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Results for “Nonlinear least-squares problem”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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All sourcesNASA NTRSDOE OSTI
NASA NTRS1987

Nonlinear programming extensions to rational function approximations of unsteady aerodynamics

This paper deals with approximating unsteady generalized aerodynamic forces in the equations of motion of a flexible aircraft. Two methods of formulating these approximations are extended to include both the same flexibility in constraining them and the same methodology in optimizing nonlinear parameters as another currently used 'extended least-squares' method. Optimal selection of 'nonlinear' parameters is made in each of the three methods by use of the same nonlinear (nongradient) optimizer. The objective of the nonlinear optimization is to obtain rational approximations to the unsteady aerodynamics whose state-space realization is of lower order than that required when no optimization of the nonlinear terms is performed. The free 'linear' parameters are determined using least-squares matrix techniques on a Lagrange multiplier formulation of an objective function which incorporates selected linear equality constraints. State-space mathematical models resulting from the different approaches are described, and results are presented which show comparative evaluations from application of each of the extended methods to a numerical example. The results obtained for the example problem show a significant (up to 63 percent) reduction in the number of differential equations used to represent the unsteady aerodynamic forces in linear time-invariant equations of motion as compared to a conventional method in which nonlinear terms are not optimized.

Tiffany, Sherwood H.↗
NASA NTRS1994

Measurement uncertainty and feasibility study of a flush airdata system for a hypersonic flight experiment

Presented is a feasibility and error analysis for a hypersonic flush airdata system on a hypersonic flight experiment (HYFLITE). HYFLITE heating loads make intrusive airdata measurement impractical. Although this analysis is specifically for the HYFLITE vehicle and trajectory, the problems analyzed are generally applicable to hypersonic vehicles. A layout of the flush-port matrix is shown. Surface pressures are related airdata parameters using a simple aerodynamic model. The model is linearized using small perturbations and inverted using nonlinear least-squares. Effects of various error sources on the overall uncertainty are evaluated using an error simulation. Error sources modeled include boundarylayer/viscous interactions, pneumatic lag, thermal transpiration in the sensor pressure tubing, misalignment in the matrix layout, thermal warping of the vehicle nose, sampling resolution, and transducer error. Using simulated pressure data for input to the estimation algorithm, effects caused by various error sources are analyzed by comparing estimator outputs with the original trajectory. To obtain ensemble averages the simulation is run repeatedly and output statistics are compiled. Output errors resulting from the various error sources are presented as a function of Mach number. Final uncertainties with all modeled error sources included are presented as a function of Mach number.

Whitmore, Stephen A.↗
NASA NTRS1973

An application of a linear programing technique to nonlinear minimax problems

A differential correction technique for solving nonlinear minimax problems is presented. The basis of the technique is a linear programing algorithm which solves the linear minimax problem. By linearizing the original nonlinear equations about a nominal solution, both nonlinear approximation and estimation problems using the minimax norm may be solved iteratively. Some consideration is also given to improving convergence and to the treatment of problems with more than one measured quantity. A sample problem is treated with this technique and with the least-squares differential correction method to illustrate the properties of the minimax solution. The results indicate that for the sample approximation problem, the minimax technique provides better estimates than the least-squares method if a sufficient amount of data is used. For the sample estimation problem, the minimax estimates are better if the mathematical model is incomplete.

Schiess, J. R.↗
NASA NTRS1999

Optimal System Realization in Frequency Domain

Several approaches are presented to identify an experimental system model directly from frequency response data. The formulation begins with a matrix-fraction description as the model structure. Frequency weighting such as exponential weighting is introduced to solve a weighted least-squares problem to obtain the coefficient matrices for the matrix-fraction description. A multi-variable state-space model can then be formed using the coefficient matrices of the matrix-fraction description. An approach is introduced to fine-tune the model using non-linear programming methods to minimize the desired cost function. The method deals with the model in the real Schur or modal form and reassigns a subset of system poles using a nonlinear optimizer. At every optimization step, the input and output influence matrices are refined through least-squares procedures. The proposed approaches are used to identify an analytical model for a NASA testbed from experimental data.

Juang, Jer-Nan↗
NASA NTRS1991

A new finite element formulation for computational fluid dynamics. X - The compressible Euler and Navier-Stokes equations

A space-time element method is presented for solving the compressible Euler and Navier-Stokes equations. The proposed formulation includes the variational equation, predictor multi-corrector algorithms and boundary conditions. The variational equation is based on the time-discontinuous Galerkin method, in which the physical entropy variables are employed. A least-squares operator and a discontinuity-capturing operator are added, resulting in a high-order accurate and unconditionally stable method. Implicit/explicit predictor multi-corrector algorithms, applicable to steady as well as unsteady problems, are presented; techniques are developed to enhance their efficiency. Implementation of boundary conditions is addressed; in particular, a technique is introduced to satisfy nonlinear essential boundary conditions, and a consistent method is presented to calculate boundary fluxes. Numerical results are presented to demonstrate the performance of the method.

Shakib, Farzin↗
NASA NTRS1992

Frequency domain state-space system identification

An algorithm for identifying state-space models from frequency response data of linear systems is presented. A matrix-fraction description of the transfer function is employed to curve-fit the frequency response data, using the least-squares method. The parameters of the matrix-fraction representation are then used to construct the Markov parameters of the system. Finally, state-space models are obtained through the Eigensystem Realization Algorithm using Markov parameters. The main advantage of this approach is that the curve-fitting and the Markov parameter construction are linear problems which avoid the difficulties of nonlinear optimization of other approaches. Another advantage is that it avoids windowing distortions associated with other frequency domain methods.

Chen, Chung-Wen↗
NASA NTRS1981

Model error estimation for large flexible spacecraft

The basic model obtained for spacecraft control system design applications is used to develop the control and estimation algorithms which constitute integral elements of the control system. The performance of this system is limited on account of modeling errors. The presence of such errors is inevitable in connection with truncated dynamics, parameter uncertainties, neglected nonlinearities, and external disturbances. In many cases, an approximate knowledge of the model errors can only be established by means of an estimation procedure. The present investigation has the objective to outline an approach to estimate errors inherent in a reduced-order model and to illustrate its application to modeling problems arising in spacecraft control system design. The considered procedure makes use of the principle of least-squares. In the discussed application this principle is employed to minimize a quadratic functional of the model errors.

Rodriguez, G.↗
NASA NTRS1988

GaussFit - A system for least squares and robust estimation

GaussFit is a new computer program for solving least-squares and robust estimation problems. It has a number of unique features, including a complete programming language designed especially to formulate estimation problems, a built-in compiler and interpreter to support the programming language, and a built-in algebraic manipulator for calculating the required partial derivatives analytically. These features make GaussFit very easy to use, so that even complex problems can be set up and solved with minimal effort. GaussFit can correctly handle many cases of practical interest: nonlinear models, exact constraints, correlated observations, and models where the equations of condition contain more than one observed quantity. An experimental robust estimation capability is built into GaussFit so that data sets contaminated by outliers can be handled simply and efficiently.

Jefferys, W. H.↗
DOE OSTI2025

Bayesian learning with Gaussian processes for low-dimensional representations of time-dependent nonlinear systems

This work presents a data-driven method for learning low-dimensional time-dependent physics-based surrogate models whose predictions are endowed with uncertainty estimates. We use the operator inference approach to model reduction that poses the problem of learning low-dimensional model terms as a regression of state space data and corresponding time derivatives by minimizing the residual of reduced system equations. Standard operator inference models perform well with accurate training data that are dense in time, but producing stable and accurate models when the state data are noisy and/or sparse in time remains a challenge. Another challenge is the lack of uncertainty estimation for the predictions from the operator inference models. Our approach addresses these challenges by incorporating Gaussian process surrogates into the operator inference framework to (1) probabilistically describe uncertainties in the state predictions and (2) procure analytical time derivative estimates with quantified uncertainties. The formulation leads to a generalized least-squares regression and, ultimately, reduced-order models that are described probabilistically with a closed-form expression for the posterior distribution of the operators. The resulting probabilistic surrogate model propagates uncertainties from the observed state data to reduced-order predictions. Furthermore, we demonstrate the method is effective for constructing low-dimensional models of two nonlinear partial differential equations representing a compressible flow and a nonlinear diffusion–reaction process, as well as for estimating the parameters of a low-dimensional system of nonlinear ordinary differential equations representing compartmental models in epidemiology.

Data-driven model reduction↗
DOE OSTI2026

Interpretable and flexible non-intrusive reduced-order models using reproducing kernel Hilbert spaces

This paper develops an interpretable, non-intrusive reduced-order modeling technique using regularized kernel interpolation. Existing non-intrusive approaches approximate the dynamics of a reduced-order model (ROM) by solving a data-driven least-squares regression problem for low-dimensional matrix operators. Our approach instead leverages regularized kernel interpolation, which yields an optimal approximation of the ROM dynamics from a user-defined reproducing kernel Hilbert space. We show that our kernel-based approach can produce interpretable ROMs whose structure mirrors full-order model structure by embedding judiciously chosen feature maps into the kernel. The approach is flexible and allows a combination of informed structure through feature maps and closure terms via more general nonlinear terms in the kernel. We also derive a computable a posteriori error bound that combines standard error estimates for intrusive projection-based ROMs and kernel interpolants. In conclusion, the approach is demonstrated in several numerical experiments that include comparisons to operator inference using both proper orthogonal decomposition and quadratic manifold dimension reduction.

Data-driven model reduction↗
NASA NTRS1995

Estimating errors in least-squares fitting

While least-squares fitting procedures are commonly used in data analysis and are extensively discussed in the literature devoted to this subject, the proper assessment of errors resulting from such fits has received relatively little attention. The present work considers statistical errors in the fitted parameters, as well as in the values of the fitted function itself, resulting from random errors in the data. Expressions are derived for the standard error of the fit, as a function of the independent variable, for the general nonlinear and linear fitting problems. Additionally, closed-form expressions are derived for some examples commonly encountered in the scientific and engineering fields, namely ordinary polynomial and Gaussian fitting functions. These results have direct application to the assessment of the antenna gain and system temperature characteristics, in addition to a broad range of problems in data analysis. The effects of the nature of the data and the choice of fitting function on the ability to accurately model the system under study are discussed, and some general rules are deduced to assist workers intent on maximizing the amount of information obtained form a given set of measurements.

Richter, P. H.↗
DOE OSTI2023

Network-Wide Traffic Signal Control Using Bilinear System Modeling and Adaptive Optimization

This study proposes a new multi-input multi-output optimal bilinear signal control method in which a bilinear dynamic model approximation is used to capture the nonlinear dynamics of the urban traffic networks. With signal green time splits as the control input and traffic delay changes as the output for each intersections in the network, a bilinear system model was developed, which, on the basis of linear system modeling, takes interactions among traffic delays and signal timing splits into consideration. Based on the bilinear system modeling framework, we conducted two steps in each time interval to derive traffic control strategies: (1) we used the normalized least-squared algorithm to estimate system parameters; and (2) we solved an online optimization problem to obtain the updated traffic control inputs for the signal timing that minimizes future traffic delays. We evaluated the proposed method in a microscopic traffic simulation environment (VISSIM) with a 35-intersection network of Bellevue city in Washington. Two different traffic demand patterns: (1) normal traffic demands; and (2) time-varying traffic demands were simulated to compare the performance of different control strategies. Experimental results show that (1) the proposed bilinear system model can better describe traffic system dynamics than linear-model based methods, such as our previously developed linear-quadratic regulator control; and (2) the proposed method outperforms the state-of-the-art signal control strategies, namely the max-pressure and the self-organizing traffic light control methods. We have also shown that the proposed method is applicable to all other possible network layouts and signal controller phasing structures.

42 ENGINEERING↗
NASA NTRS1972

Numerical method for the solution of large systems of differential equations of the boundary layer type

A numerical method for the solution of large systems of nonlinear differential equations of the boundary-layer type is described. The method is a modification of the technique for satisfying asymptotic boundary conditions. The present method employs inverse interpolation instead of the Newton method to adjust the initial conditions of the related initial-value problem. This eliminates the so-called perturbation equations. The elimination of the perturbation equations not only reduces the user's preliminary work in the application of the method, but also reduces the number of time-consuming initial-value problems to be numerically solved at each iteration. For further ease of application, the solution of the overdetermined system for the unknown initial conditions is obtained automatically by applying Golub's linear least-squares algorithm. The relative ease of application of the proposed numerical method increases directly as the order of the differential-equation system increases. Hence, the method is especially attractive for the solution of large-order systems. After the method is described, it is applied to a fifth-order problem from boundary-layer theory.

Green, M. J.↗
DOE OSTI2024

A fast and accurate domain decomposition nonlinear manifold reduced order model

Here, this paper integrates nonlinear-manifold reduced order models (NM-ROMs) with domain decomposition (DD). NM ROMs approximate the full order model (FOM) state in a nonlinear-manifold by training a shallow, sparse autoencoder using FOM snapshot data. These NM-ROMs can be advantageous over linear-subspace ROMs (LS-ROMs) for problems with slowly decaying Kolmogorov n-width. However, the number of NM-ROM parameters that need to be trained scales with the size of the FOM. Moreover, for “extreme-scale” problems, the storage of high-dimensional FOM snapshots alone can make ROM training expensive. To alleviate the training cost, this paper applies DD to the FOM, computes NM-ROMs on each subdomain, and couples them to obtain a global NM-ROM. This approach has several advantages: Subdomain NM-ROMs can be trained in parallel, involve fewer parameters to be trained than global NM-ROMs, require smaller subdomain FOM dimensional training data, and can be tailored to subdomain specific features of the FOM. The shallow, sparse architecture of the autoencoder used in each subdomain NM-ROM allows application of hyper-reduction (HR), reducing the complexity caused by nonlinearity and yielding computational speedup of the NM-ROM. This paper provides the first application of NM-ROM (with HR) to a DD problem. In particular, this paper details an algebraic DD reformulation of the FOM, training a NM-ROM with HR for each sub domain, and a sequential quadratic programming (SQP) solver to evaluate the coupled global NM-ROM. Theoretical convergence results for the SQP method and a priori and a posteriori error estimates for the DD NM-ROM with HR are provided. The proposed DD NM-ROM with HR approach is numerically compared to a DD LS-ROM with HR on the 2D steady-state Burgers’ equation, showing an order of magnitude improvement in accuracy of the proposed DD NM-ROM over the DD LS-ROM.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1998

Discretization and Preconditioning Algorithms for the Euler and Navier-Stokes Equations on Unstructured Meshes

Several stabilized demoralization procedures for conservation law equations on triangulated domains will be considered. Specifically, numerical schemes based on upwind finite volume, fluctuation splitting, Galerkin least-squares, and space discontinuous Galerkin demoralization will be considered in detail. A standard energy analysis for several of these methods will be given via entropy symmetrization. Next, we will present some relatively new theoretical results concerning congruence relationships for left or right symmetrized equations. These results suggest new variants of existing FV, DG, GLS, and FS methods which are computationally more efficient while retaining the pleasant theoretical properties achieved by entropy symmetrization. In addition, the task of Jacobean linearization of these schemes for use in Newton's method is greatly simplified owing to exploitation of exact symmetries which exist in the system. The FV, FS and DG schemes also permit discrete maximum principle analysis and enforcement which greatly adds to the robustness of the methods. Discrete maximum principle theory will be presented for general finite volume approximations on unstructured meshes. Next, we consider embedding these nonlinear space discretizations into exact and inexact Newton solvers which are preconditioned using a nonoverlapping (Schur complement) domain decomposition technique. Elements of nonoverlapping domain decomposition for elliptic problems will be reviewed followed by the present extension to hyperbolic and elliptic-hyperbolic problems. Other issues of practical relevance such the meshing of geometries, code implementation, turbulence modeling, global convergence, etc, will. be addressed as needed.

Barth, Timothy J.↗
NASA NTRS1997

Discretization and Preconditioning Algorithms for the Euler and Navier-Stokes Equations on Unstructured Meshes

Several stabilized discretization procedures for conservation law equations on triangulated domains will be considered. Specifically, numerical schemes based on upwind finite volume, fluctuation splitting, Galerkin least-squares, and space discontinuous Galerkin discretization will be considered in detail. A standard energy analysis for several of these methods will be given via entropy symmetrization. Next, we will present some relatively new theoretical results concerning congruence relationships for left or right symmetrized equations. These results suggest new variants of existing FV, DG, GLS and FS methods which are computationally more efficient while retaining the pleasant theoretical properties achieved by entropy symmetrization. In addition, the task of Jacobian linearization of these schemes for use in Newton's method is greatly simplified owing to exploitation of exact symmetries which exist in the system. These variants have been implemented in the "ELF" library for which example calculations will be shown. The FV, FS and DG schemes also permit discrete maximum principle analysis and enforcement which greatly adds to the robustness of the methods. Some prevalent limiting strategies will be reviewed. Next, we consider embedding these nonlinear space discretizations into exact and inexact Newton solvers which are preconditioned using a nonoverlapping (Schur complement) domain decomposition technique. Elements of nonoverlapping domain decomposition for elliptic problems will be reviewed followed by the present extension to hyperbolic and elliptic-hyperbolic problems. Other issues of practical relevance such the meshing of geometries, code implementation, turbulence modeling, global convergence, etc. will be addressed as needed.

Barth, Timothy↗
DOE OSTI2021

Joint inversion of electromagnetic measurements for the determination of water saturation profiles in concrete structures

Highlights: • DC-electrical and dielectric data are combined to estimate concrete saturation degree. • A joint inversion approach of the electromagnetic measurements is proposed. • The sensitivity of the measurements to the saturation model parameters is analysed. • The new joint approach was developed and is applied to synthetic and real data. • The benefits of the joint approach over the inversion of one data type are highlighted. Water saturation profiles in concrete are essential to assess its durability and can be determined using non-destructive techniques, especially the electric and the capacitive methods. In this paper, we propose a new inversion scheme where both resistivity and permittivity measurements are inverted jointly to retrieve the saturation profile. The finite element method is used to model the measurements in 3D, the concrete having a saturation profile with depth, represented by a continuous model taking the form of a Weibull curve with four parameters. A non-linear least-squares optimization based on the Levenberg-Marquardt scheme is developed for the inversion of measurements. Results show that information gathered from both measurements enriches the reconstructed profile, leading to a more reliable estimation of saturation profiles. We believe that the joint inversion method herein developed could lead to the study of more complex phenomena, such as the coupled water-chloride ingress.

36 MATERIALS SCIENCE↗
DOE OSTI2023

Estimating and Calibrating DER Model Parameters Using Levenberg–Marquardt Algorithm in Renewable Rich Power Grid

The proliferation of inverter-based distributed energy resources (IBDERs) has increased the number of control variables and dynamic interactions, leading to new grid control challenges. For stability analysis and designing appropriate protection controls, it is important that IBDER models are accurate. This paper focuses on the accurate estimation and parameter calibration of DER_A, a recently proposed aggregated IBDER model. In particular, we focus on the parameters of the reactive power–voltage regulation module. We formulate the problem of parameter tuning as a non-linear least square minimization problem and solve it using the Levenberg–Marquardt (LM) method. The LM method is primarily chosen due to its flexibility in adaptively selecting between the steepest descent and Gauss–Newton methods through a damping parameter. The LM approach is used to minimize the error between the actual measurements and the estimated response of the model. Further, the computational challenges posed by the numerical calculation of the Jacobian are tackled using a quasi-Newton root-finding approach. The proposed method is validated on a real feeder model in the northeastern part of the United States. The feeder is modeled in OpenDSS and the measurements thus obtained are fed to the DER_A model for calibration. The simulation results indicate that our approach is able to successfully calibrate the relevant model parameters quickly and with high accuracy, with a total sum of square error of 3.57 × 10 –7 .

29 ENERGY PLANNING, POLICY, AND ECONOMY↗