCJW ?T?GJ?@JC ?LB RFC ?AACQQ RM FGEFJW BCTCJ
MNCB QNCAG?JGXCB QMJTCPQ GQ QRP?GEFRDMPU?PB
!JRCPL?RGTC ?NNPM?AFCQ PCQMJSRCJW DMASQ ML RFC KSJRGBMK?GL ?QNCAR MD
AMKNJCV KSJRGBGQAGNJGL?PW ?NNJGA?RGMLQ 4FC KMQR UGBCQNPC?B ECLCP?J NSP
NMQC QGKSJ?RGML RMMJ DPMK QWQRCK RFCMPW GQ 3GKSJGLI RF?R F?Q @CCL BCTCJ
MNCB ?Q NJ?RDMPK DMP KSJRGBMK?GL QGKSJ?RGML ?LB KMBCJ@?QCB BCQGEL MD
BWL?KGA QWQRCKQ )R F?Q ? @JMAIBG?EP?K SQCP GLRCPD?AC DMP KMBCJ QCRSN
?LB ? LSK@CP MD RMMJ@MVCQ DMP QNCAG?J CJBQ MD ?NNJGA?RGML JGIC 3GK-CAF?L
GAQ ?LB 3GK$PGTCJGLC
4FC GLAPC?QGLE AMKNJCVGRW MD GLBSQRPG?J KSJRGBGQAGNJGL?PW ?NNJGA?RGMLQ PC
QSJRQ GL ? PCTGT?J MD KMBCJJGLE J?LES?ECQ RF?R ?PC BCQGELCB RM @SLBJC RFC CV
NCPGCLAC MD QNCAG?JGQRQ DPMK T?PGMSQ CLEGLCCPGLE BMK?GLQ -MBCPL KMBCJJGLE
J?LES?ECQ JGIC -MBCJGA?   ### ?PC M@HCAR MPGCLRCB
?LB BM LMR DMJJMU RFC AJ?QQGA?J GLNSRYMSRNSR QAFCKC MD RP?BGRGML?J @JMAI
MPGCLRCB RMMJQ +-+?=+6 KMBCJJGLE
)LQRC?B MD AJ?QQGA?J /$% KMBCJ COS?RGMLQ  RFC KMBCJ COS?RGMLQ ECR
RFC DMPK MD BGCPCLRG?J?JEC@P?GA COS?RGMLQ -MBCJGA? GQ ? P?NGBJW BCTCJMNGLE
LMLNPMNPGCR?PW KMBCJJGLE J?LES?EC RF?R AMTCPQ ? UGBC P?LEC MD ?NNJGA?RGMLQ
JGIC CJCARPGA?J AGPASGRQ TCFGAJC BWL?KGAQ FWBP?SJGA ?LB NLCSK?RGA QWQRCKQ
?LB ?SRMKMRGTC NMUCPRP?GLQ QCC 4GJJCP  ?LB RFC SNRMB?RC K?RCPG?J
?R RFC -MBCJGA? UC@QGRC   ### DMP KMPC BCR?GJQ MD
RFGQ MLEMGLE BCTCJMNKCLR

,07/$624 &273/,1* 3NCAG?JGXCB KMLMBGQAGNJGL?PW RMMJQ ECLCP?J NSPNMQC


RMMJQ AMBC CVNMPR  AMBC GKNMPR GLRCPD?ACQ ?LB DSLARGML A?JJ GLRCPD?ACQ MCP
RFC SQCP ? EPC?R T?PGCRW MD QGKSJ?RGML RCAFLGOSCQ DMP KSJRGBGQAGNJGL?PW ?NNJG
A?RGMLQ 6?J?QCI  4FCW DMJJMU AMKNJCRCJW BGCPCLR QRP?RCEGCQ GL RFC
BCQGEL MD SQCP GLRCPD?ACQ DMP KMBCJ QCRSN ?LB GL RFC DMPKSJ?RGML MD K?RFC
Numerical Methods for Simulation 229

K?RGA?J KMBCJ COS?RGMLQ &PMK RFC LSKCPGA?J TGCUNMGLR FMUCTCP ?JJ RFCQC
?NNPM?AFCQ F?TC GL AMKKML RF?R L?JJW RFC DSJJ QCR MD KMBCJ COS?RGMLQ GQ
QMJTCB GL 98/ QGKSJ?RGML RMMJ @W 98/ QMJTCP
!BT?LACB AMBC CVNMPR GLRCPD?ACQ ?PC LMR PCQRPGARCB RM RFC AJ?QQGA?J CV
NMPR MD QMSPAC AMBC BCQAPG@GLE KMBCJ COS?RGMLQ DMP QMKC QWQRCK AMKNMLCLRQ
@SR K?W GLAJSBC ?Q UCJJ RFC QMSPAC AMBC DMP ?L ?NNPMNPG?RC RGKC GLRCEP?RGML
KCRFMB ?Q /7,/../. =96@/< )L NP?ARGAC RFC RP?BGRGML?J RCPK <AMBC CVNMPR
GQ LMR MLJW SQCB DMP RFC CVNMPR MD PC?B?@JC # MP &/242!. QMSPAC AMBC @SR
?JQM DMP RFC CVNMPR MD AMKNGJCB M@HCAR AMBC GL BWL?KGA?JJW JGLICB JG@P?PGCQ
RF?R ?PC NPCDCPPCB @W NPMTGBCPQ MD AMKKCPAG?J QGKSJ?RGML RMMJQ 7GRF ?L
CK@CBBCB $!% RGKC GLRCEP?RGML KCRFMB RFC CVNMPR MD KSJRG@MBW QWQRCK
KMBCJQ RM #!#% RMMJQ GQ CE LMR JMLECP PCQRPGARCB RM RPCC QRPSARSPCB QWQ
RCKQ !LMRFCP RWNGA?J ?NNJGA?RGML ?PC BCR?GJCB RWPC KMBCJQ RF?R PCOSGPC
QNCAG?JJW ?B?NRCB JMU MPBCP VCB QRCNQGXC RGKC GLRCEP?RGML KCRFMBQ RM F?L
BJC RFC DPCOSCLR BGQAMLRGLSGRGCQ GL ? QRGAIQJGN AMLR?AR KMBCJ RWPCYPM?B &MP
RFC BWL?KGA?J ?L?JWQGQ MD PM?B TCFGAJCQ RFC RWPC KMBCJ UGRF GRQ CK@CB
BCB QMJTCP GQ GKNMPRCB GL GLBSQRPG?J KSJRG@MBW QWQRCK QGKSJ?RGML N?AI?ECQ
,SELCP ?LB 0J[ MAFJ 
&PMK RFC NP?ARGA?J TGCUNMGLR RFC CK@CBBGLE MD ? QMJTCP GL CVNMPRCB
AMBC K?W HSQR @C ?LMRFCP MNRGML DMP RFC ?L?JWQGQ MD KSJRGBGQAGNJGL?PW NPM@
JCKQ 4FC SQC MD ?L CK@CBBCB QMJTCP GL GKNMPRCB AMBC DMP QMKC QS@QWQRCK
K?ICQ FMUCTCP ? EPC?R BGCPCLAC GL RGKC GLRCEP?RGML QGLAC RFC AJ?QQGA?J
KMBCJ AMSNJGLE GQ CVRCLBCB RM ? QMJTCP AMSNJGLE RF?R K?W QRPMLEJW GLSCLAC
?AASP?AW QR?@GJGRW ?LB PM@SQRLCQQ MD RFC KCRFMBQ RF?R UCPC BGQASQQCB GL
3CARGMLQ  ?LB  /L RFC MRFCP F?LB QMJTCP AMSNJGLE MCPQ ?L ?RRP?ARGTC
U?W DMP ?B?NRGLE RGKC GLRCEP?RGML KCRFMBQ RM RFC QNCAGA QMJSRGML @CF?TGMSP
GL QMKC QS@QWQRCKQ QCC CE $WKMJ? Q CVRCLBCB AMBC CVNMPR GLRCPD?AC DMP
PC?JRGKC ?NNJGA?RGMLQ %JKOTGQR CR ?J  ?LB  
 Q ,GLC?P QS@QWQ
RCK QMJTCP DMP CVG@JC @MBGCQ $GCRX 
#MBC CVNMPR  AMBC GKNMPR GLRCPD?ACQ ?LB DSLARGML A?JJ GLRCPD?ACQ ?PC R?G
JMPCB RM ? FGCP?PAFGA?J KMBCJJGLE MD KSJRGBGQAGNJGL?PW NPM@JCKQ QGLAC L?JJW
RFC QGKSJ?RGML MD RFC AMSNJCB NPM@JCK GQ NCPDMPKCB GL MLC K?QRCP RMMJ RF?R
GKNMPRQ RFC MRFCP KMBCJ AMKNMLCLRQ UGRF MP UGRFMSR CK@CBBCB QMJTCP
4FGQ FGCP?PAFGA?J ?NNPM?AF GQ JCQQ ?NNPMNPG?RC UFCLCTCP ?JJ QS@QWQRCKQ MD
RFC AMSNJCB NPM@JCK ?PC MD COS?J GKNMPR?LAC
&MP AMSNJCB NPM@JCKQ MD RFGQ RWNC RFC AMK@GL?RGML MD QCTCP?J KMLM
BGQAGNJGL?PW QGKSJ?RGML RMMJQ QFMSJB LMR @C PCQRPGARCB RM RFC KMBCJ QCRSN MD
?JJ QWQRCK AMKNMLCLRQ @SR QFMSJB @C SQCB ?Q UCJJ BSPGLE RGKC GLRCEP?RGML
)L QSAF ? -9=37?6+>398 ?NNPM?AF RFC QS@QWQRCKQ ?PC F?LBJCB @W BGCPCLR
QMJTCPQ ?LB C?AF QMJTCP GQ R?GJMPCB RM RFC AMPPCQNMLBGLE QS@QWQRCK 4FC B?R?
CVAF?LEC GQ PCQRPGARCB RM BGQAPCRC QWLAFPMLGX?RGML NMGLRQ UGRF Q?KNJGLE P?RCQ
230 M. Arnold

GL RFC P?LEC MD   I(X DMP ?NNJGA?RGMLQ DPMK TCFGAJC BWL?KGAQ


4FC BCTCJMNKCLR MD GLRCPD?ACQ DMP B?R? CVAF?LEC ?LB AMSNJGLE MD QGK
SJ?RGML RMMJQ U?Q BPGTCL @W RFC LCCBQ MD NP?ARGA?J ?NNJGA?RGML /TCP RFC
WC?PQ ? J?PEC T?PGCRW MD NMGLRRMNMGLR QMJSRGMLQ F?Q @CCL GKNJCKCLRCB RF?R
?BBPCQQ QGKGJ?P NPM@JCKQ @SR BGCP GL K?LW BCR?GJQ 4FC DSLARGML?JGRW MD
3&SLARGMLQ GL   3GKSJGLI K?W @C AMLQGBCPCB ?Q ? OS?QGQR?LB?PB
DMP AMBC CVNMPR  AMBC GKNMPR GLRCPD?ACQ RF?R GQ QSNNMPRCB @W KMQR AMKKCP
AG?J QGKSJ?RGML RMMJQ GL QWQRCK BWL?KGAQ )L TCFGAJC QWQRCK BWL?KGAQ RFC
QR?LB?PBGX?RGML MD AMQGKSJ?RGML GLRCPD?ACQ GL ? ?8->398+6 79-5?: 38>/<0+-/
GQ ? ACLRP?J EM?J MD RFC %SPMNC?L    NPMHCAR    Y
QCC   ### 

$5( 567'; 273/(' 5,07/$6,21 2) 0(&+$1,&$/ $1' +;'4$7/,& &20


321(165 2) $ 5(482+;'4$7/,& 56((4,1* 4MB?W RFCPC GQ LM AMKKML
AJ?QQGA?RGML MD KCRFMBQ ?LB GLRCPD?ACQ DMP RFC AMSNJGLE MD QGKSJ?RGML RMMJQ
@SR BCR?GJCB GLTCQRGE?RGMLQ F?TC @CCL NCPDMPKCB DMP QMKC RWNGA?J CJBQ MD
?NNJGA?RGML 6?ASJL CR ?J  6?J ?QCI  ?LB DMP QCTCP?J A?QC QRSBGCQ
DPMK ?NNJGCB BWL?KGAQ !Q ? RWNGA?J CV?KNJC &GE  GJJSQRP?RCQ RFC AMS
NJGLE @CRUCCL KCAF?LGAQ ?LB FWBP?SJGAQ GL RFC QGKSJ?RGML MD KCAF?RPMLGA
QWQRCKQ "SQAF  "SQAF CR ?J 
4FC KCAF?LGA?J N?PR MD ? A?P UGRF QCPTMFWBP?SJGA QRCCPGLE QWQRCK GQ
KMBCJJCB GL RFC $ KSJRG@MBW QWQRCK QGKSJ?RGML N?AI?EC  
 4FC
TCPW BCR?GJCB KMBCJ MD RFC QRCCPGLE &GE  GQ AJC?PJW @CWMLB RFC P?LEC MD
QR?LB?PB ?NNJGA?RGMLQ GL KSJRG@MBW BWL?KGAQ -CAF?LGA?J FWBP?SJGA ?LB
AMLRPMJJCP AMKNMLCLRQ MD RFC QCPTMFWBP?SJGA QRCCPGLE ?PC KMBCJJCB GL RFC
KMBCJJGLE J?LES?EC -MBCJGA? 4FC QGKSJ?RGML RMMJ $WKMJ?   ###
$ GQ SQCB DMP ECLCP?RGLE RFC # AMBC DMP RFGQ QS@QWQRCK
4FC NFWQGA?J GLRCPD?AC @CRUCCL RFC RUM QS@QWQRCKQ <A?P ?LB <QCPTM
FWBP?SJGA QRCCPGLE GQ RFC P?AI?LBNGLGML QRCCPGLE 4FC CVAGR?RGML MD RFC
P?AI NMQGRGML TCJMAGRW ?AACJCP?RGML BCLCQ RFC GLNSR MD RFC AMLRPMJJCB
FWBP?SJGA QWQRCK RF?R ECLCP?RCQ ?Q MSRNSR ?L ?ARS?RMP DMPAC ?ARGLE ML RFC
KCAF?LGA?J QRCCPGLE AMKNMLCLRQ QCC &GE  !Q ? PCQSJR MD RFC QRCCPGLE
UFCCJ CVAGR?RGML RFC ?ARS?RMP DMPAC QGEL?J PCCARQ RFC DCCB@?AI MD RFC PMJJ
KMTCKCLR MD RFC A?P @MBW RM RFC QRCCPGLE QWQRCK
%VRCLBGLE RFC QR?RC QN?AC DMPK  MD KMBCJ COS?RGMLQ @W QWQRCK GLNSRQ
 ) ?LB QWQRCK MSRNSRQ # ) RFC AMSNJCB QS@QWQRCKQ &?P ?LB 5RCCPGLE ?PC
BCQAPG@CB @W
 
"#   )   "  )   ) "# 
 ) 
 "
 ) 
 )

#   )   "  ) # 
 ) 
 "
 )
?
Numerical Methods for Simulation 231

,*74( 
 #MSNJGLE MD QGKSJ?RGML RMMJQ GL RFC BWL?KGA?J QGKSJ?RGML MD ?
A?P UGRF QCPTMFWBP?SJGA QRCCPGLE QWQRCK "SQAF  "SQAF CR ?J 

,*74(   "JMAI BG?EP?K DMP RFC -MBCJGA? KMBCJ MD ? QCPTMFWBP?SJGA


QRCCPGLE "SQAF CR ?J 
232 M. Arnold

?LB RFC AMSNJGLE AMLBGRGMLQ




 ) #   ) CVAGR?RGML MD RFC P?AI
@
  ) # 
 ) ?ARS?RMP DMPAC

&GE  QSKK?PGXCQ @?QGA QRP?RCEGCQ DMP AMSNJGLE KCAF?LGA?J ?LB FWBP?SJGA


AMKNMLCLRQ BSPGLE QGKSJ?RGML "SQAF CR ?J  RF?R EM @?AI RM RFC
NPCTGMSQ UMPI MD MLC MD RFC AM?SRFMPQ UFM QRSBGCB GL FGQ 0F$ RFCQGQ RFC
QGKSJ?RGML MD RGJRGLE RP?GLQ UGRF FWBP?SJGA ?ARS?RMPQ $PMLI?  QCC ?JQM
,GC@GE CR ?J  &MP KMBCJ AMSNJGLE QCC &GE  RFC # AMBC BCQAPG@GLE
RFC FWBP?SJGA N?PR 
 BCLCQ ? SQCP DMPAC CJCKCLR GL  
 )L RFGQ
?NNPM?AF  
 GQ RFC K?QRCP RMMJ ?LB RFC RGKC GLRCEP?RGML MD RFC MTCP?JJ
QWQRCK GQ NCPDMPKCB @W  
 Q BCD?SJR GLRCEP?RMP 3/$!324
!Q ?L ?JRCPL?RGTC $WKMJ? MCPQ RFC HMGLR CVNMPR MD # AMBC BCQAPG@GLE
RFC NFWQGA?J -MBCJGA? KMBCJ UGRF # AMBC MD ?L CK@CBBCB RGKC GLRCEP?
RGML KCRFMB UFGAF GQ RM @C QCJCARCB MSR MD QCTCP?J VCB QRCNQGXC KCRFMBQ
%JKOTGQR CR ?J  )L RFC K?QRCP RMMJ  
 RFC QRCCPGLE KMBCJ
UGRF CK@CBBCB QMJTCP GQ GKNMPRCB ?Q SQCP DMPAC CJCKCLR QCC &GE  )L
RGKC GLRCEP?RGML  
 Q 3/$!324 QMJTCP DMP RFC KCAF?LGA?J N?PR  
GQ AMK@GLCB UGRF RFC CK@CBBCB VCB QRCNQGXC QMJTCP MD RFC FWBP?SJGA DMPAC
CJCKCLR 
 =96@/< -9?:6381 4FC QMJTCP AMSNJGLE PCQSJRQ GL QCTCP?J LML
RPGTG?J ?JEMPGRFKGA NPM@JCKQ "SQAF  QCC ?JQM 6CGRJ  $GCRX
 
 @SR MCPQ RFC MNNMPRSLGRW RM SQC J?PECP RGKC QRCNQGXCQ  GL RFC


KCAF?LGA?J N?PR GD RFC VCB QRCNQGXC  GL RFC FWBP?SJGA QS@QWQRCK GQ PC
QRPGARCB DMP QR?@GJGRW MP ?AASP?AW PC?QMLQ "SQAF  QCC ?JQM (GNNK?LL
CR ?J 
3GLAC $WKMJ? CVNMPRQ # AMBC DMP :+<+7/><3D/. -MBCJGA? KMBCJQ QWQRCK
N?P?KCRCPQ MD RFC QRCCPGLE KMBCJ 
 K?W J?RCP @C SNB?RCB AMLTCLGCLRJW
#F?LECQ MD RFC KMBCJ QRPSARSPC UMSJB FMUCTCP PCOSGPC ? LCU AMBC CV
NMPR @W $WKMJ? DMP SNB?RGLE RFC SQCP DMPAC CJCKCLR GL  
 GL ? KMBCJ
AMSNJGLE MP QMJTCP AMSNJGLE ?NNPM?AF 4FCQC LCQRCB KMBCJ SNB?RCQ GLTMJTC
RFC PGQI MD GLAMLQGQRCLR KMBCJQ &SPRFCPKMPC RFC CVNMPRCB AMBC BMCQ LMR
AMLQGBCP DSRSPC TCPQGML SNB?RCQ MD RFC CVNMPRGLE RMMJ PCQSJRGLE GL ?L ?BBG
RGML?J PGQI MD GLAMLQGQRCLAW 4FCQC JGKGR?RGMLQ MD KMBCJ ?LB QMJTCP AMSNJGLE
?PC ?TMGBCB @W ? AMQGKSJ?RGML RF?R AMK@GLCQ KCRFMBQ ?LB QMJTCPQ MD @MRF
QGKSJ?RGML RMMJQ BSPGLE RGKC GLRCEP?RGML SQGLE ? 4#0)0 GLRCPD?AC DMP B?R?
CVAF?LEC ?R RFC QWLAFPMLGX?RGML NMGLRQ QCC &GE 
4FC AMQGKSJ?RGML @CRUCCL $WKMJ? ?LB  
 NPMACCBQ GL 7+-<9
=>/:= 
 MD JCLERF     UGRF RWNGA?J K?APM QRCNQGXCQ GL
RFC P?LEC MD    KQ QCC &GE  !R RFC QWLAFPMLGX?RGML NMGLR   RFC
QS@QWQRCK MSRNSRQ #     # 
   ?PC CVAF?LECB @CRUCCL $WKMJ? ?LB
Numerical Methods for Simulation 233

,*74(   3AFCK?RGA TGCU MD ? K?APM QRCN GL ? AMQGKSJ?RGML AMSNJGLE  



 DMP QS@QWQRCK   &?P UGRF $WKMJ? DMP QS@QWQRCK 
 5RCCPGLE

 
 !NNPMVGK?RGLE RFC NFWQGA?J AMSNJGLE AMLBGRGMLQ @ GL RFC
K?APM QRCN 
 @W


 )  
   #       )      # 
   

) ;  =  RFC QS@QWQRCKQ &?P ?LB 5RCCPGLE ?PC AMKNJCRCJW BCAMSNJCB
4FCW ?PC GLRCEP?RCB GLBCNCLBCLRJW DPMK C?AF MRFCP @W  
 Q 3/
$!324 QMJTCP QS@QWQRCK    ?LB @W RFC $!33, QMJTCP GL $WKMJ? QS@
QWQRCK 
  4FCPC GQ LM AMKKSLGA?RGML @CRUCCL @MRF QMJTCPQ @CDMPC RFC
LCVR QWLAFPMLGX?RGML NMGLR  RF?R BCLCQ RFC CLB MD RFC ASPPCLR K?APM
QRCN 4FC AMQGKSJ?RGML GQ AMLRGLSCB UGRF RFC LCVR K?APM QRCN 

QR?PRGLE UGRF ? B?R? CVAF?LEC ?R )  ?LB QM ML
&PMK RFC TGCUNMGLR MD RFC KSJRG@MBW QWQRCK RMMJ GLNSR T?PG?@JCQ DPMK
MRFCP QGKSJ?RGML RMMJQ JGIC     # 
   GL &GE  K?W @C AMLQGBCPCB
?Q ? QNCAG?J RWNC MD BGQAPCRC T?PG?@JCQ   GL  )L RFC KSJRG@MBW QWQ
RCK RMMJ RFC T?JSCQ     MD RFC AMSNJGLE T?PG?@JCQ   ?PC ICNR AMLQR?LR
BSPGLE RFC UFMJC K?APM QRCN 
  &MP RFC MRFCP QGKSJ?RGML RMMJ GL
RFC AMQGKSJ?RGML CLTGPMLKCLR $WKMJ? RFC SNB?RC ?R )   RF?R GQ
DMPK?JJW UPGRRCL ?Q  GLTMJTCQ RFC RGKC GLRCEP?RGML MD QS@QWQRCK 

DPMK QWLAFPMLGX?RGML NMGLR )  RM QWLAFPMLGX?RGML NMGLR )  RM ECR
# 
      
234 M. Arnold

2'7/$4 6,0( ,16(*4$6,21 7GRF ?L GLBCNCLBCLR RGKC GLRCEP?RGML MD


?JJ QS@QWQRCKQ GL C?AF K?APM QRCN ?LB DPMXCL QS@QWQRCK GLNSRQ  ) 
   ) ;  =  AMQGKSJ?RGML K?W @C CVRCLBCB QRP?GEFRDMPU?PBJW
RM AMSNJCB NPM@JCKQ RF?R ?PC AMKNMQCB MD KMPC RF?L '  QS@QWQRCKQ
4FCPC GQ FMUCTCP ? J?PEC NMRCLRG?J DMP GKNPMTGLE RFC NCPDMPK?LAC MD AM
QGKSJ?RGML ?JEMPGRFKQ @W ?L MNRGKGXCB QCOSCLRG?J RPC?RKCLR MD RFC QS@
QWQRCKQ ?LB @W KMPC QMNFGQRGA?RCB ?NNPMVGK?RGMLQ DMP RFC QWQRCK GLNSRQ
 ) QCC +[ S@JCP ?LB 3AFGCFJCL  )KNPMTCB AMQGKSJ?RGML ?JEM
PGRFKQ DMP RWNGA?J ?NNJGCB NPM@JCKQ F?TC @CCL QRSBGCB @W K?LW ?SRFMPQ
QCC CE "SQAF  DMP ? BCR?GJCB GLTCQRGE?RGML MD RFC $WKMJ?Y 

AMQGKSJ?RGML DMP KCAF?RPMLGA QWQRCKQ JGIC RFC QCPTMFWBP?SJGA QRCCPGLE GL
&GE 
&MP ? KMPC ECLCP?J ?L?JWQGQ MD LSKCPGA?J ?QNCARQ UC SQC GL RFC DMJJMU
GLE ? AMLBCLQCB LMR?RGML MD AMSNJCB NPM@JCKQ JGIC  )L RFC PGEFR F?LB
QGBCQ MD ? RFC QS@QWQRCK GLNSRQ    ?PC QS@QRGRSRCB @W #   #  
QCC @ 3GLAC #   #  K?W @C CVNPCQQCB @W "  "  QCC ? UC ECR
L?JJW ? AMSNJCB NPM@JCK MD RFC ECLCP?J DMPK

"#  )  " ) " ) " ) )


 

"#  )  " ) " ) " ) )

UGRF '   QS@QWQRCKQ


&PMK RFC LSKCPGA?J TGCUNMGLR RFC GKNMPR?LR BGCPCLAC @CRUCCL AM
QGKSJ?RGML ?LB AJ?QQGA?J QGKSJ?RGML RCAFLGOSCQ GQ RFC PCQRPGARGML MD B?R? CV
AF?LEC @CRUCCL QS@QWQRCKQ RM RFC QWLAFPMLGX?RGML NMGLRQ  RF?R PCQSJRQ GL
' GLBCNCLBCLR RGKC GLRCEP?RGML NPM@JCKQ GL C?AF K?APM QRCN

"#  )   "


> )  "
> ) " )  "
> )  "
> ) )

) ;  =   '  UGRF ?NNPMVGK?RGMLQ


> )  " ) !
" 

DMP RFC QR?RC TCARMPQ MD MRFCP QS@QWQRCKQ 4FC AMK@GL?RGML MD ' NMQQG@JW
BGCPCLR RGKC GLRCEP?RGML KCRFMBQ DMP RFC ' QS@QWQRCKQ  GQ A?JJCB ?
79.?6+< RGKC GLRCEP?RGML KCRFMB DMP RFC AMSNJCB NPM@JCK  &MP KMPC
RF?L  WC?PQ KMBSJ?P RGKC GLRCEP?RGML KCRFMBQ F?TC DMSLB KSAF GLRCPCQR
GL RFC LSKCPGA?J ?L?JWQGQ AMKKSLGRW @CA?SQC MD RFCGP J?PEC NMRCLRG?J DMP
N?P?JJCJGX?RGML *?AIQML 
Numerical Methods for Simulation 235

&MP RFC BCAMSNJCB RGKC GLRCEP?RGML MD RFC ' QS@QWQRCKQ  RFC AMSNJGLE
RCPKQ K?W QGKNJW @C DPMXCL GL C?AF K?APM QRCN QCC &GE 

> ) 
" "   ) ;  = !  

4FGQ AMLQR?LR CVRP?NMJ?RGML MD " DPMK )  RM RFC K?APM QRCN 



GQ TCPW NMNSJ?P GL NP?ARGA?J ?NNJGA?RGMLQ %OQ  ECR RFC DMPK

"#  )  "   "   " ) "   "   )

?LB QFMU GL ? AMKN?PGQML UGRF  RF?R AMLQR?LR CVRP?NMJ?RGML F?LBJCQ ?JJ


AMSNJGLE RCPKQ @CRUCCL QS@QWQRCKQ QGKGJ?P RM RFC CVNJGAGR %SJCP KCRFMB
GL AJ?QQGA?J RGKC GLRCEP?RGML 4FCPCDMPC AMLQR?LR CVRP?NMJ?RGML QF?PCQ ?JJ
@CLCRQ ?LB BP?U@?AIQ MD RFC AJ?QQGA?J CVNJGAGR %SJCP KCRFMB GR GQ PM@SQR
?LB C?QW RM GKNJCKCLR ?LB K?W @C SQCB QSAACQQDSJJW GL ?NNJGA?RGMLQ UGRF
JMU ?AASP?AW PCOSGPCKCLRQ /L RFC MRFCP F?LB AMLQR?LR CVRP?NMJ?RGML K?W
PCQSJR GL ? QRPMLE PCQRPGARGML MD RFC K?APM QRCNQGXC  DMP ?AASP?AW PC?QMLQ
JMU ?NNPMVGK?RGML MPBCP ?LB DMP QR?@GJGRW PC?QMLQ QRG AMSNJGLE RCPKQ
4FC ?AASP?AW MD KMBSJ?P RGKC GLRCEP?RGML K?W @C GKNPMTCB SQGLE FGEFCP
MPBCP ?NNPMVGK?RGMLQ  " > ) GL C?AF K?APM QRCN 
  )D ?JJ ' QS@
QWQRCKQ  ?PC QMJTCB ?R RFC Q?KC RGKC RFC BCLGRGML MD  " > ) F?Q RM
@C @?QCB ML DSLARGML T?JSCQ " ) UGRF )    ,GLC?P CVRP?NMJ?RGML SQCQ
"   ?LB "   RM ECR DMP ?JJ ) ;  = ! 

 ) 
> ) 
" "    "   "   
 

)L RFC Q?KC U?W OS?BP?RGA CVRP?NMJ?RGML MD " ) GQ @?QCB ML "  


"   ?LB "   ?LB QM ML
)L ? QCOSCLRG?J GKNJCKCLR?RGML RFC ' QS@QWQRCKQ  ?PC ?E?GL QMJTCB
GLBCNCLBCLRJW DPMK C?AF MRFCP @SR LMU RFC K?APM QRCNQ 
 ?PC ?J
PC?BW AMKNJCRCB DMP ?JJ QS@QWQRCKQ  UGRF !  @CDMPC QR?PRGLE RFC RGKC
GLRCEP?RGML GL QS@QWQRCK   3GKGJ?P RM ? QJMUCQR PQR QRP?RCEW GL KSJRG
P?RC RGKC GLRCEP?RGML 'C?P ?LB 7CJJQ  RFC ?NNPMVGK?RGMLQ  " > )
UGRF !  K?W RFCPCDMPC @C BCLCB @W 38>/<:96+>398 SQGLE "   ?LB
RFC JGLC?P ?NNPMVGK?RGML ECRQ RFC DMPK

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> ) 
" "    "   "   !   
 

QCC ?JQM 


3SAF ? QCOSCLRG?J QR?EECPCB ?JEMPGRFK GQ SQCB QSAACQQDSJJW GL RFC BWL?K
GA?J QGKSJ?RGML MD AMK@SQRGML CLEGLCQ UGRF AF?GL BPGTCQ QCC &GE  ?LB
236 M. Arnold

Combustion engine with chain drive

Delta Cam shaft angle [deg]


0.5

0.5
4000 4500 5000 5500 6000
Nominal crank shaft angle [deg]

Rot. speed Chain link [deg/s]


500

500

4000 4500 5000 5500 6000


Nominal crank shaft angle [deg]

,*74(   $WL?KGA?J QGKSJ?RGML MD ? AMK@SQRGML CLEGLC UGRF AF?GL BPGTC


(GNNK?LL CR ?J  AGRCB DPMK !PLMJB 

(GNNK?LL CR ?J  6CPW QRG AMLR?AR DMPACQ @CRUCCL RFC AF?GL JGLIQ
GLRPMBSAC FGEF DPCOSCLAW MQAGJJ?RGMLQ GL RFC QS@QWQRCK <AF?GL BPGTC  QCC RFC
JMUCP PGEFR NJMR GL &GE  RF?R QFMUQ RFC TCJMAGRW MD MLC MD RFC AF?GL JGLIQ
4FC SNNCP NJMR GJJSQRP?RCQ RF?R RFC AMSNJCB QWQRCK CLEGLC  AF?GL BPGTC GQ
? KSJRGQA?JC NPM@JCK UGRF AJC?PJW QCN?P?RCB RGKC QA?JCQ 4FC BCTG?RGML 
MD RFC A?K QF?DR ?LEJC DPMK GRQ LMKGL?J NMQGRGML GQ ? RWNGA?J QR?RC T?PG?@JC
MD RFC QJMU QS@QWQRCK <CLEGLC  "MRF QS@QWQRCKQ ?PC AMSNJCB @W AMLR?AR
DMPACQ  ?ARGLE @CRUCCL EC?P UFCCJQ ?LB AF?GL JGLIQ
)L (GNNK?LL CR ?J  RFC AMSNJCB QWQRCK GQ QMJTCB @W ? KMBS
J?P RGKC GLRCEP?RGML KCRFMB )L RFC PQR QR?EC MD C?AF K?APM QRCN QS@
QWQRCK  CLEGLC GQ QMJTCB @W  
 Q 3/$!324 QMJTCP UGRF RGKC

QRCNQGXCQ  MD KMBCP?RC QGXC 4FC GLNSR DPMK RFC AF?GL BPGTC QS@QWQ
RCK   GQ ?NNPMVGK?RCB @W ? OS?BP?RGA CVRP?NMJ?RGML  " > ) SQGLE RFC
DSLARGML T?JSCQ ?R )     )D K?APM QRCN 
 GQ AMKNJCRCB
DMP QS@QWQRCK   RFC QGKSJ?RGML PCQSJRQ "   ?LB "   ?PC SQCB
RM ECR ?L ?NNPMVGK?RGML  " > )  " ) @W JGLC?P GLRCPNMJ?RGML 
)L RFC QCAMLB QR?EC MD RFC K?APM QRCN QS@QWQRCK  AF?GL BPGTC

F?Q RM @C GLRCEP?RCB UGRF TCPW QK?JJ RGKC QRCNQGXCQ  @CA?SQC MD RFC FGEF
DPCOSCLAW MQAGJJ?RGMLQ GL RFC AF?GL BPGTC QCC RFC JMUCP PGEFR NJMR MD &GE 
(CPC ?L CVNJGAGR 2SLECY+SRR? KCRFMB GQ SQCB RF?R ?TMGBQ RFC J?PEC LSKCP
GA?J CMPR DMP *?AM@G?L CT?JS?RGMLQ GL 3/$!324 #MKN?PCB UGRF AJ?QQGA?J
Numerical Methods for Simulation 237

QGKSJ?RGML RCAFLGOSCQ 3/$!324 ?NNJGCB RM RFC AMKNJCRC AMSNJCB QWQRCK


CLEGLC  AF?GL BPGTC RFC LSKCPGA?J CMPR U?Q PCBSACB @W ? D?ARMP MD 
SQGLE RFC KMBSJ?P ?NNPM?AF &MP RFGQ ?NNJGA?RGML K?APM QRCNQGXCQ GL RFC
P?LEC MD    Q UCPC DMSLB RM @C ?NNPMNPG?RC (GNNK?LL CR ?J 
)L GLBSQRPG?J ?NNJGA?RGMLQ GR GQ QR?RCMDRFC?PR RM SQC VCB K?APM QRCN
QGXCQ  GL AMQGKSJ?RGML RM ?TMGB NPM@JCKQ UGRF LCQRCB QRCNQGXC AMLRPMJ
?JEMPGRFKQ GL ? AMK@GL?RGML MD ? EJM@?J K?APM QRCNQGXC AMLRPMJ UGRF ' JMA?J
KGAPM QRCNQGXC ?LB MPBCP AMLRPMJ ?JEMPGRFKQ DMP RFC ' QS@QWQRCKQ  !
K?APM QRCNQGXC AMLRPMJ @?QCB ML ?L CPPMP CQRGK?RC @W 2GAF?PBQML CVRP?NM
J?RGML GQ NPMNMQCB GL +[ S@JCP 
4FC ?AASP?AW MD KMBSJ?P RGKC GLRCEP?RGML K?W @C QRSBGCB ?JMLE RFC
JGLCQ MD RFC AMLTCPECLAC ?L?JWQGQ DMP AJ?QQGA?J /$% RGKC GLRCEP?RGML KCRF
MBQ !QAFCP ?LB 0CRXMJB  (?GPCP CR ?J  4FC ?QWKNRMRGA CPPMP
?L?JWQGQ DMP 
 PCQSJRQ GL ? @MSLB DMP RFC EJM@?J CPPMP  RF?R BCNCLBQ
ML RFC EJM@?J CPPMPQ      '  MD RFC RGKC GLRCEP?RGML KCRFMBQ GL
RFC ' QS@QWQRCKQ  ML RFC K?APM QRCNQGXC  ?LB ML RFC ?NNPMVGK?RGML
MPBCP MD  "
> )

 K?V " 


" )    

        
 
 

%PPMPQ   DPMK RFC RGKC GLRCEP?RGML GL RFC QS@QWQRCKQ K?W QJGEFRJW @C ?K
NJGCB @W ? D?ARMP   4FC K?GL LCU AMLRPG@SRGML RM RFC CPPMP
MD KMBSJ?P RGKC GLRCEP?RGML KCRFMBQ PCQSJRQ DPMK RFC SQC MD CVRP?NMJ?RCB
MP GLRCPNMJ?RCB ?NNPMVGK?RGMLQ  " > ) GL  4FC CPPMP AMLQR?LR   
GL  PCCARQ RFC NFWQGA?J GLSCLAC MD RFC AMSNJGLE RCPKQ ML RFC MTCP?JJ
QWQRCK @CF?TGMSP )D RFC QS@QWQRCKQ ?PC MLJW UC?IJW AMSNJCB AMLQR?LR 
K?W @C TCPW QK?JJ @SR GL ECLCP?J UC F?TC   4FC ?NNPMVGK?RGML
MPBCP MD  "
> ) GQ AF?P?ARCPGXCB @W RFC CVNMLCLR &   GL  UGRF &  DMP
AMLQR?LR CVRP?NMJ?RGML  &  DMP JGLC?P CVRP?NMJ?RGML  ?LB JGLC?P
GLRCPNMJ?RGML  &  DMP OS?BP?RGA ?NNPMVGK?RGMLQ ?LB QM ML
)L !PLMJB  RFC GLSCLAC MD RFC ?NNPMVGK?RGML MPBCP ML RFC EJM@?J
CPPMP  GL  U?Q QRSBGCB DMP ? QGKNJC RCQR KMBCJ RF?R BCQAPG@CQ ? K?RFC
K?RGA?J NCLBSJSK @CGLE AMSNJCB RM ? B?KNCB MQAGJJ?RMP UGRF MLC FMPGXMLR?J
BCEPCC MD DPCCBMK QCC &GE  4FC QWQRCK GQ AMKNMQCB MD '  QS@QWQRCKQ
RF?R ?PC @MRF QMJTCB @W RFC @?AIU?PB %SJCP KCRFMB  UGRF VCB KGAPM
QRCNQGXCQ      PCQSJRGLE GL CPPMP RCPKQ      
QCC 
)L &GE  RF?R QFMUQ RFC EJM@?J CPPMP  TQ K?APM QRCNQGXC  RFC CPPMP
RCPKQ   ?LB   BMKGL?RC DMP QK?JJ K?APM QRCNQGXCQ  4FC KGLGKSK
T?JSC MD  GQ PCBSACB @W ? D?ARMP MD  GD RFC KGAPM QRCNQGXC  GQ PCBSACB
238 M. Arnold

x2 # "
[ #  QGL  AMQ 
> - ->  
# -
[ 
> - ->  

g x  ! - " QGL    ->  "> AMQ 


A 1

"   K    KQ # #   IE


  -    K    K  QGL 

>  P?BQ ->    KQ
,*74(  4CQR NPM@JCK -?RFCK?RGA?J NCLBSJSK AMSNJCB RM ?L MQAGJJ?RMP

0
Micro stepsizes h[1] = h[2] = 1.0E4 0
Micro stepsizes h[1] = h[2] = 5.0E5
10 10
1 q=0 1 q=0
10 10
Global error E

Global error E

q=1 q=1
2 2
10 q=2 10 q=2

3 3
10 10
4 4
10 10
5 5
10 10
4 3 2 1 0 4 3 2 1 0
10 10 10 10 10 10 10 10 10 10
H H

,*74(  %PPMP MD KMBSJ?P RGKC GLRCEP?RGML KCRFMBQ 4FC LMLQRG A?QC
!   .K    .QK ) ; Q  Q= QCC !PLMJB 

DPMK    KQ JCDR NJMR RM    KQ PGEFR NJMR &MP J?PECP K?APM


QRCNQGXCQ RFC CPPMP RCPK   RF?R GQ GLRPMBSACB @W RFC ?NNPMVGK?RGMLQ
 
> )  " ) GL  BMKGL?RCQ RFC MTCP?JJ EJM@?J CPPMP  1S?BP?RGA
"
&  ?LB JGLC?P &  CVRP?NMJ?RGML ?PC AJC?PJW QSNCPGMP RM RFC AJ?QQGA?J
AMLQR?LR CVRP?NMJ?RGML 
4FC QGKNJC RCQR NPM@JCK MD &GE  K?W @C SQCB ?Q UCJJ RM GJJSQRP?RC
? RWNGA?J QR?@GJGRW NPM@JCK MD ?JJ AJ?QQGA?J AMQGKSJ?RGML RCAFLGOSCQ 4FC
SQC MD CVRP?NMJ?RCB DSLARGML T?JSCQ  "
> ) GL  K?ICQ RFC KMBSJ?P RGKC
GLRCEP?RGML KCRFMB GL N?PR RM ?L CVNJGAGR KCRFMB &MP AMSNJCB NPM@JCKQ 
UGRF QRG AMSNJGLE RCPKQ RFC KMBSJ?P KCRFMB @CF?TCQ QGKGJ?P RM ?L CVNJGAGR
2SLECY+SRR? MP KSJRGQRCN KCRFMB ?NNJGCB RM ? QRG /$%  QCC 3CARGML 
&MP K?APM QRCNQGXCQ  @CWMLB ? QK?JJ QR?@GJGRW @MSLB RFC KMBSJ?P RGKC
GLRCEP?RGML KCRFMB ECRQ SLQR?@JC
Numerical Methods for Simulation 239

0
Classical vs. modular methods 0
Micro stepsizes h[1] = h[2] = 2.0E6
10 10
1 explicit 1
10 10
Global error E

Global error E
modular
2 2
10 implicit 10 q=0
q=1
3 3
10 10 q=2
4 4
10 10
5 5
10 10
6 5 4 3 6 5 4 3
10 10 10 10 10 10 10 10
H H

,*74(  %PPMP MD KMBSJ?P RGKC GLRCEP?RGML KCRFMBQ 4FC QRG A?QC
!  .K   .QK ) ;  Q   Q= ,CDR NJMR -MBSJ?P RGKC
GLRCEP?RGML UGRF &  TQ CVNJGAGR %SJCP KCRFMB  ?LB @?AIU?PB %SJCP
KCRFMB  2GEFR NJMR -MBSJ?P RGKC GLRCEP?RGML UGRF CVRP?NMJ?RGML MP
BCPQ &  &  ?LB &  QCC !PLMJB 

&MP RFC RCQR NPM@JCK MD &GE  UGRF ? QRG QNPGLE GL RFC MQAGJJ?RMP
!  .K   .QK RFC JCDR NJMR MD &GE  QFMUQ ? AMKN?PG
QML @CRUCCL ? AJ?QQGA?J /$% RGKC GLRCEP?RGML MD RFC MTCP?JJ QWQRCK @W RFC
CVNJGAGR ?LB @W RFC @?AIU?PB %SJCP KCRFMB ?LB ? KMBSJ?P RGKC GLRCEP?
RGML AMK@GLGLE ? @?AIU?PB %SJCP KCRFMB GL @MRF QS@QWQRCKQ UGRF ? JGLC?P
CVRP?NMJ?RGML MD AMSNJGLE RCPKQ ?AAMPBGLE RM  4FGQ KMBSJ?P RGKC GLRC
EP?RGML KCRFMB U?Q SQCB QSAACQQDSJJW GL RFC LMLQRG A?QC QCC &GE  @SR
D?GJQ GL RFC QRG A?QC SLJCQQ ? QR?@GJGRW AMLBGRGML     GQ Q?RGQCB 4FC
AMK@GL?RGML MD QRG QMJTCPQ GL RFC QS@QWQRCKQ ?LB CVRP?NMJ?RGML MD AMSNJGLE
RCPKQ K?ICQ RFC KMBSJ?P KCRFMB B?QFCB JGLC GL RFC JCDR NJMR MD &GE 
KMPC PM@SQR RF?L RFC CVNJGAGR %SJCP KCRFMB  ?NNJGCB RM RFC MTCP?JJ QWQRCK
QMJGB JGLC 4FC AMKN?PGQML UGRF RFC B?QF BMRRCB JGLC RF?R AMPPCQNMLBQ
RM @?AIU?PB %SJCP KCRFMB  ?NNJGCB RM RFC MTCP?JJ QWQRCK QFMUQ FMU
CTCP RF?R RFC CVACJJCLR QR?@GJGRW MD QRG /$% QMJTCPQ GQ JMQR GL RFC KMBSJ?P
?NNPM?AF @CA?SQC MD RFC CVNJGAGR CVRP?NMJ?RGML QRCNQ
4FC PGEFR NJMR MD &GE  QFMUQ RF?R RFC QR?@GJGRW NPM@JCK K?W @C M@
QCPTCB DMP ?LW CVRP?NMJ?RGML MPBCP @SR RFC QR?@GJGRW @MSLB   BCNCLBQ ML &
&MP RFGQ RCQR NPM@JCK RFC PCQSJRQ DMP AMLQR?LR CVRP?NMJ?RGML ?PC AMKNJCRCJW
SQCJCQQ ! BCR?GJCB QR?@GJGRW ?L?JWQGQ DMP KMBSJ?P RGKC GLRCEP?RGML KCRF
MBQ GQ RCAFLGA?JJW TCPW AMKNJGA?RCB QGLAC GR F?Q RM R?IC GLRM ?AAMSLR QCTCP?J
RWNCQ MD QRG AMSNJGLE RCPKQ ?LB BGCPCLR CVRP?NMJ?RGML ?LB GLRCPNMJ?RGML
KCRFMBQ DMP RFC BCLGRGML MD  " > ) GL  QCC 3ICJ@MC ?LB !LBCPQCL
240 M. Arnold

 DMP ? BGQASQQGML MD KSJRGP?RC KCRFMBQ DMP QRG /$%Q )L NP?ARGAC


RFC QR?@GJGRW @MSLB   GQ BCRCPKGLCB @W QMKC LSKCPGA?J RCQRQ ?LB ? K?APM
QRCNQGXC      UGRF ? Q?DCRW D?ARMP   GQ SQCB QGLAC RFCPC GQ CTCL
RMB?W LM MRFCP ECLCP?J QRP?RCEW RM ES?P?LRCC RFC QR?@GJGRW MD KMBSJ?P RGKC
GLRCEP?RGML KCRFMBQ GL RFC QRG A?QC
4FC QR?@GJGRW MD KMBSJ?P RGKC GLRCEP?RGML KCRFMBQ DMP AMSNJCB $!%Q
A?LLMR @C ?AFGCTCB GL QSAF ? QRP?GEFRDMPU?PB U?W QGLAC ? QRCNQGXC GLBCNCL
BCLR AMLRP?ARGTGRW AMLBGRGML F?Q RM @C Q?RGQCB QCC $CSF?PB CR ?J 
DMP ? AJMQCJW PCJ?RCB QR?@GJGRW ?L?JWQGQ MD F?JDCVNJGAGR $!% RGKC GLRCEP?
RGML KCRFMBQ 4M ?TMGB RFCQC QR?@GJGRW NPM@JCKQ LMLJGLC?P NPMHCARGML QRCNQ
+[S@JCP ?LB 3AFGCFJCL  JGLC?P QR?@GJGX?RGML QRCNQ @?QCB ML *?AM@G?LQ
MD AMSNJGLE RCPKQ !PLMJB ?LB '[ SLRFCP  ?LB ?L <GBC?J EJSGLE ?JEM
PGRFK DMP RFC AMSNJGLE MD RGKC GLRCEP?RGML KCRFMBQ 4QCLE ?LB (SJ@CPR
 UCPC NPMNMQCB GL RFC JGRCP?RSPC !JJ RFCQC KCRFMBQ UCPC QSAACQQDSJJW
SQCB GL LMLRPGTG?J A?QC QRSBGCQ DPMK ?NNJGCB BWL?KGAQ @SR RFC BCTCJMNKCLR
MD ?L C?QWRMSQC PM@SQR ?LB CAGCLR ECLCP?J NSPNMQC KCRFMB DMP RFC LS
KCPGA?JJW QR?@JC AMQGKSJ?RGML MD AMSNJCB $!%Q GQ QRGJJ ? RMNGA MD MLEMGLE
PCQC?PAF

!%
- !PLMJB ! NCPRSP@?RGML ?L?JWQGQ DMP RFC BWL?KGA?J QGKSJ?RGML MD KC
AF?LGA?J KSJRG@MBW QWQRCKQ ::63/. !?7/<3-+6 +>2/7+>3-= Y

- !PLMJB .SKCPGA?J NPM@JCKQ GL RFC BWL?KGA?J QGKSJ?RGML MD UFCCJP?GJ
QWQRCKQ * 81/A +>2 /-2 0PMACCBGLEQ MD )#)!-  )QQSC 
Y 
- !PLMJB -SJRGP?RC RGKC GLRCEP?RGML DMP J?PEC QA?JC KSJRG@MBW QWQRCK
KMBCJQ )L 0 %@CPF?PB CBGRMP '& %C7:9=3?7 98 ?6>3=-+6/ #<9,
6/7= 38 ?6>3,9.C %C=>/7 98>+->= N?ECQ Y 3NPGLECP 
- !PLMJB ?LB - '[ SLRFCP 0PCAMLBGRGMLCB BWL?KGA GRCP?RGML DMP AMS
NJCB BGCPCLRG?J?JEC@P?GA QWQRCKQ & !?7/<3-+6 +>2/7+>3-= Y
 
- !PLMJB ?LB ( .CRRCP 7C?P NPMJCQ ?LB RFC BWL?KGA?J QGKSJ?RGML MD
UFCCJP?GJ QWQRCKQ )L - "PLQ -0 "CLBQC ?LB -0 3PCLQCL
CBGRMPQ #<91</== 38 8.?=><3+6 +>2/7+>3-= +>    N?ECQ Y
4CS@LCP 3RSRRE?PR 
- !PLMJB 6 -CFPK?LL ?LB ! 3RCGL@PCAFCP )LBCV PCBSARGML GL GL
BSQRPG?J KSJRG@MBW QWQRCK QGKSJ?RGML 4CAFLGA?J 2CNMPR )" YY
$,2 'CPK?L !CPMQN?AC #CLRCP )LQRGRSRC MD !CPMCJ?QRGAGRW 6CFGAJC 3WQ
RCK $WL?KGAQ 'PMSN 
Numerical Methods for Simulation 241

- !PLMJB ! &SAFQ ?LB # &[ SFPCP %AGCLR AMPPCARMP GRCP?RGML DMP $!%
RGKC GLRCEP?RGML GL KSJRG@MBW BWL?KGAQ 97: />2 ::6 /-2 81
Y 
- !PLMJB " "SPECPKCGQRCP ?LB ! %GAF@CPECP ,GLC?PJW GKNJGAGR RGKC
GLRCEP?RGML KCRFMBQ GL PC?JRGKC ?NNJGA?RGMLQ $!%Q ?LB QRG /$%Q
?6>3,9.C %C=>/7 C8+73-= Y ?
- !PLMJB #F 7CGBCK?LL ?LB , -?SCP 3RCNQGXC AMLRPMJ TCPQSQ VCB
QRCNQGXC RGKC GLRCEP?RGML 4FCMPW ?LB NP?ARGA?J CVNCPGCLAC )L #, "MR
R?QQM 0 -?Q?P?RG ?LB , 4P?GLCJJG CBGRMPQ #<9- 90 ?6>3,9.C C8+73-=

 " % &2/7+>3- 980/</8-/ -GJ?L )R?JW @


5 !QAFCP ?LB ,2 0CRXMJB 97:?>/< />29.= 09< "<.38+<C 3/</8>3+6
;?+>398= +8. 3/</8>3+6E61/,<+3- ;?+>398= 3)!- 0FGJ?BCJNFG?

5- !QAFCP ( #FGL ?LB 3 2CGAF 3R?@GJGX?RGML MD $!%Q ?LB GLT?PG?LR
K?LGDMJBQ !?7/< +>2 Y 
* "?SKE?PRC 3R?@GJGX?RGML MD AMLQRP?GLRQ ?LB GLRCEP?JQ MD KMRGML GL BWL?K
GA?J QWQRCKQ 97:?>/< />29.= 38 ::63/. /-2+83-= +8. 8138//<381
Y 
( "P?LBJ 2 *MF?LLG ?LB - /RRCP ! TCPW CAGCLR ?JEMPGRFK DMP RFC
QGKSJ?RGML MD PM@MRQ ?LB QGKGJ?P KSJRG@MBW QWQRCKQ UGRFMSR GLTCPQGML
MD RFC K?QQ K?RPGV )L 0 +MN?ACI ) 4PMAF ?LB + $CQMWCP CBGRMPQ
&2/9<C 90 $9,9>= N?ECQ Y /VDMPB  0CPE?KML 0PCQQ
0# "PCCBTCJB 0MPR @?QCB KMBCJJGLE MD KSJRGBMK?GL NFWQGA?J QWQRCKQ GL
RCPKQ MD @MLB EP?NFQ Y #?,63=2/. 38 >23= @96?7/ 
+% "PCL?L 3, #?KN@CJJ ?LB ,2 0CRXMJB !?7/<3-+6 =96?>398
90 383>3+6E@+6?/ :<9,6/7= 38 .3/</8>3+6E+61/,<+3- /;?+>398= 3)!-
0FGJ?BCJNFG? LB CBGRGML 
/ "P[SJQ ! #?PBML? ?LB - 'CP?BGL -MBCJJGLE QGKSJ?RGML ?LB AMLRPMJ
MD CVG@JC KSJRG@MBW QWQRCKQ Y #?,63=2/. 38 >23= @96?7/ 
- "SQAF %LRUGAIJSLE CGLCP 3)-0!#+Y-MBCJGA?$WKMJ?Y3AFLGRRQRCJJC
$GNJMK? 4FCQGQ -?PRGL ,SRFCP 5LGTCPQGRW (?JJC7GRRCL@CPE )LQRGRSRC
MD #MKNSRCP 3AGCLAC 
- "SQAF - !PLMJB ! (CAIK?LL ?LB 3 $PMLI? )LRCPD?AGLE 3)-0!#+
RM -MBCJGA?  $WKMJ? DMP KSJRGBMK?GL TCFGAJC QWQRCK QGKSJ?RGMLQ % 
# !/A= !& 7, )/==6381 /<7+8C  Y 
4& #MJCK?L "3 '?P@MU ?LB ** -MPC 3MDRU?PC DMP CQRGK?RGLE QN?PQC
*?AM@G?L K?RPGACQ  &<+8=+->398= 98 +>2/7+>3-+6 %90>A+</ 
Y 
0 $CSF?PB % (?GPCP ?LB * :SEAI /LCYQRCN ?LB CVRP?NMJ?RGML KCRFMBQ
DMP BGCPCLRG?JY?JEC@P?GA QWQRCKQ !?7/< +>2 Y 
242 M. Arnold

3 $GCRX (3,<+>398 +8. +>31?/ 8+6C=3= 90 (/23-6/ %C=>/7= ?=381 97:9


8/8> 9./= &MPRQAFPGRR"CPGAFRC 6$) 2CGFC  .P  6$)Y6CPJ?E
$[SQQCJBMPD 
3 $GCRX 4FC LCU NMUCPDSJ JGLC?P QS@QWQRCK QMJTCP DMP CVG@JC @MBGCQ GL
KSJRG@MBW QWQRCKQ )L *- 'MGAMJC? * #S?BP?BM ?LB *# '?PA? /P
BCL CBGRMPQ #<9- 90 ?6>3,9.C C8+73-=

 " % &2/7+>3-
980/</8-/ -?BPGB 3N?GL 
3 $GCRX ( .CRRCP ?LB $ 3?AF?S &?RGESC JGDC NPCBGARGML @W AMSNJGLE LGRC
CJCKCLR ?LB KSJRG@MBW QWQRCKQ A?JASJ?RGMLQ )L #<9-//.381= 90 &
%  /=318 8138//<381 &/-283-+6 980/</8-/= & (E 
3?AP?KCLRM #?JGDMPLG? 
*2 $MPK?LB ?LB 0* 0PGLAC ! D?KGJW MD CK@CBBCB 2SLECY+SRR? DMPKS
J?C  97: ::6 +>2 Y 
3 $PMLI? 3/ %37?6+>398 1/59::/6>/< /2<5F 9<:/< ?8. C.<+?635E 9./66/
73> <A/3>/<?81 0F ?< -2>D/3>=37?6+>398 3F?ICP 6CPJ?E !?AFCL 
% %GAF #MLTCPECLAC PCQSJRQ DMP ? AMMPBGL?RC NPMHCARGML KCRFMB ?NNJGCB RM
KCAF?LGA?J QWQRCKQ UGRF ?JEC@P?GA AMLQRP?GLRQ %  !?7/< 8+6
Y 
% %GAF3MCJJLCP ?LB # &[SFPCP !?7/<3-+6 />29.= 38 ?6>3,9.C C8+73-=
4CS@LCPY6CPJ?E 3RSRRE?PR 
! %GAF@CPECP %37?6+>398 @98 /2<5F 9<:/<=C=>/7/8 +?0 :+<+66/6/8 $/-28/<
+<-23>/5>?</8 &MPRQAFPGRR"CPGAFRC 6$) 2CGFC  .P  6$)Y6CPJ?E
$[SQQCJBMPD 
( %JKOTGQR - /RRCP ?LB &% #CJJGCP )LJGLC GLRCEP?RGML ! LCU KGVCB
QWK@MJGA  LSKCPGA ?NNPM?AF DMP QMJTGLE BGCPCLRG?JY?JEC@P?GA COS?
RGML QWQRCKQ )L #<9- %  ?<9:/+8 %37?6+>398 ?6>3-980/</8-/
#<+1?/ D/-2 $/:?,63- ?8/ E  N?ECQ VVGGGYVVVGT 
# &[SFPCP $GCPCLRG?J?JEC@P?GQAFC 'JCGAFSLEQQWQRCKC GL KCAF?LGQAFCL
-CFPI[ MPNCPQWQRCKCL 4FCMPGC LSKCPGQAFC !LQ[?RXC SLB !LUCLBSLECL
4CAFLGA?J PCNMPR 45 -[ SLAFCL -?RFCK?RGQAFCQ )LQRGRSR SLB )LQRGRSR
D[
SP )LDMPK?RGI 
# &[SFPCP ?LB " ,CGKISFJCP .SKCPGA?J QMJSRGML MD BGCPCLRG?JY?JEC@P?GA
COS?RGMLQ DMP AMLQRP?GLCB KCAF?LGA?J KMRGML !?7/< +>2 Y

#7 'C?P ?LB 22 7CJJQ -SJRGP?RC JGLC?P KSJRGQRCN KCRFMBQ & 
Y 
#7 'C?P " ,CGKISFJCP ?LB '+ 'SNR? !SRMK?RGA GLRCEP?RGML MD
%SJCPY,?EP?LEC COS?RGMLQ UGRF AMLQRP?GLRQ  97: ::6 +>2
 Y 
% (?GPCP ?LB ' 7?LLCP %96@381 "<.38+<C 3/</8>3+6 ;?+>398=  %>3
+8. 3/</8>3+661/,<+3- #<9,6/7= 3NPGLECPY6CPJ?E "CPJGL (CGBCJ@CPE
.CU 9MPI LB CBGRGML 
Numerical Methods for Simulation 243

% (?GPCP 30 .PQCRR ?LB ' 7?LLCP %96@381 "<.38+<C 3/</8>3+6


;?+>398=  !98=>3 #<9,6/7= 3NPGLECPY6CPJ?E "CPJGL (CGBCJ@CPE .CU
9MPI LB CBGRGML 
! (CAIK?LL - !PLMJB ?LB / 6?ASJL ! KMB?J KSJRGCJB ?NNPM?AF DMP
?L CVRCLBCB CVG@JC @MBW BCQAPGNRGML GL KSJRG@MBW BWL?KGAQ ?6>3,9.C
%C=>/7 C8+73-= Y 
' (GNNK?LL - !PLMJB ?LB - 3AFGRRCLFCJK %AGCLR QGKSJ?RGML MD
@SQF ?LB PMJJCP AF?GL BPGTCQ )L *- 'MGAMJC? * #S?BP?BM ?LB *#
'?PA? /PBCL CBGRMPQ #<9- 90 ?6>3,9.C C8+73-=

 " %
&2/7+>3- 980/</8-/ -?BPGB 3N?GL 
3 )ULGAIG CBGRMP &2/ +8-2/=>/< /8-27+<5= 09< $+36 (/23-6/ %37?6+>398
3SNNJCKCLR RM 6CFGAJC 3WQRCK $WL?KGAQ 6MJ  3UCRQ :CGRJGLECP
,GQQC 
+ *?AIQML ! QSPTCW MD N?P?JJCJ LSKCPGA?J KCRFMBQ DMP GLGRG?J T?JSC NPM@
JCKQ DMP MPBGL?PW BGCPCLRG?J COS?RGMLQ  &<+8=+->398= 98 +18/>
3-= Y 
** +?JICP &2<//37/8=398+6 6+=>3- 9.3/= 38 $966381 98>+-> +JSUCP
!A?BCKGA 0S@JGQFCPQ $MPBPCAFR "MQRML ,MLBML 
#4 +CJJCW >/<+>3@/ />29.= 09< ":>373D+>398 3)!- 0FGJ?BCJNFG? 
#4 +CJJCW %96@381 !98638/+< ;?+>398= A3>2 !/A>98= />29. 3)!-
0FGJ?BCJNFG? 
7 +MPR[ SK ?LB 0 ,SELCP %C=>/7.C8+735 ?8. $/1/6?81 @98 +2<D/?1/8
3NPGLECPY6CPJ?E "CPJGL (CGBCJ@CPE .CU 9MPI 
7 +MPR[ SK ?LB 7 3AFGCFJCL 'CLCP?J NSPNMQC TCFGAJC QWQRCK BWL?KGAQ
QMDRU?PC @?QCB ML KSJRG@MBW DMPK?JGQKQ (/23-6/ %C=>/7 C8+73-= 
Y 
7 +MPR[ SK 7/ 3AFGCFJCL ?LB - !PLMJB 3MDRU?PC RMMJQ &PMK KSJRG
@MBW QWQRCK ?L?JWQGQ RM TCFGAJC QWQRCK BWL?KGAQ )L ( !PCD ?LB *7
0FGJJGNQ CBGRMPQ /-2+83-= 09< + !/A 366/883?7 N?ECQ Y $MP
BPCAFR  +JSUCP !A?BCKGA 0S@JGQFCPQ
72 +P[ SECP ?LB - 3NGCAI !CPMCJ?QRGA CCARQ GL KSJRG@MBW BWL?KGAQ
(/23-6/ %C=>/7 C8+73-= Y 
2 +[ S@JCP 9.?6+</ 9./663/<?81 ?8. %37?6+>398 7/-2+><983=-2/< %C=
>/7/ &MPRQAFPGRR"CPGAFRC 6$) 2CGFC  .P  6$)Y6CPJ?E 'K@(
$[SQQCJBMPD 
2 +[ S@JCP ?LB 7 3AFGCFJCL 4UM KCRFMBQ MD QGKSJ?RMP AMSNJGLE +>2/
7+>3-+6 +8. 97:?>/< 9./66381 90 C8+73-+6 %C=>/7= Y 
0 +SLICJ 6 -CFPK?LL 7 2?RF ?LB * 7CGAICPR '%,$! ! QMDRU?PC
N?AI?EC DMP RFC QMJSRGML MD ECLCP?J JGLC?P BGCPCLRG?J ?JEC@P?GA COS?RGMLQ
%  %-3 97: Y 
244 M. Arnold

3 ,GC@GE 3 (CJBSQCP - 3R[ SUGLE ?LB 3 $PMLI? $GC -MBCJJGCPSLE


SLB 3GKSJ?RGML ECIMNNCJRCP KCAF?LGQAFCP SLB FWBP?SJGQAFCP 3WQRCKC
  "# "# ! 
!"# 
   )L #<9- 90 >2/
>2 </=./8 980/</8-/ 98 &<+- +8. &<+8=:9<>+>398 %-3/8-/=
%/:>/7,/<  

 N?ECQ Y 


#F ,S@GAF #F %LEQRJCP 5 .MU?I ?LB 5 0[MFJC .SKCPGA?J GLRCEP?RGML
MD AMLQRP?GLCB KCAF?LGA?J QWQRCKQ SQGLE -%88 /-2 %><?-> +-2
Y 
0 ,SELCP ?LB - 0J[ MAFJ CBGRMPQ &C</ 9./6= 09< (/23-6/ C8+73-= 8+6
C=3= 3SNNJCKCLR  RM 6MJ  MD (/23-6/ %C=>/7 C8+73-= 
#" -MJCP !?7/<3-+6 97:?>381 A3>2 & 3)!- 0FGJ?BCJNFG?

** -MPC $# 3MPCLQCL "3 '?P@MU ?LB +% (GJJQRPMK 4FC -).
0!#+ NPMHCAR )L 7* #MUCJJ CBGRMP %9?<-/= +8. /@/69:7/8> 90
+>2/7+>3-+6 %90>A+</ N?ECQ Y 0PCLRGACY(?JJ %LEJCUMMB #JGQ
.* 
. /PJ?LBC? /@/69:7/8> +8. ::63-+>398 90 !9./E8+6919?= %:+<=3>CE
"<3/8>/. />29.= 09< %37?6+>398 90 /-2+83-+6 C8+73- %C=>/7= 0F$
RFCQGQ 5LGTCPQGRW MD -GAFGE?L 
,2 0CRXMJB $GCPCLRG?J?JEC@P?GA COS?RGMLQ ?PC LMR /$%Q %  %-3
%>+> 97:?> Y 
,2 0CRXMJB ?LB 0 ,[ MRQRCBR .SKCPGA?J QMJSRGML MD LMLJGLC?P BGCPCLRG?J
COS?RGMLQ UGRF ?JEC@P?GA AMLQRP?GLRQ )) NP?ARGA?J GKNJGA?RGMLQ % 
%-3 %>+> 97:?> Y 
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Numerical Methods for Simulation 245

2 3AFUCPR?QQCI ?LB / 7?JJP?NN C8+735 /B3,6/< /2<5F 9<:/<=C=>/7/


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" 3GKCML !?7/<3=-2/ %37?6+>398 1/59::/6>/< %C=>/7/ @98 :+<>3/66/8
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-- 4GJJCP 8><9.?->398 >9 #2C=3-+6 9./6381 A3>2 9./63-+ +JSUCP !A?
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N?PRKCLR MD -CAF?LGA?J %LEGLCCPGLE 
&# 4QCLE ?LB '- (SJ@CPR .CRUMPIYBGQRPG@SRCB KSJRG@MBW BWL?KGAQ
QGKSJ?RGML Z EJSGLE ?JEMPGRFK )L *!# !K@P MQGM ?LB 7/ 3AFGCFJCL
CBGRMPQ .@+8-/= 38 97:?>+>398+6 ?6>3,9.C C8+73-= N?ECQ Y
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@MBW ?LB AMLRPMJ CLEGLCCPGLE RMMJQ (/23-6/ %C=>/7 C8+73-= Y
 
- 6?J?QCI -MBCJJGLE QGKSJ?RGML ?LB AMLRPMJ MD KCAF?RPMLGA?J QWQRCKQ Y
#?,63=2/. 38 >23= @96?7/ 
- 6?J 
?QCI : 3GI? ?LB / 6?ASJL -SJRG@MBW DMPK?JGQK DMP PC?JRGKC ?N
NJGA?RGML SQGLE L?RSP?J AMMPBGL?RCQ ?LB KMBGCB QR?RC QN?AC ?6>3,9.C
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Y 3SNNJCKCLR RM 6CFGAJC 3WQRCK $WL?KGAQ 6MJ  3UCRQ
:CGRJGLECP 
246 M. Arnold

2 TML 3AFUCPGL ?6>39.C %C=>/7 % ?6+>398 E !?7/<3-+6 />29.= 6


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+8. +-238/= Y 
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/=318 Y 
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DMP RGKC BMK?GL GLRCEP?RGML MD AMKNJCV P?GJU?W TCFGAJCQ )L #<9-//.381=
90  

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 +MK?@? 4MIWM *?N?L 


Real-Time Multibody Dynamics and
Applications

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1 Introduction
2C@ NDHPG<ODJI JA HPGOD=J?T ?TI<HD>N DI M@<GODH@ DN =@>JHDIB HJM@ <I?
HJM@ M@G@Q<IO NDI>@ DO DN M@LPDM@? =T OC@ BMJRDIB <I? O@>CIJGJBD><GGT <?
Q<I>@? C<M?R<M@ <I? CPH<IDIOC@GJJK <KKGD><ODJIN I DGGPNOM<ODQ@ @S
<HKG@ JA C<M?R<M@DIOC@GJJK <KKGD><ODJI DN OC@ O@NODIB <I? OPIDIB JA <P
OJHJODQ@ #G@>OMJID>N !JIOMJG 3IDON #!3
RCD>C IJR<?<TN DN ><MMD@? JPO
<B<DINO < >JHKPO@M HJ?@G JA OC@ Q@CD>G@ M<OC@M OC<I <B<DINO DON KCTND><G
>JPIO@MK<MO #S<HKG@N JA CPH<IDIOC@GJJK <KKGD><ODJIN <M@ OC@ ?D@M@IO
OTK@N JA NDHPG<OJMN ><MN KG<I@N >M<I@N @S><Q<OJMN @O>
PN@? AJM K@M
NJII@G OM<DIDIB $PMOC@MHJM@ OC@ @H@MBDIB @G? JA 4DMOP<G 0@<GDOT 40

RCD>C KJNN@NN@N < CPB@ KJO@IOD<G JA DI?PNOMD<G <KKGD><=DGDOT ><I <GNJ G@<?
OJ HDS@? CPH<I <I? C<M?R<M@DIOC@GJJK <KKGD><ODJIN <N GJIB <N DO DI
OMJ?P>@N OC@ PN@M OJ <I DHH@MNDQ@ <I? DIO@M<>ODQ@ KCTND>=<N@? NDHPG<ODJI
OCMJPBC C<M?R<M@ DIO@MA<>@N GDF@ N@INJMDIB ?@QD>@N <I? C<KOD>N
248 J. Cuadrado et al.

'I JM?@M OJ A<>@ OC@ <=JQ@H@IODJI@? >C<GG@IBDIB <KKGD><ODJIN >JHKPO<


ODJI<G H@OCJ?N AJM OC@ ?TI<HD>N JA HPGOD=J?T NTNO@HN <M@ ?@H<I?@? RCD>C
@I>JHK<NN OC@ ORJ AJGGJRDIB >C<M<>O@MDNOD>N
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BM<ODJI <I? DHKG@H@IO<ODJI
=
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<M@ ?@H<I?@?
>>JM?DIB OJ RC<O C<N =@@I @SKJN@? OC@ AJGGJRDIB >JIO@ION <M@ KM@
N@IO@? DI OCDN RJMF
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2RJ Q<MD<ION JA < H@OCJ? AJM M@<GODH@ NDHPG<ODJI JA HPGOD=J?T ?TI<H
D>N JI@ DI <=NJGPO@ >JJM?DI<O@N <I? <IJOC@M DI M@G<ODQ@ >JJM?DI<O@N RCJN@
@>D@I>T DN >JHK<M@? OCMJPBC N@Q@M<G @S<HKG@N 1JH@ IPH@MD><G DIO@BM<
OJMN <M@ KMJKJN@? AJM OC@ H@OCJ? $DI<GGT >MDO@MD< JA PN@ JA =JOC OC@ ORJ
Q<MD<ION <I? OC@ ?D@M@IO DIO@BM<OJMN <M@ KMJQD?@?
=
2C@ @SK@MDH@IO<G Q<GD?<ODJI JA OC@ AJMH<GDNH OCMJPBC >JHK<MDNJI JA
><G>PG<O@? <I? H@<NPM@? NOM@NN@N JI < KMJOJOTK@ ><M NJ <N OJ Q@MDAT OC<O
OC@ H@OCJ? KMJQD?@N <>>PM<O@ M@NPGON <I? ><I ?@<G RDOC =JOC MDBD? <I?
@SD=G@ GDIFN
>
2C@ PN@ JA OC@ H@OCJ? AJM OC@ ?@NDBI JA Q@CD>G@ >JIOMJGG@MN OCMJPBC <
CPH<IDIOC@GJJK <KKGD><ODJI DI JM?@M OJ NCJR OC@ <KODOP?@ JA OC@ AJM
H<GDNH AJM <??M@NNDIB <I DI?PNOMD<GGT H@<IDIBAPG <KKGD><ODJI JA M@<GODH@
HPGOD=J?T ?TI<HD>N

2 Real-Time Method
"PMDIB OC@ G<NO T@<MN OC@ <POCJMN C<Q@ RJMF@? JI @>D@IO AJMHPG<ODJIN
AJM OC@ ?TI<HD>N JA HPGOD=J?T NTNO@HN 2C@ M@NPGO C<N =@@I <I DI?@S
<PBH@IO@? *<BM<IBD<I AJMHPG<ODJI RDOC KMJE@>ODJIN JA Q@GJ>DOD@N <I? <>>@G
@M<ODJIN RCD>C A@<OPM@N OC@ OM<K@UJD?<G MPG@ JM <IT JOC@M ,@RH<MFOTK@
DIO@BM<OJM
<N IPH@MD><G DIO@BM<OJM 2C@ H@OCJ? C<N NCJRI OJ =@ MJ=PNO
<I? <>>PM<O@ NP>>@NNAPGGT A<>DIB NDIBPG<M >JIBPM<ODJIN >C<IBDIB OJKJGJ
BD@N <I? NOD NTNO@HN <N R@GG <N @>D@IO <>CD@QDIB M@<GODH@ K@MAJMH<I>@ JI
< >JIQ@IODJI<G .! RC@I NDHPG<ODIB ?@O<DG@? HJ?@GN JA >JHKG@S HPGOD=J?T
NTNO@HN GDF@ ><MN JM @S><Q<OJMN
!JHHJIGT M@<GODH@ H@OCJ?N PN@ IJIDO@M<ODQ@ N>C@H@N KMJQD?@? =T @S
KGD>DO JM N@HDDHKGD>DO DIO@BM<OJMN <I? N@@F OJ K@MAJMH OC@ API>ODJI @Q<GP<
ODJI ><G>PG<ODJI JA OC@ <>>@G@M<ODJIN AJM < BDQ@I ODH@ <I? BDQ@I KJNDODJIN <I?
Q@GJ>DOD@N
<N A<NO <N KJNND=G@ &JR@Q@M OC@ KMJKJN@? AJMH<GDNH A@<OPM@N <I
DO@M<ODQ@ N>C@H@ J=O<DI@? AMJH OC@ >JH=DI<ODJI JA OC@ @LP<ODJIN JA HJODJI
Real-Time Multibody Dynamics 249

<I? OC@ @LP<ODJIN JA <I DHKGD>DO DIO@BM<OJM OC@ M@NPGODIB IJIGDI@<M NTNO@H
JA @LP<ODJIN DN NJGQ@? =T H@<IN JA OC@ ,@ROJI0<KCNJI KMJ>@?PM@ G@<?
DIB OJ < CDBCGT NO<=G@ <I? MJ=PNO <GBJMDOCH 2RJ Q<MD<ION JA OC@ ?@N>MD=@?
AJMHPG<ODJI C<Q@ =@@I ?@Q@GJK@?
'I OC@ MNO Q<MD<IO FIJRI <N H@OCJ? DI <=NJGPO@ >JJM?DI<O@N OC@ HPGOD
=J?T NTNO@H DN ?@N>MD=@? =T H@<IN JA I<OPM<G JM APGGT!<MO@ND<I >JJM?DI<O@N
OC@ FDI@H<OD>N JA OC@ NTNO@H <M@ @NO<=GDNC@? OCMJPBC >JINOM<DIO @LP<ODJIN
<I? OC@ AJM>@ <I? DI@MOD< O@MHN <M@ =PDGO =T NPK@MKJNDODJI JA OC@ >JMM@NKJI?
DIB O@MHN <O =J?T G@Q@G
2C@ N@>JI? Q<MD<IO FIJRI <N H@OCJ? DI M@G<ODQ@ >JJM?DI<O@N M@LPDM@N
OC<O MNO JA <GG OC@ NK<IIDIB OM@@ Q@MNDJI JA OC@ HPGOD=J?T NTNO@H DN J=
O<DI@? =T H@<IN JA OC@ >PO EJDIO H@OCJ? NJ OC<O >GJN@? GJJKN <M@ JK@I@?
2C@I OC@ M@NPGODIB JK@I GJJK H@>C<IDNH DN ?@N>MD=@? =T < N@O JA M@G<ODQ@
>JJM?DI<O@N =PO < N@O JA !<MO@ND<I =J?T >JJM?DI<O@N DN <GNJ ?@I@? 2C@ M@
G<ODJI =@OR@@I =JOC N@ON JA >JJM?DI<O@N DN @NO<=GDNC@? <O Q@GJ>DOT G@Q@G 2C@
FDI@H<OD>N JA OC@ KMJ=G@H DN <??M@NN@? =T RC<O H<T =@ ><GG@? >G<NND><G
M@G<ODJIN >JHDIB AMJH OC@ API?<H@IO<G H@>C<ID>N 2C@ AJM>@ <I? DI@MOD<
O@MHN <M@ =PDGO M@>PMNDQ@GT
'I RC<O AJGGJRN OC@ ORJ Q<MD<ION JA OC@ AJMH<GDNH RDGG =@ ?@N>MD=@? DI
?@O<DG 2C@I NJH@ @S<HKG@N RDGG =@ <I<GTU@? DI JM?@M OJ NCJR OC@ K@M
AJMH<I>@ JA OC@ H@OCJ? <I? >JHK<M@ OC@ ORJ Q<MD<ION *<O@M <GO@MI<ODQ@
NOMP>OPM<G DIO@BM<OJMN OJ OC@ =<ND> OM<K@UJD?<G MPG@ RDGG =@ >JIND?@M@? <I?
OC@ K@MAJMH<I>@ JA OC@ ORJ Q<MD<ION RC@I >JH=DI@? RDOC NP>C DIO@BM<OJMN
RDGG =@ @S<HDI@? <B<DI $DI<GGT >MDO@MD< JA PN@ JA =JOC OC@ ORJ Q<MD<ION <I?
OC@ ?D@M@IO DIO@BM<OJMN <M@ KMJQD?@?

&41 1@4;0 5: .?;8A@1 ;;>05:-@1?


N DI?D><O@? <=JQ@ OCDN H@OCJ? @HKGJTN I<OPM<G JM APGGT!<MO@ND<I >J
JM?DI<O@N OJ ?@N>MD=@ OC@ HPGOD=J?T NTNO@H 'I B@I@M<G OC@ IPH=@M JA
I<OPM<G >JJM?DI<O@N M@LPDM@? OJ ?@I@ < H@>C<IDNH DN GJR@M OC<I OC@ IPH
=@M JA M@A@M@I>@ KJDIO >JJM?DI<O@N I@@?@? OJ HJ?@G OC@ N<H@ H@>C<IDNH
RCD>C H@<IN OC<O OC@ AJMH@M HJ?@GDIB O@>CIDLP@ KMJ?P>@N < NH<GG@M KMJ=
G@H NDU@ <I? OC@M@AJM@ DN <?Q<IO<B@JPN AMJH OC@ @>D@I>T KJDIO JA QD@R
,<OPM<G >JJM?DI<O@N R@M@ DIOMJ?P>@? DI  =T %<M>D< ?@ (<GJI < ?@O<DG@?
@SKG<I<ODJI <=JPO OC@DM PN@ ><I =@ AJPI? DI %<M>D< ?@ (<GJI <I? <TJ

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>JJM?DI<O@N <I @S<HKG@ DN NCJRI C@M@
,<OPM<G >JJM?DI<O@N <M@ OC@ !<MO@ND<I >JJM?DI<O@N JA NJH@ KJDION JA OC@
H@>C<IDNH <I? OC@ !<MO@ND<I >JHKJI@ION JA NJH@ PIDO Q@>OJMN <S@N
JA
OC@ H@>C<IDNH 'I $DB  S@? KJDION <I? PIDO Q@>OJMN <M@ M@KM@N@IO@? DI
250 J. Cuadrado et al.

53A>1  NO@@MDIB H@>C<IDNH HJ?@G@? DI I<OPM<G >JJM?DI<O@N

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DI
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< <I? < DN >JIND?@M@? <N Q<MD<=G@ 2  <I? 4 >JJM?DI<O@ JA OC@N@ ORJ KJDION
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 +JM@JQ@M <IBG@N
<I?
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N@O JA KMJ=G@H Q<MD<=G@N DN

=T  #1 #2 !1 !1 !1 !2 !2 !2
 

!3 !3 !3 !4 !4 !4


 

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 >JINOM<DIO @LP<ODJIN HPNO M@G<O@ OC@ Q<MD<=G@N 2C@T <M@ OC@ AJGGJRDIB

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Real-Time Multibody Dynamics 251

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252 J. Cuadrado et al.

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Real-Time Multibody Dynamics 253

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254 J. Cuadrado et al.

'A OC@ HJ?@GDIB KJDION <M@ ><GG@?  <I?  <I? OC@ HJ?@GDIB PIDO Q@>OJMN
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Real-Time Multibody Dynamics 255

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256 J. Cuadrado et al.

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Real-Time Multibody Dynamics 257

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258 J. Cuadrado et al.

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Real-Time Multibody Dynamics 265
v3

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Real-Time Multibody Dynamics 269

53A>1  'GODN NPNK@INDJI

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270 J. Cuadrado et al.

DON <?Q<IO<B@

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Real-Time Multibody Dynamics 271

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272 J. Cuadrado et al.

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Real-Time Multibody Dynamics 273

><I M@<>C RCDG@ BDQDIB >JMM@>O M@NPGON DN >G@<MGT NH<GG@M OC<I OC<O JA DON
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Real-Time Multibody Dynamics 275

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276 J. Cuadrado et al.

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Real-Time Multibody Dynamics 277

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278 J. Cuadrado et al.

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Real-Time Multibody Dynamics 279

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280 J. Cuadrado et al.

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Real-Time Multibody Dynamics 285

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286 J. Cuadrado et al.

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288 J. Cuadrado et al.

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DHK<>ON JA OC@ ><M <B<DINO JOC@M J=E@>ON JA OC@ @IQDMJIH@IO

 &41 '5>@A-8 $1-85@E :@1>2-/1


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>JIOMJG ?@NDBI NO<B@ < CPH<I ?MDQ@M DN @SK@>O@? OJ ><MMT JPO OC@ O<MB@O@?
H<I@PQ@M JI OC@ NDHPG<OJM DI JM?@M OJ KMJQD?@ <I DIDOD<G <NN@NNH@IO JI
H<I@PQ@M A@<ND=DGDOT <I? M@<GDNOD> Q<GP@N JA OC@ DIQJGQ@? K<M<H@O@MN ODH@
M@LPDM@? OJ K@MAJMH OC@ H<I@PQ@M H<SDHPH NK@@? <I? <>>@G@M<ODJI AJM
NO<=DGDOT HJM@ >C<GG@IBDIB K<MON JA OC@ H<I@PQ@M @O> +JM@JQ@M OC@ K@MAJM
H<I>@ <>CD@Q@? =T OC@ CPH<I ?MDQ@M H<T =@ PN@? <N < M@A@M@I>@ OJ H@<NPM@
OC@ LP<GDOT JA OC@ NP>>@NNDQ@ >JIOMJGG@MN J=O<DI@? ?PMDIB OC@ ?@NDBI NO<B@
PIODG OC@ ?@NDM@? =@C<QDJM DN <OO<DI@? ??DODJI<GGT RC@I OC@ <DH DN OJ K<M
OD<GGT >JIOMJG OC@ HJODJI JA OC@ ><M GDF@ DI ?MDQ@M <NNDNO<I>@ <KKGD><ODJIN <N
JKKJN@? OJ ><N@N DI RCD>C OC@ OJO<G <POJH<OD> >JIOMJG JA OC@ ><M DN KPMNP@?

=JOC OC@ CPH<I ?MDQ@M <I? OC@ >JIOMJGG@M HPNO NDHPGO<I@JPNGT JK@M<O@ N@@
294 J. Cuadrado et al.

53A>1  !<M ?MDQDIB NDHPG<OJM <


1>M@@I =
&+"

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HJODJI <GJIB RDOC OC@ KGJON KMJQD?@? =T OC@ KMJBM<H <M@ @NN@IOD<G @G@
H@ION RCD>C <GGJR OC@ ?@NDBI@M OJ OPI@ OC@ >JIOMJGG@M K<M<H@O@MN PIODG <
N<ODNATDIB M@NPGO DN <>CD@Q@? <N DGGPNOM<O@? DI $DB 

 &41 ;:@>;8 ;0A81


N N<D? <O OC@ =@BDIIDIB JA OC@ N@>ODJI OC@ >JIOMJGG@MN C<Q@ =@@I =<N@?
JI APUUT GJBD> DHKG@H@IO@? =T PNDIB OC@ >JMM@NKJI?DIB OJJG=JS JA +<OG<=
2C@ >JIOMJGG@MN M@>@DQ@ DIAJMH<ODJI AMJH QDMOP<G N@INJMN ?@I@? DI OC@ >JH
KPO<ODJI<G HJ?@G JA OC@ ><M <I? <>O PKJI <>OP<OJMN <GNJ ?@I@? DI OC@
Real-Time Multibody Dynamics 295

QDMOP<G HJ?@G <N DGGPNOM<O@? DI $DB  $JM N@INJM <I? <>OP<OJM ?@IDODJI
OC@ J=E@>ODQ@ C<N =@@I OJ M@KGD><O@ <N HP>C <N KJNND=G@ OC@DM >JPIO@MK<MON
DI OC@ <>OP<G KMJOJOTK@ NJ OC<O OC@ ?@NDBI@? >JIOMJGG@MN H<T =@ O@NO@? DI
OC@ APOPM@ JI=J<M? OC@ M@<G ><M AJM OC@DM @SK@MDH@IO<G Q<GD?<ODJI 'I OC@
><N@ JA OC@ <>OP<OJMN OCDN C<N =@@I >JHKG@O@GT <>CD@Q@? OC@ >JIOMJGG@M <>ON
PKJI OC@ NO@@MDIB RC@@G <I? K@?<GN OCMJOOG@ <I? =M<F@
 NDI>@ OC@ @IBDI@
KJNN@NN@N <POJH<OD> B@<MDIB IJ <>OP<ODJI DN I@@?@? PKJI OC@ B@<MG@Q@M 'I
RC<O M@NK@>ON OJ OC@ N@INJMN DO RDGG =@ N@@I G<O@M OC<O <GG OC@ H<BIDOP?@N
M@LPDM@? <N DIKPON =T OC@ >JIOMJGG@MN ><I =@ ?@MDQ@? AMJH OC@ DIAJMH<ODJI
<=JPO KJNDODJI Q@GJ>DOT <I? <>>@G@M<ODJI JA OC@ ><M RCDG@ NP>C DIAJMH<
ODJI DN ?DM@>OGT KMJQD?@? =T OC@ >JHKPO<ODJI<G HJ?@G JA OC@ Q@CD>G@ DO DN
IJO NJ NOM<DBCOAJMR<M?GT J=O<DI@? DI OC@ M@<G ><N@ <I DIO@MH@?D<O@ HJ?PG@
AJM HJODJI M@>JQ@MT AMJH N@INJM ?<O< RDGG =@ M@LPDM@? AJM OC@ @SK@MDH@IO<G
O<NF -I OC@ JOC@M C<I? OC@ >JIOMJGG@M ?@NDBI KMJ>@NN <GNJ DI>GP?@? DI $DB
 DN DO@M<ODQ@GT ><MMD@? JPO =T OC@ ?@NDBI@M =<N@? JI OC@ M@NPGON <>CD@Q@?
=T @<>C I@R ?@NDBI RCD>C H<T =@ <KKM<DN@? =T H@<IN JA OC@ BM<KCD><G
M@KM@N@IO<ODJI <I? KGJON KMJQD?@? =T OC@ OJJG

$1-?;:? 2;> @41 A?1 ;2 2AFFE 8;35/ "@NDBIDIB < >JIQ@IODJI<G >JI
OMJGG@M NP>C <N < KMJKJMODJI<G DIO@BM<G <I? ?@MDQ<ODQ@ .'"
>JIOMJGG@M
IJMH<GGT AJGGJRN < NO<I?<M? KMJ>@?PM@ JA HJ?@GDIB OC@ KG<IO >JINOMP>ODIB
< >JIOMJGG@M <I? @Q<GP<ODIB OC@ K@MAJMH<I>@  >JHKG@O@ BMJPI? Q@CD>G@ DN
< CDBCGT IJIGDI@<M NTNO@H "@Q@GJKDIB < HJ?@G RCD>C KM@N@MQ@N OC@ IJI
GDI@<M >C<M<>O@MDNOD>N JA OC@ NTNO@H <I? DN NDHKG@ @IJPBC OJ M@KM@N@IO OC@
KG<IO JA OC@ >JHKG@O@ NTNO@H DN IJO @<NT <O <GG "P@ OJ DON ><K<=DGDOT JA
C<I?GDIB NTNO@HN IJIGDI@<MDOT OCDN O@>CIDLP@ N@@HN < BJJ? >CJD>@ OJ >JIOMJG
@DOC@M < BMJPI? Q@CD>G@ )<B@T<H< <I? .<>@EF< 

JM K<MOD<G <NK@>ON
JA Q@CD>G@N 8C<IB 


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< NDHKGD@? HJ?@G <N OC@ =D>T>G@ HJ?@G DI JM?@M OJ ?@NDBI < >JIOMJGG@M
3NDIB APUUT GJBD> NP>C < NDHKGD@? HJ?@G DN IJO M@LPDM@? OCPN NOM@<HGDIDIB
OC@ KMJ>@NN
$PUUT >JIOMJG DN FIJRG@?B@=<N@? >JIOMJG O@>CIJGJBT OC<O ><I HDHD> CP
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<N KM@QD@R <?<KO<ODJI OJ >C<IBDIB ?TI<HD> >C<M<>O@MDNOD>N JA OC@ >JIOMJGG@?
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KGJTN < >@MO<DI &)/"-)' DIOPDODQ@ HJ?@G JM DIKPOJPOKPO PI?@MNO<I?DIB JA
OC@ Q@CD>G@ OC<O <GGJRN CDH OJ >JHK<M@ OC@ @SK@>O<ODJI JA OC@ Q@CD>G@ NO<O@
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+<><?<H 

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296 J. Cuadrado et al.

>PM<O@ <I? OCDN A<>O ON Q@MT R@GG JI OC@ APUUT GJBD> >JI>@KO JA H@H=@MNCDK
JA < APUUT N@O
$DI<GGT <IJOC@M Q<GP<=G@ M@<NJI DN OC<O < M@GD<=G@ OJJG=JS AJM APUUT GJBD>
KMJBM<HHDIB DN KMJQD?@? =T +<OG<= @IQDMJIH@IO 2CDN A<>O CDBCGT NDHKGD@N
=JOC OC@ KMJBM<HHDIB <I? OPIDIB JA OC@ >JIOMJGG@M

&41 ;>@>-: -@8-. /;::1/@5;: #>D@I>T DN < BM@<O >JI>@MI DI H<IT


<KKGD><ODJIN ?@<GDIB RDOC Q@CD>G@ >JIOMJG NTNO@HN @DOC@M AJM NK@@?DIBPK OC@
?@NDBI >T>G@ JM AJM M@<GODH@ K@MAJMH<I>@ RC@I M@LPDM@? JOC NDOP<ODJIN
<KK@<M DI OCDN RJMF -I OC@ JI@ C<I? ?PMDIB OC@ ?@NDBI NO<B@ A<NO NDHP
G<ODJI JA OC@ ><M BJQ@MI@? =T OC@ >JIOMJGG@M DN ?@NDM<=G@ NDI>@ DO <GGJRN OC@
?@NDBI@M OJ ><MMT JPO HJM@ ?@NDBI DO@M<ODJIN DI NCJMO@M ODH@N OCPN M@<>CDIB
@<MGD@M OC@ I<G OPIDIB JA OC@ >JIOMJGG@M OCDN ?@H<I? RJPG? =@ @Q@I NOMJIB@M
DA OC@ ?@NDBI@M R<N NP=NODOPO@? =T <I JKODHDU<ODJI <GBJMDOCH
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OC@ KPMNP@? J=E@>ODQ@ DN IJO OC@ OJO<G >JIOMJG JA OC@ Q@CD>G@ =PO K<MOD<G JIGT
GDF@ DI ?MDQ@M <NNDNO<I>@ <KKGD><ODJIN OC@ NDHPG<ODJI M@LPDM@N CPH<IDIOC@
GJJK K<MOD>DK<ODJI OJJ <I? OC@I M@<GODH@ K@MAJMH<I>@ DN I@@?@? -I OC@
JOC@M C<I? JI>@ OC@ >JIOMJGG@M C<N =@@I ?@NDBI@? DO H<T =@ PN@? DIND?@
JOC@M M@<GODH@ <KKGD><ODJIN KMJQD?@? DON DHKG@H@IO<ODJI DN A<NO @IJPBC AJM
OC<O KPMKJN@
-I>@ EPNOD@? OC@ M@G@Q<I>@ JA OC@ @>D@I>T DNNP@ DO HPNO =@ N<D? OC<O
OC@ =JOOG@I@>F AMJH OCDN KJDIO JA QD@R DN OC@ $JMOM<I+<OG<= >JII@>ODJI <I?
OC@ C@<QT @Q<GP<ODJI JA OC@ >JIOMJGG@MN DI +<OG<= &@M@ NJH@ >JIND?@M<ODJIN
<M@ OJ =@ ?JI@ JI OC@ ?D@M@IO <GO@MI<ODQ@N OJ >JII@>O =JOC KMJBM<HHDIB
G<IBP<B@N 2C@ N@>JI? <NK@>O RDGG =@ <??M@NN@? DI NP=N@>ODJI 
'I JM?@M OJ DIOMJ?P>@ OC@ >JIOMJG DI OC@ KMJOJOTK@ HJ?@G OC@ $JMOM<I
>J?@ >JIO<DIDIB OC@ ?TI<HD>N JA OC@ ><M <I? OC@ +<OG<= API>ODJIN DHKG@
H@IODIB OC@ APUUT GJBD> >JIOMJG <GBJMDOCHN HPNO =@ >JH=DI@? +<OG<= <G
R<TN @HKGJTN ?JP=G@KM@>DNDJI Q<MD<=G@N NJ OC<O OC@ ?D@M@IO OTK@N JA $JM
OM<I Q<MD<=G@N HPNO =@ >JIQ@MO@? OJ ?JP=G@KM@>DNDJI AJM +<OG<= >JHK<OD
=DGDOT 2J >JII@>O $JMOM<I <I? +<OG<= ORJ <GO@MI<ODQ@N C<Q@ =@@I DIQ@N
ODB<O@? +<OG<= #IBDI@ <I? +#6 G@N $JM =JOC JA OC@H >JHK<OD=DGDOT
=@OR@@I +<OG<= <I? OC@ $JMOM<I >JHKDG@M DN M@LPDM@?
$JMOM<I+<OG<= >JHHPID><ODJI OCMJPBC +<OG<= #IBDI@ M@LPDM@N JK@I
DIB < >JHHPID><ODJI >C<II@G =@OR@@I $JMOM<I <I? +<OG<= +<OG<= A@<OPM@N
N@Q@M<G >JHKDG<ODJI API>ODJIN RCD>C @I<=G@ ?<O< OM<INA@M =@OR@@I =JOC G<I
BP<B@N <N R@GG <N @S@>PODIB API>ODJIN DI +<OG<= +<OG<= 

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RC@I OC@ $JMOM<I KMJBM<H DN MPIIDIB < +<OG<= N@NNDJI DN NO<MO@? RCD>C
DHKGD@N NJH@ ?@G<T *DF@RDN@ ?<O< OM<INHDNNDJI OCMJPBC OC@ >JHHPID><
ODJI >C<II@G <I? OC@ @S@>PODJI JA +<OG<= DINOMP>ODJIN =JOC NGJR ?JRI OC@
KMJBM<H 'I A<>O OJ @S@>PO@ < +<OG<= API>ODJI DO HPNO =@ RMDOO@I <I? @S
Real-Time Multibody Dynamics 297

@>PO@? JI +<OG<= >JHH<I? RDI?JR OCMJPBC OC@ >JHHPID><ODJI >C<II@G


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<I? OC@M@AJM@ +<OG<= #IBDI@ ><I =@ >JIND?@M@? <N < NPDO<=G@ OJJG OJ ?@
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+<OG<= G<IBP<B@ RDOC OC@ @S>@KODJI JA =JOOG@I@>F API>ODJIN RCD>C >JPG? =@
RMDOO@I DI HJM@ @>D@IO G<IBP<B@N GDF@ $JMOM<I JM ! <I? ?DM@>OGT @S@>PO@?
AMJH +<OG<= <N DON JRI API>ODJIN  >JHH<I? GD=M<MT DN <Q<DG<=G@ DI JM?@M
OJ >JHHPID><O@ +<OG<= RDOC OC@ JOC@M KMJBM<HHDIB G<IBP<B@ 2C@ >JH
KDG<ODJI DN ><MMD@? JPO DI +<OG<= !JIN@LP@IOGT OCDN JKODJI DN EPNO JKKJNDO@
OJ OC@ KM@QDJPN JI@ 'I OC@ KM@N@IO RJMF OC@ RCJG@ $JMOM<I KMJBM<H >JI
O<DIDIB OC@ ?TI<HD>N JA OC@ ><M C<N =@@I >JIQ@MO@? DIOJ < +#6 G@ RCD>C
><I =@ @S@>PO@? DI +<OG<= OCPN @I<=GDIB OC@ <>>@NN OJ OC@ API>ODJIN JA OC@
APUUT GJBD> OJJG=JS 2C@ @>D@I>T C<N NCJRI OJ =@ < GDOOG@ GJR@M OC<I OC<O
J=O<DI@? RDOC OC@ MNO JKODJI
2C@M@ @SDNON < OCDM? KJNND=G@ JKODJI JA $JMOM<I+<OG<= >JII@>ODJI OC@
>JIQ@MNDJI JA +<OG<= API>ODJIN DIOJ "** G@N DI JM?@M OJ >JHKDG@ OC@H
<GJIB RDOC OC@ API>ODJIN RMDOO@I DI OC@ JOC@M G<IBP<B@ &JR@Q@M OCDN JKODJI
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KMJQD?@N OCDN JKODJI AJM ! >JHKDG@MN 4<>PGDI @O <G 

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=M<F@ <I? NO@@MDIB >JIOMJG 2C@ KMJ>@?PM@ AJM ?@Q@GJKH@IO JA OC@ >JIOMJGG@MN
NO<MON RDOC < CPH<I ?MDQ@M ><MMTDIB JPO OC@ ?@NDM@? H<I@PQ@M 2C@I OC@
?@NDBI@M >M@<O@N <I DIDOD<G >JIOMJGG@M =<N@? JI OC@ J=O<DI@? DIAJMH<ODJI <I?
JI CDN K@M>@KODJIN <=JPO OC@ H<I@PQ@M 2CDN >JIOMJGG@M DN OPI@? H<IP<GGT DI
<I DO@M<ODQ@ KMJ>@NN M@K@<ODIB NDHPG<ODJIN PIODG OC@ ?@NDM@? K@MAJMH<I>@ DN
<>CD@Q@? $PUUT GJBD> >JIOMJGG@MN C<Q@ =@@I ?@Q@GJK@? @HKGJTDIB +<H?<ID
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298 J. Cuadrado et al.

5>?@ 1D-9<81 ?@>-534@ <-@4 'I OC@ MNO H<I@PQ@M NCJRI DI $DB 
OC@ ><M NO<MON AMJH M@NO >JQ@MN < ?DNO<I>@ JA  H AJGGJRDIB < NOM<DBCO GDI@
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KJNND=G@ $DMNO OC@ H<I@PQ@M R<N ><MMD@? JPO =T < CPH<I ?MDQ@M OCMJPBC
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OC@ ><M PI?@M CPH<I BPD?<I>@ < H<SDHPH NK@@? Q<GP@ JA  HN C<N =@@I
<GGJR@? <I? <I <>>@G@M<ODJI GDHDO JA  HN2 C<N =@@I DHKJN@? 2C@ ODH@
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53A>1
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BM@<O IPH=@M JA >JH=DI<ODJIN DI OC@ AJMHPG<ODJI JA MPG@N JIGT OCM@@ N@ON
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OC@ Q<MD<=G@N <N DGGPNOM<O@? DI $DB  2C@ ><N@ JA IPGG Q@GJ>DOT C<N IJO
=@@I >JIND?@M@? NDI>@ NP>C NO<O@ H<T JIGT J>>PM <O OC@ NO<MO JM OC@ @I? JA
OC@ H<I@PQ@M <I? DI =JOC NDOP<ODJIN DO DN KJNND=G@ OJ AJMHPG<O@ OC@ MPG@N
RDOCJPO O<FDIB DIOJ <>>JPIO OC@ Q@GJ>DOT @B DA KJNDODJI DN NOJK K@?<G DN
APGG =M<F@
 2M<K@UJD?<G APUUT N@ON C<Q@ =@@I @HKGJT@? OJ HJ?@G OC@ DIKPO
Real-Time Multibody Dynamics 299

53A>1 !JIOMJG ?D<BM<H AJM OCMJOOG@=M<F@ <>OP<ODJI

Q<MD<=G@N <I? JQ@MG<KKDIB <O OC@ H@?DPH JA OC@ NGJK@N JA <?E<>@IO N@ON C<N
=@@I NJPBCO 'I OCDN R<T < NHJJOC OM<INDODJI DI OC@ <>OP<ODJI DN @INPM@?
AJM DIKPO Q<GP@N =@OR@@I DIO@MQ<GN

53A>1 'IKPO APUUT N@ON AJM KJNDODJI Q@GJ>DOT <I? <>>@G@M<ODJI

0@B<M?DIB OC@ JPOKPO OC@ <>OP<ODJI JI OCMJOOG@ <I? =M<F@ C<N =@@I M@
?P>@? OJ JIGT JI@ JPOKPO 2C@ ?JH<DI JA OC@ <>OP<ODJI Q<MD<=G@ DN 9 :
>JMM@NKJI?DIB M@NK@>ODQ@GT OJ < APGGT KM@NN@? KJNDODJI JA OC@ =M<F@ K@?<G 

<I? OJ OC@ N<H@ KJNDODJI JA OC@ OCMJOOG@ 
 4<GP@N N@IO OJ =JOC <>OP<OJMN
M<IB@ AMJH  OJ  >JMM@NKJI?DIB OJ IPGG <I? H<SDHPH ?DNKG<>@H@IO JA OC@
M@NK@>ODQ@ ?@QD>@N 1P>C < KMJ>@?PM@ <QJD?N < NDHPGO<I@JPN JK@M<ODJI JI
OCMJOOG@ <I? =M<F@ IJOC@M <?Q<IO<B@ ?@MDQ@? AMJH OC@ PN@ JA < PIDLP@
Q<MD<=G@ DN OC<O DA JI>@ ?@NDBI@? <I? OPI@? OC@ >JIOMJGG@M DN H<KK@? <I?
NOJM@? DI < H<OMDS AJM A<NO@M @Q<GP<ODJI N@@ NP=N@>ODJI 
OC@ H@HJMT
NK<>@ M@LPDM@? RDGG =@ GJR@M B<DI OM<K@UJD?<G APUUT N@ON C<Q@ =@@I @H
KGJT@? OJ ?@N>MD=@ OC@ ?DNKG<>@H@IO JA OC@ K@?<G @S>@KO AJM APGGT JM IPGG
300 J. Cuadrado et al.

KM@NN@? NDOP<ODJIN RC@M@ OMD<IBPG<M N@ON C<Q@ =@@I N@G@>O@? <N ?@KD>O@? DI
$DB 

53A>1 -POKPO APUUT N@ON AJM OCMJOOG@=M<F@

 OJO<G IPH=@M JA  MPG@N C<Q@ =@@I DHKJN@? OJ M@G<O@ DIKPON <I? JPO
KPO .JNDODJI <I? <>>@G@M<ODJI C<Q@ =@@I HJM@ R@DBCO@? OC<I NK@@? DI OC@
>JIOMJGG@M GJBD> @NK@>D<GGT <O OC@ NO<MO <I? NOJK DIO@MQ<GN !C<M<>O@MDNOD>
Q<GP@N JA OC@ =JPI?<MD@N JA OC@ OM<K@UJD?<G N@ON C<Q@ =@@I <>CD@Q@? <AO@M
<I DO@M<ODQ@ KMJ>@NN >JINDNODIB JA H<IP<GGT <?EPNODIB OC@ Q<GP@N <I? OC@I
GJJFDIB <O OC@ M@NPGODIB HJODJI J=O<DI@? AMJH ><M NDHPG<ODJI N@@ $DB 

'I $DB  OC@ NPMA<>@ M@G<ODIB ORJ JA OC@ DIKPON KJNDODJI <I? Q@GJ>DOT

<I? OC@ JPOKPO KJNDODJI JA OCMJOOG@=M<F@
DN M@KM@N@IO@? 2C@ IJIGDI@<M
>C<M<>O@M JA OC@ >JIOMJG NPMA<>@ ><I =@ >G@<MGT J=N@MQ@? DI OC@ BPM@

53A>1  !JIOMJG NPMA<>@ B@I@M<O@? =T MPG@N AJM OCMJOOG@=M<F@ >JIOMJG

2C@ K@MAJMH<I>@ JA OC@ J=O<DI@? >JIOMJGG@M C<N =@@I @Q<GP<O@? =T >JH


K<MDIB DO RDOC OC<O JA < CPH<I ?MDQ@M $DBPM@  NCJRN OC@ >JHK<MDNJI
JA OC@ KJNDODJI CDNOJMT JA OC@ ><M RC@I ?MDQ@I =T @DOC@M OC@ CPH<I JM OC@
>JIOMJGG@M <N R@GG <N OCMJOOG@ <I? =M<F@ <>OP<ODJI CDNOJMD@N DI =JOC ><N@N
N DO ><I =@ J=N@MQ@? OC@ H<I@PQ@M ><MMD@? JPO =T OC@ >JIOMJGG@M DN >G@<I@M
Real-Time Multibody Dynamics 301

2C@ >JIOMJGG@M ?J@N IJO I@@? OJ H<F@ N@Q@M<G <KKMJSDH<ODJIN <N OC@ CPH<I
?MDQ@M ?J@N >OP<ODJI JI =JOC OCMJOOG@ <I? =M<F@ DN HJM@ @>D@IO RC@I
OC@ ><M DN <POJH<OD><GGT >JIOMJGG@? <I? G@NN ODH@ DN M@LPDM@? OJ >JHKG@O@
OC@ H<I@PQ@M

53A>1  !JIOMJGG@M QN CPH<I ?MDQ@M ?<NC@?


 <
KJNDODJI CDNOJMT =

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<M@ F@KO NH<GG@M OC<I DI OC@ CPH<I ?MDQ@I ><N@ <I? <>>@G@M<ODJI <I? =M<F@
<M@ IJO NJ N@Q@M@ 2CDN M@NPGO DN ?P@ OJ < HJM@ >JINO<IO <>OP<ODJI OC<O <QJD?N
<=MPKOI@NN 2C@ @MMJM <OO<DI@? =T OC@ >JIOMJGG@M DN JI@ JM?@M JA H<BIDOP?@
GJR@M OC<I OC<O <>CD@Q@? =T OC@ CPH<I ?MDQ@M 2C@ I@B<ODQ@ @MMJM Q<GP@
J=O<DI@? =T OC@ G<OO@M H@<IN OC<O OC@ Q@CD>G@ NOJKN =@AJM@ M@<>CDIB OC@
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><M >JQ@MN <I DIDOD<G NOM<DBCO K<OC JA  H OC@I AJGGJRN < APGG K@MDJ? AMJH
K@<F OJ K@<F
JA < NDIJD?<G K<OC JA <HKGDOP?@  H <I? I<GGT HPNO
M@OPMI OJ OC@ NOM<DBCO GDI@ $DMNO < CPH<I ?MDQ@M ><MMD@? JPO OC@ H<I@PQ@M
302 J. Cuadrado et al.

&-.81
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@SKG<DI@? DI OC@ MNO @S<HKG@ @S>@KODIB OC<O OC@ KJNDODJI PN@? OC@M@ <N MNO
DIKPO C<N =@@I NP=NODOPO@? C@M@ =T OC@ K<OC OM<>FDIB @MMJM 1P>C @MMJM DN
><G>PG<O@? <N OC@ <Q@M<B@ JA OC@ ORJ @MMJMN PN@? AJM OC@ NO@@MDIB >JIOMJG OC<O
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N@Q@M@GT K@I<GDU@? #MMJMN BM@<O@M OC<I  H <M@ M@?P>@? OJ OCDN Q<GP@
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Real-Time Multibody Dynamics 303

53A>1  !JIOMJG ?D<BM<H AJM NO@@MDIB <>OP<ODJI

53A>1  #MMJM API>ODJIN AJM NO@@MDIB <>OP<ODJI

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OC@ K<OC <C@<? =T KMJE@>ODIB AJMR<M? <I JKOD><G G@Q@M  2C@ ?DNO<I>@ JA
OC@ G@Q@M M@KM@N@ION OC@ @SO@IO JA OC@ KM@QD@R <Q<DG<=G@ AJM < KM@QD@R ODH@
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  !  P 

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AMJH OC@ DIO@I?@? K<OC ><I =@ LPD>FGT >JMM@>O@? $JM OC@ KJNDODJI @MMJM OC@
304 J. Cuadrado et al.

BPM@ UJJHN OC@ >@IOM<G K<MO JA OC@ RCJG@ 9 : DIO@MQ<G B<DI APUUT N@ON
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M@<>O DI OC@ KM@N@I>@ JA < NGDBCO ?@QD<ODJI

53A>1  'IKPO APUUT N@ON AJM KJNDODJI <I? <OODOP?@ @MMJMN

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JA  &U ODH@NO@K  N HJOJM NO@K  o


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AJM OC@ MNO H<I@PQ@M -IGT OC@ M<IB@ JA OC@ Q@GJ>DOT C<N =@@I M<DN@? AMJH
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Real-Time Multibody Dynamics 305

53A>1  !JIOMJG NPMA<>@ B@I@M<O@? =T MPG@N AJM NO@@MDIB >JIOMJG

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53A>1  'IKPO APUUT N@ON AJM K<OC OM<>FDIB @MMJM

N AJM OC@ MNO H<I@PQ@M OC@ K@MAJMH<I>@ JA OC@ J=O<DI@? >JIOMJGG@M C<N
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OJ NH<GG ?DNOPM=<I>@N <I? >JIN@LP@IOGT DN M<OC@M PINO<=G@ 2C@M@AJM@ <
306 J. Cuadrado et al.

53A>1  !JIOMJGG@M QN CPH<I ?MDQ@M ?<NC@?


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Real-Time Multibody Dynamics 307

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2C@ !.3ODH@N I@@?@? RC@I PNDIB OC@ +#6 G@ JKODJI <M@ NGDBCOGT
CDBC@M 2C@ +<OG<= #IBDI@ JKODJI N@@HN OJ =@ KM@A@M<=G@ NDI>@ OC@ >JH
KPO<ODJI<G @JMO M@LPDM@? DN GJR@M <I? NDI>@ G@NN >J?@ HPNO =@ <??@? OJ
OC@ JMDBDI<G KMJBM<H 'I?@@? JIGT >JHH<I?N AJM OC@ JK@IDIB <I? >GJNPM@
308 J. Cuadrado et al.

JA OC@ >JHHPID><ODJI >C<II@G <GJIB RDOC OCJN@ M@G<ODQ@ OJ ?<O< OM<INA@M


HPNO =@ <??@? RC@I OC@ +#6 G@ <GO@MI<ODQ@ DN >CJN@I < I@R C@<?DIB
G@ HPNO =@ <??@? OJJ DI JM?@M OJ @I<=G@ OC@ KMJBM<H OJ =@ ><GG@? AMJH
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M@<GODH@ K@MAJMH<I>@ DN IJO M@LPDM@?
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<I? <>OP<ODJI < CTK@MNPMA<>@ RCD>C M@G<O@N OC@ DIKPO @MMJM Q@GJ>DOT @O>

<I? JPOKPO Q<MD<=G@N OCMJOOG@=M<F@ NO@@MDIB


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ODJI RDGG M@OPMI <IJOC@M H<OMDS RCJN@ MJRN <M@ OC@ >JMM@NKJI?DIB JPOKPON
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DN JI@ O@IOC JA OC@ HDIDHPH DIO@MQ<G JA Q<MD<ODJI JA H@H=@MNCDK  DI $DB
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AJMO<=GT <>CD@Q@?
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RJMF OC@ ORJ AJGGJRDIB <KKGD><ODJIN C<Q@ =@@I ?@Q@GJK@?
Real-Time Multibody Dynamics 309

53A>1  $PUUT N@ON <I? NO@K JA ?DN>M@ODU<ODJI

&-.81 #>D@I>T AJM M@<GODH@ <KKGD><ODJIN


+<I@PQ@M 2DH@ N
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<
2C@ @IQDMJIH@IO APGG JA J=NO<>G@N DGGPNOM<O@? DI $DB < 2C@ <DH JA
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?MDQ@I DI M@<GODH@ =T < CPH<I ?MDQ@M OCMJPBC OC@ ?D@M@IO J=NO<>G@N D@
PI?@MBJDIB CDBCGT QDJG@IO HJODJI ?PMDIB Q@MT GJIB NDHPG<ODJI ODH@N 2CDN
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5 Conclusions
'I OCDN >JIOMD=PODJI ORJ Q<MD<ION JA <I @>D@IO <PBH@IO@? *<BM<IBD<I AJM
HPG<ODJI RDOC NOMP>OPM<G DIO@BM<OJMN AJM OC@ NDHPG<ODJI JA OC@ ?TI<HD> JA
HPGOD=J?T NTNO@HN C<Q@ =@@I KM@N@IO@? 2C@ MNO Q<MD<IO ?@N>MD=@N OC@ NTN
310 J. Cuadrado et al.

53A>1  "@HJ <KKGD><ODJIN <


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$DI<GGT OC@ H@OCJ? C<N =@@I PN@? OJ ?@Q@GJK < OJJG AJM OC@ ?@NDBI <I? @Q<G
P<ODJI JA <POJHJ=DG@ >JIOMJGG@MN RCD>C =@I@ON AMJH OC@ @>D@I>T JA OC@
<GBJMDOCH <O OC@ ?@NDBI NO<B@ <I? ?@H<I?N M@<GODH@ K@MAJMH<I>@ <O OC@
CPH<IDIOC@GJJK @Q<GP<ODJI NO<B@ 'I OCDN R<T DO C<N =@@I ?@HJINOM<O@?
OC<O OC@ H@OCJ? ><I =@ OC@ =<N@ JA KM<>OD><G M@<GODH@ <KKGD><ODJIN

Bibliography
"+1  -*!0 / 0&!". 
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