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At least 793 records · Page 44

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↗

ReMU: regional minimal updating for model-based derivative-free optimization

Derivative-free optimization (DFO) problems are optimization problems where derivative information is unavailable or extremely difficult to obtain. Model-based DFO solvers have been applied extensively in scientific computing. Powell's NEWUOA (2004) [Powell, The NEWUOA software for unconstrained optimization without derivatives, in Large-Scale Nonlinear Optimization, Nonconvex Optimization and its Applications Vol. 83, G. Di Pillo and M. Roma, eds., Springer, 2006, pp. 255–297] and Wild's POUNDerS (2014) [Wild, Solving derivative-free nonlinear least squares problems with POUNDERS, in Advances and Trends in Optimization with Engineering Applications, T. Terlaky, M.F. Anjos, and S. Ahmed, eds., SIAM, 2017, pp. 529–540] explore the numerical power of the minimal norm Hessian (MNH) model for DFO and contributed to the open discussion on building better models with fewer data to achieve faster numerical convergence. Another decade later, we propose the regional minimal updating (ReMU) models, and extend the previous models into a broader class, including the H 2 norm models [Xie and Yuan, Least H 2 norm updating of quadratic interpolation models for derivative-free trust-region algorithms, IMA J. Numer. Anal. 46 (2025), pp. 21–50]. This paper shows motivation behind ReMU models, computational details, theoretical and numerical results on particular extreme points and the barycentre of ReMU's weight coefficient region, and the associated KKT matrix error and distance. Novel metrics, such as the truncated Newton step error, are proposed to numerically understand the new models' properties. A new algorithmic strategy, based on iteratively adjusting the ReMU model type, is also proposed, and shows numerical advantages by combining and switching between the barycentric model and the classic least Frobenius norm model in an online fashion.

derivative-free trust-region methods↗

A spectral multidomain method for the solution of hyperbolic systems

A multidomain Chebyshev spectral collocation method for solving hyperbolic partial differential equations were developed. Though spectral methods are global methods, an attractive idea is to break a computational domain into several domains, and a way to handle the interfaces is described. The multidomain approach offers advantages over the use of a single Chebyshev grid. It allows complex geometries to be covered, and local refinement can be used to resolve important features. For steady state problems it reduces the stiffness associated with the use of explicit time integration as a relaxation scheme. Furthermore, the proposed method remains spectrally accurate. Results showing performance of the method on one dimensional linear models and one and two dimensional nonlinear gas dynamics problems are presented.

Kopriva, D.↗

Control and structural optimization for maneuvering large spacecraft

Presented here are the results of an advanced control design as well as a discussion of the requirements for automating both the structures and control design efforts for maneuvering a large spacecraft. The advanced control application addresses a general three dimensional slewing problem, and is applied to a large geostationary platform. The platform consists of two flexible antennas attached to the ends of a flexible truss. The control strategy involves an open-loop rigid body control profile which is derived from a nonlinear optimal control problem and provides the main control effort. A perturbation feedback control reduces the response due to the flexibility of the structure. Results are shown which demonstrate the usefulness of the approach. Software issues are considered for developing an integrated structures and control design environment.

Chun, H. M.↗

Perturbation solutions of combustion instability problems

A method involving approximate modal analysis using the Galerkin method followed by an approximate solution of the resulting modal-amplitude equations by the two-variable perturbation method (method of multiple scales) is applied to two problems of pressure-sensitive nonlinear combustion instability in liquid-fuel rocket motors. One problem exhibits self-coupled instability while the other exhibits mode-coupled instability. In both cases it is possible to carry out the entire linear stability analysis and significant portions of the nonlinear stability analysis in closed form. In the problem of self-coupled instability the nonlinear stability boundary and approximate forms of the limit-cycle amplitudes and growth and decay rates are determined in closed form while the exact limit-cycle amplitudes and growth and decay rates are found numerically. In the problem of mode-coupled instability the limit-cycle amplitudes are found in closed form while the growth and decay rates are found numerically. The behavior of the solutions found by the perturbation method are in agreement with solutions obtained using complex numerical methods.

Googerdy, A.↗

Closed-loop control of stochastic nonlinear systems

Technique resolves problems in complex control systems, such as those used for space vehicle guidance and control. Main disadvantage of procedure is that it is only appropriate in situations where trajectory concept is valid.

Schmidt, G. T.↗

Explicit Monotone Stable Super-Time-stepping Methods for Finite Time Singularities

We explore a novel way to numerically resolve the scaling behavior of finite-time singularities in solutions of nonlinear parabolic PDEs. The Runge–Kutta–Legendre (RKL) and Runge–Kutta–Gegenbauer (RKG) super-time-stepping methods were originally developed for nonlinear complex physics problems with diffusion. These are multistage single step second-order, forward-in-time methods with no implicit solves. The advantage is that the time-step size for stability scales with stage number 𝑠 as $\mathcal{O}$⁡(𝑠 2 ). Many interesting nonlinear PDEs have finite-time singularities, and the presence of diffusion often limits one to using implicit or semi-implicit time-step methods for stability constraints. Finite-time singularities are particularly challenging due to the large range of scales that one desires to resolve, often with adaptive spatial grids and adaptive time steps. Here, in this study, we show two examples of nonlinear PDEs for which the self-similar singularity structure has time and space scales that are resolvable using the RKL and RKG methods, without forcing even smaller time steps. Compared to commonly used implicit numerical methods, we achieve a significantly smaller run time while maintaining comparable accuracy. We also prove numerical monotonicity for both the RKL and RKG methods under their linear stability conditions for the constant coefficient heat equation, in the case of infinite domain and periodic boundary condition, leading to a theoretical guarantee of the superiority of the RKL and RKG methods over traditional super-time-stepping methods, such as the Runge-Kutta-Chebyshev and the orthogonal Runge-Kutta-Chebyshev methods. Code can be found at https://github.com/ZT220501/SRK-Singularity.

97 MATHEMATICS AND COMPUTING↗

Structural/control system optimization with variable actuator masses

A method is presented to integrate the design space for structural/control system optimization problems in the case of linear state feedback control. Nonstructural lumped masses and control system design variables as well as structural sizing variables are all treated equally as independent design variables in the optimization process. Structural and control design variable linking schemes are used in order to avoid a prohibitively large increase in the total number of independent design variables. When actuator masses are treated as nonstructural lumped mass design variables, special consideration is given to the relation between the transient peak responses and the required actuator masses which is formulated as a behavior constraint form. The original nonlinear mathematical programming problem based on a finite element formulation and linear state feedback is replaced by a sequence of explicit approximate problems exploiting various approximation concepts such as design variable linkings, temporary constraint deletion and first order Taylor series expansion of nonlinear behavior constraints in terms of intermediate design variables. Examples which involve a variety of dynamic behavior constraints (including constraints on closed-loop eigenvalues, peak transient displacements, peak actuator forces, and relations between the peak responses and the actuator masses) are effectively solved by using the method presented.

Jin, Ik M.↗

A new approach to optimization for aerodynamic applications

A new approach to solving optimization problems that involve nonlinear partial differential equations is presented. The approach eliminates the need for an inner-outer iterative procedure, solving the partial differential equation only once, thereby reducing the cost of computation to an extent which would allow its use as a practical tool in optimization problems. The approach is tested on a single design parameter problem through the use of a specially developed scheme. The results indicate comparable convergence properties for the present iterative process and the standard iterative scheme. The presented ideas are also applicable to multidesign parameter problems.

Rizk, M. H.↗

Experiences on p-Version Time-Discontinuous Galerkin's Method for Nonlinear Heat Transfer Analysis and Sensitivity Analysis

The focus of this research is on the development of analysis and sensitivity analysis equations for nonlinear, transient heat transfer problems modeled by p-version, time discontinuous finite element approximation. The resulting matrix equation of the state equation is simply in the form ofA(x)x = c, representing a single step, time marching scheme. The Newton-Raphson's method is used to solve the nonlinear equation. Examples are first provided to demonstrate the accuracy characteristics of the resultant finite element approximation. A direct differentiation approach is then used to compute the thermal sensitivities of a nonlinear heat transfer problem. The report shows that only minimal coding effort is required to enhance the analysis code with the sensitivity analysis capability.

Hou, Gene↗

Linear and nonlinear dynamic analysis by boundary element method

An advanced implementation of the direct boundary element method (BEM) applicable to free-vibration, periodic (steady-state) vibration and linear and nonlinear transient dynamic problems involving two and three-dimensional isotropic solids of arbitrary shape is presented. Interior, exterior, and half-space problems can all be solved by the present formulation. For the free-vibration analysis, a new real variable BEM formulation is presented which solves the free-vibration problem in the form of algebraic equations (formed from the static kernels) and needs only surface discretization. In the area of time-domain transient analysis, the BEM is well suited because it gives an implicit formulation. Although the integral formulations are elegant, because of the complexity of the formulation it has never been implemented in exact form. In the present work, linear and nonlinear time domain transient analysis for three-dimensional solids has been implemented in a general and complete manner. The formulation and implementation of the nonlinear, transient, dynamic analysis presented here is the first ever in the field of boundary element analysis. Almost all the existing formulation of BEM in dynamics use the constant variation of the variables in space and time which is very unrealistic for engineering problems and, in some cases, it leads to unacceptably inaccurate results. In the present work, linear and quadratic isoparametric boundary elements are used for discretization of geometry and functional variations in space. In addition, higher order variations in time are used. These methods of analysis are applicable to piecewise-homogeneous materials, such that not only problems of the layered media and the soil-structure interaction can be analyzed but also a large problem can be solved by the usual sub-structuring technique. The analyses have been incorporated in a versatile, general-purpose computer program. Some numerical problems are solved and, through comparisons with available analytical and numerical results, the stability and high accuracy of these dynamic analysis techniques are established.

Ahmad, Shahid↗

Time-lapse seismic inversion for CO 2 saturation with SeisCO2Net: An application to Frio-II site

Seismic monitoring of geological CO 2 storage (GCS) involves highly nonlinear seismic inversion and petrophysical inversion, making it challenging to estimate CO 2 volume efficiently and detect possible early CO 2 leakages. Deep learning (DL) using convolutional neural networks (CNNs) has shown promise in solving highly nonlinear seismic inversion problems. However, direct estimation of CO 2 plume extent/saturation from time-lapse seismic gathers using DL is still underexplored, with no reported field applications to date. The investigation of field data is primarily hindered by scarcity of field data for neural network training. Other obstacles include highly nonlinear seismic-petrophysics inverse relationship, and presence of noise in field seismic data. We introduce SeisCO2Net, a deep CNN that predicts CO 2 saturation maps directly from time-lapse full waveform shot gathers. For training, we use site-specific geological information, fluid flow physics, rock physics, and seismic modeling to generate synthetic datasets that closely resemble the CO 2 storage site. Synthetic tests show promising results, inspiring us to apply SeisCO2Net's trained weights on field data collected at Frio-II GCS site by leveraging transfer learning principles. As reference, we compare SeisCO2Net's predicted CO 2 saturation maps with results obtained from physics-based inversion. Our analyses show both methods display similar CO 2 plume shapes, reasonable CO 2 plume characteristics, and comparable saturation values. Our results suggest pre-training CNNs on physics-informed synthetic datasets and then applying the learned weights to field data is a viable approach to estimating field CO 2 saturation. This method effectively addresses the scarcity of field training data, thus encouraging the feasibility of long-term GCS monitoring.

58 GEOSCIENCES↗

Layer-Parallel Training of Deep Residual Neural Networks

Residual neural networks (ResNets) are a promising class of deep neural networks that have shown excellent performance for a number of learning tasks, e.g., image classification and recognition. Mathematically, ResNet architectures can be interpreted as forward Euler discretizations of a nonlinear initial value problem whose time-dependent control variables represent the weights of the neural network. Hence, training a ResNet can be cast as an optimal control problem of the associated dynamical system. For similar time-dependent optimal control problems arising in engineering applications, parallel-in-time methods have shown notable improvements in scalability. This paper demonstrates the use of those techniques for efficient and effective training of ResNets. The proposed algorithms replace the classical (sequential) forward and backward propagation through the network layers with a parallel nonlinear multigrid iteration applied to the layer domain. This adds a new dimension of parallelism across layers that is attractive when training very deep networks. From this basic idea, we derive multiple layer-parallel methods. The most efficient version employs a simultaneous optimization approach where updates to the network parameters are based on inexact gradient information in order to speed up the training process. Finally, using numerical examples from supervised classification, we demonstrate that the new approach achieves a training performance similar to that of traditional methods, but enables layer-parallelism and thus provides speedup over layer-serial methods through greater concurrency.

97 MATHEMATICS AND COMPUTING↗

Aeroelastic Analysis of Highly Flexible Wings with Linearized Frequency-Domain Aerodynamics

Flutter analysis of configurations with geometric structural nonlinearities typically is done with time-domain analysis. The results from this process are computationally expensive and can yield cumbersome results that may be difficult to manage/interpret. Compared to time-domain methods, frequency-domain flutter analysis can provide additional insight into the characteristics of a flutter stability problem. By linearizing the aeroelastic problem about the nonlinear equilibrium state, this work applies frequency-domain aeroelastic analysis to the Pazy wing, the subject of the Large Deformation Working Group in the Aeroelastic Prediction Workshop. Generalized aerodynamic forces (GAFs) are computed with both a doublet-lattice method and a computational fluid dynamics solver at a range of reduced frequencies as well as a range of dynamic pressures to account for the dependence of the mode shapes on the nonlinear equilibrium state. These GAFs are used in a p-k flutter solver, which is modified to handle the dependence of the stiffness matrix and GAFs on the dynamic pressure.

Bret K Stanford↗

Dynamics of Nuclear Regions of Galaxies

Current research carried out with the help of the ASEE-NASA Summer Faculty Program, at NASA-Ames, is concentrated on the dynamics of nuclear regions of galaxies. From a dynamical point of view a galaxy is a collection of around 10(sup 11) stars like our Sun, each of which moves in the summed gravitational field of all the remaining stars. Thus galaxy dynamics becomes a self-consistent n-body problem with forces given by Newtonian gravitation. Strong nonlinearity in the gravitational force and the inherent nonlinearity of self-consistent problems both argue for a numerical approach. The technique of numerical experiments consis of constructing an environment in the computer that is as close as possible to the physical conditions in a real galaxy and then carrying out experiments much like laboratory experiments in physics or engineering, in this environment. Computationally, an experiment is an initial value problem, and a good deal of thought and effort goes into the design of the starting conditions that serve as initial values. Experiments are run at Ames because all the 'equipment' is in place-the programs, the necessary computational power, and good facilities for post-run analysis. Our goal for this research program is to study the nuclear regions in detail and this means replacing most of the galaxy by a suitable boundary condition to allow the full capability of numerical experiments to be brought to bear on a small region perhaps 1/1000 of the linear dimensions of an entire galaxy. This is an extremely delicate numerical problem, one in which some small feature overlook, can easily lead to a collapse or blow-up of the entire system. All particles attract each other in gravitational problems, and the 1/r(sup 2) force is: (1) nonlinear; (2) strong at short range; (3) long-range, and (4) unscreened at any distance.

Miller, Richard H.↗

Shortest path network interdiction with asymmetric uncertainty

Abstract This paper considers an extension of the shortest path network interdiction problem that incorporates robustness to account for parameter uncertainty. The shortest path interdiction problem is a game of two players with conflicting agendas and capabilities: an evader, who traverses the arcs of a network from a source node to a sink node using a path of shortest length, and an interdictor, who maximizes the length of the evader's shortest path by interdicting arcs on the network. It is usually assumed that the parameters defining the network are known exactly by both players. We consider the situation where the evader assumes the nominal parameter values while the interdictor uses robust optimization techniques to account for parameter uncertainty or sensor degradation. We formulate this problem as a nonlinear mixed‐integer semi‐infinite bilevel program and show that it can be converted into a mixed‐integer linear program with a second order cone constraint. We use random geometric networks and transportation networks to perform computational studies and demonstrate the unique decision strategies that our variant produces. Solving the shortest path interdiction problem with asymmetric uncertainty protects the interdictor from investing in a strategy that hinges on key interdictions performing as promised. It also provides an alternate strategy that mitigates the risk of these worst‐case possibilities.

Punla‐Green, She'ifa Z.↗