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This paper presents a gradient algorithm for unconstrained optimal control problems. The algorithm is stated in terms of numerical integration formulas, the precision of which is controlled adaptively by a test that ensures convergence. Empirical results show that this algorithm is considerably faster than its fixed precision counterpart.-
For a simultaneous adjustment of a large geodetic triangulation system, a semiiterative technique is modified and used successfully. In this semiiterative technique, known as the conjugate gradient (CG) method, original observation equations are used, and thus the explicit formation of normal equations is avoided, 'huge' computer storage space being saved in the case of triangulation systems. This method is suitable even for very poorly conditioned systems where solution is obtained only after more iterations. A detailed study of the CG method for its application to large geodetic triangulation systems was done that also considered constraint equations with observation equations. It was programmed and tested on systems as small as two unknowns and three equations up to those as large as 804 unknowns and 1397 equations. When real data (573 unknowns, 965 equations) from a 1858-km-long triangulation system were used, a solution vector accurate to four decimal places was obtained in 2.96 min after 1171 iterations (i.e., 2.0 times the number of unknowns).
A cavity flow driven by shear and buoyancy forces is used as a test problem in the application of a nonstaggered pressure gradient (PG) method in solving the two-dimensional incompressible Navier-Stokes equations. Twelve finite differencing schemes are used to solve the cavity flow problem. The schemes consist of various combinations of grid arrangements, upwinding treatments, and conservativeness of convection terms. An artificial source term is introduced, and the solutions are compared with those obtained by the conventional marker-and-cell (MAC) method. The comparisons favor the PG method. Numerical results obtained by the twelve schemes are compared with exact solutions in order to assess the stability and accuracy of each scheme.
Bayesian experimental design (BED) aims at designing an experiment to maximize the information gathering from the collected data. The optimal design is usually achieved by maximizing the mutual information (MI) between the data and the model parameters. When the analytical expression of the MI is unavailable, e.g.,having implicit models with intractable data distributions, a neural network-based lower bound of the MI was recently proposed and a gradient ascent method was used to maximize the lower bound [1]. However, the approach in [1] requires a pathwise sampling path to compute the gradient of the MI lower bound with respect to the design variables, and such a pathwise sampling path is usually inaccessible for implicit models. In this work, we propose a hybrid gradient approach that leverages recent advances in variational MI estimator and evolution strategies (ES)combined with black-box stochastic gradient ascent (SGA) to maximize the MI lower bound. This allows the design process to be achieved through a unified scalable procedure for implicit models without sampling path gradients. Several experiments demonstrate that our approach significantly improves the scalability of BED for implicit models in high-dimensional design space.
Correlation between cardiographic measurement values obtained by impedance, indicator flow, or pressure gradient observations on humans
The analytic energy gradient for the single and double excitation coupled-cluster (CCSD) wave function has been reformulated and implemented in a new set of programs. The reformulated set of gradient equations have a smaller computational cost than any previously published. The iterative solution of the linear equations and the construction of the effective density matrices are fully vectorized, being based on matrix multiplications. The new method has been used to investigate the Cl2O2 molecule, which has recently been postulated as an important intermediate in the destruction of ozone in the stratosphere. In addition to reporting computational timings, the CCSD equilibrium geometries, harmonic vibrational frequencies, infrared intensities, and relative energetics of three isomers of Cl2O2 are presented.
We describe the basis of a matrix ordering heuristic for improving the incomplete factorization used in preconditioned conjugate gradient techniques applied to anisotropic PDE's. Several new matrix ordering techniques, derived from well-known algorithms in combinatorial graph theory, which attempt to implement this heuristic, are described. These ordering techniques are tested against a number of matrices arising from linear anisotropic PDE's, and compared with other matrix ordering techniques. A variation of RCM is shown to generally improve the quality of incomplete factorization preconditioners.
The compressible Navier-Stokes equations are solved for a variety of two-dimensional inviscid and viscous problems by preconditioned conjugate gradient-like algorithms. Roe's flux difference splitting technique is used to discretize the inviscid fluxes. The viscous terms are discretized by using central differences. An algebraic turbulence model is also incorporated. The system of linear equations which arises out of the linearization of a fully implicit scheme is solved iteratively by the well known methods of GMRES (Generalized Minimum Residual technique) and Chebyschev iteration. Incomplete LU factorization and block diagonal factorization are used as preconditioners. The resulting algorithm is competitive with the best current schemes, but has wide applications in parallel computing and unstructured mesh computations.
The velocity distribution along an arbitrary line between the inner and outer walls of an annular duct with axisymmetric swirling flow is calculated. The velocity gradient equation is used with an assumed variation of meridional streamline curvature. Upstream flow conditions can vary between the inner and outer walls, and an assumed total pressure distribution can be specified.
In an effort to further improve upon the latest advancements made in aerodynamic shape optimization procedures, a systematic study is performed to examine several current solution methodologies as applied to various aspects of the optimization procedure. It is demonstrated that preconditioned conjugate gradient-like methodologies dramatically decrease the computational efforts required for such procedures. The design problem investigated is the shape optimization of the upper and lower surfaces of an initially symmetric (NACA-012) airfoil in inviscid transonic flow and at zero degree angle-of-attack. The complete surface shape is represented using a Bezier-Bernstein polynomial. The present optimization method then automatically obtains supercritical airfoil shapes over a variety of freestream Mach numbers. Furthermore, the best optimization strategy examined resulted in a factor of 8 decrease in computational time as well as a factor of 4 decrease in memory over the most efficient strategies in current use.
A technique for solving n-dimensional games is developed and applied to two pursuit-evasion games. The first is a two-dimensional game similar to the homicidal chauffeur but modified to resemble an airplane-helicopter engagement. The second is a five-dimensional game of two airplanes at constant altitude and with thrust and turning controls. The performance function to be optimized by the pursuer and evader was the distance between the evader and a given target point in front of the pursuer. The analytic solution to the first game reveals that both unique and nonunique solutions exist. A comparison between the gradient results and the analytic solution shows a dependence on the nominal controls in regions where nonunique solutions exist. In the unique solution region, the results from the two methods agree closely. The results for the five-dimensional two-airplane game are also shown to be dependent on the nominal controls selected and indicate that initial conditions are in a region of nonunique solutions.
Parameter-dependence properties are developed in the context of a linear abstract Cauchy problem governed by a parameter-dependent operator. Of particular interest are problems in which the parameter induces an unbounded perturbation of the evolution operator. Conditions are stated under which the derivative of the state with respect to the parameter possesses certain smoothness properties. These properties lead to local convergence results for a gradient-based estimation algorithm based on quasi-linearization. Numerical results concerning a delay-differential equation indicate the effect of a forcing function on parameter sensitivity.
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Steepest descent method extended to trajectory optimization problem for stochastically disturbed systems with application to Euler equation for white noise problem of reentering vehicle
The complete aircraft design process can be broken into three phases of increasing depth: conceptual design, preliminary design, and detail design. Conceptual design consists primarily of developing general arrangements and selecting the configuration that optimally satisfies all mission requirements. The result of the conceptual phase is a conceptual baseline configuration that serves as the starting point for the preliminary design phase. The conceptual design of an aircraft involves a complex trade-off of many independent variables that must be investigated before deciding upon the basic configuration. Some of these variables are discrete (number of engines), some represent different configurations (canard vs conventional tail) and some may represent incorporation of new technologies (aluminum vs composite materials). At Lockheed-Georgia, the sizing program is known as GASP (Generalized Aircraft Sizing Program). GASP is a large program containing analysis modules covering the many different disciplines involved fin defining the aricraft, such as aerodynamics, structures, stability and control, mission performance, and cost. These analysis modules provide first-level estimates the aircraft properties that are derived from handbook, experimental, and historical sources.
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A preconditioned Krylov subspace method (GMRES) is used to solve the linear systems of equations formed at each time-integration step of the unsteady, two-dimensional, compressible Navier-Stokes equations of fluid flow. The Navier-Stokes equations are cast in an implicit, upwind finite-volume, flux-split formulation. Several preconditioning techniques are investigated to enhance the efficiency and convergence rate of the implicit solver based on the GMRES algorithm. The superiority of the new solver is established by comparisons with a conventional implicit solver, namely line Gauss-Seidel relaxation (LGSR). Computational test results for low-speed (incompressible flow over a backward-facing step at Mach 0.1), transonic flow (trailing edge flow in a transonic turbine cascade), and hypersonic flow (shock-on-shock interactions on a cylindrical leading edge at Mach 6.0) are presented. For the Mach 0.1 case, overall speedup factors of up to 17 (in terms of time-steps) and 15 (in terms of CPU time on a CRAY-YMP/8) are found in favor of the preconditioned GMRES solver, when compared with the LGSR solver. The corresponding speedup factors for the transonic flow case are 17 and 23, respectively. The hypersonic flow case shows slightly lower speedup factors of 9 and 13, respectively. The study of preconditioners conducted in this research reveals that a new LUSGS-type preconditioner is much more efficient than a conventional incomplete LU-type preconditioner.
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