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The expanded Lagrangian system for constrained optimization problems

Smooth penalty functions can be combined with numerical continuation/bifurcation techniques to produce a class of robust and fast algorithms for constrained optimization problems. The key to the development of these algorithms is the Expanded Lagrangian System which is derived and analyzed in this work. This parameterized system of nonlinear equations contains the penalty path as a solution, provides a smooth homotopy into the first-order necessary conditions, and yields a global optimization technique. Furthermore, the inevitable ill-conditioning present in a sequential optimization algorithm is removed for three penalty methods: the quadratic penalty function for equality constraints, and the logarithmic barrier function (an interior method) and the quadratic loss function (an interior method) for inequality constraints. Although these techniques apply to optimization in general and to linear and nonlinear programming, calculus of variations, optimal control and parameter identification in particular, the development is primarily within the context of nonlinear programming.

Poore, A. B.

Comparison of Integrated Radiation Transport Models with TEPC Measurements for the Average Quality Factors in Spaceflights

The purpose of this work is to test our theoretical model for the interpretation of radiation data measured in space. During the space missions astronauts are exposed to the complex field of radiation type and kinetic energies from galactic cosmic rays (GCR), trapped protons, and sometimes solar particle events (SPEs). The tissue equivalent proportional counter (TEPC) is a simple time-dependent approach for radiation monitoring for astronauts on board the International Space Station. Another and a newer approach to Microdosimetry is the use of silicon-on-insulator (SOI) technology launched on the MidSTAR-1 mission in low Earth orbit (LEO). In the radiation protection practice, the average quality factor of a radiation field is defined as a function of linear energy transfer (LET), Q(sub ave)(LET). However, TEPC measures the average quality factor as a function of the lineal energy y, Q(sub ave)(y), defined as the average energy deposition in a volume divided by the average chord length of the volume. Lineal energy, y, deviates from LET due to energy straggling, delta-ray escape or entry, and nuclear fragments produced in the detector volume. Monte Carlo track structure simulation was employed to obtain the response of a TEPC irradiated with charged particle for an equivalent site diameter of 1 micron of wall-less counter. The calculated data of the energy absorption in the wall-less counter were compiled for various y values for several ion types at various discrete projectile energy levels. For the simulation of TEPC response from the mixed radiation environments inside a spacecraft, such as, Space Shuttle and International Space Station, the complete microdosimetric TEPC response, f( y, E, Z), were calculated with the Monte Carlo theoretical results by using the first order Lagrangian interpolation for a monovariate function at a given y value (y = 0.1 keV/micron 5000 keV/micron) at any projectile energy level (E = 0.01 MeV/u to 50,000 MeV/u) of each specific radiation type (Z = 1 to 28). Because the anomalous response has been observed at large event sizes in the experiment due to the escape of energy out of sensitive volume by delta-rays and the entry of delta-rays from the high-density wall into the low-density gas-volume cavity, Monte Carlo simulation was also made for the response of a walled-TEPC with wall thickness 2 mm and density 1 g/cm(exp 3). The radius of cavity was set to 6.35 mm and a gas density 7.874 x 10(exp -5) g/cm(exp 3). The response of the walled- and the wall-less counters were compared. The average quality factor Q(sub ave)(y) for trapped protons on STS-89 demonstrated the good agreement between the model calculations and flight TEPC data as shown. Using an integrated space radiation model (this includes the transport codes HZETRN and BRYNTRN, the quantum nuclear interaction model QMSFRG) and the resultant response distribution functions of walled-TEPC from Monte-Carlo track simulations, we compared model calculations with walled-TEPC measurements from NASA missions in LEO and made predictions for the lunar and the Mars missions. The Q(sub ave)(y) values for the trapped or the solar protons ranged from 1.9-2.5. This over-estimates the Qave(LET) values which ranged from 1.4-1.6. Both quantities increase with shield thickness due to nuclear fragmentation. The Q(sub ave)(LET) for the complete GCR spectra was found to be 3.5-4.5, while flight TEPCs measured 2.9-3.4 for Q(sub ave)(y). The GCR values are decreasing with the shield thickness. Our analysis for a proper interpretation of data supports the use of TEPCs for monitoring space radiation environment.

Kim, Myung-Hee Y.

Multiplier-continuation algorthms for constrained optimization

Several path following algorithms based on the combination of three smooth penalty functions, the quadratic penalty for equality constraints and the quadratic loss and log barrier for inequality constraints, their modern counterparts, augmented Lagrangian or multiplier methods, sequential quadratic programming, and predictor-corrector continuation are described. In the first phase of this methodology, one minimizes the unconstrained or linearly constrained penalty function or augmented Lagrangian. A homotopy path generated from the functions is then followed to optimality using efficient predictor-corrector continuation methods. The continuation steps are asymptotic to those taken by sequential quadratic programming which can be used in the final steps. Numerical test results show the method to be efficient, robust, and a competitive alternative to sequential quadratic programming.

Lundberg, Bruce N.

The effect of radiation pressure on the restricted three-body problem

The classical restricted three-body problem is extended to account for the effects of radiation pressure and the Poynting-Robertson effect on a particle with a surface-to-volume relation such that radiation pressure forces are nonnegligible moving in the gravitational field of two larger, orbiting bodies. The positions of the L4 and L5 Lagrangian points are found as functions of the ratio of radiational to gravitational forces. The inclusion of the Poynting-Robertson effect, however, is found to render the L4 and L5 points unstable on a time scale which is long compared to the rotation period of the two massive bodies. The results imply that space colonies with solar facing adjustable sails may be able to remain stationary at any heliocentric distance between a planet and the sun, and may provide a mechanism for producing asymmetries in the interplanetary dust cloud.

Schuerman, D. W.

A survey of parametrized variational principles and applications to computational mechanics

This survey paper describes recent developments in the area of parametrized variational principles (PVP's) and selected applications to finite-element computational mechanics. A PVP is a variational principle containing free parameters that have no effect on the Euler-Lagrange equations. The theory of single-field PVP's based on gauge functions (also known as null Lagrangians) is a subset of the inverse problem of variational calculus that has limited value. On the other hand, multifield PVP's are more interesting from theoretical and practical standpoints. Following a tutorial introduction, the paper describes the recent construction of multifield PVP's in several areas of elasticity and electromagnetics. It then discusses three applications to finite-element computational mechanics: the derivation of high-performance finite elements, the development of element-level error indicators, and the constructions of finite element templates. The paper concludes with an overview of open research areas.

Felippa, Carlos A.

Turbulence in a gaseous hydrogen-liquid oxygen rocket combustion chamber

The intensity of turbulence and the Lagrangian correlation coefficient for a LOX-GH2 rocket combustion chamber was determined from experimental measurements of tracer gas diffusion. A combination of Taylor's turbulent diffusion theory and a numerical method for solving the conservation equations of fluid mechanics was used to calculate these quantities. Taylor's theory was extended to consider the inhomogeneity of the turbulence field in the axial direction of the combustion chamber, and an exponential function was used to represent the Lagrangian correlation coefficient. The results indicate that the value of the intensity of turbulence reaches a maximum of 14% at a location about 7" downstream from the injector. The Lagrangian correlation coefficient associated with this value is given by the above exponential expression where alpha = 10,000/sec.

Lebas, J.

Experimental determination of turbulence in a GH2-GOX rocket combustion chamber

The intensity of turbulence and the Lagrangian correlation coefficient for a gaseous rocket combustion chamber have been determined from the experimental measurements of the tracer gas diffusion. A combination of Taylor's turbulent diffusion theory and Spalding's numerical method for solving the conservation equations of fluid mechanics was used to calculate these quantities. Taylor's theory was extended to consider the inhomogeneity of the turbulence field in the axial direction of the combustion chamber. An exponential function was used to represent the Lagrangian correlation coefficient. The results indicate that the maximum value of the intensity of turbulence is about 15% and the Lagrangian correlation coefficient drops to about 0.12 in one inch of the chamber length.

Tou, P.

Measurement of the turbulence in a gaseous rocket combustion chamber

The intensity of turbulence and the Lagrangian correlation coefficient in a gaseous hydrogen (GH2)-gaseous oxygen (GOX) rocket combustion chamber are studied. A helium tracer gas was injected at an upstream point on the combustion chamber centerline. Samples collected downstream were analyzed for the spreading of the tracer gas concentration. Using Taylor's turbulent diffusion theory and Gosman's numerical method, turbulence parameters were found. In order to evaluate turbulence field inhomogeneity in the axial direction, Taylor's theory was extended. An exponential function was used to approximate the Lagrangian correlation coefficient. It was found that turbulence intensity varies from 15% near the injector to 4% at the nozzle entrance, and that the Lagrangian coefficient rapidly decreases when the dispersion time difference increases.

Tou, P. P.

Stochastic inverse problem in the radiation of noise

The reported investigation is concerned with a stochastic inverse radiation problem in a uniform medium. The problem is illustrated with the aid of a simple model consisting of an array of point sources. The entropy functional is chosen to be the structural functional in determining the source distribution. A general theory for the stochastic inverse problem is introduced. It is shown that the general procedure yields the methods of the Lagrangian multiplier, when the structural and residual functionals are specialized. Tihonov's regularization and a method related to generalized or pseudoinverses are also obtained. Examples considered for purposes of illustration are related to a continuous source with the least noise intensity, a continuous source with a potential, and an axisymmetric line source.

Chow, P. L.

Global symmetry and integral constraint on superconformal lines in four dimensions

We study properties of point-like impurities preserving flavor symmetry and supersymmetry in four-dimensional 𝒩 = 2 field theories. At large distances, such impurities are described by half-BPS superconformal line defects. By working in the AdS 2 × S 2 conformal frame, we develop a novel and simpler way of deriving the superconformal Ward identities relating the various two-point functions of flavor current multiplet operators in the presence of the defect. We use these relations to simplify a certain integrated two-point function of flavor current multiplet operators that, in Lagrangian theories, can be computed using supersymmetric localization. The simplification gives an integral constraint on the two-point function of the flavor current multiplet superconformal primary with trivial integration measure in the AdS 2 × S 2 conformal frame. We provide several consistency checks on our Ward identities.

extended supersymmetry

Effects of Helicity on Lagrangian and Eulerian Time Correlations in Turbulence

Taylor series expansions of turbulent time correlation functions are applied to show that helicity influences Eulerian time correlations more strongly than Lagrangian time correlations: to second order in time, the helicity effect on Lagrangian time correlations vanishes, but the helicity effect on Eulerian time correlations is nonzero. Fourier analysis shows that the helicity effect on Eulerian time correlations is confined to the largest inertial range scales. Some implications for sound radiation by swirling flows are discussed.

Rubinstein, Robert

A Regional CO2 Observing System Simulation Experiment for the ASCENDS Satellite Mission

Top-down estimates of the spatiotemporal variations in emissions and uptake of CO2 will benefit from the increasing measurement density brought by recent and future additions to the suite of in situ and remote CO2 measurement platforms. In particular, the planned NASA Active Sensing of CO2 Emissions over Nights, Days, and Seasons (ASCENDS) satellite mission will provide greater coverage in cloudy regions, at high latitudes, and at night than passive satellite systems, as well as high precision and accuracy. In a novel approach to quantifying the ability of satellite column measurements to constrain CO2 fluxes, we use a portable library of footprints (surface influence functions) generated by the WRF-STILT Lagrangian transport model in a regional Bayesian synthesis inversion. The regional Lagrangian framework is well suited to make use of ASCENDS observations to constrain fluxes at high resolution, in this case at 1 degree latitude x 1 degree longitude and weekly for North America. We consider random measurement errors only, modeled as a function of mission and instrument design specifications along with realistic atmospheric and surface conditions. We find that the ASCENDS observations could potentially reduce flux uncertainties substantially at biome and finer scales. At the 1 degree x 1 degree, weekly scale, the largest uncertainty reductions, on the order of 50 percent, occur where and when there is good coverage by observations with low measurement errors and the a priori uncertainties are large. Uncertainty reductions are smaller for a 1.57 micron candidate wavelength than for a 2.05 micron wavelength, and are smaller for the higher of the two measurement error levels that we consider (1.0 ppm vs. 0.5 ppm clear-sky error at Railroad Valley, Nevada). Uncertainty reductions at the annual, biome scale range from 40 percent to 75 percent across our four instrument design cases, and from 65 percent to 85 percent for the continent as a whole. Our uncertainty reductions at various scales are substantially smaller than those from a global ASCENDS inversion on a coarser grid, demonstrating how quantitative results can depend on inversion methodology. The a posteriori flux uncertainties we obtain, ranging from 0.01 to 0.06 Pg C yr-1 across the biomes, would meet requirements for improved understanding of long-term carbon sinks suggested by a previous study.

remote sensing

Stability of orthotropic stiffened composite plates.

It is pointed out that the buckling problem of a plate with restrictions resulting from boundary conditions is suited for an application of Lagrangian multipliers. An approach used by Budiansky and Hu (1946) is extended to the study of orthotropic stiffened plates. The variations of the total energy with respect to the three deformation components are considered. The equilibrium equations and the boundary conditions are obtained. It is shown that the deflection functions must satisfy the equilibrium equations. The Lagrangian multipliers are then used to solve stability problems on the basis of the total energy involved, the equilibrium equations, and the boundary conditions. The theoretical analysis is supplemented by an experimental investigation.

Chiu, K. D.

Modified Interior Distance Functions (Theory and Methods)

In this paper we introduced and developed the theory of Modified Interior Distance Functions (MIDF's). The MIDF is a Classical Lagrangian (CL) for a constrained optimization problem which is equivalent to the initial one and can be obtained from the latter by monotone transformation both the objective function and constraints. In contrast to the Interior Distance Functions (IDF's), which played a fundamental role in Interior Point Methods (IPM's), the MIDF's are defined on an extended feasible set and along with center, have two extra tools, which control the computational process: the barrier parameter and the vector of Lagrange multipliers. The extra tools allow to attach to the MEDF's very important properties of Augmented Lagrangeans. One can consider the MIDFs as Interior Augmented Lagrangeans. It makes MIDF's similar in spirit to Modified Barrier Functions (MBF's), although there is a fundamental difference between them both in theory and methods. Based on MIDF's theory, Modified Center Methods (MCM's) have been developed and analyzed. The MCM's find an unconstrained minimizer in primal space and update the Lagrange multipliers, while both the center and the barrier parameter can be fixed or updated at each step. The MCM's convergence was investigated, and their rate of convergence was estimated. The extension of the feasible set and the special role of the Lagrange multipliers allow to develop MCM's, which produce, in case of nondegenerate constrained optimization, a primal and dual sequences that converge to the primal-dual solutions with linear rate, even when both the center and the barrier parameter are fixed. Moreover, every Lagrange multipliers update shrinks the distance to the primal dual solution by a factor 0 less than gamma less than 1 which can be made as small as one wants by choosing a fixed interior point as a 'center' and a fixed but large enough barrier parameter. The numericai realization of MCM leads to the Newton MCM (NMCM). The approximation for the primal minimizer one finds by Newton Method followed by the Lagrange multipliers update. Due to the MCM convergence, when both the center and the barrier parameter are fixed, the condition of the MDF Hessism and the neighborhood of the primal ninimizer where Newton method is 'well' defined remains stable. It contributes to both the complexity and the numerical stability of the NMCM.

Polyak, Roman A.

Modeling of Cavity Residence Time via Modeled Lagrangian Particle Tracking

One of the critical components in a scramjet is the cavity flame holder. In evaluating the sizing of this component, the residence time of the fuel in the cavity is a common parameter used. However, to obtain the residence time via CFD is an expensive undertaking. One method is to perform an LES simulation of the cavity and use Lagrangian particle tracking to obtain both the mean and probability density function of the time that the particles remain in the cavity. While this method affords a significant amount of information, it is very costly in CPU run time. A simpler method involves performing a time accurate RANS simulation of the cavity, and when converged, overlay a traceable scalar in the cavity region, and then record the decay of this scalar’s flux at a downstream location. The time scale of the decay rate can then be estimated and a residence time inferred. This method is less computationally expensive than the LES approach, but still requires a time-accurate solution while only providing a mean cavity residence time evaluation. In this paper a method of determining the mean cavity residence time as well as the Probability Density Function (PDF) of the residence time is proposed and demonstrated. This method is based on Lagrangian particle tracking modeled by the Generalized Langevin Equation and is implemented as a post-processing step for a steady RANS solution. Computational cost is on the order of minutes and the results are in agreement with values obtained by the LES and scalar decay methods.

Langevin

Tropical amplitudes for colored Lagrangians

Recently a new formulation for scattering amplitudes in Tr(Φ 3 ) theory has been given based on simple combinatorial ideas in the space of kinematic data. This allows all-loop integrated amplitudes to be expressed as “curve integrals” defined using tropical building blocks — the “headlight functions”. This paper shows how the formulation extends to the amplitudes of more general Lagrangians. We will present a number of different ways of introducing tropical “numerator functions” that allow us to describe general Lagrangian interactions. The simplest family of these “tropical numerators” computes the amplitudes of interesting Lagrangians with infinitely many interactions. We also describe methods for tropically formulating the amplitudes for general Lagrangians. One uses a variant of “Wick contraction” to glue together numerator factors for general interaction vertices. Another uses a natural characterization of polygons on surfaces to give a novel combinatorial description of all possible diagrams associated with arbitrary valence interactions.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS

Compressible flows with periodic vortical disturbances around lifting airfoils

A numerical method is developed for solving periodic, three-dimensional, vortical flows around lifting airfoils in subsonic flow. The first-order method that is presented fully accounts for the distortion effects of the nonuniform mean flow on the convected upstream vortical disturbances. The unsteady velocity is split into a vortical component which is a known function of the upstream flow conditions and the Lagrangian coordinates of the mean flow, and an irrotational field whose potential satisfies a nonconstant-coefficient, inhomogeneous, convective wave equation. Using an elliptic coordinate transformation, the unsteady boundary value problem is solved in the frequency domain on grids which are determined as a function of the Mach number and reduced frequency. The numerical scheme is validated through extensive comparisons with known solutions to unsteady vortical flow problems. In general, it is seen that the agreement between the numerical and analytical results is very good for reduced frequencies ranging from 0 to 4, and for Mach numbers ranging from .1 to .8. Numerical results are also presented for a wide variety of flow configurations for the purpose of determining the effects of airfoil thickness, angle of attack, camber, and Mach number on the unsteady lift and moment of airfoils subjected to periodic vortical gusts. It is seen that each of these parameters can have a significant effect on the unsteady airfoil response to the incident disturbances, and that the effect depends strongly upon the reduced frequency and the dimensionality of the gust. For a one-dimensional (transverse) or two-dimensional (transverse and longitudinal) gust, the results indicate that airfoil thickness increases the unsteady lift and moment at the low reduced frequencies but decreases it at the high reduced frequencies. The results show that an increase in airfoil Mach number leads to a significant increase in the unsteady lift and moment for the low reduced frequencies, but a significant decrease for the high reduced frequencies.

Scott, James R.

A finite-difference, frequency-domain numerical scheme for the solution of the linearized unsteady Euler equations

A numerical method is developed for solving periodic, three-dimensional, vortical flows around lifting airfoils in subsonic flow. The first-order method, that is presented, fully accounts for the distortion effects of the nonuniform mean flow on the convected upstream vortical disturbances. The unsteady velocity is split into a vortical component which is a known function of the upstream flow conditions and the Lagrangian coordinates of the mean flow, and an irrotational field whose potential satisfies a nonconstant-coefficient, inhomogeneous, convective wave equation. Using an elliptic coordinate transformation, the unsteady boundary value problem is solved in the frequency domain on grids which are determined as a function of the Mach number and reduced frequency. Extensive comparisons are made with known solutions to unsteady vortical flow problems, and it is seen that the agreement is generally very good for reduced frequencies ranging from 0 up to 4.

Scott, James R.