Nonlinear programming methods for solving nonlinear eigenvalue problems
Existence and extendability of continuous eigenvector branches and application of nonlinear programming algorithms to nonlinear heat generation and rotating string problems
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Existence and extendability of continuous eigenvector branches and application of nonlinear programming algorithms to nonlinear heat generation and rotating string problems
The tracking problem for a globally minimum phase nonlinear system is considered. It is assumed that the signal to be tracked is slowly varying and a priori bounds on its magnitude are known. It is shown that if the system has bounded derivatives and exponentially stable zero dynamics then the system admits an output feedback controller which solves the tracking problem.
This paper discusses the Kalman filter used in the navigation software of the Space Shuttle. The form of the filter will be discussed: the standard Kalman filter versus the square-root version of this filter. Both of these filters have severe nonlinearity problems. Two successful solutions of the nonlinearity problem are presented. A real-time program must have a good method of editing bad data. The data editing scheme is discussed. Those elements of the Kalman filter state vector which are random variables will be discussed.
The selection of a satisfactory numerical method for calculating the propagation of steep fronted shock life waveforms in a solid rocket motor combustion chamber is discussed. A number of different numerical schemes were evaluated by comparing the results obtained for three problems: the shock tube problems; the linear wave equation, and nonlinear wave propagation in a closed tube. The most promising method--a combination of the Lax-Wendroff, Hybrid and Artificial Compression techniques, was incorporated into an existing nonlinear instability program. The capability of the modified program to treat steep fronted wave instabilities in low smoke tactical motors was verified by solving a number of motor test cases with disturbance amplitudes as high as 80% of the mean pressure.
Here, this paper investigates solution strategies for nonlinear problems in Hilbert spaces, such as nonlinear partial differential equations (PDEs) in Sobolev spaces, when only finite measurements are available. We formulate this as a nonlinear optimal recovery problem, establishing its well-posedness and proving its convergence to the true solution as the number of measurements increases. However, the resulting formulation might not have a finite-dimensional solution in general. We thus present a sufficient condition for the finite dimensionality of the solution, applicable to problems with well-defined point evaluation measurements. To address the broader setting, we introduce a relaxed nonlinear optimal recovery and provide a detailed convergence analysis. An illustrative example is given to demonstrate that our formulations and theoretical findings offer a comprehensive framework for solving nonlinear problems in infinite-dimensional spaces with limited data.
A problem in optimal nonlinear control
We have designed a cubic spline wavelet decomposition for the Sobolev space H(sup 2)(sub 0)(I) where I is a bounded interval. Based on a special 'point-wise orthogonality' of the wavelet basis functions, a fast Discrete Wavelet Transform (DWT) is constructed. This DWT transform will map discrete samples of a function to its wavelet expansion coefficients in O(N log N) operations. Using this transform, we propose a collocation method for the initial value boundary problem of nonlinear PDE's. Then, we test the efficiency of the DWT transform and apply the collocation method to solve linear and nonlinear PDE's.
Abstract In this paper, we consider a nonlinear filtering model with observations driven by correlated Wiener processes and point processes. We first derive a Zakai equation whose solution is an unnormalized probability density function of the filter solution. Then, we apply a splitting-up technique to decompose the Zakai equation into three stochastic differential equations, based on which we construct a splitting-up approximate solution and prove its half-order convergence. Furthermore, we apply a finite difference method to construct a time semi-discrete approximate solution to the splitting-up system and prove its half-order convergence to the exact solution of the Zakai equation. Finally, we present some numerical experiments to demonstrate the theoretical analysis.
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The methods of characteristics has been linearized by assuming that the flow field can be represented as a basic flow field determined by nonlinearized methods and a linearized superposed flow field that accounts for small changes of boundary conditions. The method has been applied to two-dimensional rotational flow where the basic flow is potential flow and to axially symmetric problems where conical flows have been used as the basic flows. In both cases the method allows the determination of the flow field to be simplified and the numerical work to be reduced to a few calculations. The calculations of axially symmetric flow can be simplified if tabulated values of some coefficients of the conical flow are obtained. The method has also been applied to slender bodies without symmetry and to some three-dimensional wing problems where two-dimensional flow can be used as the basic flow. Both problems were unsolved before in the approximation of nonlinear flow.
The finite element method is extended to a broad class of practical nonlinear problems, treating both theory and applications from a general and unifying point of view. The thermomechanical principles of continuous media and the properties of the finite element method are outlined, and are brought together to produce discrete physical models of nonlinear continua. The mathematical properties of the models are analyzed, and the numerical solution of the equations governing the discrete models is examined. The application of the models to nonlinear problems in finite elasticity, viscoelasticity, heat conduction, and thermoviscoelasticity is discussed. Other specific topics include the topological properties of finite element models, applications to linear and nonlinear boundary value problems, convergence, continuum thermodynamics, finite elasticity, solutions to nonlinear partial differential equations, and discrete models of the nonlinear thermomechanical behavior of dissipative media.
Current departure prediction indicators for both open and closed loop flight are developed using the same rigorous analytical approach applied to a linear version of the aircraft model. Emphasis on the assumptions made and terms omitted indicate why the results are somewhat limited. A second approach is presented which is shown to lead to the same results as the first, but is more applicable to the nonlinear problem. Some ideas concerning the application of the linear methods to the nonlinear problem are presented.
We propose a Bayesian physics-informed neural network (B-PINN) to solve both forward and inverse nonlinear problems described by partial differential equations (PDEs) and noisy data. In this Bayesian framework, the Bayesian neural network (BNN) combined with a PINN for PDEs serves as the prior while the Hamiltonian Monte Carlo (HMC) or the variational inference (VI) could serve as an estimator of the posterior. B-PINNs make use of both physical laws and scattered noisy measurements to provide predictions and quantify the aleatoric uncertainty arising from the noisy data in the Bayesian framework. Compared with PINNs, in addition to uncertainty quantification, B-PINNs obtain more accurate predictions in scenarios with large noise due to their capability of avoiding overfitting. We conduct a systematic comparison between the two different approaches for the B-PINNs posterior estimation (i.e., HMC or VI), along with dropout used for quantifying uncertainty in deep neural networks. Our experiments show that HMC is more suitable than VI with mean field Gaussian approximation for the B-PINNs posterior estimation, while dropout employed in PINNs can hardly provide accurate predictions with reasonable uncertainty. Finally, we replace the BNN in the prior with a truncated Karhunen-Loève (KL) expansion combined with HMC or a deep normalizing flow (DNF) model as posterior estimators. The KL is as accurate as BNN and much faster but this framework cannot be easily extended to high-dimensional problems unlike the BNN based framework.
Construction of nonlinear programming tests with known optimum solutions - algorithm
Nonconvex, nonlinear optimization problems arise naturally in parameter fitting and machine learning. While augmented Lagrangian methods have demonstrated robust convergence for classes of these problems, their convergence for block updates has been relatively unexplored outside of the context of the alternating direction method of multipliers (ADMM). ADMM has seen extensive use in these applications, but may exhibit uncertain convergence behavior in many practical nonconvex settings, and struggles with general nonlinear constraints. In contrast, filter methods have proved effective in enforcing convergence for sequential quadratic programming methods and interior point methods with feasibility criteria. We develop an ADMM-filter method for highly nonlinear and nonconvex problems. Here, we show convergence under mild assumptions for several types of coordinate descent schemes, and demonstrate our algorithm on nonnegative matrix factorization and completion problems in imaging and chemical spectrum analysis.
Through the use of a space-time warp, specialized moving finite elements are developed that can be employed to generate a nonlinear heat conduction model for situations involving traveling boundary and heat generation fields superposed on an initial state. To facilitate the solution of the resulting nonlinear finite-element formulation, a multilevel heuristic iterative solution strategy is developed. In order to demonstrate the versatility and accuracy of the moving elements and their associated nonlinear solution strategy, the results of several numerical experiments are presented.
The paper studies the inversion of the radiative transfer equation describing the interaction of electromagnetic radiation with atmospheric aerosols. The interaction can be considered as the propagation in the aerosol medium of two light beams: the direct beam in the line-of-sight attenuated by absorption and scattering, and the diffuse beam arising from scattering into the viewing direction, which propagates more or less in random fashion. The latter beam has single scattering and multiple scattering contributions. In the former case and for single scattering, the problem is reducible to first-kind Fredholm equations, while for multiple scattering it is necessary to invert partial integrodifferential equations. A nonlinear minimization search method, applicable to the solution of both types of problems has been developed, and is applied here to the problem of monitoring aerosol pollution, namely the complex refractive index and size distribution of aerosol particles.
A parallel adaptive dynamic relaxation (ADR) algorithm has been developed for nonlinear structural analysis. This algorithm has minimal memory requirements, is easily parallelizable and scalable to many processors, and is generally very reliable and efficient for highly nonlinear problems. Performance evaluations on single-processor computers have shown that the ADR algorithm is reliable and highly vectorizable, and that it is competitive with direct solution methods for the highly nonlinear problems considered. The present algorithm is implemented on the 512-processor Intel Touchstone DELTA system at Caltech, and it is designed to minimize the extent and frequency of interprocessor communication. The algorithm has been used to solve for the nonlinear static response of two and three dimensional hyperelastic systems involving contact. Impressive relative speedups have been achieved and demonstrate the high scalability of the ADR algorithm. For the class of problems addressed, the ADR algorithm represents a very promising approach for parallel-vector processing.