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At least 1,369 records · Page 76

Regions of attraction and ultimate boundedness for linear quadratic regulators with nonlinearities

The closed-loop stability of multivariable linear time-invariant systems controlled by optimal linear quadratic (LQ) regulators is investigated for the case when the feedback loops have nonlinearities N(sigma) that violate the standard stability condition, sigma N(sigma) or = 0.5 sigma(2). The violations of the condition are assumed to occur either (1) for values of sigma away from the origin (sigma = 0) or (2) for values of sigma in a neighborhood of the origin. It is proved that there exists a region of attraction for case (1) and a region of ultimate boundedness for case (2), and estimates are obtained for these regions. The results provide methods for selecting the performance function parameters to design LQ regulators with better tolerance to nonlinearities. The results are demonstrated by application to the problem of attitude and vibration control of a large, flexible space antenna in the presence of actuator nonlinearities.

Joshi, S. M.↗

Enhanced rotor modeling tailored for rub dynamic stability analysis and simulation

New methods are presented that allow straightforward application of complex nonlinearities to finite element based rotor dynamic analyses. The key features are: (1) the methods can be implemented with existing finite element or dynamic simulation programs, (2) formulation is general for simple application to a wide range of problems, and (3) implementation is simplified because nonlinear aspects are separated from the linear part of the model. The new techniques are illustrated with examples of inertial nonlinearity and torquewhirl which can be important in rubbing turbomachinery. The sample analyses provide new understanding of these nonlinearities which are discussed.

Davis, R. R.↗

The effects of suction on the nonlinear stability of the three-dimensional boundary layer above a rotating disc

There exist two types of stationary instability of the flow over a rotating disc corresponding to the upper branch, inviscid mode and the lower branch mode, which has a triple deck structure, of the neutral stability curve. A theoretical study of the linear problem and an account of the weakly nonlinear properties of the lower branch modes have been undertaken by Hall and MacKerrell respectively. Motivated by recent reports of experimental sightings of the lower branch mode and an examination of the role of suction on the linear stability properties of the flow here, the effects are studied of suction on the nonlinear disturbance described by MacKerrell. The additional analysis required in order to incorporate suction is relatively straightforward and enables the derivation of an amplitude equation which describes the evolution of the mode. For each value of the suction, a threshold value of the disturbance amplitude is obtained; modes of size greater than this threshold grow without limit as they develop away from the point of neutral stability.

Bassom, Andrew P.↗

Nonlinear dynamics from linear quantum evolutions

Linear dynamics restricted to invariant submanifolds generally gives rise to nonlinear dynamics. Submanifolds in the quantum framework may emerge for several reasons: one could be interested in specific properties possessed by a given family of states, either as a consequence of experimental constraints or inside an approximation scheme. In this work we investigate such issues in connection with a one parameter group ϕ{sub t} of transformations on a Hilbert space, H, defining the unitary evolutions of a chosen quantum system. Two procedures will be presented: the first one consists in the restriction of the vector field associated with the Schrödinger equation to a submanifold invariant under the flow ϕ{sub t}. The second one makes use of the Lagrangian formalism and can be extended also to non-invariant submanifolds, even if in such a case the resulting dynamics is only an approximation of the flow ϕ{sub t}. Such a result, therefore, should be conceived as a generalization of the variational method already employed for stationary problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Analysis of plane-plastic stress problems with axial symmetry in strain-hardening range

A simple method is developed for solving plane-plastic-stress problems with axial symmetry in the strain-hardening range which is based on the deformation theory of plasticity employing the finite-strain concept. The equations defining the problems are first reduced to two simultaneous nonlinear differential equations involving two dependent variables: (a) the octahedral shear strain, and (b) a parameter indicating the ratio of principal stresses. By multiplying the load and dividing the radius by an arbitrary constant, it is possible to solve these problems without iteration for any value of the modified load. The constant is determined by the boundary condition. This method is applied to a circular membrane under pressure, a rotating disk without and with a central hole, and an infinite plate with a circular hole. Two materials, inconel x and 16-25-6, the octahedral shear stress-strain relations of which do not follow the power law, are used. Distributions of octahedral shear strain, as well as of principal stresses and strains, are obtained. These results are compared with the results of the same problems in the elastic range.

Wu, M H Lee↗

A taxonomy of constraints in black-box simulation-based optimization

The types of constraints encountered in black-box simulation-based optimization problems differ significantly from those addressed in nonlinear programming. Here, we introduce a characterization of constraints to address this situation. We provide formal definitions for several constraint classes and present illustrative examples in the context of the resulting taxonomy. This taxonomy, denoted KARQ, is useful for modeling and problem formulation, as well as optimization software development and deployment. It can also be used as the basis for a dialog with practitioners in moving problems to increasingly solvable branches of optimization.

42 ENGINEERING↗

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.↗

Accelerated Sparse Recovery via Gradient Descent with Nonlinear Conjugate Gradient Momentum

This paper applies an idea of adaptive momentum for the nonlinear conjugate gradient to accelerate optimization problems in sparse recovery. Specifically, we consider two types of minimization problems: a (single) differentiable function and the sum of a non-smooth function and a differentiable function. In the first case, we adopt a fixed step size to avoid the traditional line search and establish the convergence analysis of the proposed algorithm for a quadratic problem. This acceleration is further incorporated with an operator splitting technique to deal with the non-smooth function in the second case. As a result, we use the convex ι 1 and the nonconvex ι 1 – ι 2 functionals as two case studies to demonstrate the efficiency of the proposed approaches over traditional methods.

97 MATHEMATICS AND COMPUTING↗

Chapter 4 - Recent Advances in Identification of Differential Equations from Noisy Data: IDENT Review

Differential equations and numerical methods are extensively used to model various real-world phenomena in science and engineering. With modern developments, we aim to find the underlying differential equation from a single observation of time-dependent data. If we assume that the differential equation is a linear combination of various linear and nonlinear differential terms, then the identification problem can be formulated as solving a linear system. The goal then reduces to finding the optimal coefficient vector that best represents the time derivative of the given data. We review some recent works on the identification of differential equations. We find some common themes for the improved accuracy: (i) The formulation of linear system with proper denoising is important, (ii) how to utilize sparsity and model selection to find the correct coefficient support needs careful attention, and (iii) there are ways to improve the coefficient recovery. We present an overview and analysis of recent developments on the topic.

97 MATHEMATICS AND COMPUTING↗

A time-parallel method for scalable heat transfer simulations of additive manufacturing

Here, a major challenge in simulating the thermal behavior in additive manufacturing processes is the disparate length and time scales between transport phenomena occurring in the melt pool and the component. A common simulation approach relies on spatial decomposition for parallel computing, but due to the nature of heat transfer in AM, where most of the computational expenditure is localized near the melt pool, the computational speedup from spatial parallelization saturates quickly. Therefore, additional parallelism by means of time-domain decomposition is needed to fully take advantage of high-performance computing (HPC) resources. This work introduces a time-parallel method to improve the computational scalability of additive manufacturing simulations on HPC systems, while maintaining high temporal resolution of heat transfer near the melt pool. The method, inspired by the nonlinear paraexp formalism, performs an iterative superposition of nonlinear solutions to the initial value problem, integrating the heat equation across overlapping time-parallel intervals. For a single layer of the NIST AMB2018–01 L7 benchmark problem, the method achieves a 38.51x speedup in wall-clock time with a maximum error in the global temperature solution of 0.99%. This reduces the total solution time from 196.72 min to 5.11 min on 128 nodes of the ORNL Frontier supercomputer. The tradeoff between accuracy and total wall-clock time is investigated and recommendations for time-parallel deployment for AM problems are made.

Additive manufacturing↗

Uncertain characterization of reservoir fluids due to brittleness of equation of state regression

Equations of state (EoS) play a central role in modeling the phase equilibrium of fluid mixtures. Their parameterization involves fitting a model to experimental data, i.e., solving a nonlinear, non-convex, multivariate optimization problem. The latter requires one to select design variables, domains of definition for each variable, and weights assigned to individual measurements. We demonstrate that subjective choices of an optimization algorithm and an initial guess also impact the regression process. Consequently, EoS predictions are fundamentally uncertain even after the EoS tuning to a limited set of experimental data points. We demonstrate this observation for two hydrocarbon reservoir fluids, in which five properties of the heaviest carbon fraction are treated as design variables. While all the optimization algorithms and initial guesses match experimental data for the gas and liquid properties, the resulting EoS parameterizations lead to dramatically different predictions of the fluid’s thermophysical behavior in the unsampled pressure and temperature regions. In conclusion, we propose the probabilistic treatment of design variables to quantify the predictive uncertainty of the resulting fluid models.

15 GEOTHERMAL ENERGY↗

A scalable multidimensional fully implicit solver for Hall magnetohydrodynamics

We propose an optimally performant fully implicit algorithm for the Hall magnetohydrodynamics (HMHD) equations based on multigrid-preconditioned Jacobian-free Newton-Krylov methods. HMHD is a challenging system to solve numerically because it supports stiff fast dispersive waves. The preconditioner is formulated using an operator-split approximate block factorization (Schur complement), informed by physics insight. We use a vector-potential formulation (instead of a magnetic field one) to allow a clean segregation of the problematic $\nabla$ x $\nabla$ x operator in the electron Ohm's law subsystem. This segregation allows the formulation of an effective damped block-Jacobi smoother for multigrid. We demonstrate by analysis that our proposed block-Jacobi iteration is convergent and has the smoothing property. The resulting HMHD solver is verified linearly with wave propagation examples, and nonlinearly with the GEM challenge reconnection problem by comparison against another HMHD code. We demonstrate the excellent algorithmic and parallel performance of the algorithm up to 16384 MPI tasks in two dimensions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Formulation and solution approach for calibrating activity-based travel demand model-system via microsimulation

This study addresses the problem of calibrating utility-maximizing nested logit activity-based travel demand model-systems. After estimation, it is common practice to use aggregate measurements to calibrate the estimated model-system’s parameters prior to their application in transportation planning, policy making, and operations. However, calibration of activity-based model-systems has received much less attention. Existing calibration approaches are myopic heuristics in the sense that they do not consider the fundamental inter-dependencies among choice-models and do not have a systematic way to adjust model parameters. Also, other purely simulation-based approaches do not perform well in large-scale applications. In this study, we focus on utility-maximizing nested logit activity-based model-systems and calibrating aggregate statistics such as activity shares, mode shares, time-dependent & mode-specific OD flows, and time-dependent & mode-specific sensor counts. We formulate the calibration problem as a simulation-based optimization problem and propose a stochastic gradient-based solution procedure to solve it. The solution procedure relies on microsimulation to calculate expectations of the aggregate statistics of interest to the calibration problem. Additionally, we derive approximate analytical expressions for the gradient of the objective function —that are evaluated through microsimulation on mini-batches of the population. The proposed solution procedure is sensitive to the fundamental structure of the activity-based model-system and is non-myopic in considering the dependencies across its model components. The formulated optimization problem is non-convex, highly nonlinear, and potentially has multiple-minima. Lastly, we show —through a real-world application— that the proposed solution procedure outperforms other state-of-the-art purely simulation-based optimization approaches in terms of computational efficiency, stability, and convergence. We also compare various gradient-based solution algorithms to determine the best algorithm to update the parameters. This work has the potential to facilitate wider and easier application of activity-based model-systems.

97 MATHEMATICS AND COMPUTING↗

Inversion of Time-Lapse Seismic Reservoir Monitoring Data Using CycleGAN: A Deep Learning-Based Approach for Estimating Dynamic Reservoir Property Changes

Carbon capture and storage is being pursued globally as a geoengineering measure for reducing the emission of anthropogenic CO 2 the atmosphere. Comprehensive monitoring, verification, and accounting programs must be established for demonstrating the safe storage of injected CO 2 . One of the most commonly deployed monitoring techniques is time-lapse seismic reservoir monitoring (also known as 4-D seismic), which involves comparing 3-D seismic survey data taken at the same study site but over different times. Analyses of 4-D seismic data volumes can help improve the quality of storage reservoir characterization, track the movement of injected CO 2 plume, and identify potential CO 2 spillover/leakage from the storage reservoirblue. However, the derivation of high-resolution CO 2 saturation maps from 4-D seismic data is a highly nonlinear and ill-posed inverse problem, often requiring significant computational effort. In this research, we apply a physics-based deep learning method to facilitate the solution of both the forward and inverse problems in seismic inversion while honoring physical constraints. A cycle generative adversarial neural network (CycleGAN) model is trained to learn the bidirectional functional mappings between the reservoir dynamic property changes and seismic attribute changes, such that both forward and inverse solutions can be obtained efficiently from the trained model. We show that our CycleGAN-based approach not only improves the reliability of 4-D seismic inversion but also expedites the quantitative interpretation. Our deep learning-based workflow is generic and can be readily used for reservoir characterization and reservoir model updates involving the use of 4-D seismic data.

58 GEOSCIENCES↗

Measurement of a radial flow profile with eddy current flow meters and deep neural networks

Eddy current flow meters (ECFMs) measure flows of conductive fluids. Recent interest in ECFMs has increased due to applications in advanced nuclear reactors. ECFMs are well suited for such applications, as they can provide non-invasive measurements of flow in fluids that are often difficult to measure. Traditionally, ECFMs are operated using an alternating current at a single frequency, limiting ECFMs to measure average fluid velocities, blockages, or voids. Here, we expand the capabilities of ECFMs by measuring the fluid radial velocity profile of liquid mercury. To accomplish this, we made several ECFM sensitivity measurements at a range of frequencies. Different frequencies vary the electromagnetic skin depth of the device. By adjusting frequencies, we probed the fluid velocity at various radial locations and constructed a flow-velocity profile. The relationship between the ECFM measurements and velocity profile is nonlinear and requires solving an inverse problem. Using electromagnetic finite-element simulations to train a deep neural network (DNN), we created a model that provides a stable general relationship between the sensitivity measurements of an ECFM and the fluid velocity profile. Using ECFM measurements of liquid mercury, our DNN model calculates a flow profile that agrees well with computational fluid dynamics (CFD) simulations. This technique has potential to improve flow monitoring for optimization, safe operation of conductive fluid loops, and/or validating complex CFD models.

47 OTHER INSTRUMENTATION↗

Enhancing Distribution System Resilience: A First-Order Meta-RL Algorithm for Critical Load Restoration

The increasing frequency of extreme events and the integration of distributed energy resources (DERs) into modern grids have elevated the need for resilient and efficient critical load restoration strategies in distribution systems. However, the stochastic nature of renewable DERs, limited energy resource availability and the intricate nonlinearities inherent in complex grid control problem make the problem challenging. Although reinforcement learning (RL) and warm-start RL methods have shown promising results, their performance often falls short in rapidly adapting to new, unseen situations and typically requires exhaustive problem-specific tuning. To address these gaps, we propose a First-Order Meta-based RL (FOM-RL) algorithm within an online framework for adaptive and robust critical load restoration. By harnessing local DERs as the enabling technology, FOM-RL allows the RL agent to swiftly adapt to new unseen scenarios by leveraging previously acquired knowledge of different tasks. Experimental results provide evidence that proposed algorithm learns more efficiently and showcases generalization capabilities across diverse set of operational scenarios. Moreover, a rigorous theoretical analysis yields a tight sublinear regret bound, sensitive to temporal variability, with a task-averaged optimality gap bounded by O(VM+D*/(Tsquare root(M))). These results suggest that optimality improves with task similarity and an increased number of tasks M, reaffirming the efficacy and scalability of the proposed approach in addressing the complexities of critical load restoration in distribution systems.

complexity theory↗

Online Parameter Estimation Methods for Adaptive Cruise Control Systems

Modeling Adaptive Cruise Control (ACC) vehicles enables the understanding of the impact of these vehicles on traffic flow. In this work, two online methods are used to provide real time system identification of ACC enabled vehicles. The first technique is a recursive least squares (RLS) approach, while the second method solves a nonlinear joint state and parameter estimation problem via particle filtering (PF). We provide a parameter identifiability analysis for both methods to analytically show that the model parameters are not identifiable using equilibrium driving. The accuracy and computational runtime of the online methods are compared to a commonly used offline simulation-based optimization (i.e., batch optimization) approach. The methods are tested on synthetic data as well as on empirical data collected directly from a 2019 model year ACC vehicle using data from sensors that are part of the stock ACC system. The online methods are scalable and provide comparable accuracy to the batch method. RLS runs in real time and is two orders of magnitude faster than the batch method for modest sized (e.g., 15 min) datasets. The particle filter also runs in real- time, and is also suitable in streaming applications in which the datasets can grow arbitrarily large.

33 ADVANCED PROPULSION SYSTEMS↗

hIPPYlib-MUQ: A Bayesian Inference Software Framework for Integration of Data with Complex Predictive Models under Uncertainty

Bayesian inference provides a systematic framework for integration of data with mathematical models to quantify the uncertainty in the solution of the inverse problem. However, the solution of Bayesian inverse problems governed by complex forward models described by partial differential equations (PDEs) remains prohibitive with black-box Markov chain Monte Carlo (MCMC) methods. We present hIPPYlib-MUQ, an extensible and scalable software framework that contains implementations of state-of-the art algorithms aimed to overcome the challenges of high-dimensional, PDE-constrained Bayesian inverse problems. These algorithms accelerate MCMC sampling by exploiting the geometry and intrinsic low-dimensionality of parameter space via derivative information and low rank approximation. The software integrates two complementary open-source software packages, hIPPYlib and MUQ. hIPPYlib solves PDE-constrained inverse problems using automatically-generated adjoint-based derivatives, but it lacks full Bayesian capabilities. MUQ provides a spectrum of powerful Bayesian inversion models and algorithms, but expects forward models to come equipped with gradients and Hessians to permit large-scale solution. By combining these two complementary libraries, we created a robust, scalable, and efficient software framework that realizes the benefits of each and allows us to tackle complex large-scale Bayesian inverse problems across a broad spectrum of scientific and engineering disciplines. To illustrate the capabilities of hIPPYlib-MUQ, we present a comparison of a number of MCMC methods available in the integrated software on several high-dimensional Bayesian inverse problems. These include problems characterized by both linear and nonlinear PDEs, various noise models, and different parameter dimensions. The results demonstrate that large (~ 50×) speedups over conventional black box and gradient-based MCMC algorithms can be obtained by exploiting Hessian information (from the log-posterior), underscoring the power of the integrated hIPPYlib-MUQ framework.

97 MATHEMATICS AND COMPUTING↗