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At least 685 records · Page 38

Data-driven Distributed Learning of Multi-agent Systems: A Koopman Operator Approach

Koopman operator theory provides a model-free technique for studying nonlinear dynamical systems purely from data. Since the Koopman operator is infinite-dimensional, researchers have developed several methods that provide a finite-dimensional approximation of the Koopman operator so that it can be applied for practical use cases. One common thing with most of the methods is that their solutions are obtained by solving a centralized minimization problem. In this work, we treat the dynamical system to be a multi-agent system and propose an algorithm to compute the finite-dimensional approximation of the Koopman operator in a distributed manner using the knowledge of the topology of the underlying multi-agent system. The proposed distributed approach is shown to be equivalent to the centralized learning problem and results in a sparse Koopman whose block structure mimics the Laplacian of the multi-agent system. Extensive simulation studies illustrate the proposed framework on the network of oscillators and the IEEE 68 bus system.

Nandanoori, Sai Pushpak↗

Data-Centric Approach to Capture Non-Polynomial Nonlinear Dynamics

We propose an analytical construction of observable functions in the extended dynamic mode decomposition (EDMD) algorithm. EDMD is a numerical method for approximating the spectral properties of the Koopman operator. The choice of observable functions is fundamental for applying EDMD to nonlinear problems arising in systems and control. Existing methods either start from a set of dictionary functions and look for the subset that best fits the underlying nonlinear dynamics or rely on machine learning algorithms to “learn” observable functions. Conversely, in this paper, we start from the dynamical system model and lift it through the Lie derivatives, rendering it into a polynomial form. This proposed transformation into a polynomial form is exact and provides an adequate set of observable functions. The strength of the proposed approach is its applicability to a broader class of nonlinear dynamical systems, particularly those with nonpolynomial functions and compositions thereof. Moreover, it retains the physical interpretability of the underlying dynamical system and can be readily integrated into existing numerical libraries. We demonstrate the proposed approach with an application to electric power systems. The modeled system consists of a single generator connected to an infinite bus, where nonlinear terms include sine and cosine functions. The results demonstrate the effectiveness of the proposed procedure in off-attractor nonlinear dynamics for estimation and prediction; the observable functions obtained from the proposed construction outperform methods that use dictionary functions comprising monomials or radial basis functions.

extended dynamic mode decomposition↗

Application of the method local potential to the analysis of turbulent shear flows

It has been found that, in general, the local potential cannot be employed to obtain approximate solutions for the various correlations of turbulent properties which appear in the time averaged form of the conservation equations. Although the method of local potential is equivalent to the Galerkin method when the self-consistent condition is applied, the local potential can also be applied as an iterative algorithm in place of using the selfconsistent condition. This procedure offers an alternative to the Galerkin method and may be useful in obtaining approximate solutions for the total turbulent velocity. In addition, for certain simple turbulent shear flows the iterative algorithm may permit approximate, but non-empirical, solutions by modeling only the mean velocity and the Reynolds stress.

Reed, T. D.↗

Exponential-fitted methods for integrating stiff systems of ordinary differential equations: Applications to homogeneous gas-phase chemical kinetics

Conventional algorithms for the numerical integration of ordinary differential equations (ODEs) are based on the use of polynomial functions as interpolants. However, the exact solutions of stiff ODEs behave like decaying exponential functions, which are poorly approximated by polynomials. An obvious choice of interpolant are the exponential functions themselves, or their low-order diagonal Pade (rational function) approximants. A number of explicit, A-stable, integration algorithms were derived from the use of a three-parameter exponential function as interpolant, and their relationship to low-order, polynomial-based and rational-function-based implicit and explicit methods were shown by examining their low-order diagonal Pade approximants. A robust implicit formula was derived by exponential fitting the trapezoidal rule. Application of these algorithms to integration of the ODEs governing homogenous, gas-phase chemical kinetics was demonstrated in a developmental code CREK1D, which compares favorably with the Gear-Hindmarsh code LSODE in spite of the use of a primitive stepsize control strategy.

Pratt, D. T.↗

Intelligent information extraction from reflectance spectra Absorption band positions

A multiple high-order derivative analysis algorithm has been developed which can automatically extract absorption band positions from low-quality reflectance spectra with little degredation of accuracy. Overlapping bands with comparable widths and intensities can be resolved whose centers are as close as 0.3-0.5 W, with safer resolution limits of 0.6-1.0 W band center separations suggested for overlapping bands that are dissimilar. The segment length for smoothing is continually adjusted to about 0.5 W to minimize signal distortion, and a spectral pattern recognition algorithm predicts the signal spectrum and calculates approximate W across the spectrum using its second derivative. A single-pass cubic spline is applied to the smoothed data, and a sliding segment sixth-order polynomial is fit to the spectrum, with the length of the segment being continuously locally adjusted to 1.0 W across the spectrum. Good reliability and consistency of the algorithm is demonstrated with application to laboratory and earth-based telescope spectra.

Huguenin, R. L.↗

Dynamical vertex approximation for many-electron systems with spontaneously broken SU(2) symmetry

We generalize the formalism of the dynamical vertex approximation (DΓA)—a diagrammatic extension of the dynamical mean-field theory (DMFT)—to treat magnetically ordered phases. To this aim, we start by concisely illustrating the many-electron formalism for performing ladder resummations of Feynman diagrams in systems with broken SU(2) symmetry associated to ferromagnetic (FM) or antiferromagnetic (AF) order. We then analyze the algorithmic simplifications introduced by taking the local approximation of the two-particle irreducible vertex functions in the Bethe-Salpeter equations, which defines the ladder implementation of DΓA for magnetic systems. The relation of this assumption with the DMFT limit of large coordination-number/high dimensions is explicitly discussed. As a last step, we derive the expression for the ladder DΓA self-energy in the FM- and AF-ordered phases of the Hubbard model. The physics emerging in the AF-ordered case is explicitly illustrated by means of approximated calculations based on a static mean-field input for DΓA equations. The results obtained capture fundamental aspects of both metallic and insulating ground states of two-dimensional antiferromagnets, providing a reliable compass for future, more extensive applications of our approach. Furthermore, possible routes to further develop diagrammatic-based treatments of magnetic phases in correlated electron systems are briefly outlined in the Conclusions.

2-dimensional systems↗

General relaxation schemes in multigrid algorithms for higher order singularity methods

Relaxation schemes based on approximate and incomplete factorization technique (AF) are described. The AF schemes allow construction of a fast multigrid method for solving integral equations of the second and first kind. The smoothing factors for integral equations of the first kind, and comparison with similar results from the second kind of equations are a novel item. Application of the MD algorithm shows convergence to the level of truncation error of a second order accurate panel method.

Oskam, B.↗

Multistage classification of multispectral Earth observational data: The design approach

An algorithm is proposed which predicts the optimal features at every node in a binary tree procedure. The algorithm estimates the probability of error by approximating the area under the likelihood ratio function for two classes and taking into account the number of training samples used in estimating each of these two classes. Some results on feature selection techniques, particularly in the presence of a very limited set of training samples, are presented. Results comparing probabilities of error predicted by the proposed algorithm as a function of dimensionality as compared to experimental observations are shown for aircraft and LANDSAT data. Results are obtained for both real and simulated data. Finally, two binary tree examples which use the algorithm are presented to illustrate the usefulness of the procedure.

Bauer, M. E.↗

A new minimax algorithm

The representation min t s.t. F(I)(x). - t less than or equal to 0 for all i is examined. An active set strategy is designed of functions: active, semi-active, and non-active. This technique will help in preventing zigzagging which often occurs when an active set strategy is used. Some of the inequality constraints are handled with slack variables. Also a trust region strategy is used in which at each iteration there is a sphere around the current point in which the local approximation of the function is trusted. The algorithm is implemented into a successful computer program. Numerical results are provided.

Vardi, A.↗

A Simple Stochastic Model for Generating Broken Cloud Optical Depth and Top Height Fields

A simple and fast algorithm for generating two correlated stochastic twodimensional (2D) cloud fields is described. The algorithm is illustrated with two broken cumulus cloud fields: cloud optical depth and cloud top height retrieved from Moderate Resolution Imaging Spectrometer (MODIS). Only two 2D fields are required as an input. The algorithm output is statistical realizations of these two fields with approximately the same correlation and joint distribution functions as the original ones. The major assumption of the algorithm is statistical isotropy of the fields. In contrast to fractals and the Fourier filtering methods frequently used for stochastic cloud modeling, the proposed method is based on spectral models of homogeneous random fields. For keeping the same probability density function as the (first) original field, the method of inverse distribution function is used. When the spatial distribution of the first field has been generated, a realization of the correlated second field is simulated using a conditional distribution matrix. This paper is served as a theoretical justification to the publicly available software that has been recently released by the authors and can be freely downloaded from http://i3rc.gsfc.nasa.gov/Public codes clouds.htm. Though 2D rather than full 3D, stochastic realizations of two correlated cloud fields that mimic statistics of given fields have proved to be very useful to study 3D radiative transfer features of broken cumulus clouds for better understanding of shortwave radiation and interpretation of the remote sensing retrievals.

Prigarin, Sergei M.↗

Comparison of surface wind stress measurements - Airborne radar scatterometer versus sonic anemometer

Sea surface wind stress measurements recorded by a sonic anemometer are correlated with airborne scatterometer measurements of ocean roughness (cross section of radar backscatter) to establish the accuracy of remotely sensed data and assist in the definition of geophysical algorithms for the scatterometer sensor aboard Seasat A. Results of this investigation are as follows: Comparison of scatterometer and sonic anemometer wind stress measurements are good for the majority of cases; however, a tendency exists for scatterometer wind stress to be somewhat high for higher wind conditions experienced in this experiment (6-9 m/s). The scatterometer wind speed algorithm tends to overcompute the higher wind speeds by approximately 0.5 m/s. This is a direct result of the scatterometer overestimate of wind stress from which wind speeds are derived. Algorithmic derivations of wind speed and direction are, in most comparisons, within accuracies defined by Seasat A scatterometer sensor specifications.

Brucks, J. T.↗

Electronic Thermometer Readings

NASA Stennis' adaptive predictive algorithm for electronic thermometers uses sample readings during the initial rise in temperature and applies an algorithm that accurately and rapidly predicts the steady state temperature. The final steady state temperature of an object can be calculated based on the second-order logarithm of the temperature signals acquired by the sensor and predetermined variables from the sensor characteristics. These variables are calculated during tests of the sensor. Once the variables are determined, relatively little data acquisition and data processing time by the algorithm is required to provide a near-accurate approximation of the final temperature. This reduces the delay in the steady state response time of a temperature sensor. This advanced algorithm can be implemented in existing software or hardware with an erasable programmable read-only memory (EPROM). The capability for easy integration eliminates the expense of developing a whole new system that offers the benefits provided by NASA Stennis' technology.

Source record↗

Estimation of optical flow in airborne electro-optical sensors by stochastic approximation

The essence of motion or range estimation by passive electrooptical means is the ability to determine the correspondence of picture elements in pairs of image frames and to estimate their coordinates and their disparity (relative shifts) in the image plane of an electrooptical imaging sensor. The disparity can be in successive frames due to self-motion or in simultaneous frames of a stereo pair. A key issue is to provide these estimates on-line. This paper describes the theoretical background of such an interframe shift estimator. It is based on a stochastic gradient algorithm, specifically implementing a form of stochastic approximation, which can achieve rapid convergence of the shift estimate. Analytical and numerical simulation examples for random texture and isolated features validate the feasibility and the effectiveness of the estimator.

Merhav, S. J.↗

Learning high-dimensional parametric maps via reduced basis adaptive residual networks

We propose a scalable framework for the learning of high-dimensional parametric maps via adaptively constructed residual network (ResNet) maps between reduced bases of the inputs and outputs. When just few training data are available, it is beneficial to have a compact parametrization in order to ameliorate the ill-posedness of the neural network training problem. By linearly restricting high-dimensional maps to informed reduced bases of the inputs, one can compress high-dimensional maps in a constructive way that can be used to detect appropriate basis ranks, equipped with rigorous error estimates. A scalable neural network learning framework is thus to learn the nonlinear compressed reduced basis mapping. Unlike the reduced basis construction, however, neural network constructions are not guaranteed to reduce errors by adding representation power, making it difficult to achieve good practical performance. Inspired by recent approximation theory that connects ResNets to sequential minimizing flows, we present an adaptive ResNet construction algorithm. This algorithm allows for depth-wise enrichment of the neural network approximation, in a manner that can achieve good practical performance by first training a shallow network and then adapting. We prove universal approximation of the associated neural network class for $L^2_v$ functions on compact sets. Our overall framework allows for constructive means to detect appropriate breadth and depth, and related compact parametrizations of neural networks, significantly reducing the need for architectural hyperparameter tuning. Numerical experiments for parametric PDE problems and a 3D CFD wing design optimization parametric map demonstrate that the proposed methodology can achieve remarkably high accuracy for limited training data, and outperformed other neural network strategies we compared against.

42 ENGINEERING↗

Efficient solution of parabolic equations by Krylov approximation methods

Numerical techniques for solving parabolic equations by the method of lines is addressed. The main motivation for the proposed approach is the possibility of exploiting a high degree of parallelism in a simple manner. The basic idea of the method is to approximate the action of the evolution operator on a given state vector by means of a projection process onto a Krylov subspace. Thus, the resulting approximation consists of applying an evolution operator of a very small dimension to a known vector which is, in turn, computed accurately by exploiting well-known rational approximations to the exponential. Because the rational approximation is only applied to a small matrix, the only operations required with the original large matrix are matrix-by-vector multiplications, and as a result the algorithm can easily be parallelized and vectorized. Some relevant approximation and stability issues are discussed. We present some numerical experiments with the method and compare its performance with a few explicit and implicit algorithms.

Gallopoulos, E.↗

Combining Sparse Approximate Factorizations with Mixed-precision Iterative Refinement

The standard LU factorization-based solution process for linear systems can be enhanced in speed or accuracy by employing mixed-precision iterative refinement. Most recent work has focused on dense systems. We investigate the potential of mixed-precision iterative refinement to enhance methods for sparse systems based on approximate sparse factorizations. In doing so, we first develop a new error analysis for LU- and GMRES-based iterative refinement under a general model of LU factorization that accounts for the approximation methods typically used by modern sparse solvers, such as low-rank approximations or relaxed pivoting strategies. We then provide a detailed performance analysis of both the execution time and memory consumption of different algorithms, based on a selected set of iterative refinement variants and approximate sparse factorizations. Our performance study uses the multifrontal solver MUMPS, which can exploit block low-rank factorization and static pivoting. We evaluate the performance of the algorithms on large, sparse problems coming from a variety of real-life and industrial applications showing that mixed-precision iterative refinement combined with approximate sparse factorization can lead to considerable reductions of both the time and memory consumption.

97 MATHEMATICS AND COMPUTING↗

Eliminating Obliquity Error from the Estimation of Ionospheric Delay in a Satellite-Based Augmentation System

Current satellite-based augmentation systems estimate ionospheric delay using algorithms that assume the electron density of the ionosphere is non-negligible only in a thin shell located near the peak of the actual profile. In its initial operating capability, for example, the Wide Area Augmentation System incorporated the thin shell model into an estimation algorithm that calculates vertical delay using a planar fit. Under disturbed conditions or at low latitude where ionospheric structure is complex, however, the thin shell approximation can serve as a significant source of estimation error. A recent upgrade of the system replaced the planar fit algorithm with an algorithm based upon kriging. The upgrade owes its success, in part, to the ability of kriging to mitigate the error due to this approximation. Previously, alternative delay estimation algorithms have been proposed that eliminate the need for invoking the thin shell model altogether. Prior analyses have compared the accuracy achieved by these methods to the accuracy achieved by the planar fit algorithm. This paper extends these analyses to include a comparison with the accuracy achieved by kriging. It concludes by examining how a satellite-based augmentation system might be implemented without recourse to the thin shell approximation.

delay estimation↗

Effect of partially-clouded scenes on the determination of ozone

Differences in wavelength pair ozone values determined from Backscattered Ultraviolet (BUV) instrument measurements are directly correlated with scene reflectivity which, in turn, is a function of scene cloudiness. At low solar zenith angles (overhead sun), maximum discrepancies between pair values of 2 to 3 percent. These discrepancies are believed to be due to algorithmic behavior and imply a mean error in the final derived ozone of approximately 5 percent for cases of 50 percent reflectivity. Results using a new algorithm show a significant decrease in pair discrepancy and, therefore, in the error of the final derived ozone.

Seftor, C. J.↗