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Sufficient conditions for a local minimum of the Bolza problem with a scalar terminal point constraint

Sufficient conditions for a weak relative minimum for a form of the Bolza problem of variational calculus are derived. Testing of the second-order conditions requires the backward integration of fewer matrix elements than in the case of most previously published sets of conditions. The derivation is felt to be more complete and straightforward than previous derivations. The variational problem considered is relatively simple, with just a scalar constraint to implicitly or explicitly determine the final time, in order to avoid the complexities associated with controllability considerations. Sufficient conditions for a local minimum for more general optimal control problems can be approached by building upon the derivation and results presented here.

Wood, Lincoln J.↗

Generalized Functions for the Fractional Calculus

Previous papers have used two important functions for the solution of fractional order differential equations, the Mittag-Leffler functionE(sub q)[at(exp q)](1903a, 1903b, 1905), and the F-function F(sub q)[a,t] of Hartley & Lorenzo (1998). These functions provided direct solution and important understanding for the fundamental linear fractional order differential equation and for the related initial value problem (Hartley and Lorenzo, 1999). This paper examines related functions and their Laplace transforms. Presented for consideration are two generalized functions, the R-function and the G-function, useful in analysis and as a basis for computation in the fractional calculus. The R-function is unique in that it contains all of the derivatives and integrals of the F-function. The R-function also returns itself on qth order differ-integration. An example application of the R-function is provided. A further generalization of the R-function, called the G-function brings in the effects of repeated and partially repeated fractional poles.

Lorenzo, Carl F.↗

Algorithms for the Fractional Calculus: A Selection of Numerical Methods

Many recently developed models in areas like viscoelasticity, electrochemistry, diffusion processes, etc. are formulated in terms of derivatives (and integrals) of fractional (non-integer) order. In this paper we present a collection of numerical algorithms for the solution of the various problems arising in this context. We believe that this will give the engineer the necessary tools required to work with fractional models in an efficient way.

Diethelm, K.↗

Mapping Process to Pattern in the Landscape Change of the Amazonian Frontier

Changes in land use and land cover are dynamic processes reflecting a sequence of decisions made by individual land managers. In developing economies, these decisions may be embedded in the evolution of individual households, as is often the case in indigenous areas and agricultural frontiers. One goal of the present article is to address the land use and land-cover decisions of colonist farmers in the Amazon Basin as a function, in part, of household characteristics. Another goal is to generalize the issue of tropical deforestation into a broader discussion on forest dynamics. The extent of secondary forest in tropical areas has been well documented in South America and Africa. Agricultural-plot abandonment often occurs in tandem with primary forest clearance and as part of the same decision-making calculus. Consequently, tropical deforestation and forest succession are not independent processes in the landscape. This article presents a framework that integrates them into a model of forest dynamics at household level, and in so doing provides an account of the spatial pattern of deforestation that has been observed in the Amazon's colonization frontiers.

Walker, Robert↗

New approaches to optimization in aerospace conceptual design

Aerospace design can be viewed as an optimization process, but conceptual studies are rarely performed using formal search algorithms. Three issues that restrict the success of automatic search are identified in this work. New approaches are introduced to address the integration of analyses and optimizers, to avoid the need for accurate gradient information and a smooth search space (required for calculus-based optimization), and to remove the restrictions imposed by fixed complexity problem formulations. (1) Optimization should be performed in a flexible environment. A quasi-procedural architecture is used to conveniently link analysis modules and automatically coordinate their execution. It efficiently controls a large-scale design tasks. (2) Genetic algorithms provide a search method for discontinuous or noisy domains. The utility of genetic optimization is demonstrated here, but parameter encodings and constraint-handling schemes must be carefully chosen to avoid premature convergence to suboptimal designs. The relationship between genetic and calculus-based methods is explored. (3) A variable-complexity genetic algorithm is created to permit flexible parameterization, so that the level of description can change during optimization. This new optimizer automatically discovers novel designs in structural and aerodynamic tasks.

Gage, Peter J.↗

Polarization effects on hard target calibration of lidar systems

The theory of hard target calibration of lidar backscatter data, including laboratory measurements of the pertinent target reflectance parameters, is extended to include the effects of polarization of the transmitted and received laser radiation. The bidirectional reflectance-distribution function model of reflectance is expanded to a 4 x 4 matrix allowing Mueller matrix and Stokes vector calculus to be employed. Target reflectance parameters for calibration of lidar backscatter data are derived for various lidar system polarization configurations from integrating sphere and monostatic reflectometer measurements. It is found that correct modeling of polarization effects is mandatory for accurate calibration of hard target reflectance parameters and, therefore, for accurate calibration of lidar backscatter data.

Kavaya, Michael J.↗

Development of Boolean calculus and its application

Formal procedures for synthesis of asynchronous sequential system using commercially available edge-sensitive flip-flops are developed. Boolean differential is defined. The exact number of compatible integrals of a Boolean differential were calculated.

Tapia, M. A.↗

Addendum to "Impressed Sources and Fields in the Volume-Integral-Equation Formulation of Electromagnetic Scattering by a Finite Object: A Tutorial"

Our recent tutorial referred to in the title has summarized a general theoretical formalism of electromagnetic scattering by an arbitrary finite object in the presence of arbitrarily distributed impressed currents. This addendum builds on the tutorial to provide a streamlined discussion of specific far-field limits and the corresponding reciprocity relations by introducing appropriate far-field operators and linear maps and deriving the reciprocity relations through the pseudo adjoint of these maps. We thereby extend the compact operator calculus used previously to consider the fields and sources near or inside the scattering object.

Impressed Sources↗

(abstract) Optimal Low Thrust Trajectories Using Differential Inclusion Concepts

Low thrust propulsion systems typically have their greatest benefit for high energy missions or missions with large post-launch maneuver requirements. Missions which have been examined include main belt asteroid rendezvous, comet rendezvous, outer planet and Mercury orbiters, Pluto flyby, and solar probe missions. Low thrust mission design software used to determine these trajectories is based on two distinct formulations of the optimal control problem: the indirect and direct methods. The traditional approach (indirect) is to use the calculus of variations to obtain first order necessary conditions on the states and costates. In contrast, direct methods are conceptually different in that no explicit integration takes place. A direct method based on differential inclusion concepts has been developed and successfully used to compute low thrust trajectories. This new approach removes explicit control dependence from the problem thereby reducing the dimension of the parameter space for the nonlinear programming problem. Also when compared to other direct methods, fewer nonlinear constraints are required to represent the dynamics of the problem.

low↗

A Temporal Differential Dynamic Logic Formal Embedding

Differential dynamic logic is a formal framework to specify and reason about hybrid programs (HPs). The core of dL is a proof calculus that contains a collection of axioms and rules for the rigorous verification of properties of HPs. Recently, dL has been embedded within the theorem prover Prototype Verification System (PVS) resulting in the tool Plaidypvs2. The integration of dL into PVS expands its expressive power; user defined functions, such as trigonometric and other transcendental functions, can be used inside the dL framework, and meta-reasoning about HPs can be performed, including reasoning about entire classes of HPs, specified using dependent types in PVS. The differential temporal dynamic logic (dTL2) extends dL with temporal logic operators to reason about all the states reachable during the execution of an HP. This paper presents a work in progress focusing on embedding dTL2 in PVS as an extension of Plaidypvs. Plaidypvs is expanded with the formalization of a trace semantics for HPs, the definition of the LTL temporal operators eventually and globally, and the implementation of the proof calculus for dTL2. This new embedding has the same capabilties as Plaidypvs, which allows user defined functions and meta-reasoning of properties of HPs. To the best of the authors’ knowledge this is the first implementation of dTL2.

differential dynamic logic↗

Variational Methods in Sensitivity Analysis and Optimization for Aerodynamic Applications

Variational methods (VM) sensitivity analysis, which is the continuous alternative to the discrete sensitivity analysis, is employed to derive the costate (adjoint) equations, the transversality conditions, and the functional sensitivity derivatives. In the derivation of the sensitivity equations, the variational methods use the generalized calculus of variations, in which the variable boundary is considered as the design function. The converged solution of the state equations together with the converged solution of the costate equations are integrated along the domain boundary to uniquely determine the functional sensitivity derivatives with respect to the design function. The determination of the sensitivity derivatives of the performance index or functional entails the coupled solutions of the state and costate equations. As the stable and converged numerical solution of the costate equations with their boundary conditions are a priori unknown, numerical stability analysis is performed on both the state and costate equations. Thereafter, based on the amplification factors obtained by solving the generalized eigenvalue equations, the stability behavior of the costate equations is discussed and compared with the state (Euler) equations. The stability analysis of the costate equations suggests that the converged and stable solution of the costate equation is possible only if the computational domain of the costate equations is transformed to take into account the reverse flow nature of the costate equations. The application of the variational methods to aerodynamic shape optimization problems is demonstrated for internal flow problems at supersonic Mach number range. The study shows, that while maintaining the accuracy of the functional sensitivity derivatives within the reasonable range for engineering prediction purposes, the variational methods show a substantial gain in computational efficiency, i.e., computer time and memory, when compared with the finite difference sensitivity analysis.

Ibrahim, A. H.↗

Variational Methods in Design Optimization and Sensitivity Analysis for Two-Dimensional Euler Equations

Variational methods (VM) sensitivity analysis employed to derive the costate (adjoint) equations, the transversality conditions, and the functional sensitivity derivatives. In the derivation of the sensitivity equations, the variational methods use the generalized calculus of variations, in which the variable boundary is considered as the design function. The converged solution of the state equations together with the converged solution of the costate equations are integrated along the domain boundary to uniquely determine the functional sensitivity derivatives with respect to the design function. The application of the variational methods to aerodynamic shape optimization problems is demonstrated for internal flow problems at supersonic Mach number range. The study shows, that while maintaining the accuracy of the functional sensitivity derivatives within the reasonable range for engineering prediction purposes, the variational methods show a substantial gain in computational efficiency, i.e., computer time and memory, when compared with the finite difference sensitivity analysis.

Ibrahim, A. H.↗

A transition calculus for Boolean functions

A transition calculus is presented for analyzing the effect of input changes on the output of logic circuits. The method is closely related to the Boolean difference, but it is more powerful. Both differentiation and integration are considered.

Tucker, J. H.↗

Useful operator in plasma kinetic theory.

Operator used in derivation of plasma kinetic equation, expressing integral of pair correlation function for stable and unstable cases via Fourier transform

PLASMA DYNAMICS↗

Sufficient conditions for a local minimum of the Bolza problem with a variable initial point

Sufficient conditions for a weak relative minimum of a form of the Bolza problem of variational calculus are derived. The variational problem considered includes arbitrary numbers of constraints on the initial and terminal points, but assumes no control constraints or interior point constraints. Testing of the second-order conditions requires the backward integration of fewer matrix elements than in the case of previously published sets of conditions. The derivation, though lengthy, is felt to be simpler in concept than previous derivations. The application of these conditions is demonstrated in the context of a simple geometric problem.

Wood, Lincoln J.↗

DUKSUP: A Computer Program for High Thrust Launch Vehicle Trajectory Design and Optimization

From the late 1960s through 1997, the leadership of NASAs Intermediate and Large class unmanned expendable launch vehicle projects resided at the NASA Lewis (now Glenn) Research Center (LeRC). One of LeRCs primary responsibilities --- trajectory design and performance analysis --- was accomplished by an internally-developed analytic three dimensional computer program called DUKSUP. Because of its Calculus of Variations-based optimization routine, this code was generally more capable of finding optimal solutions than its contemporaries. A derivation of optimal control using the Calculus of Variations is summarized including transversality, intermediate, and final conditions. The two point boundary value problem is explained. A brief summary of the codes operation is provided, including iteration via the Newton-Raphson scheme and integration of variational and motion equations via a 4th order Runge-Kutta scheme. Main subroutines are discussed. The history of the LeRC trajectory design efforts in the early 1960s is explained within the context of supporting the Centaur upper stage program. How the code was constructed based on the operation of the AtlasCentaur launch vehicle, the limits of the computers of that era, the limits of the computer programming languages, and the missions it supported are discussed. The vehicles DUKSUP supported (AtlasCentaur, TitanCentaur, and ShuttleCentaur) are briefly described. The types of missions, including Earth orbital and interplanetary, are described. The roles of flight constraints and their impact on launch operations are detailed (such as jettisoning hardware on heating, Range Safety, ground station tracking, and elliptical parking orbits). The computer main frames on which the code was hosted are described. The applications of the code are detailed, including independent check of contractor analysis, benchmarking, leading edge analysis, and vehicle performance improvement assessments. Several of DUKSUPs many major impacts on launches are discussed including Intelsat, Voyager, Pioneer Venus, HEAO, Galileo, and Cassini.

Launch vehicle performance optimization↗