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At least 613 records · Page 34

The Investigation of Optimal Discrete Approximations for Real Time Flight Simulations

The results are presented of an investigation of discrete approximations for real time flight simulation. Major topics discussed include: (1) consideration of the particular problem of approximation of continuous autopilots by digital autopilots; (2) use of Bode plots and synthesis of transfer functions by asymptotic fits in a warped frequency domain; (3) an investigation of the various substitution formulas, including the effects of nonlinearities; (4) use of pade approximation to the solution of the matrix exponential arising from the discrete state equations; and (5) an analytical integration of the state equation using interpolated input.

Parrish, E. A.↗

Singular perturbations and time scales (SPaTS) in discrete control systems-An overview

Recent developments in the theory of singular perturbations and time scales (SPaTS) in discrete control systems are reviewed. Sources of discrete models and the effect of the discretizing interval on the model are examined. The analysis of two-time scale systems is presented to bring out typical characteristic features of SPaTS. In the control of the two-time scale systems, the important issue of multirate sampling is addressed.

Naidu, D. S.↗

Controllability of discrete bilinear systems with bounded control.

The subject of this paper is the controllability of time-invariant discrete-time bilinear systems. Bilinear systems are classified into two categories; homogeneous and inhomogeneous. Sufficient conditions which ensure the global controllability of discrete-time bilinear systems are obtained by localized analysis in control variables.

Tarn, T. J.↗

MARIKA - A model revision system using qualitative analysis of simulations

This paper describes portions of a novel system called MARIKA (Model Analysis and Revision of Implicit Key Assumptions) to automatically revise a model of the normal human orientation system. The revision is based on analysis of discrepancies between experimental results and computer simulations. The discrepancies are calculated from qualitative analysis of quantitative simulations. The experimental and simulated time series are first discretized in time segments. Each segment is then approximated by linear combinations of simple shapes. The domain theory and knowledge are represented as a constraint network. Incompatibilities detected during constraint propagation within the network yield both parameter and structural model alterations. Interestingly, MARIKA diagnosed a data set from the Massachusetts Eye and Ear Infirmary Vestibular Laboratory as abnormal though the data was tagged as normal. Published results from other laboratories confirmed the finding. These encouraging results could lead to a useful clinical vestibular tool and to a scientific discovery system for space vestibular adaptation.

Groleau, Nicolas↗

Using Covariance Analysis to Assess Pointing Performance

A Pointing Covariance Analysis Tool (PCAT) has been developed for evaluating the expected performance of the pointing control system for NASA s Space Interferometry Mission (SIM). The SIM pointing control system is very complex, consisting of multiple feedback and feedforward loops, and operating with multiple latencies and data rates. The SIM pointing problem is particularly challenging due to the effects of thermomechanical drifts in concert with the long camera exposures needed to image dim stars. Other pointing error sources include sensor noises, mechanical vibrations, and errors in the feedforward signals. PCAT models the effects of finite camera exposures and all other error sources using linear system elements. This allows the pointing analysis to be performed using linear covariance analysis. PCAT propagates the error covariance using a Lyapunov equation associated with time-varying discrete and continuous-time system matrices. Unlike Monte Carlo analysis, which could involve thousands of computational runs for a single assessment, the PCAT analysis performs the same assessment in a single run. This capability facilitates the analysis of parametric studies, design trades, and "what-if" scenarios for quickly evaluating and optimizing the control system architecture and design.

Bayard, David↗

Efficient Multigrid Reduction-in-Time for Method-of-Lines Discretizations of Linear Advection

Parallel-in-time methods for partial differential equations (PDEs) have been the subject of intense development over recent decades, particularly for diffusion-dominated problems. It has been widely reported in the literature, however, that many of these methods perform quite poorly for advection-dominated problems. In this report we analyze the particular iterative parallel-in-time algorithm of multigrid reduction-in-time (MGRIT) for discretizations of constant-wave-speed linear advection problems. We focus on common method-of-lines discretizations that employ upwind finite differences in space and Runge-Kutta methods in time. Using a convergence framework we developed in previous work, we prove for a subclass of these discretizations that, if using the standard approach of rediscretizing the fine-grid problem on the coarse grid, robust MGRIT convergence with respect to CFL number and coarsening factor is not possible. This poor convergence and non-robustness is caused, at least in part, by an inadequate coarse-grid correction for smooth Fourier modes in space-time known as characteristic components. We propose an alternative coarse-grid operator that provides a better correction of these modes. This coarse-grid operator is related to previous work and uses a semi-Lagrangian discretization combined with an implicitly treated truncation error correction. Theory and numerical experiments show the proposed coarse-grid operator yields fast MGRIT convergence for many of the method-of-lines discretizations considered, including for both implicit and explicit discretizations of high order. Parallel results demonstrate speed-up over sequential time-stepping.

97 MATHEMATICS AND COMPUTING↗

Parameter identification of linear discrete stochastic systems with time delays

An identification algorithm that uses the maximum likelihood technique to identify the unknown time delays, plant parameters, and noise covariances of linear discrete stochastic systems is presented. Cases of additive white noise and colored measurement noises are considered. The likelihood function is evaluated using either a minimum-variance (Kalman) filter or a minimal-order observer. The Kalman filter is used in the identification algorithm to provide minimum-variance estimates. The minimal-order observer is a lower-dimensional and computationally simpler filter, and is advantageous especially for systems with long delays. It provides a less optimal solution to the minimum-mean-square state estimation problem. The colored-noise observer algorithm has the disadvantage of having to compute an extra error covariance matrix of lower order.

Wong, E. C.↗

Spatial resolution of different discretizations over long-time for the Dirac equation with small potentials

In this report we compare the long-time error bounds and spatial resolution of finite difference methods with different spatial discretizations for the Dirac equation with small electromagnetic potentials characterized by $\varepsilon \in (0, 1]$ a dimensionless parameter. We begin with the simple and widely used finite difference time domain (FDTD) methods, and establish rigorous error bounds of them, which are valid up to the time at $O(1/\varepsilon)$. In the error estimates, we pay particular attention to how the errors depend explicitly on the mesh size $h$ and time step $\tau$ as well as the small parameter $\varepsilon$. Based on the results, in order to obtain "correct" numerical solutions up to the time at $O(1/\varepsilon)$, the $\varepsilon$-scalability (or meshing strategy requirement) of the FDTD methods should be taken as $h = O(\varepsilon^{1/2})$ and $\tau = O(\varepsilon^{1/2})$. To improve the spatial resolution capacity, we apply the Fourier spectral method to discretize the Dirac equation in space. Error bounds of the resulting finite difference Fourier pseudospectral (FDFP) methods show that they exhibit uniform spatial errors in the long-time regime, which are optimal in space as suggested by the Shannon's sampling theorem. Extensive numerical results are reported to confirm the error bounds and demonstrate that they are sharp.

79 ASTRONOMY AND ASTROPHYSICS↗

Discretization chaos - Feedback control and transition to chaos

Problems in the design of feedback controllers for chaotic dynamical systems are considered theoretically, focusing on two cases where chaos arises only when a nonchaotic continuous-time system is discretized into a simpler discrete-time systems (exponential discretization and pseudo-Euler integration applied to Lotka-Volterra competition and prey-predator systems). Numerical simulation results are presented in extensive graphs and discussed in detail. It is concluded that care must be taken in applying standard dynamical-systems methods to control systems that may be discontinuous or nondifferentiable.

Grantham, Walter J.↗

Operator dynamics in Floquet many-body systems

We study operator dynamics in many-body quantum systems, focusing on generic features of systems that are ergodic, spatially extended, and lack conserved densities. Quantum circuits of various types provide simple models for such systems. We focus on Floquet quantum circuits, comparing their behavior with what has been found previously for circuits that are random in time. Floquet circuits, which have discrete time-translation symmetry, represent an intermediate case between circuits that are random in time and lack any symmetry, and systems with a time-independent Hamiltonian and continuous time-translation invariance. By making this comparison, one of our aims is to identify signatures of time-translation symmetry in Floquet operator dynamics. To characterize behavior we examine a variety of quantities in solvable models and numerically: operator autocorrelation functions; the partial spectral form factor; the out-of-time-order correlator (OTOC); and the paths in operator space that make the dominant contributions to the ensemble-averaged autocorrelation functions. Our most striking result is that ensemble-averaged autocorrelation functions show behavior that is distinctively different in Floquet systems compared to systems in which successive time-steps are independent. Specifically, while average autocorrelation functions decay on a microscopic timescale for circuits that are random in time, in Floquet systems they have a late-time tail with a duration that grows parametrically with the size of the operator support. In the simplest models this tail is separated from the initial decay by a minimum, so that the average autocorrelation function has an intermediate-time peak. The existence of these tails provides a way to understand deviations of the spectral form factor from random matrix behavior at times shorter than the Thouless time. In contrast to this feature in autocorrelation functions, we find no new aspects to the behavior of OTOCs for Floquet models compared to random-in-time circuits. We show that this difference between averaged autocorrelation functions and OTOCs can be understood in terms of the paths in operator space that contribute to the two quantities: paths for the former retain a limited support at late times, while paths for the latter are dominated by operator spreading. Published by the American Physical Society 2025

Yoshimura, Takato (ORCID:0000000309159846)↗

The large discretization step method for time-dependent partial differential equations

A new method for the acceleration of linear and nonlinear time dependent calculations is presented. It is based on the Large Discretization Step (LDS) approximation, defined in this work, which employs an extended system of low accuracy schemes to approximate a high accuracy discrete approximation to a time dependent differential operator. Error bounds on such approximations are derived. These approximations are efficiently implemented in the LDS methods for linear and nonlinear hyperbolic equations, presented here. In these algorithms the high and low accuracy schemes are interpreted as the same discretization of a time dependent operator on fine and coarse grids, respectively. Thus, a system of correction terms and corresponding equations are derived and solved on the coarse grid to yield the fine grid accuracy. These terms are initialized by visiting the fine grid once in many coarse grid time steps. The resulting methods are very general, simple to implement and may be used to accelerate many existing time marching schemes.

Haras, Zigo↗

Galerkin/Runge-Kutta discretizations for parabolic equations with time dependent coefficients

A new class of fully discrete Galerkin/Runge-Kutta methods is constructed and analyzed for linear parabolic initial boundary value problems with time dependent coefficients. Unlike any classical counterpart, this class offers arbitrarily high order convergence while significantly avoiding what has been called order reduction. In support of this claim, error estimates are proved, and computational results are presented. Additionally, since the time stepping equations involve coefficient matrices changing at each time step, a preconditioned iterative technique is used to solve the linear systems only approximately. Nevertheless, the resulting algorithm is shown to preserve the original convergence rate while using only the order of work required by the base scheme applied to a linear parabolic problem with time independent coefficients. Furthermore, it is noted that special Runge-Kutta methods allow computations to be performed in parallel so that the final execution time can be reduced to that of a low order method.

Keeling, Stephen L.↗

On Properties of Adjoint Systems for Evolutionary PDEs

We investigate the geometric structure of adjoint systems associated with evolutionary partial differential equations at the fully continuous, semi-discrete, and fully discrete levels and the relations between these levels. We show that the adjoint system associated with an evolutionary partial differential equation has an infinite-dimensional Hamiltonian structure, which is useful for connecting the fully continuous, semi-discrete, and fully discrete levels. We subsequently address the question of discretize-then-optimize versus optimize-then-discrete for both semi-discretization and time integration, by characterizing the commutativity of discretize-then-optimize methods versus optimize-then-discretize methods uniquely in terms of an adjoint-variational quadratic conservation law. For Galerkin semi-discretizations and one-step time integration methods in particular, we explicitly construct these commuting methods by using structure-preserving discretization techniques.

97 MATHEMATICS AND COMPUTING↗

Singular perturbation and time scale approaches in discrete control systems

After considering a singularly perturbed discrete control system, a singular perturbation approach is used to obtain outer and correction subsystems. A time scale approach is then applied via block diagonalization transformations to decouple the system into slow and fast subsystems. To a zeroth-order approximation, the singular perturbation and time-scale approaches are found to yield equivalent results.

Naidu, D. S.↗

An experimental comparison of a space-time multigrid method with PFASST for a reaction-diffusion problem

We consider two parallel-in-time approaches applied to a (reaction) diffusion problem, possibly non-linear. In particular, we consider PFASST (Parallel Full Approximation Scheme in Space and Time) and space-time multigrid strategies. For both approaches, we start from an integral formulation of the continuous time dependent problem. Then, a collocation form for PFASST and a discontinuous Galerkin discretization in time for the space-time multi-grid are employed, resulting in the same discrete solution at the time nodes. Strong and weak scaling of both multilevel strategies are compared for varying orders of the temporal discretization. Moreover, we investigate the respective convergence behavior for non-linear problems and highlight quantitative differences in execution times

97 MATHEMATICS AND COMPUTING↗

Virtual Time III, Part 1: Unified Virtual Time Synchronization for Parallel Discrete Event Simulation

Algorithms for synchronization of parallel discrete event simulation have historically been divided between conservative methods that require lookahead but not rollback, and optimistic methods that require rollback but not lookahead. In this paper we present a new approach in the form of a framework called Unified Virtual Time (UVT) that unifies the two approaches, combining the advantages of both within a single synchronization theory. Whenever timely lookahead information is available, a logical process (LP) executes conservatively using an irreversible event handler. When lookahead information is not available the LP does not block, as it would in a classical conservative execution, but instead executes optimistically using a reversible event handler. The switch from conservative to optimistic synchronization and back is decided on an event-by-event basis by the simulator, transparently to the model code. UVT treats conservative synchronization algorithms as optional accelerators for an underlying optimistic synchronization algorithm, enabling the speed of conservative execution whenever it is applicable, but otherwise falling back on the generality of optimistic execution. We describe UVT in a novel way, based on fundamental invariants, monotonicity requirements, and synchronization rules. UVT permits zero-delay messages and pays careful attention to tie-handling using superposition. We prove that under fairly general conditions a UVT simulation always makes progress in virtual time. This is Part 1 of a trio of papers describing the UVT framework for PDES, mixing conservative and optimistic synchronization and integrating throttling control.

97 MATHEMATICS AND COMPUTING↗

Fast Solution of Fully Implicit Runge--Kutta and Discontinuous Galerkin in Time for Numerical PDEs, Part I: the Linear Setting

Fully implicit Runge--Kutta (IRK) methods have many desirable properties as time integration schemes in terms of accuracy and stability, but high-order IRK methods are not commonly used in practice with numerical PDEs due to the difficulty of solving the stage equations. This paper introduces a theoretical and algorithmic preconditioning framework for solving the systems of equations that arise from IRK methods applied to linear numerical PDEs (without algebraic constraints). Additionally, this framework also naturally applies to discontinuous Galerkin discretizations in time. Under quite general assumptions on the spatial discretization that yield stable time integration, the preconditioned operator is proven to have condition number bounded by a small, order-one constant, independent of the spatial mesh and time-step size, and with only weak dependence on number of stages/polynomial order; for example, the preconditioned operator for 10th-order Gauss IRK has condition number less than two, independent of the spatial discretization and time step. The new method can be used with arbitrary existing preconditioners for backward Euler-type time-stepping schemes and is amenable to the use of three-term recursion Krylov methods when the underlying spatial discretization is symmetric. The new method is demonstrated to be effective on various high-order finite-difference and finite element discretizations of linear parabolic and hyperbolic problems, demonstrating fast, scalable solution of up to 10th-order accuracy. The new method consistently outperforms existing block preconditioning approaches, and in several cases, the new method can achieve 4th-order accuracy using Gauss integration with roughly half the number of preconditioner applications and wallclock time as required using standard diagonally IRK methods.

97 MATHEMATICS AND COMPUTING↗