Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “convergence analysis”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 73 records · Page 4
All sourcesNASA NTRSDOE OSTI
DOE OSTI2022

On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control

Here, we study the convergence properties of an overlapping Schwarz decomposition algorithm for solving nonlinear optimal control problems (OCPs). The algorithm decomposes the time domain into a set of overlapping subdomains, and solves all subproblems defined over subdomains in parallel. The convergence is attained by updating primal-dual information at the boundaries of overlapping subdomains. We show that the algorithm exhibits local linear convergence, and that the convergence rate improves exponentially with the overlap size. We also establish global convergence results for a general quadratic programming, which enables the application of the Schwarz scheme inside second-order optimization algorithms (e.g., sequential quadratic programming). The theoretical foundation of our convergence analysis is a sensitivity result of nonlinear OCPs, which we call "exponential decay of sensitivity" (EDS). Intuitively, EDS states that the impact of perturbations at domain boundaries (i.e., initial and terminal time) on the solution decays exponentially as one moves into the domain. Here, we expand a previous analysis available in the literature by showing that EDS holds for both primal and dual solutions of nonlinear OCPs, under uniform second-order sufficient condition, controllability condition, and boundedness condition. We conduct experiments with a quadrotor motion planning problem and a partial differential equations (PDE) control problem to validate our theory, and show that the approach is significantly more efficient than alternating direction method of multipliers and as efficient as the centralized interior-point solver.

42 ENGINEERING↗
DOE OSTI2022

Stochastic Learning Approach for Binary Optimization: Application to Bayesian Optimal Design of Experiments

Here, we present a novel stochastic approach to binary optimization suited for optimal experimental design (OED) for Bayesian inverse problems governed by mathematical models such as partial differential equations. The OED utility function, namely, the regularized optimality criterion, is cast into a stochastic objective function in the form of an expectation over a multivariate Bernoulli distribution. The probabilistic objective is then solved by using a stochastic optimization routine to find an optimal observational policy. This formulation (a) is generally applicable to binary optimization problems with soft constraints and is ideal for OED and sensor placement problems; (b) does not require differentiability of the original objective function (e.g., a utility function in OED applications) with respect to the design variable, and thus it enables direct employment of sparsity-enforcing penalty functions such as $\ell_0$, without needing to utilize a continuation procedure or apply a rounding technique; (c) exhibits much lower computational cost than traditional gradient-based relaxation approaches; and (d) can be applied to both linear and nonlinear OED problems with proper choice of the utility function. The proposed approach is analyzed from an optimization perspective with detailed convergence analysis of the optimization approach and is also analyzed from a machine learning perspective with correspondence to policy gradient reinforcement learning. The approach is demonstrated numerically by using an idealized two-dimensional Bayesian linear inverse problem and validated by extensive numerical experiments carried out for sensor placement in a parameter identification setup.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

A Pseudoreversible Normalizing Flow for Stochastic Dynamical Systems with Various Initial Distributions

Here, we present a pseudoreversible normalizing flow method for efficiently generating samples of the state of a stochastic differential equation (SDE) with various initial distributions. The primary objective is to construct an accurate and efficient sampler that can be used as a surrogate model for computationally expensive numerical integration of SDEs, such as those employed in particle simulation. After training, the normalizing flow model can directly generate samples of the SDE’s final state without simulating trajectories. The existing normalizing flow model for SDEs depends on the initial distribution, meaning the model needs to be retrained when the initial distribution changes. The main novelty of our normalizing flow model is that it can learn the conditional distribution of the state, i.e., the distribution of the final state conditional on any initial state, such that the model only needs to be trained once and the trained model can be used to handle various initial distributions. This feature can provide a significant computational saving in studies of how the final state varies with the initial distribution. Additionally, we propose to use a pseudoreversible network architecture to define the normalizing flow model, which has sufficient expressive power and training efficiency for a variety of SDEs in science and engineering, e.g., in particle physics. We provide a rigorous convergence analysis of the pseudoreversible normalizing flow model to the target probability density function in the Kullback–Leibler divergence metric. Numerical experiments are provided to demonstrate the effectiveness of the proposed normalizing flow model.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

A backward SDE method for uncertainty quantification in deep learning

Here, we develop a backward stochastic differential equation based probabilistic machine learning method, which formulates a class of stochastic neural networks as a stochastic optimal control problem. An efficient stochastic gradient descent algorithm is introduced with the gradient computed through a backward stochastic differential equation. Convergence analysis for stochastic gradient descent optimization and numerical experiments for applications of stochastic neural networks are carried out to validate our methodology in both theory and performance.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Frontal Slice Approaches for Tensor Linear Systems

Inspired by the row and column action methods for solving large-scale linear systems, in this work, we explore the use of frontal slices for solving tensor linear systems. In particular, this paper presents a novel approach for using frontal slices of a tensor $\mathcal{A}$ to solve tensor linear systems $\mathcal{A} ∗\mathcal{X} = \mathcal{B}$ where ∗ denotes the $t$-product. In addition, we consider variations of this method, including cyclic, block, and randomized approaches, each designed to optimize performance in different operational contexts. Our primary contribution lies in the development and convergence analysis of these methods. Experimental results on synthetically generated and real-world data, including applications such as image and video deblurring, demonstrate the efficacy of our proposed approaches and validate our theoretical findings.

Luo, Hengrui↗
DOE OSTI2023

SUHMO: an adaptive mesh refinement SUbglacial Hydrology MOdel v1.0

Abstract. Water flowing under ice sheets and glaciers can have a strong influence on ice dynamics, particularly through pressure changes, suggesting that a comprehensive ice sheet model should include the effect of basal hydrology. Modeling subglacial hydrology remains a challenge, however, mainly due to the range of spatial and temporal scales involved – from subglacial channels to vast subglacial lakes. Additionally, networks of subglacial drainage channels dynamically evolve over time. To address some of these challenges, we have developed an adaptive mesh refinement (AMR) model based on the Chombo software framework. We extend the model proposed by Sommers et al. (2018) with a small but significant change to accommodate the transition from unresolved to resolved flow features. We handle the strong nonlinearities present in the equations by resorting to an efficient nonlinear full approximation scheme multigrid (FAS-MG) algorithm. We outline the details of the algorithm and present convergence analysis results demonstrating its good performance. Additionally, we present results validating our approach, using test cases from the Subglacial Hydrology Model Intercomparison Project (SHMIP) (de Fleurian et al., 2018). We finish by presenting a more complex, 100 km-by-100 km synthetic test case with peaks and valleys that we use to investigate the effective pressure distribution as the number of AMR levels increases. These preliminary results suggest that a minimum spatial resolution is needed to properly capture channel features, but additional work is required to precisely quantify this and its impact on accurately modeling the coupled ice sheet–hydrology system. The efficiency of our approach, relying on localized refinement, is also demonstrated. Future work will include coupling the SUbglacial Hydrology MOdel (SUHMO) with the BISICLES AMR ice sheet model (Cornford et al., 2013), both built on the same numerical framework.

58 GEOSCIENCES↗
NASA NTRS1970

The potential calculation and some applications

Potential calculation from given source distribution, including direct and iterative methods, error analysis, convergence, computer programs and applications in plasma physics

Hockney, R. W.↗
NASA NTRS1982

Three-dimensional finite-element analysis of layered composite plates

Results are presented for an investigation of the three-dimensional, geometrically nonlinear, finite-element analysis of the bending of laminated anisotropic composite plates. The individual laminae are treated as homogeneous, transversely isotropic, and linearly elastic. A fully three-dimensional isoparametric finite element with eight modes (i.e., linear element) and 24 degrees of freedom (three displacement components per node) is used. The numerical results obtained using this linear analysis are compared with the exact solutions given in Pagano (1969, 1970). It is found that the results of the linear analysis converge to the exact solution as the mesh is refined.

Putcha, N. S.↗
NASA NTRS1988

Parameter estimation for boundary value problems by integral equations of the second kind

This paper is concerned with the parameter estimation for boundary integral equations of the second kind. The parameter estimation technique through use of the spline collocation method is proposed. Based on the compactness assumption imposed on the parameter space, the convergence analysis for the numerical method of parameter estimation is discussed. The results obtained here are applied to a boundary parameter estimation for 2-D elliptic systems.

Kojima, Fumio↗
NASA NTRS1989

Domain decomposition methods for systems of conservation laws: Spectral collocation approximations

Hyperbolic systems of conversation laws are considered which are discretized in space by spectral collocation methods and advanced in time by finite difference schemes. At any time-level a domain deposition method based on an iteration by subdomain procedure was introduced yielding at each step a sequence of independent subproblems (one for each subdomain) that can be solved simultaneously. The method is set for a general nonlinear problem in several space variables. The convergence analysis, however, is carried out only for a linear one-dimensional system with continuous solutions. A precise form of the error reduction factor at each iteration is derived. Although the method is applied here to the case of spectral collocation approximation only, the idea is fairly general and can be used in a different context as well. For instance, its application to space discretization by finite differences is straight forward.

Quarteroni, Alfio↗
NASA NTRS1988

Parameter estimation technique for boundary value problems by spline collocation method

A parameter-estimation technique for boundary-integral equations of the second kind is developed. The output least-squares identification technique using the spline collocation method is considered. The convergence analysis for the numerical method is discussed. The results are applied to boundary parameter estimations for two-dimensional Laplace and Helmholtz equations.

Kojima, Fumio↗
NASA NTRS1988

The Galerkin/least-squares method for advective-diffusive equations

Galerkin/least-squares finite-element methods are presented for advective-diffusive equations. Galerkin/least-squares represents a conceptual simplification of streamline-upwind Petrov-Galerkin methods, and is in fact applicable to a wide variety of other problem types. A convergence analysis and error estimates are presented. Some numerical results for compressible Navier-Stokes flows are presented.

Hughes, T. J. R.↗
NASA NTRS1993

Multigrid methods for differential equations with highly oscillatory coefficients

New coarse grid multigrid operators for problems with highly oscillatory coefficients are developed. These types of operators are necessary when the characters of the differential equations on coarser grids or longer wavelengths are different from that on the fine grid. Elliptic problems for composite materials and different classes of hyperbolic problems are practical examples. The new coarse grid operators can be constructed directly based on the homogenized differential operators or hierarchically computed from the finest grid. Convergence analysis based on the homogenization theory is given for elliptic problems with periodic coefficients and some hyperbolic problems. These are classes of equations for which there exists a fairly complete theory for the interaction between shorter and longer wavelengths in the problems. Numerical examples are presented.

Engquist, Bjorn↗
NASA NTRS1995

Direct adaptive performance optimization of subsonic transports: A periodic perturbation technique

Aircraft performance can be optimized at the flight condition by using available redundancy among actuators. Effective use of this potential allows improved performance beyond limits imposed by design compromises. Optimization based on nominal models does not result in the best performance of the actual aircraft at the actual flight condition. An adaptive algorithm for optimizing performance parameters, such as speed or fuel flow, in flight based exclusively on flight data is proposed. The algorithm is inherently insensitive to model inaccuracies and measurement noise and biases and can optimize several decision variables at the same time. An adaptive constraint controller integrated into the algorithm regulates the optimization constraints, such as altitude or speed, without requiring and prior knowledge of the autopilot design. The algorithm has a modular structure which allows easy incorporation (or removal) of optimization constraints or decision variables to the optimization problem. An important part of the contribution is the development of analytical tools enabling convergence analysis of the algorithm and the establishment of simple design rules. The fuel-flow minimization and velocity maximization modes of the algorithm are demonstrated on the NASA Dryden B-720 nonlinear flight simulator for the single- and multi-effector optimization cases.

Espana, Martin D.↗
NASA NTRS2005

Surrogate-based Analysis and Optimization

A major challenge to the successful full-scale development of modem aerospace systems is to address competing objectives such as improved performance, reduced costs, and enhanced safety. Accurate, high-fidelity models are typically time consuming and computationally expensive. Furthermore, informed decisions should be made with an understanding of the impact (global sensitivity) of the design variables on the different objectives. In this context, the so-called surrogate-based approach for analysis and optimization can play a very valuable role. The surrogates are constructed using data drawn from high-fidelity models, and provide fast approximations of the objectives and constraints at new design points, thereby making sensitivity and optimization studies feasible. This paper provides a comprehensive discussion of the fundamental issues that arise in surrogate-based analysis and optimization (SBAO), highlighting concepts, methods, techniques, as well as practical implications. The issues addressed include the selection of the loss function and regularization criteria for constructing the surrogates, design of experiments, surrogate selection and construction, sensitivity analysis, convergence, and optimization. The multi-objective optimal design of a liquid rocket injector is presented to highlight the state of the art and to help guide future efforts.

Queipo, Nestor V.↗
NASA NTRS2005

Coherent Optical Receiver for PPM Signals under Atmospheric Turbulence

Adaptive combining of experimentally obtained heterodyned pulse position modulated (PPM) signals with pulse-to-pulse coherence in the presence of simulated spatial distortions resembling atmospheric turbulence is demonstrated. The adaptively combined PPM signals are phased up via an LMS algorithm suitably optimized to operate with PPM in the presence of additive shot-noise. A convergence analysis of the algorithm is presented, and results with both, computer simulated and experimentally obtained PPM signals are analyzed.

coherent detection↗
NASA NTRS2011

A Record-High Ocean Bottom Pressure in the South Pacific Observed by GRACE

In late 2009 to early 2010, the Gravity Recovery and Climate Experiment (GRACE) satellite pair observed a record increase in ocean bottom pressure (OBP) over a large mid-latitude region of the South East Pacific. Its magnitude is substantially larger than other oceanic events in the Southern Hemisphere found in the entire GRACE data records (2003-2010) on multi-month time scales. The OBP data help to understand the nature of a similar signal in sea surface height (SSH) anomaly observed by altimetry: the SSH increase is mainly due to mass convergence. Analysis of the barotropic vorticity equation using scatterometer data, atmospheric reanalysis product, and GRACE and altimeter an atmospheric reanalysis product observations suggests that the observed OBP/SSH signal was primarily caused by wind stress curl associated with a strong and persistent anticyclone in late 2009 in combination with effects of planetary vorticity gradient, bottom topography, and friction

Gravity Recovery and Climate Experiment (GRACE)↗