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At least 793 records · Page 44

A parallel algorithm for the eigenvalues and eigenvectors for a general complex matrix

A new parallel Jacobi-like algorithm is developed for computing the eigenvalues of a general complex matrix. Most parallel methods for this parallel typically display only linear convergence. Sequential norm-reducing algorithms also exit and they display quadratic convergence in most cases. The new algorithm is a parallel form of the norm-reducing algorithm due to Eberlein. It is proven that the asymptotic convergence rate of this algorithm is quadratic. Numerical experiments are presented which demonstrate the quadratic convergence of the algorithm and certain situations where the convergence is slow are also identified. The algorithm promises to be very competitive on a variety of parallel architectures.

Shroff, Gautam↗

Investigation of the Seasonal Freeze/Thaw Cycle of Soils in the GAPP Regions

The objective of this project is to understand the current and future impacts and feedbacks of seasonally frozen ground on the regional and global climate system and the ecosystem as a whole. More specifically, we proposed to: investigate the dynamics of the seasonally freezing and thawing processes and their relations to current climatic conditions through in situ data analysis and numerical modeling; develop a comprehensive algorithm to detect surface soil freeze/thaw status for snow-free land surface using passive microwave remote sensing data and for snow-covered land surface using numerical modeling, and validate the algorithm and numerical model using available ground-based measurements; investigate seasonal and inter-annual variations of frozen soils in the GAPP regions using data generated from the new validated algorithm and their relations to the environmental factors such as air temperature, snow cover, surface morphology, soil type and soil moisture; generate a frozen soil data set which describes the timing, duration, thickness, and area extent of seasonally frozen ground for the period from 1978 to present. The proposed research will be accomplished through data analysis, remote sensing, and numerical modeling.

FREEZE-THAW TESTS↗

Numerical experience with a class of algorithms for nonlinear optimization using inexact function and gradient information

For optimization problems associated with engineering design, parameter estimation, image reconstruction, and other optimization/simulation applications, low accuracy function and gradient values are frequently much less expensive to obtain than high accuracy values. Here, researchers investigate the computational performance of trust region methods for nonlinear optimization when high accuracy evaluations are unavailable or prohibitively expensive, and confirm earlier theoretical predictions when the algorithm is convergent even with relative gradient errors of 0.5 or more. The proper choice of the amount of accuracy to use in function and gradient evaluations can result in orders-of-magnitude savings in computational cost.

Carter, Richard G.↗

Parallel algorithms for placement and routing in VLSI design

The computational requirements for high quality synthesis, analysis, and verification of very large scale integration (VLSI) designs have rapidly increased with the fast growing complexity of these designs. Research in the past has focused on the development of heuristic algorithms, special purpose hardware accelerators, or parallel algorithms for the numerous design tasks to decrease the time required for solution. Two new parallel algorithms are proposed for two VLSI synthesis tasks, standard cell placement and global routing. The first algorithm, a parallel algorithm for global routing, uses hierarchical techniques to decompose the routing problem into independent routing subproblems that are solved in parallel. Results are then presented which compare the routing quality to the results of other published global routers and which evaluate the speedups attained. The second algorithm, a parallel algorithm for cell placement and global routing, hierarchically integrates a quadrisection placement algorithm, a bisection placement algorithm, and the previous global routing algorithm. Unique partitioning techniques are used to decompose the various stages of the algorithm into independent tasks which can be evaluated in parallel. Finally, results are presented which evaluate the various algorithm alternatives and compare the algorithm performance to other placement programs. Measurements are presented on the parallel speedups available.

Brouwer, Randall Jay↗

Long-Time Numerical Integration of the Three-Dimensional Wave Equation in the Vicinity of a Moving Source

We propose a family of algorithms for solving numerically a Cauchy problem for the three-dimensional wave equation. The sources that drive the equation (i.e., the right-hand side) are compactly supported in space for any given time; they, however, may actually move in space with a subsonic speed. The solution is calculated inside a finite domain (e.g., sphere) that also moves with a subsonic speed and always contains the support of the right-hand side. The algorithms employ a standard consistent and stable explicit finite-difference scheme for the wave equation. They allow one to calculate tile solution for arbitrarily long time intervals without error accumulation and with the fixed non-growing amount of tile CPU time and memory required for advancing one time step. The algorithms are inherently three-dimensional; they rely on the presence of lacunae in the solutions of the wave equation in oddly dimensional spaces. The methodology presented in the paper is, in fact, a building block for constructing the nonlocal highly accurate unsteady artificial boundary conditions to be used for the numerical simulation of waves propagating with finite speed over unbounded domains.

Ryabenkii, V. S.↗

Universal Compiling and (No-)Free-Lunch Theorems for Continuous-Variable Quantum Learning

Quantum compiling, where a parameterized quantum circuit is trained to learn a target unitary, is an important primitive for quantum computing that can be used as a subroutine to obtain optimal circuits or as a tomographic tool to study the dynamics of an experimental system. While much attention has been paid to quantum compiling on discrete-variable hardware, less has been paid to compiling in the continuous-variable paradigm. Here we motivate several, closely related, short-depth continuous-variable algorithms for quantum compilation. We analyze the trainability of our proposed cost functions and numerically demonstrate our algorithms by learning arbitrary Gaussian operations and Kerr nonlinearities. We further make connections between this framework and quantum learning theory in the continuous-variable setting by deriving no-free-lunch theorems. These generalization bounds demonstrate a linear resource reduction for learning Gaussian unitaries using entangled coherent-Fock states and an exponential resource reduction for learning arbitrary unitaries using two-mode-squeezed states.

97 MATHEMATICS AND COMPUTING↗

Numerical solution of the incompressible Navier-Stokes equations

The current work is initiated in an effort to obtain an efficient, accurate, and robust algorithm for the numerical solution of the incompressible Navier-Stokes equations in two- and three-dimensional generalized curvilinear coordinates for both steady-state and time-dependent flow problems. This is accomplished with the use of the method of artificial compressibility and a high-order flux-difference splitting technique for the differencing of the convective terms. Time accuracy is obtained in the numerical solutions by subiterating the equations in psuedo-time for each physical time step. The system of equations is solved with a line-relaxation scheme which allows the use of very large pseudo-time steps leading to fast convergence for steady-state problems as well as for the subiterations of time-dependent problems. Numerous laminar test flow problems are computed and presented with a comparison against analytically known solutions or experimental results. These include the flow in a driven cavity, the flow over a backward-facing step, the steady and unsteady flow over a circular cylinder, flow over an oscillating plate, flow through a one-dimensional inviscid channel with oscillating back pressure, the steady-state flow through a square duct with a 90 degree bend, and the flow through an artificial heart configuration with moving boundaries. An adequate comparison with the analytical or experimental results is obtained in all cases. Numerical comparisons of the upwind differencing with central differencing plus artificial dissipation indicates that the upwind differencing provides a much more robust algorithm, which requires significantly less computing time. The time-dependent problems require on the order of 10 to 20 subiterations, indicating that the elliptical nature of the problem does require a substantial amount of computing effort.

Rogers, Stuart E.↗

Numerical analysis of a thermal deicer

An algorithm has been developed to numerically model the concurrent phenomena of two-dimensional transient heat transfer, ice accretion and ice shedding which arise from the use of an electrothermal pad. The Alternating Direction Implicit method is used to simultaneously solve the heat transfer and accretion equations occurring in a multilayered body covered with ice. In order to model the phase change between ice and water, a technique was used which assumes a phase for each node. This allows the equations to be linearized such that a direct solution is possible. This technique requires an iterative procedure to find the correct phase at each node. The computer program developed to find this solution has been integrated with the NASA/Lewis flow/trajectory code LEWICE.

Wright, W. B.↗

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 nonsmooth nonconvex optimization algorithm for two-stage optimization problems

An optimization algorithm for a group of nonsmooth nonconvex problems inspired by two-stage stochastic programming problems is proposed. The main challenges for these problems include (1) the problems lack the popular lower-type properties such as prox-regularity assumed in many nonsmooth nonconvex optimization algorithms, (2) the objective can not be analytically expressed and (3) the evaluation of function values and subgradients are computationally expensive. To address these challenges, this report first examines the properties that exist in many two-stage problems, specifically upper-C 2 objectives. Then, we show that quadratic penalty method for securityconstrained alternating current optimal power flow (SCACOPF) contingency problems can make the contingency solution functions upper-C 2 . Based on these observations, a simplified bundle algorithm that bears similarity to sequential quadratic programming (SQP) method is proposed. It is more efficient in implementation and computation compared to conventional bundle methods. Global convergence analysis of the algorithm is presented under novel and reasonable assumptions. The proposed algorithm therefore fills the gap of theoretical convergence for smoothed SCACOPF problems. The inconsistency that might arise in our treatment of the constraints are addressed through a penalty algorithm whose convergence analysis is also provided. Finally, theoretical capabilities and numerical performance of the algorithm are demonstrated through numerical examples.

97 MATHEMATICS AND COMPUTING↗

Large scale nonlinear numerical optimal control for finite element models of flexible structures

This paper discusses the development of large scale numerical optimal control algorithms for nonlinear systems and their application to finite element models of structures. This work is based on our expansion of the optimal control algorithm (DDP) in the following steps: improvement of convergence for initial policies in non-convex regions, development of a numerically accurate penalty function method approach for constrained DDP problems, and parallel processing on supercomputers. The expanded constrained DDP algorithm was applied to the control of a four-bay, two dimensional truss with 12 soft members, which generates geometric nonlinearities. Using an explicit finite element model to describe the structural system requires 32 state variables and 10,000 time steps. Our numerical results indicate that for constrained or unconstrained structural problems with nonlinear dynamics, the results obtained by our expanded constrained DDP are significantly better than those obtained using linear-quadratic feedback control.

Shoemaker, Christine A.↗

A numerical method for prediction of compressible turbulent flows with closure models

A new computer code to solve the time averaged Navier-Stokes equations is developed. Many of the state-of-the-art numerical techniques and algorithms have been tested and implemented in the program in order to achieve a better numerical accuracy and code efficiency. Various turbulence models are tested for a wide range of flows. The initial focus has been on two-equation eddy-viscosity models, which are the most advanced available in current compressible flow codes. The long term goal will be to test Reynolds-Stress models and to explore their performance in the high Mach number range. Although testing and improvement of turbulence models for supersonic and hypersonic flows is the primary objective of this research, part of the effort has been devoted to analyzing the vortex breakdown phenomena using new computer programs. Some preliminary results on the breakdown of a vortex flow in a tube are reported. Present calculations are restricted to two dimensional flow geometry.

Huang, P. G.↗

A Comparison of Two Skip Entry Guidance Algorithms

The Orion capsule vehicle will have a Lift-to-Drag ratio (L/D) of 0.3-0.35. For an Apollo-like direct entry into the Earth's atmosphere from a lunar return trajectory, this L/D will give the vehicle a maximum range of about 2500 nm and a maximum crossrange of 216 nm. In order to y longer ranges, the vehicle lift must be used to loft the trajectory such that the aerodynamic forces are decreased. A Skip-Trajectory results if the vehicle leaves the sensible atmosphere and a second entry occurs downrange of the atmospheric exit point. The Orion capsule is required to have landing site access (either on land or in water) inside the Continental United States (CONUS) for lunar returns anytime during the lunar month. This requirement means the vehicle must be capable of flying ranges of at least 5500 nm. For the L/D of the vehicle, this is only possible with the use of a guided Skip-Trajectory. A skip entry guidance algorithm is necessary to achieve this requirement. Two skip entry guidance algorithms have been developed: the Numerical Skip Entry Guidance (NSEG) algorithm was developed at NASA/JSC and PredGuid was developed at Draper Laboratory. A comparison of these two algorithms will be presented in this paper. Each algorithm has been implemented in a high-fidelity, 6 degree-of-freedom simulation called the Advanced NASA Technology Architecture for Exploration Studies (ANTARES). NASA and Draper engineers have completed several monte carlo analyses in order to compare the performance of each algorithm in various stress states. Each algorithm has been tested for entry-to-target ranges to include direct entries and skip entries of varying length. Dispersions have been included on the initial entry interface state, vehicle mass properties, vehicle aerodynamics, atmosphere, and Reaction Control System (RCS). Performance criteria include miss distance to the target, RCS fuel usage, maximum g-loads and heat rates for the first and second entry, total heat load, and control system saturation. The comparison of the performance criteria has led to a down select and guidance merger that will take the best ideas from each algorithm to create one skip entry guidance algorithm for the Orion vehicle.

Rea, Jeremy R.↗

Evaluation of KDP Estimation Algorithm Performance in Rain Using a Known-Truth Framework

Accurate estimation of specific differential phase ( K DP ) is necessary for rain rate estimation, attenuation correction, and hydrometeor classification algorithms. There are numerous published methods to process polarimetric radar observations of propagation differential phase shift (Φ DP ) and estimate K DP , but the corresponding K DP estimate uncertainty is unquantified. This study provides guidance on how commonly used K DP estimation algorithms perform in various environments. Here, we create numerous synthetic (“true”) K DP profiles, integrate over them to obtain “smoothed” Φ DP , and then add noise typical of S-band operational weather radar measurements. Each algorithm is applied to our noisy Φ DP profiles and compared to the true K DP profile such that the errors and uncertainty are quantified. The synthetic K DP profiles are Gaussian in shape, which allows systematic variations in their magnitude and width to determine how each algorithm performs in smooth, slowly changing K DP profiles, as well as steep profiles. Results demonstrate that algorithm performance is dependent on the Φ DP field received. These results are further supported by an error analysis of each algorithm for two more complicated synthetic K DP profiles. Some K DP algorithms allow users to change various tuning parameters; a subset of these tuning parameters is tested to provide guidance on how changing these parameters impacts algorithm performance. We then provide evidence that our known-truth framework provides insight into algorithm performance in observed data through two case studies.

54 ENVIRONMENTAL SCIENCES↗

The Potential Benefits of Handling Mixture Statistics via a Bi-Gaussian EnKF: Tests With All-Sky Satellite Infrared Radiances

The meteorological characteristics of cloudy atmospheric columns can be very different from their clear counterparts. Thus, when a forecast ensemble is uncertain about the presence/absence of clouds at a specific atmospheric column (i.e., some members are clear while others are cloudy), that column's ensemble statistics will contain a mixture of clear and cloudy statistics. Such mixtures are inconsistent with the ensemble data assimilation algorithms currently used in numerical weather prediction. Hence, ensemble data assimilation algorithms that can handle such mixtures can potentially outperform currently used algorithms. In this study, we demonstrate the potential benefits of addressing such mixtures through a bi-Gaussian extension of the ensemble Kalman filter (BGEnKF). The BGEnKF is compared against the commonly used ensemble Kalman filter (EnKF) using perfect model observing system simulated experiments (OSSEs) with a realistic weather model (the Weather Research and Forecast model). Synthetic all-sky infrared radiance observations are assimilated in this study. In these OSSEs, the BGEnKF outperforms the EnKF in terms of the horizontal wind components, temperature, specific humidity, and simulated upper tropospheric water vapor channel infrared brightness temperatures. This study is one of the first to demonstrate the potential of a Gaussian mixture model EnKF with a realistic weather model. Our results thus motivate future research toward improving numerical Earth system predictions though explicitly handling mixture statistics.

54 ENVIRONMENTAL SCIENCES↗

Global transformation of rotation matrices to Euler parameters

A global algorithm for transforming rotation matrices to Euler parameters is presented. Although it has no apparent computational or numerical advantage over the known algorithms, it elucidates the relationship between the rotation matrix form and the Euler parameter form. It employs the singular-value decomposition, a numerically ideal algorithm involving orthogonal transformations. Attitude parameterization is reviewed and an analytical framework is provided.

Paielli, Russell A.↗

Numerical Determination of Critical Conditions for Thermal Ignition

The determination of ignition or thermal explosion in an oxidizing porous body of material, as described by a dimensionless reaction-diffusion equation of the form .tu = .2u + .e-1/u over the bounded region O, is critically reexamined from a modern perspective using numerical methodologies. First, the classic stationary model is revisited to establish the proper reference frame for the steady-state solution space, and it is demonstrated how the resulting nonlinear two-point boundary value problem can be reexpressed as an initial value problem for a system of first-order differential equations, which may be readily solved using standard algorithms. Then, the numerical procedure is implemented and thoroughly validated against previous computational results based on sophisticated path-following techniques. Next, the transient nonstationary model is attacked, and the full nonlinear form of the reaction-diffusion equation, including a generalized convective boundary condition, is discretized and expressed as a system of linear algebraic equations. The numerical methodology is implemented as a computer algorithm, and validation computations are carried out as a prelude to a broad-ranging evaluation of the assembly problem and identification of the watershed critical initial temperature conditions for thermal ignition. This numerical methodology is then used as the basis for studying the relationship between the shape of the critical initial temperature distribution and the corresponding spatial moments of its energy content integral and an attempt to forge a fundamental conjecture governing this relation. Finally, the effects of dynamic boundary conditions on the classic storage problem are investigated and the groundwork is laid for the development of an approximate solution methodology based on adaptation of the standard stationary model.

Luo, W.↗

A subroutine package for discrete estimation problems

In this paper we describe a well documented, compactly coded, storage efficient, thoroughly tested, and easy to use set of FORTRAN IV subroutines for use in Kalman filter or least-squares applications. The package contains both the UDU covariance factorization and the square root information filter algorithms developed at the Jet Propulsion Laboratory. Numerical reliability of the algorithms is a key feature of the package.

Bierman, G. J.↗