Constraint Algorithm - Mathematical Background

Mathematical Background

The motion of a set of N particles can be described by a set of second-order ordinary differential equations, Newton's second law, which can be written in matrix form

where M is a mass matrix and q is the vector of generalized coordinates that describe the particles' positions. For example, the vector q may be a 3N Cartesian coordinates of the particle positions r_k, where k runs from 1 to N; in the absence of constraints, M would be the 3Nx3N diagonal square matrix of the particle masses. The vector f represents the generalized forces and the scalar V(q) represents the potential energy, both of which are functions of the generalized coordinates q.

If M constraints are present, the coordinates must also satisfy M time-independent algebraic equations

where the index j runs from 1 to M. For brevity, these functions g_i are grouped into an M-dimensional vector g below. The task is to solve the combined set of differential-algebraic (DAE) equations, instead of just the ordinary differential equations (ODE) of Newton's second law.

This problem was studied in detail by Joseph Louis Lagrange, who laid out most of the methods for solving it. The simplest approach is to define new generalized coordinates that are unconstrained; this approach eliminates the algebraic equations and reduces the problem once again to solving an ordinary differential equation. Such an approach is used, for example, in describing the motion of a rigid body; the position and orientation of a rigid body can be described by six independent, unconstrained coordinates, rather than describing the positions of the particles that make it up and the constraints among them that maintain their relative distances. The drawback of this approach is that the equations may become unwieldy and complex; for example, the mass matrix M may become non-diagonal and depend on the generalized coordinates.

A second approach is to introduce explicit forces that work to maintain the constraint; for example, one could introduce strong spring forces that enforce the distances among mass points within a "rigid" body. The two difficulties of this approach are that the constraints are not satisfied exactly, and the strong forces may require very short time-steps, making simulations inefficient computationally.

A third approach is to use a method such as Lagrange multipliers or projection to the constraint manifold to determine the coordinate adjustments necessary to satisfy the constraints. Finally, there are various hybrid approaches in which different sets of constraints are satisfied by different methods, e.g., internal coordinates, explicit forces and implicit-force solutions.