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Low thrust trajectory optimization, using Newton- Raphson method to solve nonlinear two-point boundary value problem
Low thrust trajectory optimization, using Newton- Raphson method to solve nonlinear two-point boundary value problem
Newton-Raphson method generalized for solution of two-point boundary value problems of nonlinear optimal control theory for digital solution
The paper describes algorithms for equilibrium and steady-state problems with coefficients in the expansions derived by the Galerkin weighted residual method and calculated from the resulting sets of nonlinear algebraic equations by the Newton-Raphson method. Initial approximations are obtained from nearby solutions by continuation techniques as parameters are varied. The Newton-Raphson technique is preferred because the Jacobian of the solution is useful for continuation, for analyzing the stability of solutions, for detecting bifurcation of solution families, and for computing asymptotic estimates of the effects on any solution of small changes in parameters, boundary conditions, and boundary shape.
The SPAR thermal analyzer, a system of finite-element processors for performing steady-state and transient thermal analyses, is described. The processors communicate with each other through the SPAR random access data base. As each processor is executed, all pertinent source data is extracted from the data base and results are stored in the data base. Steady state temperature distributions are determined by a direct solution method for linear problems and a modified Newton-Raphson method for nonlinear problems. An explicit and several implicit methods are available for the solution of transient heat transfer problems. Finite element plotting capability is available for model checkout and verification.
Newton-Raphson technique development for determining stability derivatives from flight data, noting use of a priori wind tunnel information
The method of Engelman and Sani (1984) for a finite-element simulation of incompressible surface flows with a free and/or moving fluid interface, such as encountered in crystal growth and coating and polymer technology, is extended to temperature-dependent flows, including the effect of temperature-dependent surface tension. The basic algorithm of Saito and Scriven (1981) and Ruschak (1980) has been generalized and implemented in a robust and versatile finite-element code that can be employed with relative ease for the simulation of free-surface problems in complex geometries. As a result, the costly dependence on the Newton-Raphson algorithm has been eliminated by replacing it with a quasi-Newton iterative method, which nearly retains the superior convergence properties of the Newton-Raphson method.
The sensitivities of the convergence characteristics of the methods to initially assumed parameters and trial solution, convergence times, computer logic, and storage requirements are discussed. Numerical comparison of the convergence characteristics is made by considering a minimum time, low thrust, Earth-Mars transfer trajectory. A modified quasi-linearization method reduces convergence time by approximately 70% when compared with the generalized Newton-Raphson method and allows the terminal boundary to be specified by a general function of the problem variables. A uniquely specified and easily determined, time dependent weighting matrix for the gradient techniques accelerates the shaping of the optimal control program and improves the convergence characteristics during the terminal iterations. Convergence envelopes, indicating how sensitive the convergence characteristics are to initially assumed parameters, are plotted for the perturbation and quasi-linearization methods. Several iteration schemes are proposed which increase the size of the convergence envelopes and decrease the sensitivity of the method to initially assumed parameters.
A nonlinear, maximum likelihood, parameter identification computer program (NLSCIDNT) is described which evaluates rotorcraft stability and control coefficients from flight test data. The optimal estimates of the parameters (stability and control coefficients) are determined (identified) by minimizing the negative log likelihood cost function. The minimization technique is the Levenberg-Marquardt method, which behaves like the steepest descent method when it is far from the minimum and behaves like the modified Newton-Raphson method when it is nearer the minimum. Twenty-one states and 40 measurement variables are modeled, and any subset may be selected. States which are not integrated may be fixed at an input value, or time history data may be substituted for the state in the equations of motion. Any aerodynamic coefficient may be expressed as a nonlinear polynomial function of selected 'expansion variables'.
A recent mathematical technique for solving systems of equations is applied in a very general way to the orbit determination problem. The use of this technique, the homotopy continuation method, was motivated by the possible need to perform preliminary orbit determination in the Tracking and Data Relay Satellite System (TDRSS), using range and Doppler tracking alone. In the formulation studied here, a set of six tracking observations is continuously transformed from a set with known solutions to the given set with unknown solutions, and the corresponding orbit state vector is followed from the a priori orbit state to the solution orbit states. A modular numerical algorithm is developed to follow the state vector. The technique is formulated and then tested, using both real and simulated tracking, with positive results. Direct comparisons show that the basic method has a much larger radius of convergence than standard or simply modified Newton-Raphson methods. An extension of the basic method is formulated that is expected to produce a global method.
A simple and efficient computational method is presented for unstructured surface grid generation. This method is built upon an advancing front technique combined with grid projection. The projection technique is based on a Newton-Raphson method. This combined approach has been successfully implemented for structured and unstructured grids. In this paper, the implementation for unstructured grid is discussed.
Two approaches to accelerating the method of complete linearization for calculating NLTE model stellar atmospheres are suggested. The first one, the so-called Kantorovich variant of the Newton-Raphson method, consists of keeping the Jacobi matrix of the system fixed, which allows us to calculate the costly matrix inversions only a few times and then keep them fixed during the subsequent computations. The second method is an application of the Ng acceleration. Both methods are extremely easy to implement with any model atmosphere code based on complete linearization. It is demonstrated that both methods, and especially their combination, yield a rapidly and globally convergent algorithm, which takes 2 to 5 times less computer time, depending on the model at hand and the required accuracy, than the ordinary complete linearization. Generally, the time gain is more significant for more complicated models. The methods were tested for a broad range of atmospheric parameters, and in all cases they exhibited similar behavior. Ng acceleration applied on the Kantorovich variant thus offers a significant improvement of the standard complete-linearization method, and may now be used for calculating relatively involved NLTE model stellar atmospheres.
A comprehensive optimization program has been developed for computing fuel-optimal trajectories between the earth and a point in the sun-earth-moon system. It presents methods for generating fuel optimal two-impulse trajectories which may originate at the earth or a point in space and fuel optimal three-impulse trajectories between two points in space. The extrapolation of the state vector and the computation of the state transition matrix are accomplished by the Stumpff-Weiss method. The cost and constraint gradients are computed analytically in terms of the terminal state and the state transition matrix. The 4-body Lambert problem is solved by using the Newton-Raphson method. An accelerated gradient projection method is used to optimize a 2-impulse trajectory with terminal constraint. The Davidon's Variance Method is used both in the accelerated gradient projection method and the outer loop of a 3-impulse trajectory optimization problem.
Dryden real-time flight simulators encompass the simulation of pulse code modulation (PCM) telemetry signals. This paper presents a new method whereby the calibration polynomial (from first to sixth order), representing the conversion from counts to engineering units (EU), is numerically inverted in real time. The result is less than one-count error for valid EU inputs. The Newton-Raphson method is used to numerically invert the polynomial. A reverse linear interpolation between the EU limits is used to obtain an initial value for the desired telemetry count. The method presented here is not new. What is new is how classical numerical techniques are optimized to take advantage of modem computer power to perform the desired calculations in real time. This technique makes the method simple to understand and implement. There are no interpolation tables to store in memory as in traditional methods. The NASA F-15 simulation converts and transmits over 1000 parameters at 80 times/sec. This paper presents algorithm development, FORTRAN code, and performance results.
A simple waveguide measurement technique is presented to determine the complex dielectric constant of a dielectric material. The dielectric sample is loaded in a shorted x-band rectangular waveguide. Using a network analyzer; the reflection coefficient of the shorted waveguide (loaded with sample) is measured. Using the Finite Element Method (FEM), the exact reflection coefficient of the shorted waveguide (loaded with sample) is determined as a function of the dielectric constant. Matching the measured value of the reflection coefficient with the reflection coefficient calculated using the FEM utilizing the Newton-Raphson Method, an estimate of the dielectric constant of a dielectric material is obtained. A comparison of estimated values of dielectric constant obtained from simple waveguide modal theory and the present approach is presented.
During an evaluation of the use of iodine as a water disinfectant and the development of methods for measuring various iodine species in water onboard Space Freedom, it became necessary to compute the concentration of the various species based on equilibrium principles alone. Of particular concern was the case when various amounts of iodine, iodide, strong acid, and strong base are added to water. Such solutions can be used to evaluate the performance of various monitoring methods being considered. The authors of this paper present an overview of aqueous iodine chemistry, a set of nonlinear equations which can be used to model the above case, and a computer program for solving this system of equations using the Newton-Raphson method. The program was validated by comparing results over a range of concentrations and pH values with those previously presented by Gottardi for a given pH. Use of this program indicated that there are multiple roots to many cases and selecting an appropriate initial guess is important. Comparison of program results with laboratory results for the case when only iodine is added to water indicates the program gives high pH values for the iodine concentrations normally used for water disinfection. Extending the model to include the effects of iodate formation results in the computer pH values being closer to those observed, but the model with iodate does not agree well for the case in which base is added in addition to iodine to raise the pH. Potential explanations include failure to obtain equilibrium conditions in the lab, inaccuracies in published values for the equilibrium constants, and inadequate model of iodine chemistry and/or the lack of adequate analytical methods for measuring the various iodine species in water.
A computer-implemented method and apparatus for determining position of a vehicle within 100 km autonomously from magnetic field measurements and attitude data without a priori knowledge of position. An inverted dipole solution of two possible position solutions for each measurement of magnetic field data are deterministically calculated by a program controlled processor solving the inverted first order spherical harmonic representation of the geomagnetic field for two unit position vectors 180 degrees apart and a vehicle distance from the center of the earth. Correction schemes such as a successive substitutions and a Newton-Raphson method are applied to each dipole. The two position solutions for each measurement are saved separately. Velocity vectors for the position solutions are calculated so that a total energy difference for each of the two resultant position paths is computed. The position path with the smaller absolute total energy difference is chosen as the true position path of the vehicle.
Navier-Stokes equation as discretized by new flux conserving method proposed by Chang and Scott results in the system: vector F(vector x) = 0, where F is a vector valued function. The Optimization method we use is based on Quasi-Newton methods: given a nonlinear function vector F(vector x) = 0, we solve, Delta(vector x) = -BF(vector x), where Delta(vector x) is the correction term and B is the inverse Jacobian of F(x). Then, iteratively, vector(x(sub (i+1))) = vector(x (sub i)) + alpha.Delta(vector x(sub i)), where alpha is a line search correction term determined by a line search routine. We use the BFCG's update the Jacobian matrix B(sub k) at each iteration. It is well known that B(sub k) approaches B(*) at the solution X(*). This algorithm has several advantages over the Newton-Raphson method. For example, we do not need to calculate the Jacobian matrix at each iteration which is computationally very expensive.