Structure and stability of discrete-time optimal systems
Discrete-time optimal linear systems structure and stability, assuming quadratic costs and perfect observability
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Discrete-time optimal linear systems structure and stability, assuming quadratic costs and perfect observability
Problems of oscillations of linear systems are discussed, including systems with a fractional number of degrees of freedom as well as free oscillations of a cantilever in the field of centrifugal forces. Four methods of solving the problem of the action of periodic instantaneous impulses are presented. The Tacoma catastrophe is analyzed and used as an example of aeroelastic oscillations. Problems of nonlinear system oscillations include the vibration maintenance of rotation, the Sommerfeld effect, and self-oscillations of a quasi-system with dry friction.
Previously proposed quantum algorithms for solving linear systems of equations cannot be implemented in the near term due to the re quired circuit depth. Here, we propose a hybrid quantum-classical algorithm, called Variational Quantum Linear Solver (VQLS), for solving linear systems on near-term quantum computers. VQLS seeks to variationally prepare |x$\rangle$ such that A|x$\rangle$ ∝ |b$\rangle$. We derive an operationally meaningful termination condition for VQLS that allows one to guarantee that a desired solution precision ϵ is achieved. Specifically, we prove that C $⩾$ ϵ 2 /κ 2 , where C is the VQLS cost function and κ is the condition number of A. We present efficient quantum circuits to estimate C, while providing evidence for the classical hardness of its estimation. Using Rigetti’s quantum computer, we success fully implement VQLS up to a problem size of 1024 × 1024. Finally, we numerically solve nontrivial problems of size up to 2 50 × 2 50 . For the specific examples that we consider, we heuristically find that the time complexity of VQLS scales efficiently in ϵ, κ, and the system size N.
The conventional method to predict the onset of laminar-turbulent transition in convectively unstable boundary-layer flows is based on the logarithmic amplification ratio, the so-called N-factor, of the linear instability waves. To calculate the N-factor, the flow variables are decomposed into a laminar basic state solution and the linear disturbances, which are assumed to be harmonic in time. The most commonly used linear stability analysis approaches include the locally parallel linear stability theory (LST) and the non-local, weakly nonparallel parabolized stability equations (PSE). However, these methods do not account for strong streamwise gradients that are encountered in several configurations of interest, as roughness elements, steps, gaps, or corners. To solve the linear evolution of disturbances along such strongly nonparallel regions, the harmonic linearized Navier-Stokes equations (HLNSE) need to be solved. The discretization of the HLNSE for spanwise/azimuthally inhomogeneous laminar basic states yields a linear system of complex arithmetic with a leading dimension of the order of 107 to 108. A combined multithread and multiprocessor algorithm is implemented for the direct solution of such linear system. Results for a supersonic boundary layer over a three-dimensional roughness patch show good agreement with experimental measurements when the evolution of the instability waves over the roughness patch is included via the HLNSE.
As part of the Consortium for Advanced Simulation of Light Water Reactors (CASL), the Virtual Environment for Reactor Applications (VERA) is being developed to provide high-fidelity multi-physics simulations of nuclear reactor cores. The MPACT code being developed collaboratively by Oak Ridge National Laboratory and the University of Michigan includes the primary deterministic neutron transport solver available within VERA. MPACT employs the 2D/1D method to solve three-dimensional problems, using 2D method of characteristics (MOC) radial transport solvers with 1D NEM-SP3 axial transport solvers, which are coupled using axial and radial transverse leakages. A 3D coarse mesh finite difference (CMFD) solver is used to provide accelerated convergence that is more stable. The Portable, Extensible Tool kit for Scientific Computation (PETSc) generalized minimal residual (GMRES) iterative solver with a block Jacobi preconditioner has been used to solve the CMFD linear systems. This work focused on the addition of a red-black successive over-relaxation (RBSOR) solver to reduce overall runtime by reducing time spent solving the CMFD linear systems. (authors)
In this work, we study an iterative low-rank approximation method for the solution of the steady-state stochastic Navier--Stokes equations with uncertain viscosity. The method is based on linearization schemes using Picard and Newton iterations and stochastic finite element discretizations of the linearized problems. For computing the low-rank approximate solution, we adapt the nonlinear iterations to an inexact and low-rank variant, where the solution of the linear system at each nonlinear step is approximated by a quantity of low rank. This is achieved by using a tensor variant of the GMRES method as a solver for the linear systems. We explore the inexact low-rank nonlinear iteration with a set of benchmark problems, using a model of flow over an obstacle, under various configurations characterizing the statistical features of the uncertain viscosity, and we demonstrate its effectiveness by extensive numerical experiments.
We propose IMEX HDG-DG schemes for planar and spherical shallow water systems. Of interest is subcritical flow, where the speed of the gravity wave is faster than that of nonlinear advection. In order to simulate these flows efficiently, we split the governing system into a stiff part describing the gravity wave and a non-stiff part associated with nonlinear advection. The former is discretized implicitly with the HDG method while an explicit Runge-Kutta DG discretization is employed for the latter. The proposed IMEX HDG-DG framework: 1) facilitates high-order solutions both in time and space; 2) avoids overly small time-step sizes; 3) requires only one linear system solve per time stage; 4) relative to DG generates smaller and sparser linear systems while promoting further parallelism; and 5) suppresses the fast modes in the system with a large time-step size. Numerical results for various test cases demonstrate that our methods are beneficial for applications where non-stiff terms are accurately treated while stiff terms are less accurately handled.
The linear rocket engine is shown to be a viable candidate propulsion system for post-Space Shuttle single-stage-to-orbit systems. The linear engine system has been developed and fired demonstrating high performance and long life with firing durations exceeding 500 seconds. The application of the split or dual combustor to the linear engine permits the uses of two different propellant combinations in a single engine system. The split combustor possesses the advantages of the two position extendible bell nozzle in a fixed nozzle configuration. Engine power cycles and applications to typical vehicles are discussed.
A Galerkin method for systems of PDE's in circular geometries is presented with motivating problems being drawn from structural, acoustic, and structural acoustic applications. Depending upon the application under consideration, piecewise splines or Legendre polynomials are used when approximating the system dynamics with modifications included to incorporate the analytic solution decay near the coordinate singularity. This provides an efficient method which retains its accuracy throughout the circular domain without degradation at singularity. Because the problems under consideration are linear or weakly nonlinear with constant or piecewise constant coefficients, transform methods for the problems are not investigated. While the specific method is developed for the two dimensional wave equations on a circular domain and the equation of transverse motion for a thin circular plate, examples demonstrating the extension of the techniques to a fully coupled structural acoustic system are used to illustrate the flexibility of the method when approximating the dynamics of more complex systems.
An abstract approximation framework and convergence theory for the identification of thermoelastic systems is developed. Starting from an abstract operator formulation consisting of a coupled second order hyperbolic equation of elasticity and first order parabolic equation for heat conduction, well-posedness is established using linear semigroup theory in Hilbert space, and a class of parameter estimation problems is then defined involving mild solutions. The approximation framework is based upon generic Galerkin approximation of the mild solutions, and convergence of solutions of the resulting sequence of approximating finite dimensional parameter identification problems to a solution of the original infinite dimensional inverse problem is established using approximation results for operator semigroups. An example involving the basic equations of one dimensional linear thermoelasticity and a linear spline based scheme are discussed. Numerical results indicate how the approach might be used in a study of damping mechanisms in flexible structures.
The problem of robust stability in linear systems with parametric uncertainties is considered. Explicit stability bounds on uncertain parameters are derived and expressed in terms of linear inequalities for continuous systems, and inequalities with quadratic terms for discrete-times systems. Cases where system parameters are nonlinear functions of an uncertainty are also examined.
A new, improved importance sampling (IIS) approach to simulation is considered. Some basic concepts of IS are introduced, and detailed evolutions of simulation estimation variances for Monte Carlo (MC) and IS simulations are given. The general results obtained from these evolutions are applied to the specific previously known conventional importance sampling (CIS) technique and the new IIS technique. The derivation for a linear system with no signal random memory is considered in some detail. For the CIS technique, the optimum input scaling parameter is found, while for the IIS technique, the optimum translation parameter is found. The results are generalized to a linear system with memory and signals. Specific numerical and simulation results are given which show the advantages of CIS over MC and IIS over CIS for simulations of digital communications systems.
Here, compressive sensing is a powerful technique for recovering sparse solutions of underdetermined linear systems, which is often encountered in uncertainty quantification analysis of expensive and high-dimensional physical models. We perform numerical investigations employing several compressive sensing solvers that target the unconstrained LASSO formulation, with a focus on linear systems that arise in the construction of polynomial chaos expansions. With core solvers l1_ls, SpaRSA, CGIST, FPC_AS, and ADMM, we develop techniques to mitigate overfitting through an automated selection of regularization constant based on cross-validation, and a heuristic strategy to guide the stop-sampling decision. Practical recommendations on parameter settings for these techniques are provided and discussed. The overall method is applied to a series of numerical examples of increasing complexity, including large eddy simulations of supersonic turbulent jet-in-crossflow involving a 24-dimensional input. Through empirical phase-transition diagrams and convergence plots, we illustrate sparse recovery performance under structures induced by polynomial chaos, accuracy, and computational trade-offs between polynomial bases of different degrees, and practicability of conducting compressive sensing for a realistic, high-dimensional physical application. Across test cases studied in this paper, we find ADMM to have demonstrated empirical advantages through consistent lower errors and faster computational times.
StruMF is an algebraic structured preconditioner for the interative solution of large sparse linear systems. The preconditioner corresponds to a multifrontal variant of sparse LU factorization in which some dense blocks of the factors are approximated with low-rank matrices. It is algebraic in that it only requires the linear system itself, and the approximation threshold that determines the accuracy of individual low-rank approximations. Favourable rank properties are obtained using a block partitioning which is a refinement of the partitioning induced by nested dissection ordering.
We present two quantum interior point methods for semidefinite optimization problems, building on recent advances in quantum linear system algorithms. The first scheme, more similar to a classical solution algorithm, computes an inexact search direction and is not guaranteed to explore only feasible points; the second scheme uses a nullspace representation of the Newton linear system to ensure feasibility even with inexact search directions. The second is a novel scheme that might seem impractical in the classical world, but it is well-suited for a hybrid quantum-classical setting. We show that both schemes converge to an optimal solution of the semidefinite optimization problem under standard assumptions. By comparing the theoretical performance of classical and quantum interior point methods with respect to various input parameters, we show that our second scheme obtains a speedup over classical algorithms in terms of the dimension of the problem n , but has worse dependence on other numerical parameters.
The conventional method to predict the onset of laminar-turbulent transition in convectively unstable boundary-layer flows is based on the logarithmic amplification ratio, the so-called N-factor, of the linear instability waves. To calculate the N-factor, the flow variables are decomposed into a laminar basic state solution and the linear disturbances, which are assumed to be harmonic in time. The most commonly used linear stability analysis approaches include the locally parallel linear stability theory (LST) and the nonlocal, weakly nonparallel parabolized stability equations (PSE). However, these methods do not account for strong streamwise gradients that are encountered in several configurations of interest, such as those in the vicinity of roughness elements, steps, gaps, or corners. To compute the linear evolution of disturbances along such strongly nonparallel regions, the harmonic linearized Navier-Stokes equations (HLNSE) need to be solved. The discretization of the HLNSE for spanwise/azimuthally inhomogeneous laminar basic states yields a linear system of complex arithmetic with a leading dimension of the order of 10^(7) to 10^(8) even in relatively simple flows. A combined multithread and multiprocessor algorithm is implemented for the direct solution of such linear systems. Results for a supersonic boundary layer over a three-dimensional roughness patch show good agreement with experimental measurements when the evolution of the instability waves over the roughness patch is included via the HLNSE. Additionally, inflow-resolvent analysis based on the HLNSE for discrete-roughness-induced disturbances in the nose tip of a blunt cone at Mach 6 demonstrates the importance of including the disturbance amplification along the near vicinity of the roughness element and separation region.
Feedback structures to reduce parameter sensitivity of linear system derived from solution of classical linear regulator problem for design of automatic control systems
The solution of large, sparse linear systems is typically a dominant phase of computation for simulations based on partial differential equations, which are ubiquitous in scientific and engineering applications. While preconditioned Krylov methods are widely used and provide many advantages for solving sparse linear systems that do not have highly convergent, geometric multigrid solvers or specialized fast solvers, Krylov methods encounter well-known scaling difficulties for over 10,000 processor cores because each iteration requires at least one vector inner product, which in turn requires a global synchronization that scales poorly because of internode latency. To aid in overcoming these difficulties, we have developed hierarchical Krylov methods and nested Krylov methods in the PETSc library that reduce the number of global inner products required across the entire system (where they are expensive), though freely allow vector inner products across smaller subsets of the entire system (where they are inexpensive) or use inner iterations that do not invoke vector inner products at all. Nested Krylov methods are a generalization of inner-outer iterative methods with two or more layers. Hierarchical Krylov methods are a generalization of block Jacobi and overlapping additive Schwarz methods, where each block itself is solved by Krylov methods on smaller blocks. Conceptually, the hierarchy can continue recursively to an arbitrary number of levels of smaller and smaller blocks. As a specific case, we introduce the hierarchical FGMRES method, or h-FGMRES, and we demonstrate the impact of two-level h-FGMRES with a variable preconditioner on the PFLOTRAN subsurface flow application. We also demonstrate the impact of nested FGMRES, BiCGStab and Chebyshev methods. These hierarchical Krylov methods and nested Krylov methods significantly reduced overall PFLOTRAN simulation time on the Cray XK6 when using 10,000 through 224,000 cores through the combined effects of reduced global synchronization due to fewer global inner products and stronger inner hierarchical or nested preconditioners.