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All sourcesNASA NTRSDOE OSTI
NASA NTRS2000

Adjoints and Low-rank Covariance Representation

Quantitative measures of the uncertainty of Earth System estimates can be as important as the estimates themselves. Second moments of estimation errors are described by the covariance matrix, whose direct calculation is impractical when the number of degrees of freedom of the system state is large. Ensemble and reduced-state approaches to prediction and data assimilation replace full estimation error covariance matrices by low-rank approximations. The appropriateness of such approximations depends on the spectrum of the full error covariance matrix, whose calculation is also often impractical. Here we examine the situation where the error covariance is a linear transformation of a forcing error covariance. We use operator norms and adjoints to relate the appropriateness of low-rank representations to the conditioning of this transformation. The analysis is used to investigate low-rank representations of the steady-state response to random forcing of an idealized discrete-time dynamical system.

Tippett, Michael K.↗
NASA NTRS1987

The use of the QR factorization in the partial realization problem

The use of the QR factorization of the Hankel matrix in solving the partial realization problem is analyzed. Straightforward use of the QR factorization results in a realization scheme that possesses all of the computational advantages of Rissanen's realization scheme. These latter properties are computational efficiency, recursiveness, use of limited computer memory, and the realization of a system triplet having a condensed structure. Moreover, this scheme is robust when the order of the system corresponds to the rank of the Hankel matrix. When this latter condition is violated, an approximate realization could be determined via the QR factorization. In this second scheme, the given Hankel matrix is approximated by a low-rank non-Hankel matrix. Furthermore, it is demonstrated that column pivoting might be incorporated in this second scheme. The results presented are derived for a single input/single output system, but this does not seem to be a restriction.

Verhaegen, M. H.↗
NASA NTRS2008

Improved Linear Algebra Methods for Redshift Computation from Limited Spectrum Data - II

Given photometric broadband measurements of a galaxy, Gaussian processes may be used with a training set to solve the regression problem of approximating the redshift of this galaxy. However, in practice solving the traditional Gaussian processes equation is too slow and requires too much memory. We employed several methods to avoid this difficulty using algebraic manipulation and low-rank approximation, and were able to quickly approximate the redshifts in our testing data within 17 percent of the known true values using limited computational resources. The accuracy of one method, the V Formulation, is comparable to the accuracy of the best methods currently used for this problem.

Foster, Leslie↗
NASA NTRS2000

Conditioning of the Stable, Discrete-time Lyapunov Operator

The Schatten p-norm condition of the discrete-time Lyapunov operator L(sub A) defined on matrices P is identical with R(sup n X n) by L(sub A) P is identical with P - APA(sup T) is studied for stable matrices A is a member of R(sup n X n). Bounds are obtained for the norm of L(sub A) and its inverse that depend on the spectrum, singular values and radius of stability of A. Since the solution P of the the discrete-time algebraic Lyapunov equation (DALE) L(sub A)P = Q can be ill-conditioned only when either L(sub A) or Q is ill-conditioned, these bounds are useful in determining whether P admits a low-rank approximation, which is important in the numerical solution of the DALE for large n.

Tippett, Michael K.↗
NASA NTRS2009

The Principle of Energetic Consistency

A basic result in estimation theory is that the minimum variance estimate of the dynamical state, given the observations, is the conditional mean estimate. This result holds independently of the specifics of any dynamical or observation nonlinearity or stochasticity, requiring only that the probability density function of the state, conditioned on the observations, has two moments. For nonlinear dynamics that conserve a total energy, this general result implies the principle of energetic consistency: if the dynamical variables are taken to be the natural energy variables, then the sum of the total energy of the conditional mean and the trace of the conditional covariance matrix (the total variance) is constant between observations. Ensemble Kalman filtering methods are designed to approximate the evolution of the conditional mean and covariance matrix. For them the principle of energetic consistency holds independently of ensemble size, even with covariance localization. However, full Kalman filter experiments with advection dynamics have shown that a small amount of numerical dissipation can cause a large, state-dependent loss of total variance, to the detriment of filter performance. The principle of energetic consistency offers a simple way to test whether this spurious loss of variance limits ensemble filter performance in full-blown applications. The classical second-moment closure (third-moment discard) equations also satisfy the principle of energetic consistency, independently of the rank of the conditional covariance matrix. Low-rank approximation of these equations offers an energetically consistent, computationally viable alternative to ensemble filtering. Current formulations of long-window, weak-constraint, four-dimensional variational methods are designed to approximate the conditional mode rather than the conditional mean. Thus they neglect the nonlinear bias term in the second-moment closure equation for the conditional mean. The principle of energetic consistency implies that, to precisely the extent that growing modes are important in data assimilation, this term is also important.

Cohn, Stephen E.↗
NASA NTRS2011

Technique for Solving Electrically Small to Large Structures for Broadband Applications

Fast iterative algorithms are often used for solving Method of Moments (MoM) systems, having a large number of unknowns, to determine current distribution and other parameters. The most commonly used fast methods include the fast multipole method (FMM), the precorrected fast Fourier transform (PFFT), and low-rank QR compression methods. These methods reduce the O(N) memory and time requirements to O(N log N) by compressing the dense MoM system so as to exploit the physics of Green s Function interactions. FFT-based techniques for solving such problems are efficient for spacefilling and uniform structures, but their performance substantially degrades for non-uniformly distributed structures due to the inherent need to employ a uniform global grid. FMM or QR techniques are better suited than FFT techniques; however, neither the FMM nor the QR technique can be used at all frequencies. This method has been developed to efficiently solve for a desired parameter of a system or device that can include both electrically large FMM elements, and electrically small QR elements. The system or device is set up as an oct-tree structure that can include regions of both the FMM type and the QR type. The system is enclosed with a cube at a 0- th level, splitting the cube at the 0-th level into eight child cubes. This forms cubes at a 1st level, recursively repeating the splitting process for cubes at successive levels until a desired number of levels is created. For each cube that is thus formed, neighbor lists and interaction lists are maintained. An iterative solver is then used to determine a first matrix vector product for any electrically large elements as well as a second matrix vector product for any electrically small elements that are included in the structure. These matrix vector products for the electrically large and small elements are combined, and a net delta for a combination of the matrix vector products is determined. The iteration continues until a net delta is obtained that is within the predefined limits. The matrix vector products that were last obtained are used to solve for the desired parameter. The solution for the desired parameter is then presented to a user in a tangible form; for example, on a display.

Jandhyala, Vikram↗
NASA NTRSDate not supplied

Flow field Reconstruction for Inhomogeneous Turbulence using Data and Physics Driven Models

A methodology combining Large Eddy Simulation (LES) trained data and a physics driven wave packet model to obtain a reduced order reconstruction for broadband, three-dimensional, temporally stationary but spatially inhomogeneous, incompressible turbulence. Wake turbulence generated by an axisymmetric dragging disk with a turbulent co-flow serves as the benchmark test case. We begin by studying the proper-orthogonal decomposition of the turbulent fluctuations taken from a high-resolution LES to first identify whether the fields demonstrate a low-rank character. It is argued that the presence of the turbulent co-flow results in a largely broadband character lacking any tonal properties. This is especially true for Strouhal numbers greater than 1 and only a small fraction of energy is contained in the leading order Kelvin-Helmholtz modes. As such reconstructions and reduced order modeling purely relying on data from LES does not appear to be a lucrative solution - contrary to problems with strongly tonal character. To supplement the missing energy from a low order truncated mode expansion, we utilize a physics based super-resolution (enrichment) algorithm that relies on spatio-temporally localized Gabor wave packets whose time evolution is described using a set of ordinary differential equations. The reconstructed flow has single- and two-point correlations that are consistent with the reference high resolution simulation data.

SLS↗
NASA NTRS2022

Computing Sensitivities in Evolutionary Systems: A Real-time Reduced Order Modeling Strategy

We present a new methodology for computing sensitivities in evolutionary systems using a model-driven low-rank approximation. To this end, we formulate a variational principle that seeks to minimize the distance between the time derivative of the reduced approximation and sensitivity dynamics. The first order optimality condition of the variational principle leads to a system of closed form evolution equations for an orthonormal basis and corresponding sensitivity coefficients. This approach allows for the computation of sensitivities with respect to a large number of parameters in an accurate and tractable manner by extracting correlations between different sensitivities on the fly. The presented method requires solving forward evolution equations, sidestepping the restrictions imposed by the forward/backward workflow of adjoint sensitivities. For example, the presented method, unlike the adjoint equation, does not impose any input/output load and can be used in applications in which real-time sensitivities are of interest. We demonstrate the utility of the method for three test cases: (1) computing sensitivity with respect to model parameters in the Rössler system, (2) computing sensitivity with respect to an infinite-dimensional forcing parameter in the chaotic Kuramoto--Sivashinsky equation, and (3) computing sensitivity with respect to reaction parameters for species transport in a turbulent reacting flow.

Reduced order model↗
NASA NTRS2023

Numerical Study on the Aerodynamics of an Iced Airfoil With Scale-Resolving Simulations

Scale-resolving simulations of the NACA 23012 airfoil with horn ice accretion on the leading edge are conducted using the hybrid Reynolds-averaged Navier–Stokes/large-eddy simulation (hybrid RANS/LES) and wall-modeled large-eddy simulation (WMLES) approaches implemented in the Launch, Ascent, and Vehicle Aerodynamics (LAVA) framework. Aerodynamic results at the Reynolds number of 1.8 million show good comparison with the experimental measurements at different angles of attack from pre-stall to post-stall regimes. The pressure plateaus caused by the flow separation and the recovery of pressure inside the separation bubble around the iced leading edge are well predicted with the scale-resolving simulations when sufficient grid resolution is used around the accreted ice. The unsteadiness of the turbulent flows around the iced airfoil is also examined through the turbulent kinetic energy with the Reynolds normal stress anisotropy. Kelvin–Helmholtz instability (KHI) arises at the shear layer triggered by the upper ice horn and leads to rapid laminar-to-turbulent transition over a large range of angle of attack. With the increase of the angle of attack, the region with high turbulence intensity induced by the unstable shear layer spreads quickly over the entire upper surface of the airfoil. The coherent KHI modes from the upper and lower ice horns are extracted using the spectral proper orthogonal decomposition (SPOD) technique. The SPOD modes extracted from the upper shear layer have large-scale variations in the spanwise direction and low-rank behavior where the energy of the leading SPOD mode at each Strouhal number of the KHI largely represents the total energy when the mode number in the spanwise direction is small.

ARMD↗
NASA NTRS2023

Numerical Study on the Aerodynamics of an Iced Airfoil With Scale-Resolving Simulations

Scale-resolving simulations of the NACA 23012 airfoil with horn ice accretion on the leading edge are conducted using the hybrid Reynolds-averaged Navier–Stokes/large-eddy simulation (hybrid RANS/LES) and wall-modeled large-eddy simulation (WMLES) approaches implemented in the Launch, Ascent, and Vehicle Aerodynamics (LAVA) framework. Aerodynamic results at the Reynolds number of 1.8 million show good comparison with the experimental measurements at different angles of attack from pre-stall to post-stall regimes. The pressure plateaus caused by the flow separation and the recovery of pressure inside the separation bubble around the iced leading edge are well predicted with the scale-resolving simulations when sufficient grid resolution is used around the accreted ice. The unsteadiness of the turbulent flows around the iced airfoil is also examined through the turbulent kinetic energy with the Reynolds normal stress anisotropy. Kelvin–Helmholtz instability (KHI) arises at the shear layer triggered by the upper ice horn and leads to rapid laminar-to-turbulent transition over a large range of angle of attack. With the increase of the angle of attack, the region with high turbulence intensity induced by the unstable shear layer spreads quickly over the entire upper surface of the airfoil. The coherent KHI modes from the upper and lower ice horns are extracted using the spectral proper orthogonal decomposition (SPOD) technique. The SPOD modes extracted from the upper shear layer have large-scale variations in the spanwise direction and low-rank behavior where the energy of the leading SPOD mode at each Strouhal number of the KHI largely represents the total energy when the mode number in the spanwise direction is small.

ARMD↗