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Results for “Differential Dynamic Programming”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 73 records · Page 4
All sourcesNASA NTRSDOE OSTI
DOE OSTI2015

H–J–B Equations of Optimal Consumption-Investment and Verification Theorems

We consider a consumption-investment problem on infinite time horizon maximizing discounted expected HARA utility for a general incomplete market model. Based on dynamic programming approach we derive the relevant H–J–B equation and study the existence and uniqueness of the solution to the nonlinear partial differential equation. By using the smooth solution we construct the optimal consumption rate and portfolio strategy and then prove the verification theorems under certain general settings.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS2009

Spitzer IRS (8-30 micron) Spectra of Basaltic Asteroids 1459 Magnya and 956 Elisa: Mineralogy and Thermal Properties

We report preliminary results from Spitzer IRS (Infrared Spectrograph) spectroscopy of 956 Elisa, 1459 Magnya, and other small basaltic asteroids with the Spitzer IRS. Program targets include members of the dynamical family of the unique large differentiated asteroid 4 Vesta ("Vestoids"), several outer-main-belt basaltic asteroids whose orbits exclude them from originating on 4 Vesta, and the basaltic near-Earth asteroid 4055 Magellan. The preliminary thermal model (STM) fit to the 5--35 micron spectrum of 956 Elisa gives a radius of 5.4 +/- 0.3 km and a subsolar- point temperature of 282.2 +/- 0.5 K. This temperature corresponds to eta approximately equals 1.06 +/- 0.02, which is substantially higher than the eta approximately equals 0.756 characteristic of large main-belt asteroids. Unlike 4 Vesta and other large asteroids, therefore, 956 Elisa has significant thermal inertia in its surface layer. The wavelength of the Christiansen feature (emissivity maximum near 9 micron), the positions and shapes of the narrow maxima (10 micron, 11 micron) within the broad 9--14 micron silicate band, and the 19--20 micron minimum are consistent with features found in the laboratory spectra of diogenites and of low-Ca pyroxenes of similar composition (Wo<5, En50-En75).

Lim, Lucy F.↗
DOE OSTI2023

A Fast Temporal Decomposition Procedure for Long-Horizon Nonlinear Dynamic Programming

We propose a fast temporal decomposition procedure for solving long-horizon nonlinear dynamic programs. The core of the procedure is sequential quadratic programming (SQP) that utilizes a differentiable exact augmented Lagrangian as the merit function. Within each SQP iteration, we approximately solve the Newton system using an overlapping temporal decomposition strategy. We show that the approximate search direction is still a descent direction of the augmented Lagrangian provided the overlap size and penalty parameters are suitably chosen, which allows us to establish the global convergence. Moreover, we show that a unit step size is accepted locally for the approximate search direction and further establish a uniform, local linear convergence over stages. This local convergence rate matches the rate of the recent Schwarz scheme (Na et al. 2022). However, the Schwarz scheme has to solve nonlinear subproblems to optimality in each iteration, whereas we only perform a single Newton step instead. Numerical experiments validate our theories and demonstrate the superiority of our method.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1984

Dynamics of early planetary gear trains

A method to analyze the static and dynamic loads in a planetary gear train was developed. A variable-variable mesh stiffness (VVMS) model was used to simulate the external and internal spur gear mesh behavior, and an equivalent conventional gear train concept was adapted for the dynamic studies. The analysis can be applied either involute or noninvolute spur gearing. By utilizing the equivalent gear train concept, the developed method may be extended for use for all types of epicyclic gearing. The method is incorporated into a computer program so that the static and dynamic behavior of individual components can be examined. Items considered in the analysis are: (1) static and dynamic load sharing among the planets; (2) floating or fixed Sun gear; (3) actual tooth geometry, including errors and modifications; (4) positioning errors of the planet gears; (5) torque variations due to noninvolute gear action. A mathematical model comprised of power source, load, and planetary transmission is used to determine the instantaneous loads to which the components are subjected. It considers fluctuating output torque, elastic behavior in the system, and loss of contact between gear teeth. The dynamic model has nine degrees of freedom resulting in a set of simultaneous second order differential equations with time varying coefficients, which are solved numerically. The computer program was used to determine the effect of manufacturing errors, damping and component stiffness, and transmitted load on dynamic behavior. It is indicated that this methodology offers the designer/analyst a comprehensive tool with which planetary drives may be quickly and effectively evaluated.

August, R.↗
DOE OSTI2024

Solving differential‐algebraic equations in power system dynamic analysis with quantum computing

Abstract Power system dynamics are generally modeled by high dimensional non‐linear differential‐algebraic equations (DAEs) given a large number of components forming the network. These DAEs' complexity can grow exponentially due to the increasing penetration of distributed energy resources, whereas their computation time becomes sensitive due to the increasing interconnection of the power grid with other energy systems. This paper demonstrates the use of quantum computing algorithms to solve DAEs for power system dynamic analysis. We leverage a symbolic programming framework to equivalently convert the power system's DAEs into ordinary differential equations (ODEs) using index reduction methods and then encode their data into qubits using amplitude encoding. The system non‐linearity is captured by Hamiltonian simulation with truncated Taylor expansion so that state variables can be updated by a quantum linear equation solver. Our results show that quantum computing can solve the power system's DAEs accurately with a computational complexity polynomial in the logarithm of the system dimension. We also illustrate the use of recent advanced tools in scientific machine learning for implementing complex computing concepts, that is, Taylor expansion, DAEs/ODEs transformation, and quantum computing solver with abstract representation for power engineering applications.

computational complexity↗
DOE OSTI2015

Stochastic Differential Games for Fully Coupled FBSDEs with Jumps

This paper is concerned with stochastic differential games (SDGs) defined through fully coupled forward-backward stochastic differential equations (FBSDEs) which are governed by Brownian motion and Poisson random measure. The upper and the lower value functions are defined by the doubly controlled fully coupled FBSDEs with jumps. Using a new transformation introduced in Buchdahn (Stocha Process Appl 121:2715–2750, 2011), we prove that the upper and the lower value functions are deterministic. Then, after establishing the dynamic programming principle for the upper and the lower value functions of this SDGs, we prove that the upper and the lower value functions are the viscosity solutions to the associated upper and the lower second order integral-partial differential equations of Isaacs’ type combined with an algebraic equation, respectively. Furthermore, for a special case (when σ and h do not depend on (y,z,k)), under the Isaacs’ condition, we get the existence of the value of the game.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS1975

DYNGEN: A program for calculating steady-state and transient performance of turbojet and turbofan engines

The DYNGEN, a digital computer program for analyzing the steady state and transient performance of turbojet and turbofan engines, is described. The DYNGEN is based on earlier computer codes (SMOTE, GENENG, and GENENG 2) which are capable of calculating the steady state performance of turbojet and turbofan engines at design and off-design operating conditions. The DYNGEN has the combined capabilities of GENENG and GENENG 2 for calculating steady state performance; to these the further capability for calculating transient performance was added. The DYNGEN can be used to analyze one- and two-spool turbojet engines or two- and three-spool turbofan engines without modification to the basic program. A modified Euler method is used by DYNGEN to solve the differential equations which model the dynamics of the engine. This new method frees the programmer from having to minimize the number of equations which require iterative solution. As a result, some of the approximations normally used in transient engine simulations can be eliminated. This tends to produce better agreement when answers are compared with those from purely steady state simulations. The modified Euler method also permits the user to specify large time steps (about 0.10 sec) to be used in the solution of the differential equations. This saves computer execution time when long transients are run. Examples of the use of the program are included, and program results are compared with those from an existing hybrid-computer simulation of a two-spool turbofan.

Sellers, J. F.↗
NASA NTRS1972

Development of communications analysis techniques

Major results from the frequency analysis of system program (FASP) are reported. The FASP procedure was designed to analyze or design linear dynamic systems, but can be used to solve any problem that can be described by a system of linear time invariant differential equations. The program also shows plots of performance changes as design parameters are adjusted. Experimental results on narrowband FM distortion are also reported.

Shelton, R. D.↗
DOE OSTI2025

Rare Lepton Decays and Differentiable Hadronization Models - From Signatures of New Physics to Data-driven Event Generation

This dissertation is partitioned into two parts: phenomenological studies focused on rare lepton decays as probes of heavy and light new physics, and the development of differentiable, data-driven hadronization models. Part I develops the phenomenology of new physics signatures stemming from rare charged lepton flavor violating decays probed by experiments at the intensity frontier. These include interactions mediated by both high-scale effective operators and light new physics, manifesting in multi-lepton final states ($\mu \to 5e$), elastic nuclear transitions ($\mu \to e$ conversion), baryon-number-violating muon capture, and time-dependent signals from ultralight dark matter ($\mu \to e \phi, \tau \to \ell \phi$). Part II develops two distinct strategies for advancing differentiable and data-driven hadronization models. One involves comprehensive reweighting frameworks for hadronization that enable efficient uncertainty estimation, facilitate parameter tuning, and interface naturally with differentiable programming paradigms. The other introduces machine-learning-based methods for extracting microscopic fragmentation dynamics directly from macroscopic observables through the deformation of existing models -- effectively providing solutions to the inverse problem of hadronization. Altogether, these studies advance the interpretability, flexibility, and precision of theoretical predictions for both high-intensity and high-energy experiments.

Menzo, Tony [Cincinnati U.] (ORCID:000000022013457↗
NASA NTRS1976

Studies of aircraft differential maneuvering. Report 75-27: Calculating of differential-turning barrier surfaces. Report 75-26: A user's guide to the aircraft energy-turn and tandem-motion computer programs. Report 75-7: A user's guide to the aircraft energy-turn hodograph program

The numerical analysis of composite differential-turn trajectory pairs was studied for 'fast-evader' and 'neutral-evader' attitude dynamics idealization for attack aircraft. Transversality and generalized corner conditions are examined and the joining of trajectory segments discussed. A criterion is given for the screening of 'tandem-motion' trajectory segments. Main focus is upon the computation of barrier surfaces. Fortunately, from a computational viewpoint, the trajectory pairs defining these surfaces need not be calculated completely, the final subarc of multiple-subarc pairs not being required. Some calculations for pairs of example aircraft are presented. A computer program used to perform the calculations is included.

Kelley, H. J.↗
NASA NTRS1989

Experimental verification of dynamic simulation

The dynamics model here is a backhoe, which is a four degree of freedom manipulator from the dynamics standpoint. Two types of experiment are chosen that can also be simulated by a multibody dynamics simulation program. In the experiment, recorded were the configuration and force histories; that is, velocity and position, and force output and differential pressure change from the hydraulic cylinder, in the time domain. When the experimental force history is used as driving force in the simulation model, the forward dynamics simulation produces a corresponding configuration history. Then, the experimental configuration history is used in the inverse dynamics analysis to generate a corresponding force history. Therefore, two sets of configuration and force histories--one set from experiment, and the other from the simulation that is driven forward and backward with the experimental data--are compared in the time domain. More comparisons are made in regard to the effects of initial conditions, friction, and viscous damping.

Yae, K. Harold↗
NASA NTRS1994

Applications of automatic differentiation in computational fluid dynamics

Automatic differentiation (AD) is a powerful computational method that provides for computing exact sensitivity derivatives (SD) from existing computer programs for multidisciplinary design optimization (MDO) or in sensitivity analysis. A pre-compiler AD tool for FORTRAN programs called ADIFOR has been developed. The ADIFOR tool has been easily and quickly applied by NASA Langley researchers to assess the feasibility and computational impact of AD in MDO with several different FORTRAN programs. These include a state-of-the-art three dimensional multigrid Navier-Stokes flow solver for wings or aircraft configurations in transonic turbulent flow. With ADIFOR the user specifies sets of independent and dependent variables with an existing computer code. ADIFOR then traces the dependency path throughout the code, applies the chain rule to formulate derivative expressions, and generates new code to compute the required SD matrix. The resulting codes have been verified to compute exact non-geometric and geometric SD for a variety of cases. in less time than is required to compute the SD matrix using centered divided differences.

Green, Lawrence L.↗
DOE OSTI2022

Koopman-based Differentiable Predictive Control for the Dynamics-Aware Economic Dispatch Problem

The dynamics-aware economic dispatch (DED) problem embeds low-level generator dynamics and operational constraints to enable near real-time scheduling of generation units in a power network. DED produces a more dynamic supervisory control policy than traditional economic dispatch (T-ED) that reduces overall generation costs. However, the incorporation of differential equations that govern the system dynamics makes DED an optimization problem that is computationally prohibitive to solve. In this work, we present a new data-driven approach based on differentiable programming to efficiently obtain offline parametric solutions to the underlying DED problem. In particular, we employ the recently proposed differentiable predictive control (DPC) for offline learning of explicit neural control policies based on identified Koopman operator (KO) model of the system dynamics. We demonstrate the high solution quality and five orders of magnitude computational-time savings of the DPC method over the original optimization-based DED approach on a 9-bus test power grid network.

King, Ethan↗
NASA NTRS1984

Dynamics analysis of electrodynamic satellite tethers. Equations of motion and numerical solution algorithms for the tether

The equations of motion are developed for a perfectly flexible, inelastic tether with a satellite at its extremity. The tether is attached to a space vehicle in orbit. The tether is allowed to possess electrical conductivity. A numerical solution algorithm to provide the motion of the tether and satellite system is presented. The resulting differential equations can be solved by various existing standard numerical integration computer programs. The resulting differential equations allow the introduction of approximations that can lead to analytical, approximate general solutions. The differential equations allow more dynamical insight of the motion.

Nacozy, P. E.↗
NASA NTRS1981

Experimental validation of a numerical model predicting the charging characteristics of Teflon and Kapton under electron beam irradiation

The effect differential charging of spacecraft thermal control surfaces is assessed by studying the dynamics of the charging process. A program to experimentally validate a computer model of the charging process was established. Time resolved measurements of the surface potential were obtained for samples of Kapton and Teflon irradiated with a monoenergetic electron beam. Results indicate that the computer model and experimental measurements agree well and that for Teflon, secondary emission is the governing factor. Experimental data indicate that bulk conductivities play a significant role in the charging of Kapton.

Hazelton, R. C.↗
DOE OSTI2018

A novel role for Bcl2l13 in promoting beige adipocyte biogenesis

Highlights: • Bcl2l13 expression is induced in Browning of white adipose tissues in Mice. • Knockdown of Bcl2l13 in beige adipocytes represses adipogenesis and thermogenic programing. • Bcl2l13 induces thermogenic programing by regulating mitochondrial dynamic and biogenesis. Bcl2l13 is a member of the Bcl-2 family that has been found to play a central role in regulating apoptosis. Recently Bcl2l13 has been reported to induce mitophagy as a functional mammalian homolog of Atg32. However, the role of Bcl2l13 in adipose tissue has not been investigated yet. In the present study, we found that Bcl2l13 expression was increased in white adipose tissue browning process stimulated by cold exposure or β3-adrenergic agonist CL-316,243 in vivo as well as during brown adipocytes differentiation in vitro. Moreover, Bcl2l13 disruption dramatically inhibited the browning program of preadipocytes, evidenced by reduced Prdm16, Ucp1, Dio2 and Adrb3 expression. Our findings revealed that the inhibition effect of Bcl2l13 disruption on browning program may be independent of altering autophagy activity, but through regulating mitochondrial dynamic and biogenesis, supported by decreased mitochondrial fission/fussion genes, PGC-1α and mitochondrial respiratory chain complexes expression. Taken together, our study uncovered a novel function of Bcl2l13 in adipocytes differentiation and promoting browning program.

60 APPLIED LIFE SCIENCES↗
NASA NTRS1973

Solution of the stochastic control problem in unbounded domains.

Bellman's dynamic programming equation for the optimal index and control law for stochastic control problems is a parabolic or elliptic partial differential equation frequently defined in an unbounded domain. Existing methods of solution require bounded domain approximations, the application of singular perturbation techniques or Monte Carlo simulation procedures. In this paper, using the fact that Poisson impulse noise tends to a Gaussian process under certain limiting conditions, a method which achieves an arbitrarily good approximate solution to the stochastic control problem is given. The method uses the two iterative techniques of successive approximation and quasi-linearization and is inherently more efficient than existing methods of solution.

Robinson, P.↗