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At least 595 records · Page 33

A Nonlinear Programming Perspective on Sensitivity Calculations for Systems Governed by State Equations

This paper discusses the calculation of sensitivities. or derivatives, for optimization problems involving systems governed by differential equations and other state relations. The subject is examined from the point of view of nonlinear programming, beginning with the analytical structure of the first and second derivatives associated with such problems and the relation of these derivatives to implicit differentiation and equality constrained optimization. We also outline an error analysis of the analytical formulae and compare the results with similar results for finite-difference estimates of derivatives. We then attend to an investigation of the nature of the adjoint method and the adjoint equations and their relation to directions of steepest descent. We illustrate the points discussed with an optimization problem in which the variables are the coefficients in a differential operator.

Lewis, Robert Michael↗

Aeroelastic analysis for helicopter rotor blades with time-variable, non-linear structural twist and multiple structural redundancy: Mathematical derivation and program user's manual

The differential equations of motion for the lateral and torsional deformations of a nonlinearly twisted rotor blade in steady flight conditions together with those additional aeroelastic features germane to composite bearingless rotors are derived. The differential equations are formulated in terms of uncoupled (zero pitch and twist) vibratory modes with exact coupling effects due to finite, time variable blade pitch and, to second order, twist. Also presented are derivations of the fully coupled inertia and aerodynamic load distributions, automatic pitch change coupling effects, structural redundancy characteristics of the composite bearingless rotor flexbeam - torque tube system in bending and torsion, and a description of the linearized equations appropriate for eigensolution analyses. Three appendixes are included presenting material appropriate to the digital computer program implementation of the analysis, program G400.

Bielawa, R. L.↗

DYSCO: A software system for modeling general dynamic systems

The DYSCO program has been under development since 1979. It has been funded by Army and Air Force laboratories and by the Kaman Aerospace Corporation. It is presently available at a number of government and nongovernment installations. It has been used to analyze a very broad range of dynamics problems. A principle feature of the software design of DYSCO is the separation of the executive from the technology. The executive, which controls all the operations, is intelligent in the sense that it knows that its function is to assemble differential equations and to prepare them for solution. The technology library contains FORTRAN routines which perform standard functions, such as, computing the equation coefficients of an element (or component) given the local state at any time. The technology library also contains algorithms and procedures for solving the coupled system equations. The system was designed to allow easy additional of technology to the library. Any linear or nonlinear structural entity, control system, or set of ordinary differential equations may be simply coded and added to the library, as well as algorithms for time or frequency domain solution. The program is described with emphasis on its usefulness in easily modeling unusual concepts and configurations, performing analysis of damage, evaluating new algorithms, and simulating dynamic tests.

Berman, Alex↗

Kernel learning backward SDE filter for data assimilation

In this paper, we develop a kernel learning backward SDE filter method to estimate the state of a stochastic dynamical system based on its partial noisy observations. A system of forward backward stochastic differential equations is used to propagate the state of the target dynamical model, and Bayesian inference is applied to incorporate the observational information. Further, to characterize the dynamical model in the entire state space, we introduce a kernel learning method to learn a continuous global approximation for the conditional probability density function of the target state by using discrete approximated density values as training data. Numerical experiments demonstrate that the kernel learning backward SDE is highly effective.

97 MATHEMATICS AND COMPUTING↗

Toward performance-portable PETSc for GPU-based exascale systems

The Portable Extensible Toolkit for Scientific computation (PETSc) library delivers scalable solvers for nonlinear time-dependent differential and algebraic equations and for numerical optimization. The PETSc design for performance portability addresses fundamental GPU accelerator challenges and stresses flexibility and extensibility by separating the programming model used by the application from that used by the library, and it enables application developers to use their preferred programming model, such as Kokkos, RAJA, SYCL, HIP, CUDA, or OpenCL, on upcoming exascale systems. Furthermore, a blueprint for using GPUs from PETSc-based codes is provided, and case studies emphasize the flexibility and high performance achieved on current GPU-based systems.

97 MATHEMATICS AND COMPUTING↗

Data-driven recovery of hidden physics in reduced order modeling of fluid flows

In this article, we introduce a modular hybrid analysis and modeling (HAM) approach to account for hidden physics in reduced order modeling (ROM) of parameterized systems relevant to fluid dynamics. The hybrid ROM framework is based on using first principles to model the known physics in conjunction with utilizing the data-driven machine learning tools to model the remaining residual that is hidden in data. This framework employs proper orthogonal decomposition as a compression tool to construct orthonormal bases and Galerkin projection (GP) as a model to build the dynamical core of the system. Our proposed methodology hence compensates structural or epistemic uncertainties in models and utilizes the observed data snapshots to compute true modal coefficients spanned by these bases. The GP model is then corrected at every time step with a data-driven rectification using a long short-term memory (LSTM) neural network architecture to incorporate hidden physics. A Grassmannian manifold approach is also adopted for interpolating basis functions to unseen parametric conditions. The control parameter governing the system's behavior is thus implicitly considered through true modal coefficients as input features to the LSTM network. The effectiveness of the HAM approach is then discussed through illustrative examples that are generated synthetically to take hidden physics into account. Furthermore, our approach thus provides insights addressing a fundamental limitation of the physics-based models when the governing equations are incomplete to represent underlying physical processes.

42 ENGINEERING↗

PETSc/TAO developments for GPU-based early exascale systems

The Portable Extensible Toolkit for Scientific Computation (PETSc) library provides scalable solvers for nonlinear time-dependent differential and algebraic equations and for numerical optimization via the Toolkit for Advanced Optimization (TAO). PETSc is used in dozens of scientific fields and is an important building block for many simulation codes. During the U.S. Department of Energy’s Exascale Computing Project, the PETSc team has made substantial efforts to enable efficient utilization of the massive fine-grain parallelism present within exascale compute nodes and to enable performance portability across exascale architectures. We recap some of the challenges that designers of numerical libraries face in such an endeavor, and then discuss the many developments we have made, which include the addition of new GPU backends, features supporting efficient on-device matrix assembly, better support for asynchronicity and GPU kernel concurrency, and new communication infrastructure. In conclusion, we evaluate the performance of these developments on some pre-exascale systems as well as the early exascale systems Frontier and Aurora, using compute kernel, communication layer, solver, and mini-application benchmark studies, and then close with a few observations drawn from our experiences on the tension between portable performance and other goals of numerical libraries.

Exascale Computing Project (ECP)↗

Transonic flow past lifting wings.

Work conducted by Norstrud (1971) has been extended to lifting flows with the inclusion of embedded continuous supercritical regions. The approach taken follows some fundamental steps proposed for two-dimensional flows by Oswatitsch (1950). The governing integral equation is replaced by a system of nonlinear algebraic equations. The method of parametric differentiation is applied to the solution of this system of equations. The analytical analysis is discussed together with a numerical analysis in the case of a wing configuration with arbitrary thickness distribution.

Norstrud, H.↗

Structural Properties and Estimation of Delay Systems

Two areas in the theory of delay systems were studied: structural properties and their applications to feedback control, and optimal linear and nonlinear estimation. The concepts of controllability, stabilizability, observability, and detectability were investigated. The property of pointwise degeneracy of linear time-invariant delay systems is considered. Necessary and sufficient conditions for three dimensional linear systems to be made pointwise degenerate by delay feedback were obtained, while sufficient conditions for this to be possible are given for higher dimensional linear systems. These results were applied to obtain solvability conditions for the minimum time output zeroing control problem by delay feedback. A representation theorem is given for conditional moment functionals of general nonlinear stochastic delay systems, and stochastic differential equations are derived for conditional moment functionals satisfying certain smoothness properties.

Kwong, R. H. S.↗

A high order accurate finite element algorithm for high Reynolds number flow prediction

A Galerkin-weighted residuals formulation is employed to establish an implicit finite element solution algorithm for generally nonlinear initial-boundary value problems. Solution accuracy, and convergence rate with discretization refinement, are quantized in several error norms, by a systematic study of numerical solutions to several nonlinear parabolic and a hyperbolic partial differential equation characteristic of the equations governing fluid flows. Solutions are generated using selective linear, quadratic and cubic basis functions. Richardson extrapolation is employed to generate a higher-order accurate solution to facilitate isolation of truncation error in all norms. Extension of the mathematical theory underlying accuracy and convergence concepts for linear elliptic equations is predicted for equations characteristic of laminar and turbulent fluid flows at nonmodest Reynolds number. The nondiagonal initial-value matrix structure introduced by the finite element theory is determined intrinsic to improved solution accuracy and convergence. A factored Jacobian iteration algorithm is derived and evaluated to yield a consequential reduction in both computer storage and execution CPU requirements while retaining solution accuracy.

Baker, A. J.↗

Iterative optical vector-matrix processors (survey of selected achievable operations)

An iterative optical vector-matrix multiplier with a microprocessor-controlled feedback loop capable of performing a wealth of diverse operations was described. A survey and description of many of its operations demonstrates the versatility and flexibility of this class of optical processor and its use in diverse applications. General operations described include: linear difference and differential equations, linear algebraic equations, matrix equations, matrix inversion, nonlinear matrix equations, deconvolution and eigenvalue and eigenvector computations. Engineering applications being addressed for these different operations and for the IOP are: adaptive phased-array radar, time-dependent system modeling, deconvolution and optimal control.

Casasent, D.↗

A minimal residual method for transonic potential flows

For transonic flow calculations, a combination of the successive line over-relaxation (SLOR) and the preconditioned conjugate gradient (CG) method has been suggested by Wong and Hafez (1981). This paper studies the method of minimal residual (MR) which avoids a combined iteration. This method is closely related to the CG method, may be regarded as a first-order gradient method, and is applicable to symmetric and nonsymmetric matrices. The problem is formulated as a nonlinear mixed elliptic-hyperbolic partial differential equation which includes an artificial viscosity and a switching function which is zero in subsonic regions and nonzero in supersonic regions. Alternatives to the SLOR method which provide faster convergence rates are introduced. The preconditioned MR algorithm is developed, and transonic potential flows around NACA 0012 airfoil are calculated for different Mach numbers and angles of attack. Preliminary results are presented, demonstrating that the MR algorithm requires no parameter estimation and rapidly converges for subsonic flows.

Wong, Y. S.↗

A general-purpose approach to computer-aided dynamic analysis of a flexible helicopter

A general purpose mathematical formulation is described for dynamic analysis of a helicopter consisting of flexible and/or rigid bodies that undergo large translations and rotations. Rigid body and elastic sets of generalized coordinates are used. The rigid body coordinates define the location and the orientation of a body coordinate frame (global frame) with respect to an inertial frame. The elastic coordinates are introduced using a finite element approach in order to model flexible components. The compatibility conditions between two adjacent elements in a flexible body are imposed using a Boolean matrix, whereas the compatibility conditions between two adjacent bodies are imposed using the Lagrange multiplier approach. Since the form of the constraint equations depends upon the type of kinematic joint and involves only the generalized coordinates of the two participating elements, then a library of constraint elements can be developed to impose the kinematic constraint in an automated fashion. For the body constraints, the Lagrange multipliers yield the reaction forces and torques of the bodies at the joints. The virtual work approach is used to derive the equations of motion, which are a system of differential and algebraic equations that are highly nonlinear. The formulation presented is general and is compared with hard-wired formulations commonly used in helicopter analysis.

Agrawal, Om P.↗

Properties of finite difference models of non-linear conservative oscillators

Finite-difference (FD) approaches to the numerical solution of the differential equations describing the motion of a nonlinear conservative oscillator are investigated analytically. A generalized formulation of the Duffing and modified Duffing equations is derived and analyzed using several FD techniques, and it is concluded that, although it is always possible to contstruct FD models of conservative oscillators which are themselves conservative, caution is required to avoid numerical solutions which do not accurately reflect the properties of the original equation.

Mickens, R. E.↗

An intrinsically n-dimensional generalized flux vector splitting implicit finite element Euler algorithm

A generalized flux-vector splitting implicit Galerkin finite-element algorithm for the Euler equations in curvilinear coordinates for ideal and reacting gases is derived. For an arbitrary equation of state, the curvilinear-coordinate flux vector is split in kinematic and kinetic components, and the associated jacobian matrix eigenvalues explicitly depend on the metric data. After directional semidiscretization, the terminal ordinary differential-equation system is solved via a nonlinearly stable implicit Runge-Kutta scheme in concert with an accurate tensor matrix product factorization. The results for selected two-dimensional supersonic and axisymmetric hypersonic flows validate the algorithm and verify its robustness for curvilinear-coordinate computations. The evolution towards a steady state is achieved for large Courant numbers without indication of numerical instabilities.

Iannelli, G. S.↗

Numerical solutions of transonic flows by parametric differentiation and integral equation techniques

The paper discusses results of an exploratory study of the advantages obtained by combining integral equation methods with the method of parametric differentiation in the treatment of transonic flow problems. In the proposed method, the nonlinear unsteady transonic flow equation for small perturbations is transformed into a linear equation by the use of the method of parametric differentiation. The linear equation is split into a pair of weakly coupled partial differential equations by writing the transformed perturbation potential as the sum of a steady component and an unsteady component. The solution of the steady equation as an integral equation is based on Ogana's treatment (1978). As a test case, the formulation is applied to predict the steady transonic flow over a nonlifting parabolic-arc airfoil.

Sivaneri, N. T.↗