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Equations of Motion with Holonomic Constraints

Note

You can download this example as a Python script: :jupyter-download-script:`holonomic-eom` or Jupyter Notebook: :jupyter-download-notebook:`holonomic-eom`.

.. jupyter-execute::

   from IPython.display import HTML
   from matplotlib.animation import FuncAnimation
   from scipy.integrate import solve_ivp
   import matplotlib.pyplot as plt
   import numpy as np
   import sympy as sm
   import sympy.physics.mechanics as me

   me.init_vprinting(use_latex='mathjax')

.. jupyter-execute::

   class ReferenceFrame(me.ReferenceFrame):

       def __init__(self, *args, **kwargs):

           kwargs.pop('latexs', None)

           lab = args[0].lower()
           tex = r'\hat{{{}}}_{}'

           super(ReferenceFrame, self).__init__(*args,
                                                latexs=(tex.format(lab, 'x'),
                                                        tex.format(lab, 'y'),
                                                        tex.format(lab, 'z')),
                                                **kwargs)
   me.ReferenceFrame = ReferenceFrame

Learning Objectives

After completing this chapter readers will be able to:

  • formulate the differential algebraic equations of motion for a multibody system that includes additional holonomic constraints
  • simulate a system with additional constraints using a differential algebraic equation integrator
  • compare simulation results that do and do not manage constraint drift

Introduction

When there are holonomic constraints present the equations of motion are comprised of the kinematical differential equations \bar{f}_k=0, dynamical differential equations \bar{f}_d=0, and the holonomic constraint equations \bar{f}_h=0. This set of equations are called differential algebraic equations and the algebraic equations cannot be solved for explicitly, as we did with the nonholonomic algebraic constraint equations.

In a system such as this, there are N=n+M total coordinates, with n generalized coordinates \bar{q} and M additional dependent coordinates \bar{q}_r. The holonomic constraints take this form:

\bar{f}_h(\bar{q}, \bar{q}_r, t) = 0 \in \mathbb{R}^M

n generalized speeds \bar{u} and M dependent speeds \bar{u}_r can be introduced using N kinematical differential equations.

\bar{f}_k(\dot{\bar{q}}, \dot{\bar{q}}_r, \bar{u}, \bar{u}_r, \bar{q}, \bar{q}_r, t)  = 0 \in \mathbb{R}^N \\

We can formulate the equations of motion by transforming the holonomic constraints into a function of generalized speeds. These equations are then treated just like nonholonomic constraints described in the previous Chp. :ref:`Equations of Motion with Nonholonomic Constraints`.

\dot{\bar{f}}_h(\bar{u}, \bar{u}_r, \bar{q}, \bar{q}_r, t) =
\mathbf{M}_{hd}\bar{u}_r + \bar{g}_{hd} = 0 \in \mathbb{R}^M

We can solve for M dependent generalized speeds:

\bar{u}_r = -\mathbf{M}_{hd}^{-1} \bar{g}_{hd} \in \mathbb{R}^M

and then rewrite the kinematical and dynamical differential equations in terms of the generalized speeds, their time derivatives, the generalized coordinates, and the dependent coordinates.

\bar{f}_k(\dot{\bar{q}}, \dot{\bar{q}}_r, \bar{u}, \bar{q}, \bar{q}_r, t)  = 0 \in \mathbb{R}^N \\
\bar{f}_d(\dot{\bar{u}}, \bar{u}, \bar{q}, \bar{q}_r, t)  = 0 \in \mathbb{R}^n \\

This final set of equations has N+n state variables and can be integrated as a set of ordinary differential equations or the N+n+M equations can be integrated as a set of differential algebraic equations. We will demonstrate the differences in the results for the two approaches.

Four-bar Linkage Equations of Motion

To demonstrate the formulation of the equations of motion of a system with an explicit holonomic constraints, let's revisit the four-bar linkage from Sec. :ref:`Four-bar Linkage`. We will now make P_2 and P_3 particles, each with mass m and include the effects of gravity in the -\hat{n}_y direction.

a) Shows four links in a plane A, B, C, and N with respective lengths l_a,l_b,l_c,l_n connected in a closed loop at points P_1,P_2,P_3,P_4. b) Shows the same linkage that has been separated at point P_4 to make it an open chain of links.

As before, we setup the system by disconnecting the kinematic loop at point P_4 and then use this open loop to derive equations for the holonomic constraints that close the loop.

1. Declare all of the variables

We have three coordinates, only one of which is a generalized coordinate. I use q to hold the single generalized coordinate, qr for the two dependent coordinates, and qN to hold all the coordinates; similarly for the generalized speeds.

.. jupyter-execute::

   q1, q2, q3 = me.dynamicsymbols('q1, q2, q3')
   u1, u2, u3 = me.dynamicsymbols('u1, u2, u3')
   la, lb, lc, ln = sm.symbols('l_a, l_b, l_c, l_n')
   m, g = sm.symbols('m, g')
   t = me.dynamicsymbols._t

   p = sm.Matrix([la, lb, lc, ln, m, g])

   q = sm.Matrix([q1])
   qr = sm.Matrix([q2, q3])
   qN = q.col_join(qr)

   u = sm.Matrix([u1])
   ur = sm.Matrix([u2, u3])
   uN = u.col_join(ur)

   qdN = qN.diff(t)
   ud = u.diff(t)

   p, q, qr, qN, u, ur, uN, qdN, ud

.. jupyter-execute::

   ur_zero = {ui: 0 for ui in ur}
   uN_zero = {ui: 0 for ui in uN}
   qdN_zero = {qdi: 0 for qdi in qdN}
   ud_zero = {udi: 0 for udi in ud}

2. Setup the open loop kinematics and holonomic constraints

Start by defining the orientation of the reference frames and positions of the points in terms of the N=3 coordinates, leaving P_4 unconstrained.

.. jupyter-execute::

   N = me.ReferenceFrame('N')
   A = me.ReferenceFrame('A')
   B = me.ReferenceFrame('B')
   C = me.ReferenceFrame('C')

   A.orient_axis(N, q1, N.z)
   B.orient_axis(A, q2, A.z)
   C.orient_axis(B, q3, B.z)

   P1 = me.Point('P1')
   P2 = me.Point('P2')
   P3 = me.Point('P3')
   P4 = me.Point('P4')

   P2.set_pos(P1, la*A.x)
   P3.set_pos(P2, lb*B.x)
   P4.set_pos(P3, lc*C.x)

3. Create the holonomic constraints

Now M=2 holonomic constraints can be found by closing the loop.

.. jupyter-execute::

   loop = P4.pos_from(P1) - ln*N.x

   fh = sm.Matrix([loop.dot(N.x), loop.dot(N.y)])
   fh = sm.trigsimp(fh)
   fh

Warning

Be careful about using :external:py:func:`~sympy.simplify.trigsimp.trigsimp` on larger problems, as it can really slow down the calculations. It is not necessary to use, but I do so here so that the resulting equations are human readable in this context.

Note that these constraints are only a function of the N coordinates, not their time derivatives.

.. jupyter-execute::

   me.find_dynamicsymbols(fh)

4. Specify the kinematical differential equations

Use simple definitions for the generalized speed u_1 and the dependent speeds u_2 and u_3. We create N=3 generalized speeds even though the degrees of freedom are n=1.

.. jupyter-execute::

   fk = sm.Matrix([
       q1.diff(t) - u1,
       q2.diff(t) - u2,
       q3.diff(t) - u3,
   ])
   Mk = fk.jacobian(qdN)
   gk = fk.xreplace(qdN_zero)
   qdN_sol = -Mk.LUsolve(gk)
   qd_repl = dict(zip(qdN, qdN_sol))
   qd_repl

5. Solve for the dependent speeds

Differentiate the holonomic constraints with respect to time to arrive at a motion constraint. This is equivalent to setting ^{N}\bar{v}^{P_4}=0.

.. jupyter-execute::

   fhd = fh.diff(t).xreplace(qd_repl)
   fhd = sm.trigsimp(fhd)
   fhd

These holonomic motion constraints are functions of the coordinates and speeds.

.. jupyter-execute::

   me.find_dynamicsymbols(fhd)

Choose u_2 and u_3 as the dependent speeds and solve the linear equations for these dependent speeds.

.. jupyter-execute::

   Mhd = fhd.jacobian(ur)
   ghd = fhd.xreplace(ur_zero)
   ur_sol = sm.trigsimp(-Mhd.LUsolve(ghd))
   ur_repl = dict(zip(ur, ur_sol))
   ur_repl[u2]

.. jupyter-execute::

   ur_repl[u3]

6. Write velocities in terms of the generalized speeds

We have three simple rotations and we can write the three angular velocities only in terms of u_1 by using the expressions for the independent speeds from the previous step.

.. jupyter-execute::

   A.set_ang_vel(N, u1*N.z)
   B.set_ang_vel(A, ur_repl[u2]*A.z)
   C.set_ang_vel(B, ur_repl[u3]*B.z)

Now, by using the two point velocity theorem the velocities of each point will also only be in terms of u_1.

.. jupyter-execute::

   P1.set_vel(N, 0)
   P2.v2pt_theory(P1, N, A)
   P3.v2pt_theory(P2, N, B)
   P4.v2pt_theory(P3, N, C)

   (me.find_dynamicsymbols(P2.vel(N), reference_frame=N) |
    me.find_dynamicsymbols(P3.vel(N), reference_frame=N) |
    me.find_dynamicsymbols(P4.vel(N), reference_frame=N))

We'll also need the kinematical differential equations only in terms of the one generalized speed u_1, so replace the dependent speeds in \bar{g}_k.

.. jupyter-execute::

   gk = gk.xreplace(ur_repl)

7. Form the generalized active forces

We have a holonomic system so the number of degrees of freedom is n=1. There are two particles that move and gravity acts on each of them, as a contributing force. The resultant contributing forces on each of the particles are:

.. jupyter-execute::

   R_P2 = -m*g*N.y
   R_P3 = -m*g*N.y

The partial velocities of each particle are easily found for the single generalized speed and \bar{F}_r is:

.. jupyter-execute::

   Fr = sm.Matrix([
       P2.vel(N).diff(u1, N).dot(R_P2) + P3.vel(N).diff(u1, N).dot(R_P3)
   ])
   Fr

Check to make sure our generalized active forces do not contain dependent speeds.

.. jupyter-execute::

   me.find_dynamicsymbols(Fr)

8. Form the generalized inertia forces

To calculate the generalized inertia forces we need the acceleration of each particle. These should be only functions of \dot{u}_1,u_1, and the three coordinates. For P_2, that is already true:

.. jupyter-execute::

   me.find_dynamicsymbols(P2.acc(N), reference_frame=N)

but for P_3 we need to make some substitutions:

.. jupyter-execute::

   me.find_dynamicsymbols(P3.acc(N), reference_frame=N)

Knowing that, the inertia resultants can be written as:

.. jupyter-execute::

   Rs_P2 = -m*P2.acc(N)
   Rs_P3 = -m*P3.acc(N).xreplace(qd_repl).xreplace(ur_repl)

and the generalized inertia forces can be formed and we can make sure they are not functions of the dependent speeds.

.. jupyter-execute::

   Frs = sm.Matrix([
       P2.vel(N).diff(u1, N).dot(Rs_P2) + P3.vel(N).diff(u1, N).dot(Rs_P3)
   ])
   me.find_dynamicsymbols(Frs)

9. Equations of motion

Finally, the matrix form of dynamical differential equations is found as we have done before.

.. jupyter-execute::

   Md = Frs.jacobian(ud)
   gd = Frs.xreplace(ud_zero) + Fr

And we can check to make sure the dependent speeds have been eliminated.

.. jupyter-execute::

   me.find_dynamicsymbols(Mk), me.find_dynamicsymbols(gk)

.. jupyter-execute::

   me.find_dynamicsymbols(Md), me.find_dynamicsymbols(gd)

Simulate without constraint enforcement

The equations of motion are functions of all three coordinates, yet two of them are dependent on the other. For the evaluation of the right hand side of the equations to be valid, the coordinates must satisfy the holonomic constraints. As presented, Eqs. :math:numref:`eq-holonomic-constrained-eom` only contain the constraints that the velocity and acceleration of point P_4 must be zero, but the position constraint is not explicitly present. Neglecting the position constraint will cause numerical issues during integration, as we will see.

Create an eval_rhs(t, x, p) as we have done before, noting that \bar{f}_d \in \mathbb{R}^1.

.. jupyter-execute::

   eval_k = sm.lambdify((qN, u, p), (Mk, gk))
   eval_d = sm.lambdify((qN, u, p), (Md, gd))


   def eval_rhs(t, x, p):
       """Return the derivative of the state at time t.

       Parameters
       ==========
       t : float
       x : array_like, shape(4,)
          x = [q1, q2, q3, u1]
       p : array_like, shape(6,)
          p = [la, lb, lc, ln, m, g]

       Returns
       =======
       xd : ndarray, shape(4,)
          xd = [q1d, q2d, q3d, u1d]

       """

       qN = x[:3]  # shape(3,)
       u = x[3:]   # shape(1,)

       Mk, gk = eval_k(qN, u, p)
       qNd = -np.linalg.solve(Mk, np.squeeze(gk))

       # Md, gd, and ud are each shape(1,1)
       Md, gd = eval_d(qN, u, p)
       ud = -np.linalg.solve(Md, gd)[0]

       return np.hstack((qNd, ud))

Here I select some feasible bar lengths. See the section on the Grashof condition to learn more about selecting lengths in four-bar linkages.

.. jupyter-execute::

   p_vals = np.array([
       0.8,  # la [m]
       2.0,  # lb [m]
       1.0,  # lc [m]
       2.0,  # ln [m]
       1.0,  # m [kg]
       9.81,  # g [m/s^2]
   ])

Now we need to generate coordinates that are consistent with the constraints. \bar{f}_h is nonlinear in all of the coordinates. We can solve these equations for the dependent coordinates using numerical root finding methods. SciPy's :external:py:func:`~scipy.optimize.fsolve` function is capable of finding the roots for sets of nonlinear equations, given a good guess.

We'll import fsolve directly like so:

.. jupyter-execute::

   from scipy.optimize import fsolve

fsolve() requires a function that evaluates expressions that equal to zero and a guess for the roots of that function, at a minimum. Nonlinear functions will most certianly have multiple solutions for its roots and fsolve() will converge to one of the solutions. The better the provided the guess the more likely it will converge on the desired solution. Our function should evaluate the holonomic constraints given the dependent coordinates. We can use lambdify() to create this function. I make the first argument \bar{q}_r because these are the values we want to solve for using fsolve().

.. jupyter-execute::

   eval_fh = sm.lambdify((qr, q1, p), fh)

Now select a desired value for the generalized coordinate q_1 and guesses for q_2 and q_3.

.. jupyter-execute::

   q1_val = np.deg2rad(10.0)
   qr_guess = np.deg2rad([10.0, -150.0])

eval_fh() returns a 2x1 array so a lambda function is used to squeeze the output. q_2 and q_3 that satisfy the constraints are then found with:

.. jupyter-execute::

   q2_val, q3_val = fsolve(
       lambda qr, q1, p: np.squeeze(eval_fh(qr, q1, p)),  # squeeze to a 1d array
       qr_guess,  # initial guess for q2 and q3
       args=(q1_val, p_vals)) # known values in fh

Now we have values of the coordinates that satisfy the constraints.

.. jupyter-execute::

   qN_vals = np.array([q1_val, q2_val, q3_val])
   np.rad2deg(qN_vals)

We can check that they return zero (or better stated as within fsolve()'s tolerance):

.. jupyter-execute::

   eval_fh(qN_vals[1:], qN_vals[0], p_vals)

Exercise

There are most often multiple solutions for the dependent coordinates for a given value of the dependent coordinates. What are the other possible solutions for these parameter values?

Now that we have consistent coordinates, the initial state vector can be created. We will start at an initial state of rest with u_1(t_0)=0.

.. jupyter-execute::

   u1_val = 0.0
   x0 = np.hstack((qN_vals, u1_val))
   x0

We will integrate over 30 seconds to show how the constraints hold up over a longer period of time.

.. jupyter-execute::

   t0, tf, fps = 0.0, 30.0, 20

With consistent coordinates the initial conditions can be set and eval_rhs() tested.

.. jupyter-execute::

   eval_rhs(t0, x0, p_vals)

At every time step in the simulation the holonomic constraints should be satisfied. To check this we will need to evaluate the constraints \bar{f}_h at each time step. The following function does this and returns the constraint residuals at each time step.

.. jupyter-execute::

   def eval_constraints(xs, p):
       """Returns the value of the left hand side of the holonomic constraints
       at each time instance.

       Parameters
       ==========
       xs : ndarray, shape(n, 4)
           States at each of n time steps.
       p : ndarray, shape(6,)
           Constant parameters.

       Returns
       =======
       con : ndarray, shape(n, 2)
           fh evaluated at each xi in xs.

       """
       con = []
       for xi in xs:  # xs is shape(n, 4)
          con.append(eval_fh(xi[1:3], xi[0], p).squeeze())
       return np.array(con)

The dependent initial conditions need to be solved before each simulation and the constraints evaluated, so it will be helpful to package this process into a reusable function. The following function takes the simulation parameters and returns the simulation results. I have set the integration tolerances explicitly as rtol=1e-3 and atol=1e-6. These happen to be the default tolerances for solve_ivp() and we will use three different approaches and we want to make sure the tolerances are set the same for each integration so we can fairly compare the results.

.. jupyter-execute::

   def simulate(eval_rhs, t0, tf, fps, q1_0, u1_0, q2_0g, q3_0g, p):
       """Returns the simulation results.

       Parameters
       ==========
       eval_rhs : function
          Function that returns the derivatives of the states in the form:
          ``eval_rhs(t, x, p)``.
       t0 : float
          Initial time in seconds.
       tf : float
          Final time in seconds.
       fps : integer
          Number of "frames" per second to output.
       q1_0 : float
          Initial q1 angle in radians.
       u1_0 : float
          Initial u1 rate in radians/s.
       q2_0g : float
          Guess for the initial q2 angle in radians.
       q3_0g : float
          Guess for the initial q3 angle in radians.
       p : array_like, shape(6,)
          Constant parameters p = [la, lb, lc, ln, m, g].

       Returns
       =======
       ts : ndarray, shape(n,)
          Time values.
       xs : ndarray, shape(n, 4)
          State values at each time.
       con : ndarray, shape(n, 2)
          Constraint violations at each time in meters.

       """

       # generate the time steps
       ts = np.linspace(t0, tf, num=int(fps*(tf - t0)))

       # solve for the dependent coordinates
       q2_val, q3_val = fsolve(
           lambda qr, q1, p: np.squeeze(eval_fh(qr, q1, p)),
           [q2_0g, q3_0g],
           args=(q1_0, p))

       # establish the initial conditions
       x0 = np.array([q1_val, q2_val, q3_val, u1_0])

       # integrate the equations of motion
       sol = solve_ivp(eval_rhs, (ts[0], ts[-1]), x0, args=(p,), t_eval=ts,
                       rtol=1e-3, atol=1e-6)
       xs = np.transpose(sol.y)
       ts = sol.t

       # evaluate the constraints
       con = eval_constraints(xs, p)

       return ts, xs, con

Similarly, create a function that can be reused for plotting the state trajectories and the constraint residuals.

.. jupyter-execute::

   def plot_results(ts, xs, con):
       """Returns the array of axes of a 4 panel plot of the state trajectory
       versus time.

       Parameters
       ==========
       ts : array_like, shape(n,)
          Values of time.
       xs : array_like, shape(n, 4)
          Values of the state trajectories corresponding to ``ts`` in order
          [q1, q2, q3, u1].
       con : array_like, shape(n, 2)
          x and y constraint residuals of P4 at each time in ``ts``.

       Returns
       =======
       axes : ndarray, shape(3,)
          Matplotlib axes for each panel.

       """
       fig, axes = plt.subplots(3, 1, sharex=True)

       fig.set_size_inches((10.0, 6.0))

       axes[0].plot(ts, np.rad2deg(xs[:, :3]))  # q1(t), q2(t), q3(t)
       axes[1].plot(ts, np.rad2deg(xs[:, 3]))  # u1(t)
       axes[2].plot(ts, np.squeeze(con))  # fh(t)

       axes[0].legend(['$q_1$', '$q_2$', '$q_3$'])
       axes[1].legend(['$u_1$'])
       axes[2].legend([r'$\cdot\hat{n}_x$', r'$\cdot\hat{n}_y$'])

       axes[0].set_ylabel('Angle [deg]')
       axes[1].set_ylabel('Angular Rate [deg/s]')
       axes[2].set_ylabel('Distance [m]')
       axes[2].set_xlabel('Time [s]')

       fig.tight_layout()

       return axes

With the functions in place we can simulate the system and plot the results.

.. jupyter-execute::

   ts, xs, con = simulate(
       eval_rhs,
       t0=t0,
       tf=tf,
       fps=fps,
       q1_0=np.deg2rad(10.0),
       u1_0=0.0,
       q2_0g=np.deg2rad(10.0),
       q3_0g=np.deg2rad(-150.0),
       p=p_vals,
   )
   plot_results(ts, xs, con);

At first glance, the linkage seems to simulate fine with realistic angle values and angular rates. The motion is periodic but looking closely, for example at u_1(t), you can see that the angular rate changes in each successive period. The last graph shows the holonomic constraint residuals across time. This graph shows that the constraints are satisfied at the beginning of the simulation but that the residuals grow over time. This accumulation of error grows as large as 8 cm near the end of the simulation. The drifting constraint residuals are the cause of the variations of motion among the oscillation periods. Tighter integration tolerances can reduce the drifting constraint residuals, but that will come at an unnecessary computational cost and not fully solve the issue.

The effect of the constraints not staying satisfied throughout the simulation can also be seen if the system is animated.

Animate the Motion

We'll animate the four bar linkage multiple times so it is useful to create some functions to for the repeated use. Start by creating a function that evaluates the point locations, as we have done before.

.. jupyter-execute::

   coordinates = P2.pos_from(P1).to_matrix(N)
   for point in [P3, P4, P1, P2]:
      coordinates = coordinates.row_join(point.pos_from(P1).to_matrix(N))
   eval_point_coords = sm.lambdify((qN, p), coordinates)

Now create a function that plots the initial configuration of the linkage and returns any objects we may need in the animation code.

.. jupyter-execute::

   def setup_animation_plot(ts, xs, p):
       """Returns objects needed for the animation.

       Parameters
       ==========
       ts : array_like, shape(n,)
          Values of time.
       xs : array_like, shape(n, 4)
          Values of the state trajectories corresponding to ``ts`` in order
          [q1, q2, q3, u1].
       p : array_like, shape(6,)

       """

       x, y, z = eval_point_coords(xs[0, :3], p)

       fig, ax = plt.subplots()
       fig.set_size_inches((10.0, 10.0))
       ax.set_aspect('equal')
       ax.grid()

       lines, = ax.plot(x, y, color='black',
                        marker='o', markerfacecolor='blue', markersize=10)

       title_text = ax.set_title('Time = {:1.1f} s'.format(ts[0]))
       ax.set_xlim((-1.0, 3.0))
       ax.set_ylim((-1.0, 1.0))
       ax.set_xlabel('$x$ [m]')
       ax.set_ylabel('$y$ [m]')

       return fig, ax, title_text, lines

   setup_animation_plot(ts, xs, p_vals);

Now we can create a function that initializes the plot, runs the animation and displays the results in Jupyter.

.. jupyter-execute::

   def animate_linkage(ts, xs, p):
       """Returns an animation object.

       Parameters
       ==========
       ts : array_like, shape(n,)
       xs : array_like, shape(n, 4)
          x = [q1, q2, q3, u1]
       p : array_like, shape(6,)
          p = [la, lb, lc, ln, m, g]

       """
       # setup the initial figure and axes
       fig, ax, title_text, lines = setup_animation_plot(ts, xs, p)

       # precalculate all of the point coordinates
       coords = []
       for xi in xs:
           coords.append(eval_point_coords(xi[:3], p))
       coords = np.array(coords)

       # define the animation update function
       def update(i):
           title_text.set_text('Time = {:1.1f} s'.format(ts[i]))
           lines.set_data(coords[i, 0, :], coords[i, 1, :])

       # close figure to prevent premature display
       plt.close()

       # create and return the animation
       return FuncAnimation(fig, update, len(ts))

Now, keep an eye on P_4 during the animation of the simulation.

.. jupyter-execute::

   HTML(animate_linkage(ts, xs, p_vals).to_jshtml(fps=fps))

Correct Dependent Coordinates

Above we are relying on the integration of the differential equations to generate the coordinates. Because there is accumulated integration error in each state and nothing is enforcing the constraint among the coordinates, the constraint residuals grow with time and the point P_4 drifts from its actual location. One possible way to address this is to correct the dependent coordinates at each evaluation of the state derivatives. We can use fsolve() to do so, in the same way we solved for the initial conditions. Below, I force the dependent coordinates to satisfy the constraints to the default tolerance of fsolve() as the first step in eval_rhs().

.. jupyter-execute::

   def eval_rhs_fsolve(t, x, p):
       """Return the derivative of the state at time t.

       Parameters
       ==========
       t : float
       x : array_like, shape(4,)
          x = [q1, q2, q3, u1]
       p : array_like, shape(6,)
          p = [la, lb, lc, ln, m, g]

       Returns
       =======
       xd : ndarray, shape(4,)
          xd = [q1d, q2d, q3d, u1d]

       Notes
       =====

       Includes a holonomic constraint correction.

       """
       qN = x[:3]
       u = x[3:]

       # correct the dependent coordinates
       qN[1:] = fsolve(lambda qr, q1, p: np.squeeze(eval_fh(qr, q1, p)),
                       qN[1:],  # guess with current solution for q2 and q3
                       args=(qN[0], p_vals))

       Mk, gk = eval_k(qN, u, p)
       qNd = -np.linalg.solve(Mk, np.squeeze(gk))

       Md, gd = eval_d(qN, u, p)
       ud = -np.linalg.solve(Md, gd)[0]

       return np.hstack((qNd, ud))

Now we can simulate with the same integrator tolerances and see if it improves the results.

.. jupyter-execute::

   ts_fsolve, xs_fsolve, con_fsolve = simulate(
       eval_rhs_fsolve,
       t0=t0,
       tf=tf,
       fps=fps,
       q1_0=np.deg2rad(10.0),
       u1_0=0.0,
       q2_0g=np.deg2rad(20.0),
       q3_0g=np.deg2rad(-150.0),
       p=p_vals,
   )

   plot_results(ts_fsolve, xs_fsolve, con_fsolve);

.. jupyter-execute::

   HTML(animate_linkage(ts_fsolve, xs_fsolve, p_vals).to_jshtml(fps=fps))

This result is much improved. The motion is more consistency periodic and the constraint residuals do not grow over time. The constraint violations do reach large values at some times but tighter integration tolerances can bring those down in magnitude. Looking closely at the trajectory of q_2, you see that the solution drifts to increasingly negative minima, so this solution still has weaknesses. Another potential downside of this approach is that fsolve() can be a computationally costly function to run depending on the complexity of the constraints and the desired solver tolerances. Fortunately, there are dedicated differential algebraic equation solvers that apply more efficient and accurate numerical methods to maintain the constraints in the initial value problem.

Simulate Using a DAE Solver

In the prior simulation, we we numerically solved for q_2 and q_3 at each time step to provide a correction to those two variables. This can be effective with tight integration tolerances, but is still a computationally naive approach. There are more robust and efficient numerical methods for correcting the state variables at each time step. For example, the SUNDIALS library includes the IDA solver for solving the initial value problem of a set of differential algebraic equations. IDA uses a variation of an implicit backward differentiation method (similar to those offered in solve_ivp()) but efficiently handles the algebraic constraints. IDA is written in C and scikits.odes provides a Python interface to many SUNDIALS solvers, including IDA.

To use scikits.odes's differential algebraic solver, we need to write the equations of motion in implicit form. We now can write the equations of motion of a holonomic system with M holonomic constraints and n degrees of freedom as this minimal set of equations:

\bar{f}_k(\dot{\bar{q}}, \bar{u}, \bar{q}, \bar{q}_r, t)  = 0 \in \mathbb{R}^n \\
\bar{f}_d(\dot{\bar{u}}, \bar{u}, \bar{q}, \bar{q}_r, t)  = 0 \in \mathbb{R}^n \\
\bar{f}_h(\bar{q}, \bar{q}_r, t) = 0 \in \mathbb{R}^M

Note the reduced kinematical differential equation from our prior implementations, i.e. we will not find \bar{q}_r from integration alone. This gives 2n+M equations in 2n+M state variables \bar{u},\bar{q},\bar{q}_r.

The sckits.odes dae() function is similar to solve_ivp() but has various other options and a different solution output. dae() works with the explicit form of the equations, exactly as shown in Eq. :math:numref:`eq-dae-system`. We need to build a function that returns the left hand side of the equations and we will call the output of those equations the "residual", which should equate to zero at all times.

We will import the dae function directly, as that is all we need from scikits.odes.

.. jupyter-execute::

   from scikits.odes import dae

We now need to design a function that evaluates the left hand side of Eq. :math:numref:`eq-dae-system` and it needs to have a specific function signature. In addition to the arguments in eval_rhs() above, this function needs the time derivative of the states and a vector to store the result in.

Note

eval_eom() does not return a value. It only sets the individual values in the residual array. So if you run eval_eom() and check residual you will see it has changed.

.. jupyter-execute::

   def eval_eom(t, x, xd, residual, p):
       """Returns the residual vector of the equations of motion.

       Parameters
       ==========
       t : float
          Time at evaluation.
       x : ndarray, shape(4,)
          State vector at time t: x = [q1, q2, q3, u1].
       xd : ndarray, shape(4,)
          Time derivative of the state vector at time t: xd = [q1d, q2d, q3d, u1d].
       residual : ndarray, shape(4,)
          Vector to store the residuals in: residuals = [fk, fd, fh1, fh2].
       p : ndarray, shape(6,)
          Constant parameters: p = [la, lb, lc, ln, m, g]

       """

       q1, q2, q3, u1 = x
       q1d, _, _, u1d = xd  # ignore the q2d and q3d values

       Md, gd = eval_d([q1, q2, q3], [u1], p)

       residual[0] = -q1d + u1  # fk, float
       residual[1] = Md[0]*u1d + gd[0]  # fd, float
       residual[2:] = eval_fh([q2, q3], [q1], p).squeeze()  # fh, shape(2,)

We already have the initial state defined x0, but we need to initialize the time derivatives of the states. These must be consistent with the equations of motion, including the constraints. In our case, u_1=0 so \dot{q}_1,\dot{q}_2 and \dot{q}_3 will also be zero. But we do need to solve \bar{f}_d for the initial \dot{u}_1.

.. jupyter-execute::

   Md_vals, gd_vals = eval_d(x0[:3], x0[3:], p_vals)

   xd0 = np.array([
      0.0,  # q1d [rad/s]
      0.0,  # q2d [rad/s]
      0.0,  # q3d [rad/s]
      -np.linalg.solve(Md_vals, gd_vals)[0][0],  # u1d [rad/s^2]
   ])
   xd0

Now I'll create an empty array to store the residual results in using :external:py:func:`~numpy.empty`.

.. jupyter-execute::

   residual = np.empty(4)
   residual

With all of the arguments for eval_eom() prepared, we can see if it updates the residual properly. We should get a residual of approximately zero if we've set consistent initial conditions.

.. jupyter-execute::

   eval_eom(t0, x0, xd0, residual, p_vals)
   residual

It looks like our functions works! Now we can integrate the differential algebraic equations with the IDA integrator. We first initialize a solver with the desired integrator parameters. I've set rtol and atol to be the same size as our prior integrations. The algebraic_vars_idx argument is used to indicate which indices of residual correspond to the holonomic constraints. Lastly, old_api is set to false to use the newest solution outputs from scikits.odes.

.. jupyter-execute::

   solver = dae('ida',
                eval_eom,
                rtol=1e-3,
                atol=1e-6,
                algebraic_vars_idx=[2, 3],
                user_data=p_vals,
                old_api=False)

.. todo:: Here are were the options are listed https://github.com/bmcage/odes/blob/1e3b3324748f4665ee5a52ed1a6e0b7e6c05be7d/scikits/odes/sundials/ida.pyx#L848

To find a solution, the desired time array and the initial conditions are provided to .solve(). The time and state values are stored in .values.t and .values.y.

.. jupyter-execute::

   solution = solver.solve(ts, x0, xd0)

   ts_dae = solution.values.t
   xs_dae = solution.values.y
   con_dae = eval_constraints(xs_dae, p_vals)

Now we can have a look at the results. The constraints are held to the order we specified in the integrator options.

.. jupyter-execute::

   plot_results(ts_dae, xs_dae, con_dae);

.. jupyter-execute::

   HTML(animate_linkage(ts_dae, xs_dae, p_vals).to_jshtml(fps=fps))

With the same integration tolerances as we used in the two prior simulations, IDA keeps the constraint residuals under 8 mm for the duration of the simulation. This is an order of magnitude better than our prior approach.

Knowing that the IDA solution is better than the prior two solutions, we can compare them directly. Below I plot the trajectory of u_1 from each of the integration methods. This clearly shows the relative error in the solutions which both become quite large over time.

.. jupyter-execute::

   fig, ax = plt.subplots()
   fig.set_size_inches((10.0, 6.0))

   ax.plot(
       ts_dae, np.rad2deg(xs_dae[:, -1]), 'black',
       ts, np.rad2deg(xs[:, -1]), 'C0',
       ts_fsolve, np.rad2deg(xs_fsolve[:, -1]), 'C1',
   )
   ax.set_xlabel('Time [s]')
   ax.set_ylabel('$u_1$ [deg/s]')
   ax.legend(['IDA', 'solve_ivp', 'solve_ivp + fsolve']);


The constraints and integration error can be enforced to tighter tolerances. With rtol and atol set to 1e-10 the constraint residuals stay below 5e-10 meters for this simulation and a consistent periodic solution is realized.

.. jupyter-execute::

   solver = dae('ida',
                eval_eom,
                rtol=1e-10,
                atol=1e-10,
                algebraic_vars_idx=[2, 3],
                user_data=p_vals,
                old_api=False)

   solution = solver.solve(ts, x0, xd0)

   ts_dae = solution.values.t
   xs_dae = solution.values.y
   con_dae = eval_constraints(xs_dae, p_vals)

   plot_results(ts_dae, xs_dae, con_dae);