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NASA NTRS1994

Multilevel algorithms for nonlinear optimization

Multidisciplinary design optimization (MDO) gives rise to nonlinear optimization problems characterized by a large number of constraints that naturally occur in blocks. We propose a class of multilevel optimization methods motivated by the structure and number of constraints and by the expense of the derivative computations for MDO. The algorithms are an extension to the nonlinear programming problem of the successful class of local Brown-Brent algorithms for nonlinear equations. Our extensions allow the user to partition constraints into arbitrary blocks to fit the application, and they separately process each block and the objective function, restricted to certain subspaces. The methods use trust regions as a globalization strategy, and they have been shown to be globally convergent under reasonable assumptions. The multilevel algorithms can be applied to all classes of MDO formulations. Multilevel algorithms for solving nonlinear systems of equations are a special case of the multilevel optimization methods. In this case, they can be viewed as a trust-region globalization of the Brown-Brent class.

Alexandrov, Natalia↗

NASA NTRS1994

Nonlinear structural response using adaptive dynamic relaxation on a massively-parallel-processing system

A parallel adaptive dynamic relaxation (ADR) algorithm has been developed for nonlinear structural analysis. This algorithm has minimal memory requirements, is easily parallelizable and scalable to many processors, and is generally very reliable and efficient for highly nonlinear problems. Performance evaluations on single-processor computers have shown that the ADR algorithm is reliable and highly vectorizable, and that it is competitive with direct solution methods for the highly nonlinear problems considered. The present algorithm is implemented on the 512-processor Intel Touchstone DELTA system at Caltech, and it is designed to minimize the extent and frequency of interprocessor communication. The algorithm has been used to solve for the nonlinear static response of two and three dimensional hyperelastic systems involving contact. Impressive relative speedups have been achieved and demonstrate the high scalability of the ADR algorithm. For the class of problems addressed, the ADR algorithm represents a very promising approach for parallel-vector processing.

Oakley, David R.↗

NASA NTRS1994

Multi-application controls: Robust nonlinear multivariable aerospace controls applications

This viewgraph presentation describes the general methodology used to apply Honywell's Multi-Application Control (MACH) and the specific application to the F-18 High Angle-of-Attack Research Vehicle (HARV) including piloted simulation handling qualities evaluation. The general steps include insertion of modeling data for geometry and mass properties, aerodynamics, propulsion data and assumptions, requirements and specifications, e.g. definition of control variables, handling qualities, stability margins and statements for bandwidth, control power, priorities, position and rate limits. The specific steps include choice of independent variables for least squares fits to aerodynamic and propulsion data, modifications to the management of the controls with regard to integrator windup and actuation limiting and priorities, e.g. pitch priority over roll, and command limiting to prevent departures and/or undesirable inertial coupling or inability to recover to a stable trim condition. The HARV control problem is characterized by significant nonlinearities and multivariable interactions in the low speed, high angle-of-attack, high angular rate flight regime. Systematic approaches to the control of vehicle motions modeled with coupled nonlinear equations of motion have been developed. This paper will discuss the dynamic inversion approach which explicity accounts for nonlinearities in the control design. Multiple control effectors (including aerodynamic control surfaces and thrust vectoring control) and sensors are used to control the motions of the vehicles in several degrees-of-freedom. Several maneuvers will be used to illustrate performance of MACH in the high angle-of-attack flight regime. Analytical methods for assessing the robust performance of the multivariable control system in the presence of math modeling uncertainty, disturbances, and commands have reached a high level of maturity. The structured singular value (mu) frequency response methodology is presented as a method for analyzing robust performance and the mu-synthesis method will be presented as a method for synthesizing a robust control system. The paper concludes with the author's expectations regarding future applications of robust nonlinear multivariable controls.

Enns, Dale F.↗

NASA NTRS1994

Finite dimensional approximation of a class of constrained nonlinear optimal control problems

An abstract framework for the analysis and approximation of a class of nonlinear optimal control and optimization problems is constructed. Nonlinearities occur in both the objective functional and in the constraints. The framework includes an abstract nonlinear optimization problem posed on infinite dimensional spaces, and approximate problem posed on finite dimensional spaces, together with a number of hypotheses concerning the two problems. The framework is used to show that optimal solutions exist, to show that Lagrange multipliers may be used to enforce the constraints, to derive an optimality system from which optimal states and controls may be deduced, and to derive existence results and error estimates for solutions of the approximate problem. The abstract framework and the results derived from that framework are then applied to three concrete control or optimization problems and their approximation by finite element methods. The first involves the von Karman plate equations of nonlinear elasticity, the second, the Ginzburg-Landau equations of superconductivity, and the third, the Navier-Stokes equations for incompressible, viscous flows.

Gunzburger, Max D.↗

NASA NTRS1994

General analytic results for nonlinear waves and solitons in molecular clouds

We study nonlinear wave phenomena in self-gravitating fluid systems, with a particular emphasis on applications to molecular clouds. This paper presents analytical results for one spatial dimension. We show that a large class of physical systems can be described by theories with a 'charge density' q(rho); this quantity replaces the density on the right-hand side of the Poisson equation for the gravitational potential. We use this formulation to prove general results about nonlinear wave motions in self-gravitating systems. We show that in order for stationary waves to exist, the total charge (the integral of the charge density over the wave profile) must vanish. This 'no-charge' property for solitary waves is related to the capability of a system to be stable to gravitational perturbations for arbitrarily long wavelengths. We find necessary and sufficient conditions on the charge density for the existence of solitary waves and stationary waves. We study nonlinear wave motions for Jeans-type theories (where q(rho) = rho-rho(sub 0)) and find that nonlinear waves of large amplitude are confined to a rather narrow range of wavelengths. We also study wave motions for molecular clouds threaded by magnetic fields and show how the allowed range of wavelengths is affected by the field strength. Since the gravitational force in one spatial dimension does not fall off with distance, we consider two classes of models with more realistic gravity: Yukawa potentials and a pseudo two-dimensional treatment. We study the allowed types of wave behavior for these models. Finally, we discuss the implications of this work for molecular cloud structure. We argue that molecular clouds can support a wide variety of wave motions and suggest that stationary waves (such as those considered in this paper) may have already been observed.

Adams, Fred C.↗

NASA NTRS1995

Effect of the nonlinearity of the carbonate system on partial pressure of carbon dioxide in the oceans

Partial pressure of CO2 is a nonlinear function of several seawater properties. Due to the nonlinearity in this relationship, the partial pressure of a uniform ocean would be different from that of a nonuniform ocean with the same bulk seawater properties. Assuming uniformity of seawater properties at some temporal and spatial scales in carbon models leads to systematic errors in partial pressure of CO2. In this paper we evaluate the magnitude of these errors. We partition the Geochemical Ocean Sections Study and Transient Tracers in the Oceans data according to the horizontal structure of several box models from the literature. Our results suggest that assumption of uniformity at large scales leads to understanding of underestimation of global surface ocean partial pressure of CO2 by at least 3 - 12 microatm. Nonlinear effects also introduce systematic errors in the buffer factor estimated from bulk seawater properties. We find the standard deviation of partial pressure of CO2 to be an indicator of the magnitude of the nonlinear effects. We discuss the implications of these errors for some conclusions drawn from carbon models. Biogeochemical processes, such as mixing, gas exchange, or biological activity, influence the distribution of the seawater properties. A shift in spatial or temporal patterns of these processes can modify the nonuniformity of the seawater properties and thus alter the partial pressure of the surface waters, even if the mean intensities of the processes remain constant.

Trela, Piotr↗

NASA NTRS1995

The role of nonlinear critical layers in boundary layer transition

Asymptotic methods are used to describe the nonlinear self-interaction between pairs of oblique instability modes that eventually develops when initially linear spatially growing instability waves evolve downstream in nominally two-dimensional laminar boundary layers. The first nonlinear reaction takes place locally within a so-called 'critical layer', with the flow outside this layer consisting of a locally parallel mean flow plus a pair of oblique instability waves - which may or may not be accompanied by an associated plane wave. The amplitudes of these waves, which are completely determined by nonlinear effects within the critical layer, satisfy either a single integro-differential equation or a pair of integro-differential equations with quadratic to quartic-type nonlinearities. The physical implications of these equations are discussed.

Goldstein, M.E.↗

NASA NTRS1996

Nonlinear Response and Residual Strength of Damaged Stiffened Shells Subjected to Combined Loads

The results of an analytical study of the nonlinear response of stiffened fuselage shells with long cracks are presented. The shells are modeled with a hierarchical modeling strategy and analyzed with a nonlinear shell analysis code that maintains the shell in a nonlinear equilibrium state while the crack is grown. The analysis accurately accounts for global and local structural response phenomena. Fuselage skins, frames stringers and failsafe straps are included in the models. Results are presented for various combinations of internal pressure and mechanical bending, vertical shear and torsion loads, and the effects of crack orientation and location on the shell response are described. These results indicate that the nonlinear interaction between the in-plane stress resultants and the out-of-plane displacements near a crack can significantly affect the structural response of the shell, and the stress-intensity factors associated with a crack that are used to predict residual strength. The effects of representative combined loading conditions on the stress-intensity factors associated with a crack are presented. The effects of varying structural parameters on the stress-intensity factors associated with a crack, and on self-similar and non-self-similar crack-growth are also presented.

Starnes, James H., Jr.↗

NASA NTRS1996

Nonlinear ARMA models for the D(st) index and their physical interpretation

Time series models successfully reproduce or predict geomagnetic activity indices from solar wind parameters. A method is presented that converts a type of nonlinear filter, the nonlinear Autoregressive Moving Average (ARMA) model to the nonlinear damped oscillator physical model. The oscillator parameters, the growth and decay, the oscillation frequencies and the coupling strength to the input are derived from the filter coefficients. Mathematical methods are derived to obtain unique and consistent filter coefficients while keeping the prediction error low. These methods are applied to an oscillator model for the Dst geomagnetic index driven by the solar wind input. A data set is examined in two ways: the model parameters are calculated as averages over short time intervals, and a nonlinear ARMA model is calculated and the model parameters are derived as a function of the phase space.

Vassiliadis, D.↗

NASA NTRS1997

Identification of Linear and Nonlinear Aerodynamic Impulse Responses Using Digital Filter Techniques

This paper discusses the mathematical existence and the numerically-correct identification of linear and nonlinear aerodynamic impulse response functions. Differences between continuous-time and discrete-time system theories, which permit the identification and efficient use of these functions, will be detailed. Important input/output definitions and the concept of linear and nonlinear systems with memory will also be discussed. It will be shown that indicial (step or steady) responses (such as Wagner's function), forced harmonic responses (such as Tbeodorsen's function or those from doublet lattice theory), and responses to random inputs (such as gusts) can all be obtained from an aerodynamic impulse response function. This paper establishes the aerodynamic impulse response function as the most fundamental, and, therefore, the most computationally efficient, aerodynamic function that can be extracted from any given discrete-time, aerodynamic system. The results presented in this paper help to unify the understanding of classical two-dimensional continuous-time theories with modem three-dimensional, discrete-time theories. First, the method is applied to the nonlinear viscous Burger's equation as an example. Next the method is applied to a three-dimensional aeroelastic model using the CAP-TSD (Computational Aeroelasticity Program - Transonic Small Disturbance) code and then to a two-dimensional model using the CFL3D Navier-Stokes code. Comparisons of accuracy and computational cost savings are presented. Because of its mathematical generality, an important attribute of this methodology is that it is applicable to a wide range of nonlinear, discrete-time problems.

Silva, Walter A.↗

NASA NTRS1997

Interface Technology for Geometrically Nonlinear Analysis of Multiple Connected Subdomains

Interface technology for geometrically nonlinear analysis is presented and demonstrated. This technology is based on an interface element which makes use of a hybrid variational formulation to provide for compatibility between independently modeled connected subdomains. The interface element developed herein extends previous work to include geometric nonlinearity and to use standard linear and nonlinear solution procedures. Several benchmark nonlinear applications of the interface technology are presented and aspects of the implementation are discussed.

Ransom, Jonathan B.↗

NASA NTRS1997

Identification of Linear and Nonlinear Aerodynamic Impulse Responses Using Digital Filter Techniques

This paper discusses the mathematical existence and the numerically-correct identification of linear and nonlinear aerodynamic impulse response functions. Differences between continuous-time and discrete-time system theories, which permit the identification and efficient use of these functions, will be detailed. Important input/output definitions and the concept of linear and nonlinear systems with memory will also be discussed. It will be shown that indicial (step or steady) responses (such as Wagner's function), forced harmonic responses (such as Theodorsen's function or those from doublet lattice theory), and responses to random inputs (such as gusts) can all be obtained from an aerodynamic impulse response function. This paper establishes the aerodynamic impulse response function as the most fundamental, and, therefore, the most computationally efficient, aerodynamic function that can be extracted from any given discrete-time, aerodynamic system. The results presented in this paper help to unify the understanding of classical two-dimensional continuous-time theories with modern three-dimensional, discrete-time theories. First, the method is applied to the nonlinear viscous Burger's equation as an example. Next the method is applied to a three-dimensional aeroelastic model using the CAP-TSD (Computational Aeroelasticity Program - Transonic Small Disturbance) code and then to a two-dimensional model using the CFL3D Navier-Stokes code. Comparisons of accuracy and computational cost savings are presented. Because of its mathematical generality, an important attribute of this methodology is that it is applicable to a wide range of nonlinear, discrete-time problems.

Silva, Walter A.↗

NASA NTRS1993

Hybrid Analytical Technique for Nonlinear Vibration Analysis of Thin-Walled Beams

A two-step hybrid analytical technique is presented for the nonlinear vibration analysis of thin-walled beams. The first step involves the generation of various-order perturbation functions using the Linstedt-Poincare perturbation technique. The second step consists of using the perturbation functions as coordinate (or approximation) functions and then computing both the amplitudes of these functions and the nonlinear frequency of vibration via a direct variational procedure. The analytical formulation is based on a form of the geometrically nonlinear beam theory with the effects of in-plane inertia, rotatory inertia, and transverse shear deformation included. The effectiveness of the proposed technique is demonstrated by means of a numerical example of thin-walled beam with a doubly symmetric I-section. The solutions obtained using a single-spatial mode were compared with those obtained using multiple-spatial modes. The standard of comparison was taken to be the frequencies obtained by the direct integration/fast Fourier transform (FFT) technique. The nonlinear frequencies obtained by the hybrid technique were shown to converge to the corresponding ones obtained by the direct integration/fast Fourier transform (FFT) technique well beyond the range of applicability of the perturbation technique. The frequencies and total strain energy of the beam were overestimated by using a single-spatial mode.

Noor, Ahmed K.↗

NASA NTRS1997

Nonlinear Spectral Mixture Modeling of Lunar Multispectral: Implications for Lateral Transport

Linear and nonlinear spectral mixture models applied to Clementine multispectral images of the Moon result in roughly similar spatial distributions of endmember abundances. However, there are important differences in the absolute values of the predicted abundances. The magnitude of these differences and the implications for understanding geological processes are investigated across a geologic contact between mare and highland in the Grimaldi Basin on the western nearside of the Moon. Vertical and lateral mass transport due to impact cratering has redistributed mare and highland materials across the contact, creating a gradient in composition. Solutions to linear and nonlinear spectral mixture models for identical spectral endmembers of mare, highland, and fresh crater materials are compared across this simple geologic contact in the Grimaldi Basin. Profiles of mare abundance across the contact are extracted and compared quantitatively. Profiles from the linear mixture models indicate that the geologic contact has an average mare abundance of 60%, and the compositional boundary is asymmetric with more mare transported onto the highland side of the contact than highland onto the mare side of the contact. In contrast the nonlinear abundance profiles indicate that the geologic contact has an average mare abundance of 50%, and the compositional boundary is remarkably symmetric. Given the expectation that materials will be intimately mixed on the surface of the Moon, and that the asymmetries implied by the linear model are not consistent with our understanding of lunar surface processes, the nonlinear spectral mixture model is preferred and should be applied whenever quantitative abundance information is required. The remarkable symmetry in the compositional gradients across this contact indicate that lateral mass transport dominates over vertical transport at this boundary.

Mustard, John F.↗

NASA NTRS1997

Nonlinear Rescaling and Proximal-Like Methods in Convex Optimization

The nonlinear rescaling principle (NRP) consists of transforming the objective function and/or the constraints of a given constrained optimization problem into another problem which is equivalent to the original one in the sense that their optimal set of solutions coincides. A nonlinear transformation parameterized by a positive scalar parameter and based on a smooth scaling function is used to transform the constraints. The methods based on NRP consist of sequential unconstrained minimization of the classical Lagrangian for the equivalent problem, followed by an explicit formula updating the Lagrange multipliers. We first show that the NRP leads naturally to proximal methods with an entropy-like kernel, which is defined by the conjugate of the scaling function, and establish that the two methods are dually equivalent for convex constrained minimization problems. We then study the convergence properties of the nonlinear rescaling algorithm and the corresponding entropy-like proximal methods for convex constrained optimization problems. Special cases of the nonlinear resealing algorithm are presented. In particular a new class of exponential penalty-modified barrier functions methods is introduced.

Polyak, Roman↗

NASA NTRS1998

WARP3D-Release 10.8: Dynamic Nonlinear Analysis of Solids using a Preconditioned Conjugate Gradient Software Architecture

This report describes theoretical background material and commands necessary to use the WARP3D finite element code. WARP3D is under continuing development as a research code for the solution of very large-scale, 3-D solid models subjected to static and dynamic loads. Specific features in the code oriented toward the investigation of ductile fracture in metals include a robust finite strain formulation, a general J-integral computation facility (with inertia, face loading), an element extinction facility to model crack growth, nonlinear material models including viscoplastic effects, and the Gurson-Tver-gaard dilatant plasticity model for void growth. The nonlinear, dynamic equilibrium equations are solved using an incremental-iterative, implicit formulation with full Newton iterations to eliminate residual nodal forces. The history integration of the nonlinear equations of motion is accomplished with Newmarks Beta method. A central feature of WARP3D involves the use of a linear-preconditioned conjugate gradient (LPCG) solver implemented in an element-by-element format to replace a conventional direct linear equation solver. This software architecture dramatically reduces both the memory requirements and CPU time for very large, nonlinear solid models since formation of the assembled (dynamic) stiffness matrix is avoided. Analyses thus exhibit the numerical stability for large time (load) steps provided by the implicit formulation coupled with the low memory requirements characteristic of an explicit code. In addition to the much lower memory requirements of the LPCG solver, the CPU time required for solution of the linear equations during each Newton iteration is generally one-half or less of the CPU time required for a traditional direct solver. All other computational aspects of the code (element stiffnesses, element strains, stress updating, element internal forces) are implemented in the element-by- element, blocked architecture. This greatly improves vectorization of the code on uni-processor hardware and enables straightforward parallel-vector processing of element blocks on multi-processor hardware.

Koppenhoefer, Kyle C.↗

NASA NTRS1999

Reduced Order Models Based on Linear and Nonlinear Aerodynamic Impulse Responses

This paper discusses a method for the identification and application of reduced-order models based on linear and nonlinear aerodynamic impulse responses. The Volterra theory of nonlinear systems and an appropriate kernel identification technique are described. Insight into the nature of kernels is provided by applying the method to the nonlinear Riccati equation in a non-aerodynamic application. The method is then applied to a nonlinear aerodynamic model of an RAE 2822 supercritical airfoil undergoing plunge motions using the CFL3D Navier-Stokes flow solver with the Spalart-Allmaras turbulence model. Results demonstrate the computational efficiency of the technique.

Silva, Walter A.↗

NASA NTRS1998

Nonlinear Insolation Forcing: A Physical Mechanism for Climate Change

This paper focuses on recent advances in the understanding of nonlinear insolation forcing for climate change. The amplitude-frequency resonances in the insolation variations induced by the Earth's changing obliquity are emergent and may provide a physical mechanism to drive the glaciation cycles. To establish the criterion that nonlinear insolation forcing is responsible for major climate changes, the cooperative phenomena between the frequency and amplitude of the insolation are defined as insolation pulsation. Coupling of the insolation frequency and amplitude variations has established an especially new and interesting series of insolation pulses. These pulses would modulate the insolation in such a way that the mode of insolation variations could be locked to generate the 100-kyr ice age cycle which is a long-time geophysical puzzle. The nonlinear behavior of insolation forcing is tested by energy balance and ice sheet climate models and the physical mechanism behind this forcing is explained in terms of pulse duration in the incoming solar radiation. Calculations of the solar energy flux at the top of the atmosphere show that the duration of the negative and positive insolation pulses is about 2 thousand years which is long enough to prolong glaciation into deep ice ages and cause rapid melting of large ice sheets in the high latitudes of the northern hemisphere. We have performed numerical simulations of climate response to nonlinear insolation forcing for the past 2 million years. Our calculated results of temperature fluctuations are in good agreement with the climate cycles as seen in the terrestrial biogenic silica (BDP-96-2) data as well as in the marine oxygen isotope (delta(sup 18)O) records.

Liu, H. S.↗