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A piecewise linear approximation scheme for hereditary optimal control problems

An approximation scheme based on 'piecewise linear' approximations of L2 spaces is employed to formulate a numerical method for solving quadratic optimal control problems governed by linear retarded functional differential equations. This piecewise linear method is an extension of the so called averaging technique. It is shown that the Riccati equation for the linear approximation is solved by simple transformation of the averaging solution. Thus, the computational requirements are essentially the same. Numerical results are given.

Cliff, E. M.

Piecewise linear approximation for hereditary control problems

Finite dimensional approximations are presented for linear retarded functional differential equations by use of discontinuous piecewise linear functions. The approximation scheme is applied to optimal control problems when a quadratic cost integral has to be minimized subject to the controlled retarded system. It is shown that the approximate optimal feedback operators converge to the true ones both in case the cost integral ranges over a finite time interval as well as in the case it ranges over an infinite time interval. The arguments in the latter case rely on the fact that the piecewise linear approximations to stable systems are stable in a uniform sense. This feature is established using a vector-component stability criterion in the state space R(n) x L(2) and the favorable eigenvalue behavior of the piecewise linear approximations.

Propst, Georg

Piecewise linear approximation for hereditary control problems

This paper presents finite-dimensional approximations for linear retarded functional differential equations by use of discontinuous piecewise linear functions. The approximation scheme is applied to optimal control problems, when a quadratic cost integral must be minimized subject to the controlled retarded system. It is shown that the approximate optimal feedback operators converge to the true ones both in the case where the cost integral ranges over a finite time interval, as well as in the case where it ranges over an infinite time interval. The arguments in the last case rely on the fact that the piecewise linear approximations to stable systems are stable in a uniform sense.

Propst, Georg

Global Optimization via Quadratic Disjunctive Programming for Water Networks Design with Energy Recovery

Generalized disjunctive programming (GDP) models with bilinear and concave constraints, often seen in water network design, are challenging optimization problems. This work proposes quadratic and piecewise linear approximations for nonlinear terms to reformulate GDP models into quadratic GDP (QGDP) models that suitable solvers may solve more efficiently. We illustrate the benefits of the quadratic reformulation with a water treatment network design problem in which nonconvexities arise from bilinear terms in the mixers’ mass balances and concave investment cost functions of treatment units. Given the similarities with water network design problems, we suggest quadratic approximation for the GDP model for the optimal design of a large-scale reverse electrodialysis (RED) process. This power technology can recover energy from salinity differences between by-product streams of the water sector, such as desalination brine mixed with regenerated wastewater effluents. The solver Gurobi excels in handling QGDP problems, but weighing the problem’s precision and tractability balance is crucial. The piecewise linear approximation yields more accurate, yet larger QGDP models that may require longer optimization times in large-scale process synthesis problems.

Water Networks

A Theoretical and Computational Revisit of Conversions Between Whitham’s F-Function and Equivalent Area

This paper proves mathematically that the integral transforms between Whitham’s F-function and equivalent area are the inverse transforms of each other if and only if the slope of the equivalent area at the origin is zero. This mathematical fact contradicts the accepted unconditional inverse relation between Whitham’s F-function and equivalent area in the sonic boom research literature. Piecewise linear approximations of an F-function and of the second derivative of an equivalent area are used to derive numerical formulas for conversions between Whitham’s F-function and equivalent area. Numerical results are included to show convergence of the numerical conversions as the maximum length of the segments for piecewise linear approximations goes to zero. These numerical conversions are approximately the inverse transforms of each other when the second derivative of an equivalent area is continuous and the slope of the equivalent area at the origin is zero.

Whitham's F-function

On approximating hereditary dynamics by systems of ordinary differential equations

The paper deals with methods of obtaining approximate solutions to linear retarded functional differential equations (hereditary systems). The basic notion is to project the infinite dimensional space of initial functions for the hereditary system onto a finite dimensional subspace. Within this framework, two particular schemes are discussed. The first uses well-known piecewise constant approximations, while the second is a new method based on piecewise linear approximating functions. Numerical results are given.

Cliff, E. M.

On High-Order Upwind Methods for Advection

In the fourth installment of the celebrated series of five papers entitled "Towards the ultimate conservative difference scheme", Van Leer (1977) introduced five schemes for advection, the first three are piecewise linear, and the last two, piecewise parabolic. Among the five, scheme I, which is the least accurate, extends with relative ease to systems of equations in multiple dimensions. As a result, it became the most popular and is widely known as the MUSCL scheme (monotone upstream-centered schemes for conservation laws). Schemes III and V have the same accuracy, are the most accurate, and are closely related to current high-order methods. Scheme III uses a piecewise linear approximation that is discontinuous across cells, and can be considered as a precursor of the discontinuous Galerkin methods. Scheme V employs a piecewise quadratic approximation that is, as opposed to the case of scheme III, continuous across cells. This method is the basis for the on-going "active flux scheme" developed by Roe and collaborators. Here, schemes III and V are shown to be equivalent in the sense that they yield identical (reconstructed) solutions, provided the initial condition for scheme III is defined from that of scheme V in a manner dependent on the CFL number. This equivalence is counter intuitive since it is generally believed that piecewise linear and piecewise parabolic methods cannot produce the same solutions due to their different degrees of approximation. The finding also shows a key connection between the approaches of discontinuous and continuous polynomial approximations. In addition to the discussed equivalence, a framework using both projection and interpolation that extends schemes III and V into a single family of high-order schemes is introduced. For these high-order extensions, it is demonstrated via Fourier analysis that schemes with the same number of degrees of freedom 𝐾 per cell, in spite of the different piecewise polynomial degrees, share the same sets of eigenvalues and thus, have the same stability and accuracy. Moreover, these schemes are accurate to order 2𝐾−1, which is higher than the expected order of 𝐾.

high-order methods

Orbit-determination performance of Doppler data for interplanetary cruise trajectories. Part 1: Error analysis methodology

An error covariance analysis methodology is used to investigate different weighting schemes for two-way (coherent) Doppler data in the presence of transmission-media and observing-platform calibration errors. The analysis focuses on orbit-determination performance in the interplanetary cruise phase of deep-space missions. Analytical models for the Doppler observable and for transmission-media and observing-platform calibration errors are presented, drawn primarily from previous work. Previously published analytical models were improved upon by the following: (1) considering the effects of errors in the calibration of radio signal propagation through the troposphere and ionosphere as well as station-location errors; (2) modelling the spacecraft state transition matrix using a more accurate piecewise-linear approximation to represent the evolution of the spacecraft trajectory; and (3) incorporating Doppler data weighting functions that are functions of elevation angle, which reduce the sensitivity of the estimated spacecraft trajectory to troposphere and ionosphere calibration errors. The analysis is motivated by the need to develop suitable weighting functions for two-way Doppler data acquired at 8.4 GHz (X-band) and 32 GHz (Ka-band). This weighting is likely to be different from that in the weighting functions currently in use; the current functions were constructed originally for use with 2.3 GHz (S-band) Doppler data, which are affected much more strongly by the ionosphere than are the higher frequency data.

Ulvestad, J. S.

Accurate upwind-monotone (nonoscillatory) methods for conservation laws

The well known MUSCL scheme of Van Leer is constructed using a piecewise linear approximation. The MUSCL scheme is second order accurate at the smooth part of the solution except at extrema where the accuracy degenerates to first order due to the monotonicity constraint. To construct accurate schemes which are free from oscillations, the author introduces the concept of upwind monotonicity. Several classes of schemes, which are upwind monotone and of uniform second or third order accuracy are then presented. Results for advection with constant speed are shown. It is also shown that the new scheme compares favorably with state of the art methods.

Huynh, Hung T.

Elastic interaction of a crack with a microcrack array. I - Formulation of the problem and general form of the solution. II - Elastic solution for two crack configurations (piecewise constant and linear approximations)

The elastic interactions of a two-dimensional configuration consisting of a crack with an array of microcracks located near the tip are studied. The general form of the solution is based on the potential representations and approximations of tractions on the microcracks by polynomials. In the second part, the technique is applied to two simple two-dimensional configurations involving one and two microcracks. The problems of stress shielding and stress amplification (the reduction or increase of the effective stress intensity factor due to the presence of microcracks) are discussed, and the refinements introduced by higher order polynomial approximations are illustrated.

Chudnovsky, A.

Spinning mode acoustic radiation from the flight inlet

A mathematical model was developed for spinning mode acoustic radiation from a thick wall duct without flow. This model is based on a series of experiments (with and without flow). A nearly pure azimuthal spinning mode was isolated and then reflection coefficients and far field pressure (amplitude and phase) were measured. In our model the governing boundary value problem for the Helmholtz equation is first converted into an integral equation for the unknown acoustic pressure over a disk, S1, near the mouth of the duct and over the exterior surface, S2, of the duct. Assuming a pure azimuthal mode excitation, the azimuthal dependence is integrated out which yields an integral equation over the generator C1 of S1 and the generator C2 of S2. The sound pressure on C1 was approximated by a truncated modal expansion of the interior acoustic pressure. Piecewise linear spline approximation on C2 was used.

Moss, W. F.

Hybrid Discrete-Continuous Markov Decision Processes

This paper proposes a Markov decision process (MDP) model that features both discrete and continuous state variables. We extend previous work by Boyan and Littman on the mono-dimensional time-dependent MDP to multiple dimensions. We present the principle of lazy discretization, and piecewise constant and linear approximations of the model. Having to deal with several continuous dimensions raises several new problems that require new solutions. In the (piecewise) linear case, we use techniques from partially- observable MDPs (POMDPS) to represent value functions as sets of linear functions attached to different partitions of the state space.

Feng, Zhengzhu

Stresses and deformations in cross-ply composite tubes subjected to a uniform temperature change: Elasticity and Approximate Solutions

The effects of a uniform temperature change on the stresses and deformations of composite tubes are investigated. The accuracy of an approximate solution based on the principle of complementary virtual work is determined. Interest centers on tube response away from the ends and so a planar elasticity approach is used. For the approximate solution a piecewise linear variation of stresses with the radial coordinate is assumed. The results from the approximate solution are compared with the elasticity solution. The stress predictions agree well, particularly peak interlaminar stresses. Surprisingly, the axial deformations also agree well. This, despite the fact that the deformations predicted by the approximate solution do not satisfy the interface displacement continuity conditions required by the elasticity solution. The study shows that the axial thermal expansion coefficient of tubes with a specific number of axial and circumferential layers depends on the stacking sequence. This is in contrast to classical lamination theory which predicts the expansion to be independent of the stacking arrangement. As expected, the sign and magnitude of the peak interlaminar stresses depends on stacking sequence.

Hyer, M. W.

Stresses and deformations in cross-ply composite tubes subjected to a uniform temperature change

This study investigates the effects of a uniform temperature change on the stresses and deformations of composite tubes and determines the accuracy of an approximate solution based on the principle of complementary virtual work. Interest centers on tube response away from the ends and so a planar elasticity approach is used. For the approximate solution a piecewise linear variation of stresses with the radial coordinate is assumed. The results from the approximate solution are compared with the elasticity solution. The stress predictions agree well, particularly peak interlaminar stresses. Surprisingly, the axial deformations also agree well, despite the fact that the deformations predicted by the approximate solution do not satisfy the interface displacement continuity conditions required by the elasticity solution. The study shows that the axial thermal expansion coefficient of tubes with a specific number of axial and circumferential layers depends on the stacking sequence. This is in contrast to classical lamination theory, which predicts that the expansion will be independent of the stacking arrangement. As expected, the sign and magnitude of the peak interlaminar stresses depend on stacking sequence. For tubes with a specific number of axial and circumferential layers, thermally induced interlaminar stresses can be controlled by altering stacking arrangement.

Hyer, M. W.

Entropy conservative finite element schemes

The question of entropy stability for discrete approximations to hyperbolic systems of conservation laws is studied. The amount of numerical viscosity present in such schemes is quantified and related to their entropy stability by means of comparison. To this end, two main ingredients are used: entropy variables and the construction of certain entropy conservative schemes in terms of piecewise-linear finite element approximations. It is then shown that conservative schemes are entropy stable, if and (for three-point schemes) only if, they contain more numerical viscosity than the abovementioned entropy conservation ones.

Tadmor, E.

A variable-step-size robust delta modulator.

Description of an analytically obtained optimum adaptive delta modulator-demodulator configuration. The device utilizes two past samples to obtain a step size which minimizes the mean square error for a Markov-Gaussian source. The optimum system is compared, using computer simulations, with a linear delta modulator and an enhanced Abate delta modulator. In addition, the performance is compared to the rate distortion bound for a Markov source. It is shown that the optimum delta modulator is neither quantization nor slope-overload limited. The highly nonlinear equations obtained for the optimum transmitter and receiver are approximated by piecewise-linear equations in order to obtain system equations which can be transformed into hardware. The derivation of the experimental system is presented.

Song, C. L.