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At least 1,063 records · Page 59

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.↗

A theory of linear estimation

Theory of linear estimation and applicability to problems of smoothing, filtering, extrapolation, and nonlinear estimation

Lewis, T. O.↗

Optimization of simple structures with higher mode frequency constraints.

Results of a study of least weight optimization of simple structures with a single natural frequency constraint. Variational techniques were used to derive the necessary equations, and numerical methods were used, where required, to find solutions to the resulting nonlinear, two-point boundary value problems. The numerical results suggest a similarity between the fixed fundamental frequency solution and solutions in which a single frequency other than fundamental is held fixed. Such a similarity is shown to occur under special circumstances, and the knowledge of the fundamental solution in these cases makes it possible to calculate the solution to problems with constraints on frequencies other than the fundamental.

Weisshaar, T. A.↗

Performance Analysis and Design Synthesis (PADS) computer program. Volume 2: Program description, part 2

The QL module of the Performance Analysis and Design Synthesis (PADS) computer program is described. Execution of this module is initiated when and if subroutine PADSI calls subroutine GROPE. Subroutine GROPE controls the high level logical flow of the QL module. The purpose of the module is to determine a trajectory that satisfies the necessary variational conditions for optimal performance. The module achieves this by solving a nonlinear multi-point boundary value problem. The numerical method employed is described. It is an iterative technique that converges quadratically when it does converge. The three basic steps of the module are: (1) initialization, (2) iteration, and (3) culmination. For Volume 1 see N73-13199.

Source record↗

The prediction of nonlinear three dimensional combustion instability in liquid rockets with conventional nozzles

An analytical technique is developed to solve nonlinear three-dimensional, transverse and axial combustion instability problems associated with liquid-propellant rocket motors. The Method of Weighted Residuals is used to determine the nonlinear stability characteristics of a cylindrical combustor with uniform injection of propellants at one end and a conventional DeLaval nozzle at the other end. Crocco's pressure sensitive time-lag model is used to describe the unsteady combustion process. The developed model predicts the transient behavior and nonlinear wave shapes as well as limit-cycle amplitudes and frequencies typical of unstable motor operation. The limit-cycle amplitude increases with increasing sensitivity of the combustion process to pressure oscillations. For transverse instabilities, calculated pressure waveforms exhibit sharp peaks and shallow minima, and the frequency of oscillation is within a few percent of the pure acoustic mode frequency. For axial instabilities, the theory predicts a steep-fronted wave moving back and forth along the combustor.

Powell, E. A.↗

Regions of constrained maximum likelihood parameter identifiability

This short paper considers the parameter-identification problem of general discrete-time, nonlinear, multiple input-multiple output dynamic systems with Gaussian white distributed measurement errors. Knowledge of the system parameterization is assumed to be available. Regions of constrained maximum likelihood (CML) parameter identifiability are established. A computation procedure employing interval arithmetic is proposed for finding explicit regions of parameter identifiability for the case of linear systems.

Lee, C.-H.↗

Optimal estimation for discrete time jump processes

Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are obtained. The approach is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. A general representation for optimum estimates and recursive equations for minimum mean squared error (MMSE) estimates are obtained. MMSE estimates are nonlinear functions of the observations. The problem of estimating the rate of a DTJP when the rate is a random variable with a probability density function of the form cx super K (l-x) super m and show that the MMSE estimates are linear in this case. This class of density functions explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.

Vaca, M. V.↗

Regions of constrained maximum likelihood parameter identifiability

This paper considers the parameter identification problem of general discrete-time, nonlinear, multiple-input/multiple-output dynamic systems with Gaussian-white distributed measurement errors. Knowledge of the system parameterization is assumed to be known. Regions of constrained maximum likelihood (CML) parameter identifiability are established. A computation procedure employing interval arithmetic is proposed for finding explicit regions of parameter identifiability for the case of linear systems. It is shown that if the vector of true parameters is locally CML identifiable, then with probability one, the vector of true parameters is a unique maximal point of the maximum likelihood function in the region of parameter identifiability and the CML estimation sequence will converge to the true parameters.

Lee, C.-H.↗

Optimal estimation for discrete time jump processes

Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are derived. The approach used is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. Thus a general representation is obtained for optimum estimates, and recursive equations are derived for minimum mean-squared error (MMSE) estimates. In general, MMSE estimates are nonlinear functions of the observations. The problem is considered of estimating the rate of a DTJP when the rate is a random variable with a beta probability density function and the jump amplitudes are binomially distributed. It is shown that the MMSE estimates are linear. The class of beta density functions is rather rich and explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.

Vaca, M. V.↗

Experiments on whistler wave filamentation and VLF hiss in a laboratory plasma

With the development of a large magnetized plasma source it has become possible to investigate space plasma physics problems in the laboratory. First, the nonlinear effects associated with the excitation of a large amplitude whistler wave have been explored. It is found that the radiation pressure of the wave and thermal effects give rise to a field-aligned density depression in which the wave becomes completely trapped. Hyperfine filaments with diameters small compared with the parallel wavelength are observed. Second, the stability of oblique whistler waves in the presence of an electron beam has been studied. A broadband whistler instability is observed and identified as a Cherenkov interaction between beam electrons and whistlers propagating near the resonance cone. These observations confirm the present model for the generation of VLF hiss in the aurora.

Stenzel, R. L.↗

NEWSUMT: A FORTRAN program for inequality constrained function minimization, users guide

A computer program written in FORTRAN subroutine form for the solution of linear and nonlinear constrained and unconstrained function minimization problems is presented. The algorithm is the sequence of unconstrained minimizations using the Newton's method for unconstrained function minimizations. The use of NEWSUMT and the definition of all parameters are described.

Miura, H.↗

Analysis of combustion instability in liquid fuel rocket motors

The development of an analytical technique used in the solution of nonlinear velocity-sensitive combustion instability problems is presented. The Galerkin method was used and proved successful. The pressure wave forms exhibit a strong second harmonic distortion and a variety of behaviors are possible depending on the nature of the combustion process and the parametric values involved. A one dimensional model provides insight into the problem by allowing a comparison of Galerkin solutions with more exact finite difference computations.

Wong, K. W.↗

Analysis of Combustion Instability in Liquid Fuel Rocket Motors

The development of a technique to be used in the solution of nonlinear velocity-sensitive combustion instability problems is described. The orthogonal collocation method was investigated. It found that the results are heavily dependent on the location of the collocation points and characteristics of the equations, so the method was rejected as unreliabile. The Galerkin method, which has proved to be very successful in analysis of the pressure sensitive combustion instability was found to work very well. It was found that the pressure wave forms exhibit a strong second harmonic distortion and a variety of behaviors are possible depending on the nature of the combustion process and the parametric values involved. A one-dimensional model provides further insight into the problem by allowing a comparison of Galerkin solutions with more exact finite-difference computations.

Wong, K. W.↗

Mountain winds (revisited)

The prediction of extremely high wind speeds, at ground level on the downstream side of a mountain range, is possible by solving the initial value problem for a two-layered nonlinear shallow water model of the atmosphere. Three different numerical methods are described to find the solutions which may involve shocks: (1) the vonNeumann-Richtmyer artificial viscosity method, (2) a filtering scheme, and (3) a hybrid method.

Isaacson, E.↗

Numerical solutions of transonic flows by parametric differentiation and integral equation techniques

The paper discusses results of an exploratory study of the advantages obtained by combining integral equation methods with the method of parametric differentiation in the treatment of transonic flow problems. In the proposed method, the nonlinear unsteady transonic flow equation for small perturbations is transformed into a linear equation by the use of the method of parametric differentiation. The linear equation is split into a pair of weakly coupled partial differential equations by writing the transformed perturbation potential as the sum of a steady component and an unsteady component. The solution of the steady equation as an integral equation is based on Ogana's treatment (1978). As a test case, the formulation is applied to predict the steady transonic flow over a nonlifting parabolic-arc airfoil.

Sivaneri, N. T.↗