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NASA NTRS1975

Fixed-range optimum trajectories for short-haul aircraft

An algorithm, based on the energy-state method, is derived for calculating optimum trajectories with a range constraint. The basis of the algorithm is the assumption that optimum trajectories consist of, at most, three segments: an increasing energy segment (climb); a constant energy segment (cruise); and a decreasing energy segment (descent). This assumption allows energy to be used as the independent variable in the increasing and decreasing energy segments, thereby eliminating the integration of a separate adjoint differential equation and simplifying the calculus of variations problem to one requiring only pointwise extremization of algebraic functions. The algorithm is used to compute minimum fuel, minimum time, and minimum direct-operating-cost trajectories, with range as a parameter, for an in-service CTOL aircraft and for an advanced STOL aircraft. For the CTOL aircraft and the minimum-fuel performance function, the optimum controls, consisting of air-speed and engine power setting, are continuous functions of the energy in both climb and descent as well as near the maximum or cruise energy. This is also true for the STOL aircraft except in the descent where at one energy level a nearly constant energy dive segment occurs, yielding a discontinuity in the airspeed at that energy. The reason for this segment appears to be the relatively high fuel flow at idle power of the engines used by this STOL aircraft. Use of a simplified trajectory which eliminates the dive increases the fuel consumption of the total descent trajectory by about 10 percent and the time to fly the descent by about 19 percent compared to the optimum.

Erzberger, H.↗

NASA NTRS1985

New results on the PLL false lock phenomenon

Conditions, based on the multipliers of a linear differential equation with periodic coefficients, for the occurrence of false lock in a phase lock loop (PLL) are presented. Two new and powerful algorithms are presented for computing the frequency difference between the reference and voltage controlled oscillator when the loop is false locked. The first algorithm expresses omega f sup -1 as a power series in the closed loop gain. The second algorithm expresses omega sup -1 as part of a solution to a nonlinear algebraic system of equations which can be solved by numerical methods. The power of both algorithms is illustrated by application and comparison.

Stensby, J. L.↗

NASA NTRS1994

On determining the spectrum of primordial inhomogeneity from the COBE DMR sky maps: Method

The natural approach to a spectral analysis of data distributed on the sky employs spherical harmonic decomposition. A common problem encountered in practical astronomy is the lack of full sky coverage in the available data. For example, the removal of the Galactic plane data from the Cosmic Background Explorer (COBE) Differential Microwave Radiometer (DMR) sky maps compromises Fourier analysis of the cosmic microwave background (CMB) temperature distribution due to the loss of orthogonality of the spherical harmonics. An explicit method for constructing orthonormal functions on an incomplete (e.g., Galaxy-cut) sphere is presented. These functions should be used in the proper Fourier analysis of the COBE DMR sky maps to provide the correct input for the determination of the spectrum of primordial inhomogeneity. The results of such an analysis are presented in an accompanying Letter. A similar algebraic construction of appropriate functions can be devised for other astronomical applications.

Gorski, Krzysztof M.↗

NASA NTRS1996

Multigrid Methods for Fully Implicit Oil Reservoir Simulation

In this paper we consider the simultaneous flow of oil and water in reservoir rock. This displacement process is modeled by two basic equations: the material balance or continuity equations and the equation of motion (Darcy's law). For the numerical solution of this system of nonlinear partial differential equations there are two approaches: the fully implicit or simultaneous solution method and the sequential solution method. In the sequential solution method the system of partial differential equations is manipulated to give an elliptic pressure equation and a hyperbolic (or parabolic) saturation equation. In the IMPES approach the pressure equation is first solved, using values for the saturation from the previous time level. Next the saturations are updated by some explicit time stepping method; this implies that the method is only conditionally stable. For the numerical solution of the linear, elliptic pressure equation multigrid methods have become an accepted technique. On the other hand, the fully implicit method is unconditionally stable, but it has the disadvantage that in every time step a large system of nonlinear algebraic equations has to be solved. The most time-consuming part of any fully implicit reservoir simulator is the solution of this large system of equations. Usually this is done by Newton's method. The resulting systems of linear equations are then either solved by a direct method or by some conjugate gradient type method. In this paper we consider the possibility of applying multigrid methods for the iterative solution of the systems of nonlinear equations. There are two ways of using multigrid for this job: either we use a nonlinear multigrid method or we use a linear multigrid method to deal with the linear systems that arise in Newton's method. So far only a few authors have reported on the use of multigrid methods for fully implicit simulations. Two-level FAS algorithm is presented for the black-oil equations, and linear multigrid for two-phase flow problems with strong heterogeneities and anisotropies is studied. Here we consider both possibilities. Moreover we present a novel way for constructing the coarse grid correction operator in linear multigrid algorithms. This approach has the advantage in that it preserves the sparsity pattern of the fine grid matrix and it can be extended to systems of equations in a straightforward manner. We compare the linear and nonlinear multigrid algorithms by means of a numerical experiment.

Molenaar, J.↗

NASA NTRS1982

On conforming mixed finite element methods for incompressible viscous flow problems

The application of conforming mixed finite element methods to obtain approximate solutions of linearized Navier-Stokes equations is examined. Attention is given to the convergence rates of various finite element approximations of the pressure and the velocity field. The optimality of the convergence rates are addressed in terms of comparisons of the approximation convergence to a smooth solution in relation to the best approximation available for the finite element space used. Consideration is also devoted to techniques for efficient use of a Gaussian elimination algorithm to obtain a solution to a system of linear algebraic equations derived by finite element discretizations of linear partial differential equations.

Gunzburger, M. D↗

NASA NTRS2003

Optimal Feedback Control of Thermal Networks

An improved approach to the mathematical modeling of feedback control of thermal networks has been devised. Heretofore software for feedback control of thermal networks has been developed by time-consuming trial-and-error methods that depend on engineers expertise. In contrast, the present approach is a systematic means of developing algorithms for feedback control that is optimal in the sense that it combines performance with low cost of implementation. An additional advantage of the present approach is that a thermal engineer need not be expert in control theory. Thermal networks are lumped-parameter approximations used to represent complex thermal systems. Thermal networks are closely related to electrical networks commonly represented by lumped-parameter circuit diagrams. Like such electrical circuits, thermal networks are mathematically modeled by systems of differential-algebraic equations (DAEs) that is, ordinary differential equations subject to a set of algebraic constraints. In the present approach, emphasis is placed on applications in which thermal networks are subject to constant disturbances and, therefore, integral control action is necessary to obtain steady-state responses. The mathematical development of the present approach begins with the derivation of optimal integral-control laws via minimization of an appropriate cost functional that involves augmented state vectors. Subsequently, classical variational arguments provide optimality conditions in the form of the Hamiltonian equations for the standard linear-quadratic-regulator (LQR) problem. These equations are reduced to an algebraic Riccati equation (ARE) with respect to the augmented state vector. The solution of the ARE leads to the direct computation of the optimal proportional- and integral-feedback control gains. In cases of very complex networks, large numbers of state variables make it difficult to implement optimal controllers in the manner described in the preceding paragraph.

Papalexandris, Miltiadis↗

NASA NTRS1990

The Design-To-Cost Manifold

Design-to-cost is a popular technique for controlling costs. Although qualitative techniques exist for implementing design to cost, quantitative methods are sparse. In the launch vehicle and spacecraft engineering process, the question whether to minimize mass is usually an issue. The lack of quantification in this issue leads to arguments on both sides. This paper presents a mathematical technique which both quantifies the design-to-cost process and the mass/complexity issue. Parametric cost analysis generates and applies mathematical formulas called cost estimating relationships. In their most common forms, they are continuous and differentiable. This property permits the application of the mathematics of differentiable manifolds. Although the terminology sounds formidable, the application of the techniques requires only a knowledge of linear algebra and ordinary differential equations, common subjects in undergraduate scientific and engineering curricula. When the cost c is expressed as a differentiable function of n system metrics, setting the cost c to be a constant generates an n-1 dimensional subspace of the space of system metrics such that any set of metric values in that space satisfies the constant design-to-cost criterion. This space is a differentiable manifold upon which all mathematical properties of a differentiable manifold may be applied. One important property is that an easily implemented system of ordinary differential equations exists which permits optimization of any function of the system metrics, mass for example, over the design-to-cost manifold. A dual set of equations defines the directions of maximum and minimum cost change. A simplified approximation of the PRICE H(TM) production-production cost is used to generate this set of differential equations over [mass, complexity] space. The equations are solved in closed form to obtain the one dimensional design-to-cost trade and design-for-cost spaces. Preliminary results indicate that cost is relatively insensitive to changes in mass and that the reduction of complexity, both in the manufacturing process and of the spacecraft, is dominant in reducing cost.

Dean, Edwin B.↗

NASA NTRS1987

Algebraic multigrid

The state of the art in algebraic multgrid (AMG) methods is discussed. The interaction between the relaxation process and the coarse grid correction necessary for proper behavior of the solution probes is discussed in detail. Sufficient conditions on relaxation and interpolation for the convergence of the V-cycle are given. The relaxation used in AMG, what smoothing means in an algebraic setting, and how it relates to the existing theory are considered. Some properties of the coarse grid operator are discussed, and results on the convergence of two-level and multilevel convergence are given. Details of an algorithm particularly studied for problems obtained by discretizing a single elliptic, second order partial differential equation are given. Results of experiments with such problems using both finite difference and finite element discretizations are presented.

Ruge, J. W.↗

NASA NTRS2016

Diagonally Implicit Runge-Kutta Methods for Ordinary Differential Equations. A Review

A review of diagonally implicit Runge-Kutta (DIRK) methods applied to rst-order ordinary di erential equations (ODEs) is undertaken. The goal of this review is to summarize the characteristics, assess the potential, and then design several nearly optimal, general purpose, DIRK-type methods. Over 20 important aspects of DIRKtype methods are reviewed. A design study is then conducted on DIRK-type methods having from two to seven implicit stages. From this, 15 schemes are selected for general purpose application. Testing of the 15 chosen methods is done on three singular perturbation problems. Based on the review of method characteristics, these methods focus on having a stage order of two, sti accuracy, L-stability, high quality embedded and dense-output methods, small magnitudes of the algebraic stability matrix eigenvalues, small values of aii, and small or vanishing values of the internal stability function for large eigenvalues of the Jacobian. Among the 15 new methods, ESDIRK4(3)6L[2]SA is recommended as a good default method for solving sti problems at moderate error tolerances.

Kennedy, Christopher A.↗

NASA NTRS1989

More accurate predictions with transonic Navier-Stokes methods through improved turbulence modeling

Significant improvements in predictive accuracies for off-design conditions are achievable through better turbulence modeling; and, without necessarily adding any significant complication to the numerics. One well established fact about turbulence is it is slow to respond to changes in the mean strain field. With the 'equilibrium' algebraic turbulence models no attempt is made to model this characteristic and as a consequence these turbulence models exaggerate the turbulent boundary layer's ability to produce turbulent Reynolds shear stresses in regions of adverse pressure gradient. As a consequence, too little momentum loss within the boundary layer is predicted in the region of the shock wave and along the aft part of the airfoil where the surface pressure undergoes further increases. Recently, a 'nonequilibrium' algebraic turbulence model was formulated which attempts to capture this important characteristic of turbulence. This 'nonequilibrium' algebraic model employs an ordinary differential equation to model the slow response of the turbulence to changes in local flow conditions. In its original form, there was some question as to whether this 'nonequilibrium' model performed as well as the 'equilibrium' models for weak interaction cases. However, this turbulence model has since been further improved wherein it now appears that this turbulence model performs at least as well as the 'equilibrium' models for weak interaction cases and for strong interaction cases represents a very significant improvement. The performance of this turbulence model relative to popular 'equilibrium' models is illustrated for three airfoil test cases of the 1987 AIAA Viscous Transonic Airfoil Workshop, Reno, Nevada. A form of this 'nonequilibrium' turbulence model is currently being applied to wing flows for which similar improvements in predictive accuracy are being realized.

Johnson, Dennis A.↗

NASA NTRS1994

Interlaminar stress analysis of dropped-ply laminated plates and shells by a mixed method

A mixed method of approximation based on Reissner's variational principle is developed for the linear analysis of interlaminar stresses in laminated composites, with special interest in laminates that contain terminated internal plies (dropped-ply laminates). Two models are derived, one for problems of generalized plane deformation and the other for the axisymmetric response of shells of revolution. A layerwise approach is taken in which the stress field is assumed with an explicit dependence on the thickness coordinate in each layer. The dependence of the stress field on the thickness coordinate is determined such that the three-dimensional equilibrium equations are satisfied by the approximation. The solution domain is reduced to one dimension by integration through the thickness. Continuity of tractions and displacements between layers is imposed. The governing two-point boundary value problem is composed of a system of both differential and algebraic equations (DAE's) and their associated boundary conditions. Careful evaluation of the system of DAE's was required to arrive at a form that allowed application of a one-step finite difference approximation. A two-stage Gauss implicit Runge-Kutta finite difference scheme was used for the solution because of its relatively high degree of accuracy. Patch tests of the two models revealed problems with solution accuracy for the axisymmetric model of a cylindrical shell loaded by internal pressure. Parametric studies of dropped-ply laminate characteristics and their influence on the interlaminar stresses were performed using the generalized plane deformation model. Eccentricity of the middle surface of the laminate through the ply drop-off was found to have a minimal effect on the interlaminar stresses under longitudinal compression, transverse tension, and in-plane shear. A second study found the stiffness change across the ply termination to have a much greater influence on the interlaminar stresses.

Harrison, Peter N.↗

NASA NTRS1986

Stability of semidiscrete approximations for hyperbolic initial-boundary-value problems: An eigenvalue analysis

A hyperbolic initial-boundary-value problem can be approximated by a system of ordinary differential equations (ODEs) by replacing the spatial derivatives by finite-difference approximations. The resulting system of ODEs is called a semidiscrete approximation. A complication is the fact that more boundary conditions are required for the spatially discrete approximation than are specified for the partial differential equation. Consequently, additional numerical boundary conditions are required and improper treatment of these additional conditions can lead to instability. For a linear initial-boundary-value problem (IBVP) with homogeneous analytical boundary conditions, the semidiscrete approximation results in a system of ODEs of the form du/dt = Au whose solution can be written as u(t) = exp(At)u(O). Lax-Richtmyer stability requires that the matrix norm of exp(At) be uniformly bounded for O less than or = t less than or = T independent of the spatial mesh size. Although the classical Lax-Richtmyer stability definition involves a conventional vector norm, there is no known algebraic test for the uniform boundedness of the matrix norm of exp(At) for hyperbolic IBVPs. An alternative but more complicated stability definition is used in the theory developed by Gustafsson, Kreiss, and Sundstrom (GKS). The two methods are compared.

Warming, Robert F.↗

NASA NTRS2001

Using EEG To Detect and Monitor Mental Fatigue

This project aims to develop EEG-based methods for detecting and monitoring mental fatigue. Mental fatigue poses a serious risk, even when performance is not apparently degraded. When such fatigue is associated with sustained performance of a single type of cognitive task it may be related to the metabolic energy required for sustained activation of cortical areas specialized for that task. The objective of this study was to adapt EEG to monitor cortical energy over a long period of performance of a cognitive task. Multielectrode event related potentials (ERPs) were collected every 15 minutes in nine subjects who performed a mental arithmetic task (algebraic sum of four randomly generated negative or positive digits). A new problem was presented on a computer screen 0.5 seconds after each response; some subjects endured for as long as three hours. ERPs were transformed to a quantitative measure of scalp electrical field energy. The average energy level at electrode P3 (near the left angular gyrus), 100-300 msec latency, was compared over the series of ERPs. For most subjects, scalp energy density at P3 gradually fell over the period of task performance and dramatically increased just before the subject was unable to continue the task. This neural response can be simulated for individual subjects using, a differential equation model in which it is assumed that the mental arithmetic task requires a commitment of metabolic energy that would otherwise be used for brain activities that are temporarily neglected. Their cumulative neglect eventually requires a reallocation of energy away from the mental arithmetic task.

Montgomery, Leslie↗

NASA NTRS1998

Trellises and Trellis-Based Decoding Algorithms for Linear Block Codes

A code trellis is a graphical representation of a code, block or convolutional, in which every path represents a codeword (or a code sequence for a convolutional code). This representation makes it possible to implement Maximum Likelihood Decoding (MLD) of a code with reduced decoding complexity. The most well known trellis-based MLD algorithm is the Viterbi algorithm. The trellis representation was first introduced and used for convolutional codes [23]. This representation, together with the Viterbi decoding algorithm, has resulted in a wide range of applications of convolutional codes for error control in digital communications over the last two decades. There are two major reasons for this inactive period of research in this area. First, most coding theorists at that time believed that block codes did not have simple trellis structure like convolutional codes and maximum likelihood decoding of linear block codes using the Viterbi algorithm was practically impossible, except for very short block codes. Second, since almost all of the linear block codes are constructed algebraically or based on finite geometries, it was the belief of many coding theorists that algebraic decoding was the only way to decode these codes. These two reasons seriously hindered the development of efficient soft-decision decoding methods for linear block codes and their applications to error control in digital communications. This led to a general belief that block codes are inferior to convolutional codes and hence, that they were not useful. Chapter 2 gives a brief review of linear block codes. The goal is to provide the essential background material for the development of trellis structure and trellis-based decoding algorithms for linear block codes in the later chapters. Chapters 3 through 6 present the fundamental concepts, finite-state machine model, state space formulation, basic structural properties, state labeling, construction procedures, complexity, minimality, and sectionalization of trellises. Chapter 7 discusses trellis decomposition and subtrellises for low-weight codewords. Chapter 8 first presents well known methods for constructing long powerful codes from short component codes or component codes of smaller dimensions, and then provides methods for constructing their trellises which include Shannon and Cartesian product techniques. Chapter 9 deals with convolutional codes, puncturing, zero-tail termination and tail-biting.Chapters 10 through 13 present various trellis-based decoding algorithms, old and new. Chapter 10 first discusses the application of the well known Viterbi decoding algorithm to linear block codes, optimum sectionalization of a code trellis to minimize computation complexity, and design issues for IC (integrated circuit) implementation of a Viterbi decoder. Then it presents a new decoding algorithm for convolutional codes, named Differential Trellis Decoding (DTD) algorithm. Chapter 12 presents a suboptimum reliability-based iterative decoding algorithm with a low-weight trellis search for the most likely codeword. This decoding algorithm provides a good trade-off between error performance and decoding complexity. All the decoding algorithms presented in Chapters 10 through 12 are devised to minimize word error probability. Chapter 13 presents decoding algorithms that minimize bit error probability and provide the corresponding soft (reliability) information at the output of the decoder. Decoding algorithms presented are the MAP (maximum a posteriori probability) decoding algorithm and the Soft-Output Viterbi Algorithm (SOVA) algorithm. Finally, the minimization of bit error probability in trellis-based MLD is discussed.

Lin, Shu↗

NASA NTRS2011

Constraint Embedding Technique for Multibody System Dynamics

Multibody dynamics play a critical role in simulation testbeds for space missions. There has been a considerable interest in the development of efficient computational algorithms for solving the dynamics of multibody systems. Mass matrix factorization and inversion techniques and the O(N) class of forward dynamics algorithms developed using a spatial operator algebra stand out as important breakthrough on this front. Techniques such as these provide the efficient algorithms and methods for the application and implementation of such multibody dynamics models. However, these methods are limited only to tree-topology multibody systems. Closed-chain topology systems require different techniques that are not as efficient or as broad as those for tree-topology systems. The closed-chain forward dynamics approach consists of treating the closed-chain topology as a tree-topology system subject to additional closure constraints. The resulting forward dynamics solution consists of: (a) ignoring the closure constraints and using the O(N) algorithm to solve for the free unconstrained accelerations for the system; (b) using the tree-topology solution to compute a correction force to enforce the closure constraints; and (c) correcting the unconstrained accelerations with correction accelerations resulting from the correction forces. This constraint-embedding technique shows how to use direct embedding to eliminate local closure-loops in the system and effectively convert the system back to a tree-topology system. At this point, standard tree-topology techniques can be brought to bear on the problem. The approach uses a spatial operator algebra approach to formulating the equations of motion. The operators are block-partitioned around the local body subgroups to convert them into aggregate bodies. Mass matrix operator factorization and inversion techniques are applied to the reformulated tree-topology system. Thus in essence, the new technique allows conversion of a system with closure-constraints into an equivalent tree-topology system, and thus allows one to take advantage of the host of techniques available to the latter class of systems. This technology is highly suitable for the class of multibody systems where the closure-constraints are local, i.e., where they are confined to small groupings of bodies within the system. Important examples of such local closure-constraints are constraints associated with four-bar linkages, geared motors, differential suspensions, etc. One can eliminate these closure-constraints and convert the system into a tree-topology system by embedding the constraints directly into the system dynamics and effectively replacing the body groupings with virtual aggregate bodies. Once eliminated, one can apply the well-known results and algorithms for tree-topology systems to solve the dynamics of such closed-chain system.

Woo, Simon S.↗