arXiv:2605.05395cs.LGcs.MS2026-05

提出两种可微优化方法,解决含状态事件的微分代数方程参数学习难题。

Differentiable Parameter Optimization for DAEs with State-Dependent Events

论文配图:Differentiable Parameter Optimization for DAEs with State-Dependent Events
图 1 · 摘自论文原文
  • 用隐函数定理和分段可微积分求解代数变量与事件时间梯度
  • 两种方法均在固定事件顺序下提供准确梯度,支持参数学习
  • 适合需要高精度建模的物理系统仿真与反演问题

含状态依赖事件的微分代数方程(DAEs)出现在连续动力学受代数约束且因模式切换、碰撞或状态重置而中断的系统中。基于梯度的参数学习面临挑战:代数变量隐式定义,事件时间依赖参数,重置映射引入不连续性。本文研究半显式DAE带事件的可微参数优化问题,将学习问题形式化为带有DAE动力学、代数约束、守卫方程和重置映射的约束最小二乘问题。提出两种互补的梯度计算策略:第一种是通过仿真自动微分法,在向量场内求解代数变量,利用隐函数定理对代数求解进行微分,并通过分段可微积分处理事件;第二种是显式的离散伴随法,将前向仿真表示为事件分割残差系统,通过求解光滑段与事件残差的拉格朗日乘子计算梯度。该形式阐明伴随法中的残差项为等式约束,非启发式惩罚。在梯度解释、事件时间处理、实现复杂度和局部有效性方面比较两种方法。两者均针对前向仿真选择的事件路径提供有效梯度,且在固定事件顺序和横截守卫交叉条件下成立。

原文摘要 · Abstract (English)

Differential-algebraic equations (DAEs) with state-dependent events arise in systems whose continuous dynamics are constrained by algebraic equations and interrupted by mode changes, switching logic, impacts, or state reinitializations. Gradient-based parameter learning for such systems is challenging because algebraic variables are implicitly defined, event times depend on the parameters, and reset maps introduce discontinuities. This paper studies differentiable parameter optimization for semi-explicit DAEs with events. We formulate the learning problem as a constrained least-squares problem with DAE dynamics, algebraic constraints, guard equations, and reset maps. We then develop two complementary gradient-computation strategies. The first is an automatic-differentiation-through-simulation method that solves algebraic variables inside the vector field, differentiates the algebraic solve using the implicit function theorem, and handles events through segmented differentiable integration. The second is an explicit discrete-adjoint method that represents the forward simulation as an event-split residual system and computes gradients by solving for the Lagrange multipliers of smooth-segment and event residuals. The formulation clarifies that residual terms in the adjoint method are equality constraints, not heuristic penalties. We compare the two approaches in terms of gradient interpretation, event-time handling, implementation complexity, and local validity. Both methods provide gradients for the event path selected by the forward simulation and are valid under fixed event ordering and transversal guard crossings.

微分代数方程可微优化参数学习伴随方法

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