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Globally convergent techniques in nonlinear Newton-Krylov

Some convergence theory is presented for nonlinear Krylov subspace methods. The basic idea of these methods is to use variants of Newton's iteration in conjunction with a Krylov subspace method for solving the Jacobian linear systems. These methods are variants of inexact Newton methods where the approximate Newton direction is taken from a subspace of small dimensions. The main focus is to analyze these methods when they are combined with global strategies such as linesearch techniques and model trust region algorithms. Most of the convergence results are formulated for projection onto general subspaces rather than just Krylov subspaces.

Brown, Peter N.

Next Generation Aircraft Design Considering Airline Operations and Economics

Traditional approaches to design and optimization of a new system often use a system-centric objective and do not take into consideration how the operator will use this new system alongside other existing systems. When the new system design is incorporated into the broader group of systems, the performance of the operator-level objective can be sub-optimal due to the unmodeled interaction between the new system and the other systems. Among the few available references that describe attempts to address this disconnect, most follow an MDO (Multidisciplinary Design Optimization)-motivated sequential decomposition approach of first designing a very good system and then providing this system to the operator who, decides the best way to use this new system along with the existing systems. This paper addresses this issue by including aircraft design, airline operations, and revenue management "subspaces"; and presents an approach that could simultaneously solve these subspaces posed as a monolithic optimization problem rather than the traditional approach described above. The monolithic approach makes the problem an expensive Mixed Integer Non-Linear Programming problem, which are extremely difficult to solve. To address the problem, we use a recently developed optimization framework that simultaneously solves the subspaces to capture the "synergy" in the problem that the previous decomposition approaches did not exploit, addresses mixed-integer/discrete type design variables in an efficient manner, and accounts for computationally expensive analysis tools. This approach solves an 11-route airline network problem consisting of 94 decision variables including 33 integer and 61 continuous type variables. Simultaneously solving the subspaces leads to significant improvement in the fleet-level objective of the airline when compared to the previously developed sequential subspace decomposition approach.

Roy, Satadru

A new method to real-normalize measured complex modes

A time domain subspace iteration technique is presented to compute a set of normal modes from the measured complex modes. By using the proposed method, a large number of physical coordinates are reduced to a smaller number of model or principal coordinates. Subspace free decay time responses are computed using properly scaled complex modal vectors. Companion matrix for the general case of nonproportional damping is then derived in the selected vector subspace. Subspace normal modes are obtained through eigenvalue solution of the (M sub N) sup -1 (K sub N) matrix and transformed back to the physical coordinates to get a set of normal modes. A numerical example is presented to demonstrate the outlined theory.

Wei, Max L.

Optimization by decomposition: A step from hierarchic to non-hierarchic systems

A new, non-hierarchic decomposition is formulated for system optimization that uses system analysis, system sensitivity analysis, temporary decoupled optimizations performed in the design subspaces corresponding to the disciplines and subsystems, and a coordination optimization concerned with the redistribution of responsibility for the constraint satisfaction and design trades among the disciplines and subsystems. The approach amounts to a variation of the well-known method of subspace optimization modified so that the analysis of the entire system is eliminated from the subspace optimization and the subspace optimizations may be performed concurrently.

Sobieszczanski-Sobieski, Jaroslaw

Optimization by decomposition: A step from hierarchic to non-hierarchic systems

A new, non-hierarchic decomposition is formulated for system optimization that uses system analysis, system sensitivity analysis, temporary decoupled optimizations performed in the design subspaces corresponding to the disciplines and subsystems, and a coordination optimization concerned with the redistribution of responsibility for the constraint satisfaction and design trades among the disciplines and subsystems, and a coordination optimization concerned with the redistribution of responsibility for the constraint satisfaction and design trades among the disciplines and subsystems. The approach amounts to a variation of the well-known method of subspace optimization modified so that the analysis of the entire system is eliminated from the subspace optimization and the subspace optimizations may be performed concurrently.

Sobieszczanski-Sobieski, Jaroslaw

Wavelet Analyses of F/A-18 Aeroelastic and Aeroservoelastic Flight Test Data

Time-frequency signal representations combined with subspace identification methods were used to analyze aeroelastic flight data from the F/A-18 Systems Research Aircraft (SRA) and aeroservoelastic data from the F/A-18 High Alpha Research Vehicle (HARV). The F/A-18 SRA data were produced from a wingtip excitation system that generated linear frequency chirps and logarithmic sweeps. HARV data were acquired from digital Schroeder-phased and sinc pulse excitation signals to actuator commands. Nondilated continuous Morlet wavelets implemented as a filter bank were chosen for the time-frequency analysis to eliminate phase distortion as it occurs with sliding window discrete Fourier transform techniques. Wavelet coefficients were filtered to reduce effects of noise and nonlinear distortions identically in all inputs and outputs. Cleaned reconstructed time domain signals were used to compute improved transfer functions. Time and frequency domain subspace identification methods were applied to enhanced reconstructed time domain data and improved transfer functions, respectively. Time domain subspace performed poorly, even with the enhanced data, compared with frequency domain techniques. A frequency domain subspace method is shown to produce better results with the data processed using the Morlet time-frequency technique.

Martin J Brenner

Essential uncontrollability of discrete linear, time-invariant, dynamical systems

The concept of a 'best approximating m-dimensional subspace' for a given set of vectors in n-dimensional whole space is introduced. Such a subspace is easily described in terms of the eigenvectors of an associated Gram matrix. This technique is used to approximate an achievable set for a discrete linear time-invariant dynamical system. This approximation characterizes the part of the state space that may be reached using modest levels of control. If the achievable set can be closely approximated by a proper subspace of the whole space then the system is 'essentially uncontrollable'. The notion finds application in studies of failure-tolerant systems, and in decoupling.

Cliff, E. M.

Solving large-scale dynamic systems using band Lanczos method in Rockwell NASTRAN on CRAY X-MP

The improved cost effectiveness using better models, more accurate and faster algorithms and large scale computing offers more representative dynamic analyses. The band Lanczos eigen-solution method was implemented in Rockwell's version of 1984 COSMIC-released NASTRAN finite element structural analysis computer program to effectively solve for structural vibration modes including those of large complex systems exceeding 10,000 degrees of freedom. The Lanczos vectors were re-orthogonalized locally using the Lanczos Method and globally using the modified Gram-Schmidt method for sweeping rigid-body modes and previously generated modes and Lanczos vectors. The truncated band matrix was solved for vibration frequencies and mode shapes using Givens rotations. Numerical examples are included to demonstrate the cost effectiveness and accuracy of the method as implemented in ROCKWELL NASTRAN. The CRAY version is based on RPK's COSMIC/NASTRAN. The band Lanczos method was more reliable and accurate and converged faster than the single vector Lanczos Method. The band Lanczos method was comparable to the subspace iteration method which was a block version of the inverse power method. However, the subspace matrix tended to be fully populated in the case of subspace iteration and not as sparse as a band matrix.

Gupta, V. K.

Block-Krylov component synthesis method for structural model reduction

A new analytical method is presented for generating component shape vectors, or Ritz vectors, for use in component synthesis. Based on the concept of a block-Krylov subspace, easily derived recurrence relations generate blocks of Ritz vectors for each component. The subspace spanned by the Ritz vectors is called a block-Krylov subspace. The synthesis uses the new Ritz vectors rather than component normal modes to reduce the order of large, finite-element component models. An advantage of the Ritz vectors is that they involve significantly less computation than component normal modes. Both 'free-interface' and 'fixed-interface' component models are derived. They yield block-Krylov formulations paralleling the concepts of free-interface and fixed-interface component modal synthesis. Additionally, block-Krylov reduced-order component models are shown to have special disturbability/observability properties. Consequently, the method is attractive in active structural control applications, such as large space structures. The new fixed-interface methodology is demonstrated by a numerical example. The accuracy is found to be comparable to that of fixed-interface component modal synthesis.

Craig, Roy R., Jr.

Projection methods for the numerical solution of Markov chain models

Projection methods for computing stationary probability distributions for Markov chain models are presented. A general projection method is a method which seeks an approximation from a subspace of small dimension to the original problem. Thus, the original matrix problem of size N is approximated by one of dimension m, typically much smaller than N. A particularly successful class of methods based on this principle is that of Krylov subspace methods which utilize subspaces of the form span(v,av,...,A(exp m-1)v). These methods are effective in solving linear systems and eigenvalue problems (Lanczos, Arnoldi,...) as well as nonlinear equations. They can be combined with more traditional iterative methods such as successive overrelaxation, symmetric successive overrelaxation, or with incomplete factorization methods to enhance convergence.

Saad, Youcef

New Parallel Algorithms for Structural Analysis and Design of Aerospace Structures

Subspace and Lanczos iterations have been developed, well documented, and widely accepted as efficient methods for obtaining p-lowest eigen-pair solutions of large-scale, practical engineering problems. The focus of this paper is to incorporate recent developments in vectorized sparse technologies in conjunction with Subspace and Lanczos iterative algorithms for computational enhancements. Numerical performance, in terms of accuracy and efficiency of the proposed sparse strategies for Subspace and Lanczos algorithm, is demonstrated by solving for the lowest frequencies and mode shapes of structural problems on the IBM-R6000/590 and SunSparc 20 workstations.

Nguyen, Duc T.

Switching LPV Control for High Performance Tactical Aircraft

This paper examines a switching Linear Parameter-Varying (LPV) control approach to determine if it is practical to use for flight control designs within a wide angle of attack region. The approach is based on multiple parameter-dependent Lyapunov functions. The full parameter space is partitioned into overlapping subspaces and a family of LPV controllers are designed, each suitable for a specific parameter subspace. The hysteresis switching logic is used to accomplish the transition among different parameter subspaces. The proposed switching LPV control scheme is applied to an F-16 aircraft model with different actuator dynamics in low and high angle of attack regions. The nonlinear simulation results show that the aircraft performs well when switching among different angle of attack regions.

Lu, Bei

Quantitative Comparison of the Variability in Observed and Simulated Shortwave Reflectance

The Climate Absolute Radiance and Refractivity Observatory (CLARREO) is a climate observation system that has been designed to monitor the Earth's climate with unprecedented absolute radiometric accuracy and SI traceability. Climate Observation System Simulation Experiments (OSSEs) have been generated to simulate CLARREO hyperspectral shortwave imager measurements to help define the measurement characteristics needed for CLARREO to achieve its objectives. To evaluate how well the OSSE-simulated reflectance spectra reproduce the Earth s climate variability at the beginning of the 21st century, we compared the variability of the OSSE reflectance spectra to that of the reflectance spectra measured by the Scanning Imaging Absorption Spectrometer for Atmospheric Cartography (SCIAMACHY). Principal component analysis (PCA) is a multivariate decomposition technique used to represent and study the variability of hyperspectral radiation measurements. Using PCA, between 99.7%and 99.9%of the total variance the OSSE and SCIAMACHY data sets can be explained by subspaces defined by six principal components (PCs). To quantify how much information is shared between the simulated and observed data sets, we spectrally decomposed the intersection of the two data set subspaces. The results from four cases in 2004 showed that the two data sets share eight (January and October) and seven (April and July) dimensions, which correspond to about 99.9% of the total SCIAMACHY variance for each month. The spectral nature of these shared spaces, understood by examining the transformed eigenvectors calculated from the subspace intersections, exhibit similar physical characteristics to the original PCs calculated from each data set, such as water vapor absorption, vegetation reflectance, and cloud reflectance.

Roberts, Yolanda, L.

Using parallel banded linear system solvers in generalized eigenvalue problems

Subspace iteration is a reliable and cost effective method for solving positive definite banded symmetric generalized eigenproblems, especially in the case of large scale problems. This paper discusses an algorithm that makes use of two parallel banded solvers in subspace iteration. A shift is introduced to decompose the banded linear systems into relatively independent subsystems and to accelerate the iterations. With this shift, an eigenproblem is mapped efficiently into the memories of a multiprocessor and a high speedup is obtained for parallel implementations. An optimal shift is a shift that balances total computation and communication costs. Under certain conditions, we show how to estimate an optimal shift analytically using the decay rate for the inverse of a banded matrix, and how to improve this estimate. Computational results on iPSC/2 and iPSC/860 multiprocessors are presented.

DISTRIBUTED MEMORY MULTIPROCES

Classification improvement by optimal dimensionality reduction when training sets are of small size

A computer simulation was performed to test the conjecture that, when the sizes of the training sets are small, classification in a subspace of the original data space may give rise to a smaller probability of error than the classification in the data space itself; this is because the gain in the accuracy of estimation of the likelihood functions used in classification in the lower dimensional space (subspace) offsets the loss of information associated with dimensionality reduction (feature extraction). A number of pseudo-random training and data vectors were generated from two four-dimensional Gaussian classes. A special algorithm was used to create an optimal one-dimensional feature space on which to project the data. When the sizes of the training sets are small, classification of the data in the optimal one-dimensional space is found to yield lower error rates than the one in the original four-dimensional space.

Starks, S. A.

On orthogonal expansions of the space of vector functions which are square-summable over a given domain and the vector analysis operators

The Hilbert space L2(omega) of vector functions is studied. A breakdown of L2(omega) into orthogonal subspaces is discussed and the properties of the operators for projection onto these subspaces are investigated from the standpoint of preserving the differential properties of the vectors being projected. Finally, the properties of the operators are examined.

Bykhovskiy, E. B.

A variable structure approach to robust control of VTOL aircraft

This paper examines the application of variable structure control theory to the design of a flight control system for the AV-8A Harrier in a hover mode. The objective in variable structure design is to confine the motion to a subspace of the total state space. The motion in this subspace is insensitive to system parameter variations and external disturbances that lie in the range space of the control. A switching type of control law results from the design procedure. The control system was designed to track a vector velocity command defined in the body frame. For comparison purposes, a proportional controller was designed using optimal linear regulator theory. Both control designs were first evaluated for transient response performance using a linearized model, then a nonlinear simulation study of a hovering approach to landing was conducted. Wind turbulence was modeled using a 1052 destroyer class air wake model.

Calise, A. J.

Design of an optimal output feedback control system with modal insensitivity

This paper deals with the design of an output feedback controller which results in selected modal insensitivity, and at the same time optimizes a quadratic performance index representative of desired system performance for nominal plant parameter values. The approach taken here is to characterize the class of attainable eigenvectors for a given set of eigenvalues (distinct or non-distinct) which lie in a subspace called the 'Modal Insensitivity Subspace'. A constraint is established on the feedback matrix which results in modal insensitivity. Necessary conditions for optimality subject to the constraint on the feedback matrix are given. This forms the basis for a numerical algorithm to compute the optimal feedback gain which analyzed for convergence. To illustrate the procedure, a design is carried out using the lateral dynamics of an L-1011 aircraft.

Raman, K. V.