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Numerical solution of boundary value problem for nonlinear integro-differential equation system of hypersonic boundary layer
Solving a non-linear inverse problem is challenging in computational science and engineering. Sampling based methods require a large number of model valuations; gradientbased methods require fewer model evaluations but only find the local minima. Multifidelity optimization combines the low fidelity model and the high-fidelity model to achieve both high accuracy and high efficiency. In this paper, we present a bi-fidelity approach to solve non-linear inverse problems. In the bi-fidelity inversion method, the low-fidelity model is used to acquire a good initial guess, and the high-fidelity model is used to locate the global minimum. Combined with a multi-start optimization scheme, the proposed approach significantly increases the possibility of finding the global minimum for nonlinear inverse problems with many local minima. The method is tested with two toy problems and then applied to an electromagnetic well logging inverse problem, which is difficult to solve using traditional gradient-based methods. The bi-fidelity method provides promising inversion results and can be easily applied to traditional gradient-based methods.
Modified quasilinearization concept for solving nonlinear two point boundary value problem
Particular solutions in nonlinear two point boundary value problems, showing convergence for uncontrolled and controlled systems
In this study, we consider solving nonlinear optimization problems with a stochastic objective and deterministic equality constraints. We assume for the objective that its evaluation, gradient, and Hessian are inaccessible, while one can compute their stochastic estimates by, for example, subsampling. We propose a stochastic algorithm based on sequential quadratic programming (SQP) that uses a differentiable exact augmented Lagrangian as the merit function. To motivate our algorithm design, we first revisit and simplify an old SQP method Lucidi developed for solving deterministic problems, which serves as the skeleton of our stochastic algorithm. Based on the simplified deterministic algorithm, we then propose a non-adaptive SQP for dealing with stochastic objective, where the gradient and Hessian are replaced by stochastic estimates but the stepsizes are deterministic and prespecified. Finally, we incorporate a recent stochastic line search procedure Paquette and Scheinberg into the non-adaptive stochastic SQP to adaptively select the random stepsizes, which leads to an adaptive stochastic SQP. The global "almost sure" convergence for both non-adaptive and adaptive SQP methods is established. Numerical experiments on nonlinear problems in CUTEst test set demonstrate the superiority of the adaptive algorithm.
A parallelized finite difference code based on the Newton method for systems of nonlinear elliptic boundary value problems in two dimensions is analyzed in terms of computational complexity and parallel efficiency. An approximate cost function depending on 15 dimensionless parameters is derived for algorithms based on stripwise and boxwise decompositions of the domain and a one-to-one assignment of the strip or box subdomains to processors. The sensitivity of the cost functions to the parameters is explored in regions of parameter space corresponding to model small-order systems with inexpensive function evaluations and also a coupled system of nineteen equations with very expensive function evaluations. The algorithm was implemented on the Intel Hypercube, and some experimental results for the model problems with stripwise decompositions are presented and compared with the theory. In the context of computational combustion problems, multiprocessors of either message-passing or shared-memory type may be employed with stripwise decompositions to realize speedup of O(n), where n is mesh resolution in one direction, for reasonable n.
Time-correlated gust loads are time histories of two or more load quantities due to the same disturbance time history. Time correlation provides knowledge of the value (magnitude and sign) of one load when another is maximum. At least two analysis methods have been identified that are capable of computing maximized time-correlated gust loads for linear aircraft. Both methods solve for the unit-energy gust profile (gust velocity as a function of time) that produces the maximum load at a given location on a linear airplane. Time-correlated gust loads are obtained by re-applying this gust profile to the airplane and computing multiple simultaneous load responses. Such time histories are physically realizable and may be applied to aircraft structures. Within the past several years there has been much interest in obtaining a practical analysis method which is capable of solving the analogous problem for nonlinear aircraft. Such an analysis method has been the focus of an international committee of gust loads specialists formed by the U.S. Federal Aviation Administration and was the topic of a panel discussion at the Gust and Buffet Loads session at the 1989 SDM Conference in Mobile, Alabama. The kinds of nonlinearities common on modern transport aircraft are indicated. The Statical Discrete Gust method is capable of being, but so far has not been, applied to nonlinear aircraft. To make the method practical for nonlinear applications, a search procedure is essential. Another method is based on Matched Filter Theory and, in its current form, is applicable to linear systems only. The purpose here is to present the status of an attempt to extend the matched filter approach to nonlinear systems. The extension uses Matched Filter Theory as a starting point and then employs a constrained optimization algorithm to attack the nonlinear problem.
A third order, nonlinear, singularly perturbed optimal control problem is considered under assumptions which assure that the full problem is singular and the reduced problem is nonsingular. The separation between the singular arc of the full problem and the optimal control law of the reduced one, both of which are hypersurfaces in state space, is of the same order as the small parameter of the problem. Boundary layer solutions are constructed which are stable and reach the outer solution in a finite time. A uniformly valid composite solution is then formed from the reduced and boundary layer solutions. The value of the approximate solution is that it is relatively easy to obtain and does not involve singular arcs. To illustrate the utility of the results, the technique is used to obtain an approximate solution of a simplified version of the aircraft minimum time-to-climb problem. A numerical example is included.
A parametric adaptive physics-informed greedy Latent Space Dynamics Identification (gLaSDI) method is proposed for accurate, efficient, and robust data-driven reduced-order modeling of high-dimensional nonlinear dynamical systems. In the proposed gLaSDI framework, an autoencoder discovers intrinsic nonlinear latent representations of high-dimensional data, while dynamics identification (DI) models capture local latent-space dynamics. Here, an interactive training algorithm is adopted for the autoencoder and local DI models, which enables identification of simple latent-space dynamics and enhances accuracy and efficiency of data-driven reduced-order modeling. To maximize and accelerate the exploration of the parameter space for the optimal model performance, an adaptive greedy sampling algorithm integrated with a physics-informed residual-based error indicator and random-subset evaluation is introduced to search for the optimal training samples on the fly. Further, to exploit local latent-space dynamics captured by the local DI models for an improved modeling accuracy with a minimum number of local DI models in the parameter space, a -nearest neighbor convex interpolation scheme is employed. The effectiveness of the proposed framework is demonstrated by modeling various nonlinear dynamical problems, including Burgers equations, nonlinear heat conduction, and radial advection. The proposed adaptive greedy sampling outperforms the conventional predefined uniform sampling in terms of accuracy. Compared with the high-fidelity models, gLaSDI achieves 17 to 2,658× speed-up with 1 to 5% relative errors.
In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a computationally cheaper alternative to the accurate parameter-to-observable mappings and/or may ignore additional unknowns or sources of uncertainty. The Bayesian approximation error (BAE) approach provides a means to account for the induced uncertainties and approximation errors, i.e. the errors between the accurate parameter-to-observable mapping and the surrogate. The statistics of these errors are, however, in general unknown a priori, and are thus calculated using Monte Carlo sampling. Although the sampling is typically carried out offline, i.e. before considering the data, the process can still represent a computational bottleneck. In this work, we develop a scalable computational approach for reducing the costs associated with the sampling stage of the BAE approach. Specifically, we consider the Taylor expansion of the accurate and surrogate forward models with respect to the uncertain parameter fields either as a control variate for variance reduction or as a means to directly and efficiently approximate the mean and covariance of the approximation errors. We propose efficient methods for evaluating the expressions for the mean and covariance of the Taylor approximations based on linear(-ized) PDE solves. Furthermore, the proposed approach is independent of the dimension of the uncertain parameter, depending instead on the intrinsic dimension of the data, ensuring scalability to high-dimensional problems. The potential benefits of the proposed approach are demonstrated for two high-dimensional inverse problems governed by PDE examples, namely for the estimation of a distributed Robin boundary coefficient in a linear diffusion problem, and for a coefficient estimation problem governed by a nonlinear diffusion problem.
The formation of nonlinear filtering problems are discussed along with approaches to solving nonlinear filtering problems. An approach to the design and evaluation of the performance of suboptimal filters is presented in terms of upper and lower bounds.
In applying finite-difference techniques to flow field problems, the accuracy attained for a fixed number of node points can be improved using unequally-spaced node points. The distribution of these node points is chosen here by minimizing a measure of local truncation error with respect to the parameters which define a transformation between the computational space of equally-spaced node points and the physical space of unequally-spaced node points. The problem then becomes a nonlinear programming problem. Numerical results are presented for two one-dimensional test problems: the Blasius boundary layer problem and the inviscid Burgers' equation.
FEMOT is a finite element program for solving the nonlinear magnetostatic problem. This version uses nonlinear, Newton first order elements. The code can be used for electric motor design and analysis. FEMOT can be embedded within an optimization code that will vary nodal coordinates to optimize the motor design. The output from FEMOT can be used to determine motor back EMF, torque, cogging, and magnet saturation. It will run on a PC and will be available to anyone who wants to use it.
The last two decades have been an era when computation is ahead of analysis and when very large scale practical computations are increasingly used in poorly understood multiscale complex nonlinear physical problems and non-traditional fields. Ensuring a higher level of confidence in the predictability and reliability (PAR) of these numerical simulations could play a major role in furthering the design, understanding, affordability and safety of our next generation air and space transportation systems, and systems for planetary and atmospheric sciences, and in understanding the evolution and origin of life. The need to guarantee PAR becomes acute when computations offer the ONLY way of solving these types of data limited problems. Employing theory from nonlinear dynamical systems, some building blocks to ensure a higher level of confidence in PAR of numerical simulations have been revealed by the author and world expert collaborators in relevant fields. Five building blocks with supporting numerical examples were discussed. The next step is to utilize knowledge gained by including nonlinear dynamics, bifurcation and chaos theories as an integral part of the numerical process. The third step is to design integrated criteria for reliable and accurate algorithms that cater to the different multiscale nonlinear physics. This includes but is not limited to the construction of appropriate adaptive spatial and temporal discretizations that are suitable for the underlying governing equations. In addition, a multiresolution wavelets approach for adaptive numerical dissipation/filter controls for high speed turbulence, acoustics and combustion simulations will be sought. These steps are corner stones for guarding against spurious numerical solutions that are solutions of the discretized counterparts but are not solutions of the underlying governing equations.
A parallel algorithm has been developed for rapidly solving trajectory optimization problems. The goal of the work has been to develop an algorithm that is suitable to do real-time, on-line optimal guidance through repeated solution of a trajectory optimization problem. The algorithm has been developed on an INTEL iPSC/860 message passing parallel processor. It uses a zero-order-hold discretization of a continuous-time problem and solves the resulting nonlinear programming problem using a custom-designed augmented Lagrangian nonlinear programming algorithm. The algorithm achieves parallelism of function, derivative, and search direction calculations through the principle of domain decomposition applied along the time axis. It has been encoded and tested on 3 example problems, the Goddard problem, the acceleration-limited, planar minimum-time to the origin problem, and a National Aerospace Plane minimum-fuel ascent guidance problem. Execution times as fast as 118 sec of wall clock time have been achieved for a 128-stage Goddard problem solved on 32 processors. A 32-stage minimum-time problem has been solved in 151 sec on 32 processors. A 32-stage National Aerospace Plane problem required 2 hours when solved on 32 processors. A speed-up factor of 7.2 has been achieved by using 32-nodes instead of 1-node to solve a 64-stage Goddard problem.
A discontinuous Galerkin formulation that avoids the use of discrete quadrature formulas is described and applied to linear and nonlinear test problems in one and two space dimensions. This approach requires less computational time and storage than conventional implementations but preserves the compactness and robustness inherent to the discontinuous Galerkin method. Test problems include both linear and nonlinear one-dimensional scalar advection of botH smooth and discontinuous initial value problems, two-dimensional scalar advection of smooth initial value problems discretized by using unstructured grids with varying degrees of smoothness and regularity, and two-dimensional linear Euler solutions on unstructured grids.
Motivations (Ensure a Higher Level of Confidence in the Predictability & Reliability of Numerical Simulation for Multiscale Complex Nonlinear Fluid Problems) - The last two decades have been an era when computation is ahead of analysis & when very large scale practical computations are increasingly used in poorly understood multiscale complex nonlinear physical problems & non-traditional fields (Especially when computations offer the ONLY way of generating this type of data limited simulations). - At present some of the numerical uncertainties can be explained and minimized by traditional numerical analysis and standard CFD practices. However, such practices, usually based on linearized analysis, MIGHT NOT be sufficient for strongly nonlinear and/or stiff problems. - We need a good understanding of the nonlinear behavior of numerical schemes being used as an integral part of code verification, validation and certification.
The problem of synthesizing nth order nonlinear nonautonomous networks with a prescribed small signal behavior is considered. It is shown that, in the absence of coupling elements, the solution of this problem reduces to synthesizing a set of first order nonlinear characteristics. These characteristics can then be determined using a recently developed generalized steepest descent criterion.