Numerical solutions of nonlinear STIFF initial value problems by perturbed functional iterations

NASA Technical Reports Server (NTRS)

Dey, S. K.

1982-01-01

Numerical solution of nonlinear stiff initial value problems by a perturbed functional iterative scheme is discussed. The algorithm does not fully linearize the system and requires only the diagonal terms of the Jacobian. Some examples related to chemical kinetics are presented.

The minimal residual QR-factorization algorithm for reliably solving subset regression problems

NASA Technical Reports Server (NTRS)

Verhaegen, M. H.

1987-01-01

A new algorithm to solve test subset regression problems is described, called the minimal residual QR factorization algorithm (MRQR). This scheme performs a QR factorization with a new column pivoting strategy. Basically, this strategy is based on the change in the residual of the least squares problem. Furthermore, it is demonstrated that this basic scheme might be extended in a numerically efficient way to combine the advantages of existing numerical procedures, such as the singular value decomposition, with those of more classical statistical procedures, such as stepwise regression. This extension is presented as an advisory expert system that guides the user in solving the subset regression problem. The advantages of the new procedure are highlighted by a numerical example.

Number Partitioning via Quantum Adiabatic Computation

NASA Technical Reports Server (NTRS)

Smelyanskiy, Vadim N.; Toussaint, Udo

2002-01-01

We study both analytically and numerically the complexity of the adiabatic quantum evolution algorithm applied to random instances of combinatorial optimization problems. We use as an example the NP-complete set partition problem and obtain an asymptotic expression for the minimal gap separating the ground and exited states of a system during the execution of the algorithm. We show that for computationally hard problem instances the size of the minimal gap scales exponentially with the problem size. This result is in qualitative agreement with the direct numerical simulation of the algorithm for small instances of the set partition problem. We describe the statistical properties of the optimization problem that are responsible for the exponential behavior of the algorithm.

Analysis of data mining classification by comparison of C4.5 and ID algorithms

NASA Astrophysics Data System (ADS)

Sudrajat, R.; Irianingsih, I.; Krisnawan, D.

2017-01-01

The rapid development of information technology, triggered by the intensive use of information technology. For example, data mining widely used in investment. Many techniques that can be used assisting in investment, the method that used for classification is decision tree. Decision tree has a variety of algorithms, such as C4.5 and ID3. Both algorithms can generate different models for similar data sets and different accuracy. C4.5 and ID3 algorithms with discrete data provide accuracy are 87.16% and 99.83% and C4.5 algorithm with numerical data is 89.69%. C4.5 and ID3 algorithms with discrete data provides 520 and 598 customers and C4.5 algorithm with numerical data is 546 customers. From the analysis of the both algorithm it can classified quite well because error rate less than 15%.

Multi-fidelity stochastic collocation method for computation of statistical moments

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhu, Xueyu, E-mail: xueyu-zhu@uiowa.edu; Linebarger, Erin M., E-mail: aerinline@sci.utah.edu; Xiu, Dongbin, E-mail: xiu.16@osu.edu

We present an efficient numerical algorithm to approximate the statistical moments of stochastic problems, in the presence of models with different fidelities. The method extends the multi-fidelity approximation method developed in . By combining the efficiency of low-fidelity models and the accuracy of high-fidelity models, our method exhibits fast convergence with a limited number of high-fidelity simulations. We establish an error bound of the method and present several numerical examples to demonstrate the efficiency and applicability of the multi-fidelity algorithm.

Algorithm development

NASA Technical Reports Server (NTRS)

Barth, Timothy J.; Lomax, Harvard

1987-01-01

The past decade has seen considerable activity in algorithm development for the Navier-Stokes equations. This has resulted in a wide variety of useful new techniques. Some examples for the numerical solution of the Navier-Stokes equations are presented, divided into two parts. One is devoted to the incompressible Navier-Stokes equations, and the other to the compressible form.

An implicit iterative algorithm with a tuning parameter for Itô Lyapunov matrix equations

NASA Astrophysics Data System (ADS)

Zhang, Ying; Wu, Ai-Guo; Sun, Hui-Jie

2018-01-01

In this paper, an implicit iterative algorithm is proposed for solving a class of Lyapunov matrix equations arising in Itô stochastic linear systems. A tuning parameter is introduced in this algorithm, and thus the convergence rate of the algorithm can be changed. Some conditions are presented such that the developed algorithm is convergent. In addition, an explicit expression is also derived for the optimal tuning parameter, which guarantees that the obtained algorithm achieves its fastest convergence rate. Finally, numerical examples are employed to illustrate the effectiveness of the given algorithm.

Numerical implementation of the S-matrix algorithm for modeling of relief diffraction gratings

NASA Astrophysics Data System (ADS)

Yaremchuk, Iryna; Tamulevičius, Tomas; Fitio, Volodymyr; Gražulevičiūte, Ieva; Bobitski, Yaroslav; Tamulevičius, Sigitas

2013-11-01

A new numerical implementation is developed to calculate the diffraction efficiency of relief diffraction gratings. In the new formulation, vectors containing the expansion coefficients of electric and magnetic fields on boundaries of the grating layer are expressed by additional constants. An S-matrix algorithm has been systematically described in detail and adapted to a simple matrix form. This implementation is suitable for the study of optical characteristics of periodic structures by using modern object-oriented programming languages and different standard mathematical software. The modeling program has been developed on the basis of this numerical implementation and tested by comparison with other commercially available programs and experimental data. Numerical examples are given to show the usefulness of the new implementation.

A split finite element algorithm for the compressible Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Baker, A. J.

1979-01-01

An accurate and efficient numerical solution algorithm is established for solution of the high Reynolds number limit of the Navier-Stokes equations governing the multidimensional flow of a compressible essentially inviscid fluid. Finite element interpolation theory is used within a dissipative formulation established using Galerkin criteria within the Method of Weighted Residuals. An implicit iterative solution algorithm is developed, employing tensor product bases within a fractional steps integration procedure, that significantly enhances solution economy concurrent with sharply reduced computer hardware demands. The algorithm is evaluated for resolution of steep field gradients and coarse grid accuracy using both linear and quadratic tensor product interpolation bases. Numerical solutions for linear and nonlinear, one, two and three dimensional examples confirm and extend the linearized theoretical analyses, and results are compared to competitive finite difference derived algorithms.

A Model-Free No-arbitrage Price Bound for Variance Options

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bonnans, J. Frederic, E-mail: frederic.bonnans@inria.fr; Tan Xiaolu, E-mail: xiaolu.tan@polytechnique.edu

2013-08-01

We suggest a numerical approximation for an optimization problem, motivated by its applications in finance to find the model-free no-arbitrage bound of variance options given the marginal distributions of the underlying asset. A first approximation restricts the computation to a bounded domain. Then we propose a gradient projection algorithm together with the finite difference scheme to solve the optimization problem. We prove the general convergence, and derive some convergence rate estimates. Finally, we give some numerical examples to test the efficiency of the algorithm.

Computer simulation of solutions of polyharmonic equations in plane domain

NASA Astrophysics Data System (ADS)

Kazakova, A. O.

2018-05-01

A systematic study of plane problems of the theory of polyharmonic functions is presented. A method of reducing boundary problems for polyharmonic functions to the system of integral equations on the boundary of the domain is given and a numerical algorithm for simulation of solutions of this system is suggested. Particular attention is paid to the numerical solution of the main tasks when the values of the function and its derivatives are given. Test examples are considered that confirm the effectiveness and accuracy of the suggested algorithm.

Solving Fractional Programming Problems based on Swarm Intelligence

NASA Astrophysics Data System (ADS)

Raouf, Osama Abdel; Hezam, Ibrahim M.

2014-04-01

This paper presents a new approach to solve Fractional Programming Problems (FPPs) based on two different Swarm Intelligence (SI) algorithms. The two algorithms are: Particle Swarm Optimization, and Firefly Algorithm. The two algorithms are tested using several FPP benchmark examples and two selected industrial applications. The test aims to prove the capability of the SI algorithms to solve any type of FPPs. The solution results employing the SI algorithms are compared with a number of exact and metaheuristic solution methods used for handling FPPs. Swarm Intelligence can be denoted as an effective technique for solving linear or nonlinear, non-differentiable fractional objective functions. Problems with an optimal solution at a finite point and an unbounded constraint set, can be solved using the proposed approach. Numerical examples are given to show the feasibility, effectiveness, and robustness of the proposed algorithm. The results obtained using the two SI algorithms revealed the superiority of the proposed technique among others in computational time. A better accuracy was remarkably observed in the solution results of the industrial application problems.

Second kind Chebyshev operational matrix algorithm for solving differential equations of Lane-Emden type

NASA Astrophysics Data System (ADS)

Doha, E. H.; Abd-Elhameed, W. M.; Youssri, Y. H.

2013-10-01

In this paper, we present a new second kind Chebyshev (S2KC) operational matrix of derivatives. With the aid of S2KC, an algorithm is described to obtain numerical solutions of a class of linear and nonlinear Lane-Emden type singular initial value problems (IVPs). The idea of obtaining such solutions is essentially based on reducing the differential equation with its initial conditions to a system of algebraic equations. Two illustrative examples concern relevant physical problems (the Lane-Emden equations of the first and second kind) are discussed to demonstrate the validity and applicability of the suggested algorithm. Numerical results obtained are comparing favorably with the analytical known solutions.

Implementation of a partitioned algorithm for simulation of large CSI problems

NASA Technical Reports Server (NTRS)

Alvin, Kenneth F.; Park, K. C.

1991-01-01

The implementation of a partitioned numerical algorithm for determining the dynamic response of coupled structure/controller/estimator finite-dimensional systems is reviewed. The partitioned approach leads to a set of coupled first and second-order linear differential equations which are numerically integrated with extrapolation and implicit step methods. The present software implementation, ACSIS, utilizes parallel processing techniques at various levels to optimize performance on a shared-memory concurrent/vector processing system. A general procedure for the design of controller and filter gains is also implemented, which utilizes the vibration characteristics of the structure to be solved. Also presented are: example problems; a user's guide to the software; the procedures and algorithm scripts; a stability analysis for the algorithm; and the source code for the parallel implementation.

Mountain bicycle frame testing as an example of practical implementation of hybrid simulation using RTFEM

NASA Astrophysics Data System (ADS)

Mucha, Waldemar; Kuś, Wacław

2018-01-01

The paper presents a practical implementation of hybrid simulation using Real Time Finite Element Method (RTFEM). Hybrid simulation is a technique for investigating dynamic material and structural properties of mechanical systems by performing numerical analysis and experiment at the same time. It applies to mechanical systems with elements too difficult or impossible to model numerically. These elements are tested experimentally, while the rest of the system is simulated numerically. Data between the experiment and numerical simulation are exchanged in real time. Authors use Finite Element Method to perform the numerical simulation. The following paper presents the general algorithm for hybrid simulation using RTFEM and possible improvements of the algorithm for computation time reduction developed by the authors. The paper focuses on practical implementation of presented methods, which involves testing of a mountain bicycle frame, where the shock absorber is tested experimentally while the rest of the frame is simulated numerically.

Solution of quadratic matrix equations for free vibration analysis of structures.

NASA Technical Reports Server (NTRS)

Gupta, K. K.

1973-01-01

An efficient digital computer procedure and the related numerical algorithm are presented herein for the solution of quadratic matrix equations associated with free vibration analysis of structures. Such a procedure enables accurate and economical analysis of natural frequencies and associated modes of discretized structures. The numerically stable algorithm is based on the Sturm sequence method, which fully exploits the banded form of associated stiffness and mass matrices. The related computer program written in FORTRAN V for the JPL UNIVAC 1108 computer proves to be substantially more accurate and economical than other existing procedures of such analysis. Numerical examples are presented for two structures - a cantilever beam and a semicircular arch.

Factorization and reduction methods for optimal control of distributed parameter systems

NASA Technical Reports Server (NTRS)

Burns, J. A.; Powers, R. K.

1985-01-01

A Chandrasekhar-type factorization method is applied to the linear-quadratic optimal control problem for distributed parameter systems. An aeroelastic control problem is used as a model example to demonstrate that if computationally efficient algorithms, such as those of Chandrasekhar-type, are combined with the special structure often available to a particular problem, then an abstract approximation theory developed for distributed parameter control theory becomes a viable method of solution. A numerical scheme based on averaging approximations is applied to hereditary control problems. Numerical examples are given.

Numerical algorithms for computations of feedback laws arising in control of flexible systems

NASA Technical Reports Server (NTRS)

Lasiecka, Irena

1989-01-01

Several continuous models will be examined, which describe flexible structures with boundary or point control/observation. Issues related to the computation of feedback laws are examined (particularly stabilizing feedbacks) with sensors and actuators located either on the boundary or at specific point locations of the structure. One of the main difficulties is due to the great sensitivity of the system (hyperbolic systems with unbounded control actions), with respect to perturbations caused either by uncertainty of the model or by the errors introduced in implementing numerical algorithms. Thus, special care must be taken in the choice of the appropriate numerical schemes which eventually lead to implementable finite dimensional solutions. Finite dimensional algorithms are constructed on a basis of a priority analysis of the properties of the original, continuous (infinite diversional) systems with the following criteria in mind: (1) convergence and stability of the algorithms and (2) robustness (reasonable insensitivity with respect to the unknown parameters of the systems). Examples with mixed finite element methods and spectral methods are provided.

Maximum likelihood estimates, from censored data, for mixed-Weibull distributions

NASA Astrophysics Data System (ADS)

Jiang, Siyuan; Kececioglu, Dimitri

1992-06-01

A new algorithm for estimating the parameters of mixed-Weibull distributions from censored data is presented. The algorithm follows the principle of maximum likelihood estimate (MLE) through the expectation and maximization (EM) algorithm, and it is derived for both postmortem and nonpostmortem time-to-failure data. It is concluded that the concept of the EM algorithm is easy to understand and apply (only elementary statistics and calculus are required). The log-likelihood function cannot decrease after an EM sequence; this important feature was observed in all of the numerical calculations. The MLEs of the nonpostmortem data were obtained successfully for mixed-Weibull distributions with up to 14 parameters in a 5-subpopulation, mixed-Weibull distribution. Numerical examples indicate that some of the log-likelihood functions of the mixed-Weibull distributions have multiple local maxima; therefore, the algorithm should start at several initial guesses of the parameter set.

Analytical approximation and numerical simulations for periodic travelling water waves

NASA Astrophysics Data System (ADS)

Kalimeris, Konstantinos

2017-12-01

We present recent analytical and numerical results for two-dimensional periodic travelling water waves with constant vorticity. The analytical approach is based on novel asymptotic expansions. We obtain numerical results in two different ways: the first is based on the solution of a constrained optimization problem, and the second is realized as a numerical continuation algorithm. Both methods are applied on some examples of non-constant vorticity. This article is part of the theme issue 'Nonlinear water waves'.

Numerical algorithm for rigid body position estimation using the quaternion approach

NASA Astrophysics Data System (ADS)

Zigic, Miodrag; Grahovac, Nenad

2017-11-01

This paper deals with rigid body attitude estimation on the basis of the data obtained from an inertial measurement unit mounted on the body. The aim of this work is to present the numerical algorithm, which can be easily applied to the wide class of problems concerning rigid body positioning, arising in aerospace and marine engineering, or in increasingly popular robotic systems and unmanned aerial vehicles. Following the considerations of kinematics of rigid bodies, the relations between accelerations of different points of the body are given. A rotation matrix is formed using the quaternion approach to avoid singularities. We present numerical procedures for determination of the absolute accelerations of the center of mass and of an arbitrary point of the body expressed in the inertial reference frame, as well as its attitude. An application of the algorithm to the example of a heavy symmetrical gyroscope is presented, where input data for the numerical procedure are obtained from the solution of differential equations of motion, instead of using sensor measurements.

Finding all solutions of nonlinear equations using the dual simplex method

NASA Astrophysics Data System (ADS)

Yamamura, Kiyotaka; Fujioka, Tsuyoshi

2003-03-01

Recently, an efficient algorithm has been proposed for finding all solutions of systems of nonlinear equations using linear programming. This algorithm is based on a simple test (termed the LP test) for nonexistence of a solution to a system of nonlinear equations using the dual simplex method. In this letter, an improved version of the LP test algorithm is proposed. By numerical examples, it is shown that the proposed algorithm could find all solutions of a system of 300 nonlinear equations in practical computation time.

Fast algorithms for Quadrature by Expansion I: Globally valid expansions

NASA Astrophysics Data System (ADS)

Rachh, Manas; Klöckner, Andreas; O'Neil, Michael

2017-09-01

The use of integral equation methods for the efficient numerical solution of PDE boundary value problems requires two main tools: quadrature rules for the evaluation of layer potential integral operators with singular kernels, and fast algorithms for solving the resulting dense linear systems. Classically, these tools were developed separately. In this work, we present a unified numerical scheme based on coupling Quadrature by Expansion, a recent quadrature method, to a customized Fast Multipole Method (FMM) for the Helmholtz equation in two dimensions. The method allows the evaluation of layer potentials in linear-time complexity, anywhere in space, with a uniform, user-chosen level of accuracy as a black-box computational method. Providing this capability requires geometric and algorithmic considerations beyond the needs of standard FMMs as well as careful consideration of the accuracy of multipole translations. We illustrate the speed and accuracy of our method with various numerical examples.

Nash equilibrium and multi criterion aerodynamic optimization

NASA Astrophysics Data System (ADS)

Tang, Zhili; Zhang, Lianhe

2016-06-01

Game theory and its particular Nash Equilibrium (NE) are gaining importance in solving Multi Criterion Optimization (MCO) in engineering problems over the past decade. The solution of a MCO problem can be viewed as a NE under the concept of competitive games. This paper surveyed/proposed four efficient algorithms for calculating a NE of a MCO problem. Existence and equivalence of the solution are analyzed and proved in the paper based on fixed point theorem. Specific virtual symmetric Nash game is also presented to set up an optimization strategy for single objective optimization problems. Two numerical examples are presented to verify proposed algorithms. One is mathematical functions' optimization to illustrate detailed numerical procedures of algorithms, the other is aerodynamic drag reduction of civil transport wing fuselage configuration by using virtual game. The successful application validates efficiency of algorithms in solving complex aerodynamic optimization problem.

Multi-objective optimal design of sandwich panels using a genetic algorithm

NASA Astrophysics Data System (ADS)

Xu, Xiaomei; Jiang, Yiping; Pueh Lee, Heow

2017-10-01

In this study, an optimization problem concerning sandwich panels is investigated by simultaneously considering the two objectives of minimizing the panel mass and maximizing the sound insulation performance. First of all, the acoustic model of sandwich panels is discussed, which provides a foundation to model the acoustic objective function. Then the optimization problem is formulated as a bi-objective programming model, and a solution algorithm based on the non-dominated sorting genetic algorithm II (NSGA-II) is provided to solve the proposed model. Finally, taking an example of a sandwich panel that is expected to be used as an automotive roof panel, numerical experiments are carried out to verify the effectiveness of the proposed model and solution algorithm. Numerical results demonstrate in detail how the core material, geometric constraints and mechanical constraints impact the optimal designs of sandwich panels.

Structural reliability assessment capability in NESSUS

NASA Technical Reports Server (NTRS)

Millwater, H.; Wu, Y.-T.

1992-01-01

The principal capabilities of NESSUS (Numerical Evaluation of Stochastic Structures Under Stress), an advanced computer code developed for probabilistic structural response analysis, are reviewed, and its structural reliability assessed. The code combines flexible structural modeling tools with advanced probabilistic algorithms in order to compute probabilistic structural response and resistance, component reliability and risk, and system reliability and risk. An illustrative numerical example is presented.

Structural reliability assessment capability in NESSUS

NASA Astrophysics Data System (ADS)

Millwater, H.; Wu, Y.-T.

1992-07-01

The principal capabilities of NESSUS (Numerical Evaluation of Stochastic Structures Under Stress), an advanced computer code developed for probabilistic structural response analysis, are reviewed, and its structural reliability assessed. The code combines flexible structural modeling tools with advanced probabilistic algorithms in order to compute probabilistic structural response and resistance, component reliability and risk, and system reliability and risk. An illustrative numerical example is presented.

The admissible portfolio selection problem with transaction costs and an improved PSO algorithm

NASA Astrophysics Data System (ADS)

Chen, Wei; Zhang, Wei-Guo

2010-05-01

In this paper, we discuss the portfolio selection problem with transaction costs under the assumption that there exist admissible errors on expected returns and risks of assets. We propose a new admissible efficient portfolio selection model and design an improved particle swarm optimization (PSO) algorithm because traditional optimization algorithms fail to work efficiently for our proposed problem. Finally, we offer a numerical example to illustrate the proposed effective approaches and compare the admissible portfolio efficient frontiers under different constraints.

A Kind of Nonlinear Programming Problem Based on Mixed Fuzzy Relation Equations Constraints

NASA Astrophysics Data System (ADS)

Li, Jinquan; Feng, Shuang; Mi, Honghai

In this work, a kind of nonlinear programming problem with non-differential objective function and under the constraints expressed by a system of mixed fuzzy relation equations is investigated. First, some properties of this kind of optimization problem are obtained. Then, a polynomial-time algorithm for this kind of optimization problem is proposed based on these properties. Furthermore, we show that this algorithm is optimal for the considered optimization problem in this paper. Finally, numerical examples are provided to illustrate our algorithms.

A loop-counting method for covariate-corrected low-rank biclustering of gene-expression and genome-wide association study data.

PubMed

Rangan, Aaditya V; McGrouther, Caroline C; Kelsoe, John; Schork, Nicholas; Stahl, Eli; Zhu, Qian; Krishnan, Arjun; Yao, Vicky; Troyanskaya, Olga; Bilaloglu, Seda; Raghavan, Preeti; Bergen, Sarah; Jureus, Anders; Landen, Mikael

2018-05-14

A common goal in data-analysis is to sift through a large data-matrix and detect any significant submatrices (i.e., biclusters) that have a low numerical rank. We present a simple algorithm for tackling this biclustering problem. Our algorithm accumulates information about 2-by-2 submatrices (i.e., 'loops') within the data-matrix, and focuses on rows and columns of the data-matrix that participate in an abundance of low-rank loops. We demonstrate, through analysis and numerical-experiments, that this loop-counting method performs well in a variety of scenarios, outperforming simple spectral methods in many situations of interest. Another important feature of our method is that it can easily be modified to account for aspects of experimental design which commonly arise in practice. For example, our algorithm can be modified to correct for controls, categorical- and continuous-covariates, as well as sparsity within the data. We demonstrate these practical features with two examples; the first drawn from gene-expression analysis and the second drawn from a much larger genome-wide-association-study (GWAS).

A spectral tau algorithm based on Jacobi operational matrix for numerical solution of time fractional diffusion-wave equations

NASA Astrophysics Data System (ADS)

Bhrawy, A. H.; Doha, E. H.; Baleanu, D.; Ezz-Eldien, S. S.

2015-07-01

In this paper, an efficient and accurate spectral numerical method is presented for solving second-, fourth-order fractional diffusion-wave equations and fractional wave equations with damping. The proposed method is based on Jacobi tau spectral procedure together with the Jacobi operational matrix for fractional integrals, described in the Riemann-Liouville sense. The main characteristic behind this approach is to reduce such problems to those of solving systems of algebraic equations in the unknown expansion coefficients of the sought-for spectral approximations. The validity and effectiveness of the method are demonstrated by solving five numerical examples. Numerical examples are presented in the form of tables and graphs to make comparisons with the results obtained by other methods and with the exact solutions more easier.

Numerical modeling of coupled variably saturated fluid flow and reactive transport with fast and slow chemical reactions

NASA Astrophysics Data System (ADS)

Yeh, Gour-Tsyh (George); Siegel, Malcolm D.; Li, Ming-Hsu

2001-02-01

The couplings among chemical reaction rates, advective and diffusive transport in fractured media or soils, and changes in hydraulic properties due to precipitation and dissolution within fractures and in rock matrix are important for both nuclear waste disposal and remediation of contaminated sites. This paper describes the development and application of LEHGC2.0, a mechanistically based numerical model for simulation of coupled fluid flow and reactive chemical transport, including both fast and slow reactions in variably saturated media. Theoretical bases and numerical implementations are summarized, and two example problems are demonstrated. The first example deals with the effect of precipitation/dissolution on fluid flow and matrix diffusion in a two-dimensional fractured media. Because of the precipitation and decreased diffusion of solute from the fracture into the matrix, retardation in the fractured medium is not as large as the case wherein interactions between chemical reactions and transport are not considered. The second example focuses on a complicated but realistic advective-dispersive-reactive transport problem. This example exemplifies the need for innovative numerical algorithms to solve problems involving stiff geochemical reactions.

A mass, momentum, and energy conserving, fully implicit, scalable algorithm for the multi-dimensional, multi-species Rosenbluth-Fokker-Planck equation

NASA Astrophysics Data System (ADS)

Taitano, W. T.; Chacón, L.; Simakov, A. N.; Molvig, K.

2015-09-01

In this study, we demonstrate a fully implicit algorithm for the multi-species, multidimensional Rosenbluth-Fokker-Planck equation which is exactly mass-, momentum-, and energy-conserving, and which preserves positivity. Unlike most earlier studies, we base our development on the Rosenbluth (rather than Landau) form of the Fokker-Planck collision operator, which reduces complexity while allowing for an optimal fully implicit treatment. Our discrete conservation strategy employs nonlinear constraints that force the continuum symmetries of the collision operator to be satisfied upon discretization. We converge the resulting nonlinear system iteratively using Jacobian-free Newton-Krylov methods, effectively preconditioned with multigrid methods for efficiency. Single- and multi-species numerical examples demonstrate the advertised accuracy properties of the scheme, and the superior algorithmic performance of our approach. In particular, the discretization approach is numerically shown to be second-order accurate in time and velocity space and to exhibit manifestly positive entropy production. That is, H-theorem behavior is indicated for all the examples we have tested. The solution approach is demonstrated to scale optimally with respect to grid refinement (with CPU time growing linearly with the number of mesh points), and timestep (showing very weak dependence of CPU time with time-step size). As a result, the proposed algorithm delivers several orders-of-magnitude speedup vs. explicit algorithms.

Parallel-vector unsymmetric Eigen-Solver on high performance computers

NASA Technical Reports Server (NTRS)

Nguyen, Duc T.; Jiangning, Qin

1993-01-01

The popular QR algorithm for solving all eigenvalues of an unsymmetric matrix is reviewed. Among the basic components in the QR algorithm, it was concluded from this study, that the reduction of an unsymmetric matrix to a Hessenberg form (before applying the QR algorithm itself) can be done effectively by exploiting the vector speed and multiple processors offered by modern high-performance computers. Numerical examples of several test cases have indicated that the proposed parallel-vector algorithm for converting a given unsymmetric matrix to a Hessenberg form offers computational advantages over the existing algorithm. The time saving obtained by the proposed methods is increased as the problem size increased.

A novel algorithm using an orthotropic material model for topology optimization

NASA Astrophysics Data System (ADS)

Tong, Liyong; Luo, Quantian

2017-09-01

This article presents a novel algorithm for topology optimization using an orthotropic material model. Based on the virtual work principle, mathematical formulations for effective orthotropic material properties of an element containing two materials are derived. An algorithm is developed for structural topology optimization using four orthotropic material properties, instead of one density or area ratio, in each element as design variables. As an illustrative example, minimum compliance problems for linear and nonlinear structures are solved using the present algorithm in conjunction with the moving iso-surface threshold method. The present numerical results reveal that: (1) chequerboards and single-node connections are not present even without filtering; (2) final topologies do not contain large grey areas even using a unity penalty factor; and (3) the well-known numerical issues caused by low-density material when considering geometric nonlinearity are resolved by eliminating low-density elements in finite element analyses.

A structure preserving Lanczos algorithm for computing the optical absorption spectrum

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shao, Meiyue; Jornada, Felipe H. da; Lin, Lin

2016-11-16

We present a new structure preserving Lanczos algorithm for approximating the optical absorption spectrum in the context of solving full Bethe-Salpeter equation without Tamm-Dancoff approximation. The new algorithm is based on a structure preserving Lanczos procedure, which exploits the special block structure of Bethe-Salpeter Hamiltonian matrices. A recently developed technique of generalized averaged Gauss quadrature is incorporated to accelerate the convergence. We also establish the connection between our structure preserving Lanczos procedure with several existing Lanczos procedures developed in different contexts. Numerical examples are presented to demonstrate the effectiveness of our Lanczos algorithm.

An algorithm for solving an arbitrary triangular fully fuzzy Sylvester matrix equations

NASA Astrophysics Data System (ADS)

Daud, Wan Suhana Wan; Ahmad, Nazihah; Malkawi, Ghassan

2017-11-01

Sylvester matrix equations played a prominent role in various areas including control theory. Considering to any un-certainty problems that can be occurred at any time, the Sylvester matrix equation has to be adapted to the fuzzy environment. Therefore, in this study, an algorithm for solving an arbitrary triangular fully fuzzy Sylvester matrix equation is constructed. The construction of the algorithm is based on the max-min arithmetic multiplication operation. Besides that, an associated arbitrary matrix equation is modified in obtaining the final solution. Finally, some numerical examples are presented to illustrate the proposed algorithm.

New algorithms for solving high even-order differential equations using third and fourth Chebyshev-Galerkin methods

NASA Astrophysics Data System (ADS)

Doha, E. H.; Abd-Elhameed, W. M.; Bassuony, M. A.

2013-03-01

This paper is concerned with spectral Galerkin algorithms for solving high even-order two point boundary value problems in one dimension subject to homogeneous and nonhomogeneous boundary conditions. The proposed algorithms are extended to solve two-dimensional high even-order differential equations. The key to the efficiency of these algorithms is to construct compact combinations of Chebyshev polynomials of the third and fourth kinds as basis functions. The algorithms lead to linear systems with specially structured matrices that can be efficiently inverted. Numerical examples are included to demonstrate the validity and applicability of the proposed algorithms, and some comparisons with some other methods are made.

Discrete-time model reduction in limited frequency ranges

NASA Technical Reports Server (NTRS)

Horta, Lucas G.; Juang, Jer-Nan; Longman, Richard W.

1991-01-01

A mathematical formulation for model reduction of discrete time systems such that the reduced order model represents the system in a particular frequency range is discussed. The algorithm transforms the full order system into balanced coordinates using frequency weighted discrete controllability and observability grammians. In this form a criterion is derived to guide truncation of states based on their contribution to the frequency range of interest. Minimization of the criterion is accomplished without need for numerical optimization. Balancing requires the computation of discrete frequency weighted grammians. Close form solutions for the computation of frequency weighted grammians are developed. Numerical examples are discussed to demonstrate the algorithm.

Model of depositing layer on cylindrical surface produced by induction-assisted laser cladding process

NASA Astrophysics Data System (ADS)

Kotlan, Václav; Hamar, Roman; Pánek, David; Doležel, Ivo

2017-12-01

A model of hybrid cladding on a cylindrical surface is built and numerically solved. Heating of both substrate and the powder material to be deposited on its surface is realized by laser beam and preheating inductor. The task represents a hard-coupled electromagnetic-thermal problem with time-varying geometry. Two specific algorithms are developed to incorporate this effect into the model, driven by local distribution of temperature and its gradients. The algorithms are implemented into the COMSOL Multiphysics 5.2 code that is used for numerical computations of the task. The methodology is illustrated with a typical example whose results are discussed.

Iterative Correction of Reference Nucleotides (iCORN) using second generation sequencing technology.

PubMed

Otto, Thomas D; Sanders, Mandy; Berriman, Matthew; Newbold, Chris

2010-07-15

The accuracy of reference genomes is important for downstream analysis but a low error rate requires expensive manual interrogation of the sequence. Here, we describe a novel algorithm (Iterative Correction of Reference Nucleotides) that iteratively aligns deep coverage of short sequencing reads to correct errors in reference genome sequences and evaluate their accuracy. Using Plasmodium falciparum (81% A + T content) as an extreme example, we show that the algorithm is highly accurate and corrects over 2000 errors in the reference sequence. We give examples of its application to numerous other eukaryotic and prokaryotic genomes and suggest additional applications. The software is available at http://icorn.sourceforge.net

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sudiarta, I. Wayan; Angraini, Lily Maysari, E-mail: lilyangraini@unram.ac.id

We have applied the finite difference time domain (FDTD) method with the supersymmetric quantum mechanics (SUSY-QM) procedure to determine excited energies of one dimensional quantum systems. The theoretical basis of FDTD, SUSY-QM, a numerical algorithm and an illustrative example for a particle in a one dimensional square-well potential were given in this paper. It was shown that the numerical results were in excellent agreement with theoretical results. Numerical errors produced by the SUSY-QM procedure was due to errors in estimations of superpotentials and supersymmetric partner potentials.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jakeman, John D.; Narayan, Akil; Zhou, Tao

We propose an algorithm for recovering sparse orthogonal polynomial expansions via collocation. A standard sampling approach for recovering sparse polynomials uses Monte Carlo sampling, from the density of orthogonality, which results in poor function recovery when the polynomial degree is high. Our proposed approach aims to mitigate this limitation by sampling with respect to the weighted equilibrium measure of the parametric domain and subsequently solves a preconditionedmore » $$\\ell^1$$-minimization problem, where the weights of the diagonal preconditioning matrix are given by evaluations of the Christoffel function. Our algorithm can be applied to a wide class of orthogonal polynomial families on bounded and unbounded domains, including all classical families. We present theoretical analysis to motivate the algorithm and numerical results that show our method is superior to standard Monte Carlo methods in many situations of interest. In conclusion, numerical examples are also provided to demonstrate that our proposed algorithm leads to comparable or improved accuracy even when compared with Legendre- and Hermite-specific algorithms.« less

A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jakeman, John D.; Narayan, Akil; Zhou, Tao

We propose an algorithm for recovering sparse orthogonal polynomial expansions via collocation. A standard sampling approach for recovering sparse polynomials uses Monte Carlo sampling, from the density of orthogonality, which results in poor function recovery when the polynomial degree is high. Our proposed approach aims to mitigate this limitation by sampling with respect to the weighted equilibrium measure of the parametric domain and subsequently solves a preconditionedmore » $$\\ell^1$$-minimization problem, where the weights of the diagonal preconditioning matrix are given by evaluations of the Christoffel function. Our algorithm can be applied to a wide class of orthogonal polynomial families on bounded and unbounded domains, including all classical families. We present theoretical analysis to motivate the algorithm and numerical results that show our method is superior to standard Monte Carlo methods in many situations of interest. In conclusion, numerical examples are also provided to demonstrate that our proposed algorithm leads to comparable or improved accuracy even when compared with Legendre- and Hermite-specific algorithms.« less

A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions

DOE PAGES

Jakeman, John D.; Narayan, Akil; Zhou, Tao

2017-06-22

We propose an algorithm for recovering sparse orthogonal polynomial expansions via collocation. A standard sampling approach for recovering sparse polynomials uses Monte Carlo sampling, from the density of orthogonality, which results in poor function recovery when the polynomial degree is high. Our proposed approach aims to mitigate this limitation by sampling with respect to the weighted equilibrium measure of the parametric domain and subsequently solves a preconditionedmore » $$\\ell^1$$-minimization problem, where the weights of the diagonal preconditioning matrix are given by evaluations of the Christoffel function. Our algorithm can be applied to a wide class of orthogonal polynomial families on bounded and unbounded domains, including all classical families. We present theoretical analysis to motivate the algorithm and numerical results that show our method is superior to standard Monte Carlo methods in many situations of interest. In conclusion, numerical examples are also provided to demonstrate that our proposed algorithm leads to comparable or improved accuracy even when compared with Legendre- and Hermite-specific algorithms.« less

Multi-objective Optimization Design of Gear Reducer Based on Adaptive Genetic Algorithms

NASA Astrophysics Data System (ADS)

Li, Rui; Chang, Tian; Wang, Jianwei; Wei, Xiaopeng; Wang, Jinming

2008-11-01

An adaptive Genetic Algorithm (GA) is introduced to solve the multi-objective optimized design of the reducer. Firstly, according to the structure, strength, etc. in a reducer, a multi-objective optimized model of the helical gear reducer is established. And then an adaptive GA based on a fuzzy controller is introduced, aiming at the characteristics of multi-objective, multi-parameter, multi-constraint conditions. Finally, a numerical example is illustrated to show the advantages of this approach and the effectiveness of an adaptive genetic algorithm used in optimized design of a reducer.

Architecture and data processing alternatives for the tse computer. Volume 4: Image rotation using tse operations

NASA Technical Reports Server (NTRS)

Kao, M. H.; Bodenheimer, R. E.

1976-01-01

The tse computer's capability of achieving image congruence between temporal and multiple images with misregistration due to rotational differences is reported. The coordinate transformations are obtained and a general algorithms is devised to perform image rotation using tse operations very efficiently. The details of this algorithm as well as its theoretical implications are presented. Step by step procedures of image registration are described in detail. Numerous examples are also employed to demonstrate the correctness and the effectiveness of the algorithms and conclusions and recommendations are made.

Advantages of formulating an evolution equation directly for elastic distortional deformation in finite deformation plasticity

NASA Astrophysics Data System (ADS)

Rubin, M. B.; Cardiff, P.

2017-11-01

Simo (Comput Methods Appl Mech Eng 66:199-219, 1988) proposed an evolution equation for elastic deformation together with a constitutive equation for inelastic deformation rate in plasticity. The numerical algorithm (Simo in Comput Methods Appl Mech Eng 68:1-31, 1988) for determining elastic distortional deformation was simple. However, the proposed inelastic deformation rate caused plastic compaction. The corrected formulation (Simo in Comput Methods Appl Mech Eng 99:61-112, 1992) preserves isochoric plasticity but the numerical integration algorithm is complicated and needs special methods for calculation of the exponential map of a tensor. Alternatively, an evolution equation for elastic distortional deformation can be proposed directly with a simplified constitutive equation for inelastic distortional deformation rate. This has the advantage that the physics of inelastic distortional deformation is separated from that of dilatation. The example of finite deformation J2 plasticity with linear isotropic hardening is used to demonstrate the simplicity of the numerical algorithm.

On the Solution of Elliptic Partial Differential Equations on Regions with Corners

DTIC Science & Technology

2015-07-09

In this report we investigate the solution of boundary value problems on polygonal domains for elliptic partial differential equations . We observe...that when the problems are formulated as the boundary integral equations of classical potential theory, the solutions are representable by series of...efficient numerical algorithms. The results are illustrated by a number of numerical examples. On the solution of elliptic partial differential equations on

Distributed parameter estimation in unreliable sensor networks via broadcast gossip algorithms.

PubMed

Wang, Huiwei; Liao, Xiaofeng; Wang, Zidong; Huang, Tingwen; Chen, Guo

2016-01-01

In this paper, we present an asynchronous algorithm to estimate the unknown parameter under an unreliable network which allows new sensors to join and old sensors to leave, and can tolerate link failures. Each sensor has access to partially informative measurements when it is awakened. In addition, the proposed algorithm can avoid the interference among messages and effectively reduce the accumulated measurement and quantization errors. Based on the theory of stochastic approximation, we prove that our proposed algorithm almost surely converges to the unknown parameter. Finally, we present a numerical example to assess the performance and the communication cost of the algorithm. Copyright © 2015 Elsevier Ltd. All rights reserved.

Trajectory optimization of spacecraft high-thrust orbit transfer using a modified evolutionary algorithm

NASA Astrophysics Data System (ADS)

Shirazi, Abolfazl

2016-10-01

This article introduces a new method to optimize finite-burn orbital manoeuvres based on a modified evolutionary algorithm. Optimization is carried out based on conversion of the orbital manoeuvre into a parameter optimization problem by assigning inverse tangential functions to the changes in direction angles of the thrust vector. The problem is analysed using boundary delimitation in a common optimization algorithm. A method is introduced to achieve acceptable values for optimization variables using nonlinear simulation, which results in an enlarged convergence domain. The presented algorithm benefits from high optimality and fast convergence time. A numerical example of a three-dimensional optimal orbital transfer is presented and the accuracy of the proposed algorithm is shown.

Structure and structure-preserving algorithms for plasma physics

NASA Astrophysics Data System (ADS)

Morrison, P. J.

2016-10-01

Conventional simulation studies of plasma physics are based on numerically solving the underpinning differential (or integro-differential) equations. Usual algorithms in general do not preserve known geometric structure of the physical systems, such as the local energy-momentum conservation law, Casimir invariants, and the symplectic structure (Poincaré invariants). As a consequence, numerical errors may accumulate coherently with time and long-term simulation results may be unreliable. Recently, a series of geometric algorithms that preserve the geometric structures resulting from the Hamiltonian and action principle (HAP) form of theoretical models in plasma physics have been developed by several authors. The superiority of these geometric algorithms has been demonstrated with many test cases. For example, symplectic integrators for guiding-center dynamics have been constructed to preserve the noncanonical symplectic structures and bound the energy-momentum errors for all simulation time-steps; variational and symplectic algorithms have been discovered and successfully applied to the Vlasov-Maxwell system, MHD, and other magnetofluid equations as well. Hamiltonian truncations of the full Vlasov-Maxwell system have opened the field of discrete gyrokinetics and led to the GEMPIC algorithm. The vision that future numerical capabilities in plasma physics should be based on structure-preserving geometric algorithms will be presented. It will be argued that the geometric consequences of HAP form and resulting geometric algorithms suitable for plasma physics studies cannot be adapted from existing mathematical literature but, rather, need to be discovered and worked out by theoretical plasma physicists. The talk will review existing HAP structures of plasma physics for a variety of models, and how they have been adapted for numerical implementation. Supported by DOE DE-FG02-04ER-54742.

Stochastic Formal Correctness of Numerical Algorithms

NASA Technical Reports Server (NTRS)

Daumas, Marc; Lester, David; Martin-Dorel, Erik; Truffert, Annick

2009-01-01

We provide a framework to bound the probability that accumulated errors were never above a given threshold on numerical algorithms. Such algorithms are used for example in aircraft and nuclear power plants. This report contains simple formulas based on Levy's and Markov's inequalities and it presents a formal theory of random variables with a special focus on producing concrete results. We selected four very common applications that fit in our framework and cover the common practices of systems that evolve for a long time. We compute the number of bits that remain continuously significant in the first two applications with a probability of failure around one out of a billion, where worst case analysis considers that no significant bit remains. We are using PVS as such formal tools force explicit statement of all hypotheses and prevent incorrect uses of theorems.

A shifted Jacobi collocation algorithm for wave type equations with non-local conservation conditions

NASA Astrophysics Data System (ADS)

Doha, Eid H.; Bhrawy, Ali H.; Abdelkawy, Mohammed A.

2014-09-01

In this paper, we propose an efficient spectral collocation algorithm to solve numerically wave type equations subject to initial, boundary and non-local conservation conditions. The shifted Jacobi pseudospectral approximation is investigated for the discretization of the spatial variable of such equations. It possesses spectral accuracy in the spatial variable. The shifted Jacobi-Gauss-Lobatto (SJ-GL) quadrature rule is established for treating the non-local conservation conditions, and then the problem with its initial and non-local boundary conditions are reduced to a system of second-order ordinary differential equations in temporal variable. This system is solved by two-stage forth-order A-stable implicit RK scheme. Five numerical examples with comparisons are given. The computational results demonstrate that the proposed algorithm is more accurate than finite difference method, method of lines and spline collocation approach

A free energy satisfying discontinuous Galerkin method for one-dimensional Poisson-Nernst-Planck systems

NASA Astrophysics Data System (ADS)

Liu, Hailiang; Wang, Zhongming

2017-01-01

We design an arbitrary-order free energy satisfying discontinuous Galerkin (DG) method for solving time-dependent Poisson-Nernst-Planck systems. Both the semi-discrete and fully discrete DG methods are shown to satisfy the corresponding discrete free energy dissipation law for positive numerical solutions. Positivity of numerical solutions is enforced by an accuracy-preserving limiter in reference to positive cell averages. Numerical examples are presented to demonstrate the high resolution of the numerical algorithm and to illustrate the proven properties of mass conservation, free energy dissipation, as well as the preservation of steady states.

Cyclical parthenogenesis algorithm for layout optimization of truss structures with frequency constraints

NASA Astrophysics Data System (ADS)

Kaveh, A.; Zolghadr, A.

2017-08-01

Structural optimization with frequency constraints is seen as a challenging problem because it is associated with highly nonlinear, discontinuous and non-convex search spaces consisting of several local optima. Therefore, competent optimization algorithms are essential for addressing these problems. In this article, a newly developed metaheuristic method called the cyclical parthenogenesis algorithm (CPA) is used for layout optimization of truss structures subjected to frequency constraints. CPA is a nature-inspired, population-based metaheuristic algorithm, which imitates the reproductive and social behaviour of some animal species such as aphids, which alternate between sexual and asexual reproduction. The efficiency of the CPA is validated using four numerical examples.

A hybrid Gerchberg-Saxton-like algorithm for DOE and CGH calculation

NASA Astrophysics Data System (ADS)

Wang, Haichao; Yue, Weirui; Song, Qiang; Liu, Jingdan; Situ, Guohai

2017-02-01

The Gerchberg-Saxton (GS) algorithm is widely used in various disciplines of modern sciences and technologies where phase retrieval is required. However, this legendary algorithm most likely stagnates after a few iterations. Many efforts have been taken to improve this situation. Here we propose to introduce the strategy of gradient descent and weighting technique to the GS algorithm, and demonstrate it using two examples: design of a diffractive optical element (DOE) to achieve off-axis illumination in lithographic tools, and design of a computer generated hologram (CGH) for holographic display. Both numerical simulation and optical experiments are carried out for demonstration.

Optimal pricing and replenishment policies for instantaneous deteriorating items with backlogging and trade credit under inflation

NASA Astrophysics Data System (ADS)

Sundara Rajan, R.; Uthayakumar, R.

2017-12-01

In this paper we develop an economic order quantity model to investigate the optimal replenishment policies for instantaneous deteriorating items under inflation and trade credit. Demand rate is a linear function of selling price and decreases negative exponentially with time over a finite planning horizon. Shortages are allowed and partially backlogged. Under these conditions, we model the retailer's inventory system as a profit maximization problem to determine the optimal selling price, optimal order quantity and optimal replenishment time. An easy-to-use algorithm is developed to determine the optimal replenishment policies for the retailer. We also provide optimal present value of profit when shortages are completely backlogged as a special case. Numerical examples are presented to illustrate the algorithm provided to obtain optimal profit. And we also obtain managerial implications from numerical examples to substantiate our model. The results show that there is an improvement in total profit from complete backlogging rather than the items being partially backlogged.

Grid adaption based on modified anisotropic diffusion equations formulated in the parametic domain

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hagmeijer, R.

1994-11-01

A new grid-adaption algorithm for problems in computational fluid dynamics is presented. The basic equations are derived from a variational problem formulated in the parametric domain of the mapping that defines the existing grid. Modification of the basic equations provides desirable properties in boundary layers. The resulting modified anisotropic diffusion equations are solved for the computational coordinates as functions of the parametric coordinates and these functions are numerically inverted. Numerical examples show that the algorithm is robust, that shocks and boundary layers are well-resolved on the adapted grid, and that the flow solution becomes a globally smooth function of themore » computational coordinates.« less

An adaptive moving mesh method for two-dimensional ideal magnetohydrodynamics

NASA Astrophysics Data System (ADS)

Han, Jianqiang; Tang, Huazhong

2007-01-01

This paper presents an adaptive moving mesh algorithm for two-dimensional (2D) ideal magnetohydrodynamics (MHD) that utilizes a staggered constrained transport technique to keep the magnetic field divergence-free. The algorithm consists of two independent parts: MHD evolution and mesh-redistribution. The first part is a high-resolution, divergence-free, shock-capturing scheme on a fixed quadrangular mesh, while the second part is an iterative procedure. In each iteration, mesh points are first redistributed, and then a conservative-interpolation formula is used to calculate the remapped cell-averages of the mass, momentum, and total energy on the resulting new mesh; the magnetic potential is remapped to the new mesh in a non-conservative way and is reconstructed to give a divergence-free magnetic field on the new mesh. Several numerical examples are given to demonstrate that the proposed method can achieve high numerical accuracy, track and resolve strong shock waves in ideal MHD problems, and preserve divergence-free property of the magnetic field. Numerical examples include the smooth Alfvén wave problem, 2D and 2.5D shock tube problems, two rotor problems, the stringent blast problem, and the cloud-shock interaction problem.

Computational Fluid Dynamics. [numerical methods and algorithm development

NASA Technical Reports Server (NTRS)

1992-01-01

This collection of papers was presented at the Computational Fluid Dynamics (CFD) Conference held at Ames Research Center in California on March 12 through 14, 1991. It is an overview of CFD activities at NASA Lewis Research Center. The main thrust of computational work at Lewis is aimed at propulsion systems. Specific issues related to propulsion CFD and associated modeling will also be presented. Examples of results obtained with the most recent algorithm development will also be presented.

Variance-reduced simulation of lattice discrete-time Markov chains with applications in reaction networks

NASA Astrophysics Data System (ADS)

Maginnis, P. A.; West, M.; Dullerud, G. E.

2016-10-01

We propose an algorithm to accelerate Monte Carlo simulation for a broad class of stochastic processes. Specifically, the class of countable-state, discrete-time Markov chains driven by additive Poisson noise, or lattice discrete-time Markov chains. In particular, this class includes simulation of reaction networks via the tau-leaping algorithm. To produce the speedup, we simulate pairs of fair-draw trajectories that are negatively correlated. Thus, when averaged, these paths produce an unbiased Monte Carlo estimator that has reduced variance and, therefore, reduced error. Numerical results for three example systems included in this work demonstrate two to four orders of magnitude reduction of mean-square error. The numerical examples were chosen to illustrate different application areas and levels of system complexity. The areas are: gene expression (affine state-dependent rates), aerosol particle coagulation with emission and human immunodeficiency virus infection (both with nonlinear state-dependent rates). Our algorithm views the system dynamics as a ;black-box;, i.e., we only require control of pseudorandom number generator inputs. As a result, typical codes can be retrofitted with our algorithm using only minor changes. We prove several analytical results. Among these, we characterize the relationship of covariances between paths in the general nonlinear state-dependent intensity rates case, and we prove variance reduction of mean estimators in the special case of affine intensity rates.

An improved weakly compressible SPH method for simulating free surface flows of viscous and viscoelastic fluids

NASA Astrophysics Data System (ADS)

Xu, Xiaoyang; Deng, Xiao-Long

2016-04-01

In this paper, an improved weakly compressible smoothed particle hydrodynamics (SPH) method is proposed to simulate transient free surface flows of viscous and viscoelastic fluids. The improved SPH algorithm includes the implementation of (i) the mixed symmetric correction of kernel gradient to improve the accuracy and stability of traditional SPH method and (ii) the Rusanov flux in the continuity equation for improving the computation of pressure distributions in the dynamics of liquids. To assess the effectiveness of the improved SPH algorithm, a number of numerical examples including the stretching of an initially circular water drop, dam breaking flow against a vertical wall, the impact of viscous and viscoelastic fluid drop with a rigid wall, and the extrudate swell of viscoelastic fluid have been presented and compared with available numerical and experimental data in literature. The convergent behavior of the improved SPH algorithm has also been studied by using different number of particles. All numerical results demonstrate that the improved SPH algorithm proposed here is capable of modeling free surface flows of viscous and viscoelastic fluids accurately and stably, and even more important, also computing an accurate and little oscillatory pressure field.

A mixed-mode traffic assignment model with new time-flow impedance function

NASA Astrophysics Data System (ADS)

Lin, Gui-Hua; Hu, Yu; Zou, Yuan-Yang

2018-01-01

Recently, with the wide adoption of electric vehicles, transportation network has shown different characteristics and been further developed. In this paper, we present a new time-flow impedance function, which may be more realistic than the existing time-flow impedance functions. Based on this new impedance function, we present an optimization model for a mixed-mode traffic network in which battery electric vehicles (BEVs) and gasoline vehicles (GVs) are chosen. We suggest two approaches to handle the model: One is to use the interior point (IP) algorithm and the other is to employ the sequential quadratic programming (SQP) algorithm. Three numerical examples are presented to illustrate the efficiency of these approaches. In particular, our numerical results show that more travelers prefer to choosing BEVs when the distance limit of BEVs is long enough and the unit operating cost of GVs is higher than that of BEVs, and the SQP algorithm is faster than the IP algorithm.

The asymptotic spectra of banded Toeplitz and quasi-Toeplitz matrices

NASA Technical Reports Server (NTRS)

Beam, Richard M.; Warming, Robert F.

1991-01-01

Toeplitz matrices occur in many mathematical, as well as, scientific and engineering investigations. This paper considers the spectra of banded Toeplitz and quasi-Toeplitz matrices with emphasis on non-normal matrices of arbitrarily large order and relatively small bandwidth. These are the type of matrices that appear in the investigation of stability and convergence of difference approximations to partial differential equations. Quasi-Toeplitz matrices are the result of non-Dirichlet boundary conditions for the difference approximations. The eigenvalue problem for a banded Toeplitz or quasi-Toeplitz matrix of large order is, in general, analytically intractable and (for non-normal matrices) numerically unreliable. An asymptotic (matrix order approaches infinity) approach partitions the eigenvalue analysis of a quasi-Toeplitz matrix into two parts, namely the analysis for the boundary condition independent spectrum and the analysis for the boundary condition dependent spectrum. The boundary condition independent spectrum is the same as the pure Toeplitz matrix spectrum. Algorithms for computing both parts of the spectrum are presented. Examples are used to demonstrate the utility of the algorithms, to present some interesting spectra, and to point out some of the numerical difficulties encountered when conventional matrix eigenvalue routines are employed for non-normal matrices of large order. The analysis for the Toeplitz spectrum also leads to a diagonal similarity transformation that improves conventional numerical eigenvalue computations. Finally, the algorithm for the asymptotic spectrum is extended to the Toeplitz generalized eigenvalue problem which occurs, for example, in the stability of Pade type difference approximations to differential equations.

Quantum speedup of Monte Carlo methods.

PubMed

Montanaro, Ashley

2015-09-08

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition functions. In this work, we describe a quantum algorithm which can accelerate Monte Carlo methods in a very general setting. The algorithm estimates the expected output value of an arbitrary randomized or quantum subroutine with bounded variance, achieving a near-quadratic speedup over the best possible classical algorithm. Combining the algorithm with the use of quantum walks gives a quantum speedup of the fastest known classical algorithms with rigorous performance bounds for computing partition functions, which use multiple-stage Markov chain Monte Carlo techniques. The quantum algorithm can also be used to estimate the total variation distance between probability distributions efficiently.

Quantum speedup of Monte Carlo methods

PubMed Central

Montanaro, Ashley

2015-01-01

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition functions. In this work, we describe a quantum algorithm which can accelerate Monte Carlo methods in a very general setting. The algorithm estimates the expected output value of an arbitrary randomized or quantum subroutine with bounded variance, achieving a near-quadratic speedup over the best possible classical algorithm. Combining the algorithm with the use of quantum walks gives a quantum speedup of the fastest known classical algorithms with rigorous performance bounds for computing partition functions, which use multiple-stage Markov chain Monte Carlo techniques. The quantum algorithm can also be used to estimate the total variation distance between probability distributions efficiently. PMID:26528079

Optimisation of Combined Cycle Gas Turbine Power Plant in Intraday Market: Riga CHP-2 Example

NASA Astrophysics Data System (ADS)

Ivanova, P.; Grebesh, E.; Linkevics, O.

2018-02-01

In the research, the influence of optimised combined cycle gas turbine unit - according to the previously developed EM & OM approach with its use in the intraday market - is evaluated on the generation portfolio. It consists of the two combined cycle gas turbine units. The introduced evaluation algorithm saves the power and heat balance before and after the performance of EM & OM approach by making changes in the generation profile of units. The aim of this algorithm is profit maximisation of the generation portfolio. The evaluation algorithm is implemented in multi-paradigm numerical computing environment MATLab on the example of Riga CHP-2. The results show that the use of EM & OM approach in the intraday market can be profitable or unprofitable. It depends on the initial state of generation units in the intraday market and on the content of the generation portfolio.

Using the Multilayer Free-Surface Flow Model to Solve Wave Problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Prokof’ev, V. A., E-mail: ProkofyevVA@vniig.ru

2017-01-15

A method is presented for changing over from a single-layer shallow-water model to a multilayer model with hydrostatic pressure profile and, then, to a multilayer model with nonhydrostatic pressure profile. The method does not require complex procedures for solving the discrete Poisson’s equation and features high computation efficiency. The results of validating the algorithm against experimental data critical for the numerical dissipation of the numerical scheme are presented. Examples are considered.

On the solution of the Helmholtz equation on regions with corners.

PubMed

Serkh, Kirill; Rokhlin, Vladimir

2016-08-16

In this paper we solve several boundary value problems for the Helmholtz equation on polygonal domains. We observe that when the problems are formulated as the boundary integral equations of potential theory, the solutions are representable by series of appropriately chosen Bessel functions. In addition to being analytically perspicuous, the resulting expressions lend themselves to the construction of accurate and efficient numerical algorithms. The results are illustrated by a number of numerical examples.

On the solution of the Helmholtz equation on regions with corners

PubMed Central

Serkh, Kirill; Rokhlin, Vladimir

2016-01-01

In this paper we solve several boundary value problems for the Helmholtz equation on polygonal domains. We observe that when the problems are formulated as the boundary integral equations of potential theory, the solutions are representable by series of appropriately chosen Bessel functions. In addition to being analytically perspicuous, the resulting expressions lend themselves to the construction of accurate and efficient numerical algorithms. The results are illustrated by a number of numerical examples. PMID:27482110

Addition of Improved Shock-Capturing Schemes to OVERFLOW 2.1

NASA Technical Reports Server (NTRS)

Burning, Pieter G.; Nichols, Robert H.; Tramel, Robert W.

2009-01-01

Existing approximate Riemann solvers do not perform well when the grid is not aligned with strong shocks in the flow field. Three new approximate Riemann algorithms are investigated to improve solution accuracy and stability in the vicinity of strong shocks. The new algorithms are compared to the existing upwind algorithms in OVERFLOW 2.1. The new algorithms use a multidimensional pressure gradient based switch to transition to a more numerically dissipative algorithm in the vicinity of strong shocks. One new algorithm also attempts to artificially thicken captured shocks in order to alleviate the errors in the solution introduced by "stair-stepping" of the shock resulting from the approximate Riemann solver. This algorithm performed well for all the example cases and produced results that were almost insensitive to the alignment of the grid and the shock.

Design of energy-storage reactors for single-winding constant-frequency dc-to-dc converters operating in the discontinuous-reactor-current mode

NASA Technical Reports Server (NTRS)

Chen, D. Y.; Owen, H. A., Jr.; Wilson, T. G.

1980-01-01

This paper presents an algorithm and equations for designing the energy-storage reactor for dc-to-dc converters which are constrained to operate in the discontinuous-reactor-current mode. This design procedure applied to the three widely used single-winding configurations: the voltage step-up, the current step-up, and the voltage-or-current step-up converters. A numerical design example is given to illustrate the use of the design algorithm and design equations.

Harmony search method: theory and applications.

PubMed

Gao, X Z; Govindasamy, V; Xu, H; Wang, X; Zenger, K

2015-01-01

The Harmony Search (HS) method is an emerging metaheuristic optimization algorithm, which has been employed to cope with numerous challenging tasks during the past decade. In this paper, the essential theory and applications of the HS algorithm are first described and reviewed. Several typical variants of the original HS are next briefly explained. As an example of case study, a modified HS method inspired by the idea of Pareto-dominance-based ranking is also presented. It is further applied to handle a practical wind generator optimal design problem.

A software simulation study of a (255,223) Reed-Solomon encoder-decoder

NASA Technical Reports Server (NTRS)

Pollara, F.

1985-01-01

A set of software programs which simulates a (255,223) Reed-Solomon encoder/decoder pair is described. The transform decoder algorithm uses a modified Euclid algorithm, and closely follows the pipeline architecture proposed for the hardware decoder. Uncorrectable error patterns are detected by a simple test, and the inverse transform is computed by a finite field FFT. Numerical examples of the decoder operation are given for some test codewords, with and without errors. The use of the software package is briefly described.

Arbitrary-level hanging nodes for adaptive hphp-FEM approximations in 3D

DOE Office of Scientific and Technical Information (OSTI.GOV)

Pavel Kus; Pavel Solin; David Andrs

2014-11-01

In this paper we discuss constrained approximation with arbitrary-level hanging nodes in adaptive higher-order finite element methods (hphp-FEM) for three-dimensional problems. This technique enables using highly irregular meshes, and it greatly simplifies the design of adaptive algorithms as it prevents refinements from propagating recursively through the finite element mesh. The technique makes it possible to design efficient adaptive algorithms for purely hexahedral meshes. We present a detailed mathematical description of the method and illustrate it with numerical examples.

A neural network based implementation of an MPC algorithm applied in the control systems of electromechanical plants

NASA Astrophysics Data System (ADS)

Marusak, Piotr M.; Kuntanapreeda, Suwat

2018-01-01

The paper considers application of a neural network based implementation of a model predictive control (MPC) control algorithm to electromechanical plants. Properties of such control plants implicate that a relatively short sampling time should be used. However, in such a case, finding the control value numerically may be too time-consuming. Therefore, the current paper tests the solution based on transforming the MPC optimization problem into a set of differential equations whose solution is the same as that of the original optimization problem. This set of differential equations can be interpreted as a dynamic neural network. In such an approach, the constraints can be introduced into the optimization problem with relative ease. Moreover, the solution of the optimization problem can be obtained faster than when the standard numerical quadratic programming routine is used. However, a very careful tuning of the algorithm is needed to achieve this. A DC motor and an electrohydraulic actuator are taken as illustrative examples. The feasibility and effectiveness of the proposed approach are demonstrated through numerical simulations.

Self-learning Monte Carlo method and cumulative update in fermion systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liu, Junwei; Shen, Huitao; Qi, Yang

2017-06-07

In this study, we develop the self-learning Monte Carlo (SLMC) method, a general-purpose numerical method recently introduced to simulate many-body systems, for studying interacting fermion systems. Our method uses a highly efficient update algorithm, which we design and dub “cumulative update”, to generate new candidate configurations in the Markov chain based on a self-learned bosonic effective model. From a general analysis and a numerical study of the double exchange model as an example, we find that the SLMC with cumulative update drastically reduces the computational cost of the simulation, while remaining statistically exact. Remarkably, its computational complexity is far lessmore » than the conventional algorithm with local updates.« less

Acceleration of convergence of vector sequences

NASA Technical Reports Server (NTRS)

Sidi, A.; Ford, W. F.; Smith, D. A.

1983-01-01

A general approach to the construction of convergence acceleration methods for vector sequence is proposed. Using this approach, one can generate some known methods, such as the minimal polynomial extrapolation, the reduced rank extrapolation, and the topological epsilon algorithm, and also some new ones. Some of the new methods are easier to implement than the known methods and are observed to have similar numerical properties. The convergence analysis of these new methods is carried out, and it is shown that they are especially suitable for accelerating the convergence of vector sequences that are obtained when one solves linear systems of equations iteratively. A stability analysis is also given, and numerical examples are provided. The convergence and stability properties of the topological epsilon algorithm are likewise given.

Local multiplicative Schwarz algorithms for convection-diffusion equations

NASA Technical Reports Server (NTRS)

Cai, Xiao-Chuan; Sarkis, Marcus

1995-01-01

We develop a new class of overlapping Schwarz type algorithms for solving scalar convection-diffusion equations discretized by finite element or finite difference methods. The preconditioners consist of two components, namely, the usual two-level additive Schwarz preconditioner and the sum of some quadratic terms constructed by using products of ordered neighboring subdomain preconditioners. The ordering of the subdomain preconditioners is determined by considering the direction of the flow. We prove that the algorithms are optimal in the sense that the convergence rates are independent of the mesh size, as well as the number of subdomains. We show by numerical examples that the new algorithms are less sensitive to the direction of the flow than either the classical multiplicative Schwarz algorithms, and converge faster than the additive Schwarz algorithms. Thus, the new algorithms are more suitable for fluid flow applications than the classical additive or multiplicative Schwarz algorithms.

Computing Evans functions numerically via boundary-value problems

NASA Astrophysics Data System (ADS)

Barker, Blake; Nguyen, Rose; Sandstede, Björn; Ventura, Nathaniel; Wahl, Colin

2018-03-01

The Evans function has been used extensively to study spectral stability of travelling-wave solutions in spatially extended partial differential equations. To compute Evans functions numerically, several shooting methods have been developed. In this paper, an alternative scheme for the numerical computation of Evans functions is presented that relies on an appropriate boundary-value problem formulation. Convergence of the algorithm is proved, and several examples, including the computation of eigenvalues for a multi-dimensional problem, are given. The main advantage of the scheme proposed here compared with earlier methods is that the scheme is linear and scalable to large problems.

Model and Data Reduction for Control, Identification and Compressed Sensing

NASA Astrophysics Data System (ADS)

Kramer, Boris

This dissertation focuses on problems in design, optimization and control of complex, large-scale dynamical systems from different viewpoints. The goal is to develop new algorithms and methods, that solve real problems more efficiently, together with providing mathematical insight into the success of those methods. There are three main contributions in this dissertation. In Chapter 3, we provide a new method to solve large-scale algebraic Riccati equations, which arise in optimal control, filtering and model reduction. We present a projection based algorithm utilizing proper orthogonal decomposition, which is demonstrated to produce highly accurate solutions at low rank. The method is parallelizable, easy to implement for practitioners, and is a first step towards a matrix free approach to solve AREs. Numerical examples for n ≥ 106 unknowns are presented. In Chapter 4, we develop a system identification method which is motivated by tangential interpolation. This addresses the challenge of fitting linear time invariant systems to input-output responses of complex dynamics, where the number of inputs and outputs is relatively large. The method reduces the computational burden imposed by a full singular value decomposition, by carefully choosing directions on which to project the impulse response prior to assembly of the Hankel matrix. The identification and model reduction step follows from the eigensystem realization algorithm. We present three numerical examples, a mass spring damper system, a heat transfer problem, and a fluid dynamics system. We obtain error bounds and stability results for this method. Chapter 5 deals with control and observation design for parameter dependent dynamical systems. We address this by using local parametric reduced order models, which can be used online. Data available from simulations of the system at various configurations (parameters, boundary conditions) is used to extract a sparse basis to represent the dynamics (via dynamic mode decomposition). Subsequently, a new, compressed sensing based classification algorithm is developed which incorporates the extracted dynamic information into the sensing basis. We show that this augmented classification basis makes the method more robust to noise, and results in superior identification of the correct parameter. Numerical examples consist of a Navier-Stokes, as well as a Boussinesq flow application.

Pareto Tracer: a predictor-corrector method for multi-objective optimization problems

NASA Astrophysics Data System (ADS)

Martín, Adanay; Schütze, Oliver

2018-03-01

This article proposes a novel predictor-corrector (PC) method for the numerical treatment of multi-objective optimization problems (MOPs). The algorithm, Pareto Tracer (PT), is capable of performing a continuation along the set of (local) solutions of a given MOP with k objectives, and can cope with equality and box constraints. Additionally, the first steps towards a method that manages general inequality constraints are also introduced. The properties of PT are first discussed theoretically and later numerically on several examples.

An Optimization Study of Hot Stamping Operation

NASA Astrophysics Data System (ADS)

Ghoo, Bonyoung; Umezu, Yasuyoshi; Watanabe, Yuko; Ma, Ninshu; Averill, Ron

2010-06-01

In the present study, 3-dimensional finite element analyses for hot-stamping processes of Audi B-pillar product are conducted using JSTAMP/NV and HEEDS. Special attention is paid to the optimization of simulation technology coupling with thermal-mechanical formulations. Numerical simulation based on FEM technology and optimization design using the hybrid adaptive SHERPA algorithm are applied to hot stamping operation to improve productivity. The robustness of the SHERPA algorithm is found through the results of the benchmark example. The SHERPA algorithm is shown to be far superior to the GA (Genetic Algorithm) in terms of efficiency, whose calculation time is about 7 times faster than that of the GA. The SHERPA algorithm could show high performance in a large scale problem having complicated design space and long calculation time.

On an adaptive preconditioned Crank-Nicolson MCMC algorithm for infinite dimensional Bayesian inference

NASA Astrophysics Data System (ADS)

Hu, Zixi; Yao, Zhewei; Li, Jinglai

2017-03-01

Many scientific and engineering problems require to perform Bayesian inference for unknowns of infinite dimension. In such problems, many standard Markov Chain Monte Carlo (MCMC) algorithms become arbitrary slow under the mesh refinement, which is referred to as being dimension dependent. To this end, a family of dimensional independent MCMC algorithms, known as the preconditioned Crank-Nicolson (pCN) methods, were proposed to sample the infinite dimensional parameters. In this work we develop an adaptive version of the pCN algorithm, where the covariance operator of the proposal distribution is adjusted based on sampling history to improve the simulation efficiency. We show that the proposed algorithm satisfies an important ergodicity condition under some mild assumptions. Finally we provide numerical examples to demonstrate the performance of the proposed method.

Dual Accelerometer Usage Strategy for Onboard Space Navigation

NASA Technical Reports Server (NTRS)

Zanetti, Renato; D'Souza, Chris

2012-01-01

This work introduces a dual accelerometer usage strategy for onboard space navigation. In the proposed algorithm the accelerometer is used to propagate the state when its value exceeds a threshold and it is used to estimate its errors otherwise. Numerical examples and comparison to other accelerometer usage schemes are presented to validate the proposed approach.

Solving rational matrix equations in the state space with applications to computer-aided control-system design

NASA Technical Reports Server (NTRS)

Packard, A. K.; Sastry, S. S.

1986-01-01

A method of solving a class of linear matrix equations over various rings is proposed, using results from linear geometric control theory. An algorithm, successfully implemented, is presented, along with non-trivial numerical examples. Applications of the method to the algebraic control system design methodology are discussed.

Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem

NASA Astrophysics Data System (ADS)

Chen, Wei

2015-07-01

In this paper, we discuss the portfolio optimization problem with real-world constraints under the assumption that the returns of risky assets are fuzzy numbers. A new possibilistic mean-semiabsolute deviation model is proposed, in which transaction costs, cardinality and quantity constraints are considered. Due to such constraints the proposed model becomes a mixed integer nonlinear programming problem and traditional optimization methods fail to find the optimal solution efficiently. Thus, a modified artificial bee colony (MABC) algorithm is developed to solve the corresponding optimization problem. Finally, a numerical example is given to illustrate the effectiveness of the proposed model and the corresponding algorithm.

The PX-EM algorithm for fast stable fitting of Henderson's mixed model

PubMed Central

Foulley, Jean-Louis; Van Dyk, David A

2000-01-01

This paper presents procedures for implementing the PX-EM algorithm of Liu, Rubin and Wu to compute REML estimates of variance covariance components in Henderson's linear mixed models. The class of models considered encompasses several correlated random factors having the same vector length e.g., as in random regression models for longitudinal data analysis and in sire-maternal grandsire models for genetic evaluation. Numerical examples are presented to illustrate the procedures. Much better results in terms of convergence characteristics (number of iterations and time required for convergence) are obtained for PX-EM relative to the basic EM algorithm in the random regression. PMID:14736399

A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns

NASA Astrophysics Data System (ADS)

Li, Xiang; Zhang, Yang; Wong, Hau-San; Qin, Zhongfeng

2009-11-01

Portfolio selection theory with fuzzy returns has been well developed and widely applied. Within the framework of credibility theory, several fuzzy portfolio selection models have been proposed such as mean-variance model, entropy optimization model, chance constrained programming model and so on. In order to solve these nonlinear optimization models, a hybrid intelligent algorithm is designed by integrating simulated annealing algorithm, neural network and fuzzy simulation techniques, where the neural network is used to approximate the expected value and variance for fuzzy returns and the fuzzy simulation is used to generate the training data for neural network. Since these models are used to be solved by genetic algorithm, some comparisons between the hybrid intelligent algorithm and genetic algorithm are given in terms of numerical examples, which imply that the hybrid intelligent algorithm is robust and more effective. In particular, it reduces the running time significantly for large size problems.

Discrete-Time Stable Generalized Self-Learning Optimal Control With Approximation Errors.

PubMed

Wei, Qinglai; Li, Benkai; Song, Ruizhuo

2018-04-01

In this paper, a generalized policy iteration (GPI) algorithm with approximation errors is developed for solving infinite horizon optimal control problems for nonlinear systems. The developed stable GPI algorithm provides a general structure of discrete-time iterative adaptive dynamic programming algorithms, by which most of the discrete-time reinforcement learning algorithms can be described using the GPI structure. It is for the first time that approximation errors are explicitly considered in the GPI algorithm. The properties of the stable GPI algorithm with approximation errors are analyzed. The admissibility of the approximate iterative control law can be guaranteed if the approximation errors satisfy the admissibility criteria. The convergence of the developed algorithm is established, which shows that the iterative value function is convergent to a finite neighborhood of the optimal performance index function, if the approximate errors satisfy the convergence criterion. Finally, numerical examples and comparisons are presented.

Modeling and simulation of dynamics of a planar-motion rigid body with friction and surface contact

NASA Astrophysics Data System (ADS)

Wang, Xiaojun; Lv, Jing

2017-07-01

The modeling and numerical method for the dynamics of a planar-motion rigid body with frictional contact between plane surfaces were presented based on the theory of contact mechanics and the algorithm of linear complementarity problem (LCP). The Coulomb’s dry friction model is adopted as the friction law, and the normal contact forces are expressed as functions of the local deformations and their speeds in contact bodies. The dynamic equations of the rigid body are obtained by the Lagrange equation. The transition problem of stick-slip motions between contact surfaces is formulated and solved as LCP through establishing the complementary conditions of the friction law. Finally, a numerical example is presented as an example to show the application.

Comparison of a discrete steepest ascent method with the continuous steepest ascent method for optimal programing

NASA Technical Reports Server (NTRS)

Childs, A. G.

1971-01-01

A discrete steepest ascent method which allows controls which are not piecewise constant (for example, it allows all continuous piecewise linear controls) was derived for the solution of optimal programming problems. This method is based on the continuous steepest ascent method of Bryson and Denham and new concepts introduced by Kelley and Denham in their development of compatible adjoints for taking into account the effects of numerical integration. The method is a generalization of the algorithm suggested by Canon, Cullum, and Polak with the details of the gradient computation given. The discrete method was compared with the continuous method for an aerodynamics problem for which an analytic solution is given by Pontryagin's maximum principle, and numerical results are presented. The discrete method converges more rapidly than the continuous method at first, but then for some undetermined reason, loses its exponential convergence rate. A comparsion was also made for the algorithm of Canon, Cullum, and Polak using piecewise constant controls. This algorithm is very competitive with the continuous algorithm.

Finite element implementation of state variable-based viscoplasticity models

NASA Technical Reports Server (NTRS)

Iskovitz, I.; Chang, T. Y. P.; Saleeb, A. F.

1991-01-01

The implementation of state variable-based viscoplasticity models is made in a general purpose finite element code for structural applications of metals deformed at elevated temperatures. Two constitutive models, Walker's and Robinson's models, are studied in conjunction with two implicit integration methods: the trapezoidal rule with Newton-Raphson iterations and an asymptotic integration algorithm. A comparison is made between the two integration methods, and the latter method appears to be computationally more appealing in terms of numerical accuracy and CPU time. However, in order to make the asymptotic algorithm robust, it is necessary to include a self adaptive scheme with subincremental step control and error checking of the Jacobian matrix at the integration points. Three examples are given to illustrate the numerical aspects of the integration methods tested.

Noniterative Multireference Coupled Cluster Methods on Heterogeneous CPU-GPU Systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bhaskaran-Nair, Kiran; Ma, Wenjing; Krishnamoorthy, Sriram

2013-04-09

A novel parallel algorithm for non-iterative multireference coupled cluster (MRCC) theories, which merges recently introduced reference-level parallelism (RLP) [K. Bhaskaran-Nair, J.Brabec, E. Aprà, H.J.J. van Dam, J. Pittner, K. Kowalski, J. Chem. Phys. 137, 094112 (2012)] with the possibility of accelerating numerical calculations using graphics processing unit (GPU) is presented. We discuss the performance of this algorithm on the example of the MRCCSD(T) method (iterative singles and doubles and perturbative triples), where the corrections due to triples are added to the diagonal elements of the MRCCSD (iterative singles and doubles) effective Hamiltonian matrix. The performance of the combined RLP/GPU algorithmmore » is illustrated on the example of the Brillouin-Wigner (BW) and Mukherjee (Mk) state-specific MRCCSD(T) formulations.« less

Input-output-controlled nonlinear equation solvers

NASA Technical Reports Server (NTRS)

Padovan, Joseph

1988-01-01

To upgrade the efficiency and stability of the successive substitution (SS) and Newton-Raphson (NR) schemes, the concept of input-output-controlled solvers (IOCS) is introduced. By employing the formal properties of the constrained version of the SS and NR schemes, the IOCS algorithm can handle indefiniteness of the system Jacobian, can maintain iterate monotonicity, and provide for separate control of load incrementation and iterate excursions, as well as having other features. To illustrate the algorithmic properties, the results for several benchmark examples are presented. These define the associated numerical efficiency and stability of the IOCS.

Advanced Models and Algorithms for Self-Similar IP Network Traffic Simulation and Performance Analysis

NASA Astrophysics Data System (ADS)

Radev, Dimitar; Lokshina, Izabella

2010-11-01

The paper examines self-similar (or fractal) properties of real communication network traffic data over a wide range of time scales. These self-similar properties are very different from the properties of traditional models based on Poisson and Markov-modulated Poisson processes. Advanced fractal models of sequentional generators and fixed-length sequence generators, and efficient algorithms that are used to simulate self-similar behavior of IP network traffic data are developed and applied. Numerical examples are provided; and simulation results are obtained and analyzed.

Iterative algorithms for computing the feedback Nash equilibrium point for positive systems

NASA Astrophysics Data System (ADS)

Ivanov, I.; Imsland, Lars; Bogdanova, B.

2017-03-01

The paper studies N-player linear quadratic differential games on an infinite time horizon with deterministic feedback information structure. It introduces two iterative methods (the Newton method as well as its accelerated modification) in order to compute the stabilising solution of a set of generalised algebraic Riccati equations. The latter is related to the Nash equilibrium point of the considered game model. Moreover, we derive the sufficient conditions for convergence of the proposed methods. Finally, we discuss two numerical examples so as to illustrate the performance of both of the algorithms.

Harmony Search Method: Theory and Applications

PubMed Central

Gao, X. Z.; Govindasamy, V.; Xu, H.; Wang, X.; Zenger, K.

2015-01-01

The Harmony Search (HS) method is an emerging metaheuristic optimization algorithm, which has been employed to cope with numerous challenging tasks during the past decade. In this paper, the essential theory and applications of the HS algorithm are first described and reviewed. Several typical variants of the original HS are next briefly explained. As an example of case study, a modified HS method inspired by the idea of Pareto-dominance-based ranking is also presented. It is further applied to handle a practical wind generator optimal design problem. PMID:25945083

Controller reduction by preserving impulse response energy

NASA Technical Reports Server (NTRS)

Craig, Roy R., Jr.; Su, Tzu-Jeng

1989-01-01

A model order reduction algorithm based on a Krylov recurrence formulation is developed to reduce order of controllers. The reduced-order controller is obtained by projecting the full-order LQG controller onto a Krylov subspace in which either the controllability or the observability grammian is equal to the identity matrix. The reduced-order controller preserves the impulse response energy of the full-order controller and has a parameter-matching property. Two numerical examples drawn from other controller reduction literature are used to illustrate the efficacy of the proposed reduction algorithm.

Bayesian design of decision rules for failure detection

NASA Technical Reports Server (NTRS)

Chow, E. Y.; Willsky, A. S.

1984-01-01

The formulation of the decision making process of a failure detection algorithm as a Bayes sequential decision problem provides a simple conceptualization of the decision rule design problem. As the optimal Bayes rule is not computable, a methodology that is based on the Bayesian approach and aimed at a reduced computational requirement is developed for designing suboptimal rules. A numerical algorithm is constructed to facilitate the design and performance evaluation of these suboptimal rules. The result of applying this design methodology to an example shows that this approach is potentially a useful one.

An algorithm for the solution of dynamic linear programs

NASA Technical Reports Server (NTRS)

Psiaki, Mark L.

1989-01-01

The algorithm's objective is to efficiently solve Dynamic Linear Programs (DLP) by taking advantage of their special staircase structure. This algorithm constitutes a stepping stone to an improved algorithm for solving Dynamic Quadratic Programs, which, in turn, would make the nonlinear programming method of Successive Quadratic Programs more practical for solving trajectory optimization problems. The ultimate goal is to being trajectory optimization solution speeds into the realm of real-time control. The algorithm exploits the staircase nature of the large constraint matrix of the equality-constrained DLPs encountered when solving inequality-constrained DLPs by an active set approach. A numerically-stable, staircase QL factorization of the staircase constraint matrix is carried out starting from its last rows and columns. The resulting recursion is like the time-varying Riccati equation from multi-stage LQR theory. The resulting factorization increases the efficiency of all of the typical LP solution operations over that of a dense matrix LP code. At the same time numerical stability is ensured. The algorithm also takes advantage of dynamic programming ideas about the cost-to-go by relaxing active pseudo constraints in a backwards sweeping process. This further decreases the cost per update of the LP rank-1 updating procedure, although it may result in more changes of the active set that if pseudo constraints were relaxed in a non-stagewise fashion. The usual stability of closed-loop Linear/Quadratic optimally-controlled systems, if it carries over to strictly linear cost functions, implies that the saving due to reduced factor update effort may outweigh the cost of an increased number of updates. An aerospace example is presented in which a ground-to-ground rocket's distance is maximized. This example demonstrates the applicability of this class of algorithms to aerospace guidance. It also sheds light on the efficacy of the proposed pseudo constraint relaxation scheme.

Multilevel decomposition of complete vehicle configuration in a parallel computing environment

NASA Technical Reports Server (NTRS)

Bhatt, Vinay; Ragsdell, K. M.

1989-01-01

This research summarizes various approaches to multilevel decomposition to solve large structural problems. A linear decomposition scheme based on the Sobieski algorithm is selected as a vehicle for automated synthesis of a complete vehicle configuration in a parallel processing environment. The research is in a developmental state. Preliminary numerical results are presented for several example problems.

Effective dimensional reduction algorithm for eigenvalue problems for thin elastic structures: A paradigm in three dimensions

PubMed Central

Ovtchinnikov, Evgueni E.; Xanthis, Leonidas S.

2000-01-01

We present a methodology for the efficient numerical solution of eigenvalue problems of full three-dimensional elasticity for thin elastic structures, such as shells, plates and rods of arbitrary geometry, discretized by the finite element method. Such problems are solved by iterative methods, which, however, are known to suffer from slow convergence or even convergence failure, when the thickness is small. In this paper we show an effective way of resolving this difficulty by invoking a special preconditioning technique associated with the effective dimensional reduction algorithm (EDRA). As an example, we present an algorithm for computing the minimal eigenvalue of a thin elastic plate and we show both theoretically and numerically that it is robust with respect to both the thickness and discretization parameters, i.e. the convergence does not deteriorate with diminishing thickness or mesh refinement. This robustness is sine qua non for the efficient computation of large-scale eigenvalue problems for thin elastic structures. PMID:10655469

Consumers' Kansei Needs Clustering Method for Product Emotional Design Based on Numerical Design Structure Matrix and Genetic Algorithms.

PubMed

Yang, Yan-Pu; Chen, Deng-Kai; Gu, Rong; Gu, Yu-Feng; Yu, Sui-Huai

2016-01-01

Consumers' Kansei needs reflect their perception about a product and always consist of a large number of adjectives. Reducing the dimension complexity of these needs to extract primary words not only enables the target product to be explicitly positioned, but also provides a convenient design basis for designers engaging in design work. Accordingly, this study employs a numerical design structure matrix (NDSM) by parameterizing a conventional DSM and integrating genetic algorithms to find optimum Kansei clusters. A four-point scale method is applied to assign link weights of every two Kansei adjectives as values of cells when constructing an NDSM. Genetic algorithms are used to cluster the Kansei NDSM and find optimum clusters. Furthermore, the process of the proposed method is presented. The details of the proposed approach are illustrated using an example of electronic scooter for Kansei needs clustering. The case study reveals that the proposed method is promising for clustering Kansei needs adjectives in product emotional design.

Consumers' Kansei Needs Clustering Method for Product Emotional Design Based on Numerical Design Structure Matrix and Genetic Algorithms

PubMed Central

Chen, Deng-kai; Gu, Rong; Gu, Yu-feng; Yu, Sui-huai

2016-01-01

Consumers' Kansei needs reflect their perception about a product and always consist of a large number of adjectives. Reducing the dimension complexity of these needs to extract primary words not only enables the target product to be explicitly positioned, but also provides a convenient design basis for designers engaging in design work. Accordingly, this study employs a numerical design structure matrix (NDSM) by parameterizing a conventional DSM and integrating genetic algorithms to find optimum Kansei clusters. A four-point scale method is applied to assign link weights of every two Kansei adjectives as values of cells when constructing an NDSM. Genetic algorithms are used to cluster the Kansei NDSM and find optimum clusters. Furthermore, the process of the proposed method is presented. The details of the proposed approach are illustrated using an example of electronic scooter for Kansei needs clustering. The case study reveals that the proposed method is promising for clustering Kansei needs adjectives in product emotional design. PMID:27630709

Optimal design of solidification processes

NASA Technical Reports Server (NTRS)

Dantzig, Jonathan A.; Tortorelli, Daniel A.

1991-01-01

An optimal design algorithm is presented for the analysis of general solidification processes, and is demonstrated for the growth of GaAs crystals in a Bridgman furnace. The system is optimal in the sense that the prespecified temperature distribution in the solidifying materials is obtained to maximize product quality. The optimization uses traditional numerical programming techniques which require the evaluation of cost and constraint functions and their sensitivities. The finite element method is incorporated to analyze the crystal solidification problem, evaluate the cost and constraint functions, and compute the sensitivities. These techniques are demonstrated in the crystal growth application by determining an optimal furnace wall temperature distribution to obtain the desired temperature profile in the crystal, and hence to maximize the crystal's quality. Several numerical optimization algorithms are studied to determine the proper convergence criteria, effective 1-D search strategies, appropriate forms of the cost and constraint functions, etc. In particular, we incorporate the conjugate gradient and quasi-Newton methods for unconstrained problems. The efficiency and effectiveness of each algorithm is presented in the example problem.

Applications of singular value analysis and partial-step algorithm for nonlinear orbit determination

NASA Technical Reports Server (NTRS)

Ryne, Mark S.; Wang, Tseng-Chan

1991-01-01

An adaptive method in which cruise and nonlinear orbit determination problems can be solved using a single program is presented. It involves singular value decomposition augmented with an extended partial step algorithm. The extended partial step algorithm constrains the size of the correction to the spacecraft state and other solve-for parameters. The correction is controlled by an a priori covariance and a user-supplied bounds parameter. The extended partial step method is an extension of the update portion of the singular value decomposition algorithm. It thus preserves the numerical stability of the singular value decomposition method, while extending the region over which it converges. In linear cases, this method reduces to the singular value decomposition algorithm with the full rank solution. Two examples are presented to illustrate the method's utility.

Numerical solution of the unsteady diffusion-convection-reaction equation based on improved spectral Galerkin method

NASA Astrophysics Data System (ADS)

Zhong, Jiaqi; Zeng, Cheng; Yuan, Yupeng; Zhang, Yuzhe; Zhang, Ye

2018-04-01

The aim of this paper is to present an explicit numerical algorithm based on improved spectral Galerkin method for solving the unsteady diffusion-convection-reaction equation. The principal characteristics of this approach give the explicit eigenvalues and eigenvectors based on the time-space separation method and boundary condition analysis. With the help of Fourier series and Galerkin truncation, we can obtain the finite-dimensional ordinary differential equations which facilitate the system analysis and controller design. By comparing with the finite element method, the numerical solutions are demonstrated via two examples. It is shown that the proposed method is effective.

Trans-algorithmic nature of learning in biological systems.

PubMed

Shimansky, Yury P

2018-05-02

Learning ability is a vitally important, distinctive property of biological systems, which provides dynamic stability in non-stationary environments. Although several different types of learning have been successfully modeled using a universal computer, in general, learning cannot be described by an algorithm. In other words, algorithmic approach to describing the functioning of biological systems is not sufficient for adequate grasping of what is life. Since biosystems are parts of the physical world, one might hope that adding some physical mechanisms and principles to the concept of algorithm could provide extra possibilities for describing learning in its full generality. However, a straightforward approach to that through the so-called physical hypercomputation so far has not been successful. Here an alternative approach is proposed. Biosystems are described as achieving enumeration of possible physical compositions though random incremental modifications inflicted on them by active operating resources (AORs) in the environment. Biosystems learn through algorithmic regulation of the intensity of the above modifications according to a specific optimality criterion. From the perspective of external observers, biosystems move in the space of different algorithms driven by random modifications imposed by the environmental AORs. A particular algorithm is only a snapshot of that motion, while the motion itself is essentially trans-algorithmic. In this conceptual framework, death of unfit members of a population, for example, is viewed as a trans-algorithmic modification made in the population as a biosystem by environmental AORs. Numerous examples of AOR utilization in biosystems of different complexity, from viruses to multicellular organisms, are provided.

Mean field analysis of algorithms for scale-free networks in molecular biology

PubMed Central

2017-01-01

The sampling of scale-free networks in Molecular Biology is usually achieved by growing networks from a seed using recursive algorithms with elementary moves which include the addition and deletion of nodes and bonds. These algorithms include the Barabási-Albert algorithm. Later algorithms, such as the Duplication-Divergence algorithm, the Solé algorithm and the iSite algorithm, were inspired by biological processes underlying the evolution of protein networks, and the networks they produce differ essentially from networks grown by the Barabási-Albert algorithm. In this paper the mean field analysis of these algorithms is reconsidered, and extended to variant and modified implementations of the algorithms. The degree sequences of scale-free networks decay according to a powerlaw distribution, namely P(k) ∼ k−γ, where γ is a scaling exponent. We derive mean field expressions for γ, and test these by numerical simulations. Generally, good agreement is obtained. We also found that some algorithms do not produce scale-free networks (for example some variant Barabási-Albert and Solé networks). PMID:29272285

Mean field analysis of algorithms for scale-free networks in molecular biology.

PubMed

Konini, S; Janse van Rensburg, E J

2017-01-01

The sampling of scale-free networks in Molecular Biology is usually achieved by growing networks from a seed using recursive algorithms with elementary moves which include the addition and deletion of nodes and bonds. These algorithms include the Barabási-Albert algorithm. Later algorithms, such as the Duplication-Divergence algorithm, the Solé algorithm and the iSite algorithm, were inspired by biological processes underlying the evolution of protein networks, and the networks they produce differ essentially from networks grown by the Barabási-Albert algorithm. In this paper the mean field analysis of these algorithms is reconsidered, and extended to variant and modified implementations of the algorithms. The degree sequences of scale-free networks decay according to a powerlaw distribution, namely P(k) ∼ k-γ, where γ is a scaling exponent. We derive mean field expressions for γ, and test these by numerical simulations. Generally, good agreement is obtained. We also found that some algorithms do not produce scale-free networks (for example some variant Barabási-Albert and Solé networks).

Inverse problems with nonnegative and sparse solutions: algorithms and application to the phase retrieval problem

NASA Astrophysics Data System (ADS)

Quy Muoi, Pham; Nho Hào, Dinh; Sahoo, Sujit Kumar; Tang, Dongliang; Cong, Nguyen Huu; Dang, Cuong

2018-05-01

In this paper, we study a gradient-type method and a semismooth Newton method for minimization problems in regularizing inverse problems with nonnegative and sparse solutions. We propose a special penalty functional forcing the minimizers of regularized minimization problems to be nonnegative and sparse, and then we apply the proposed algorithms in a practical the problem. The strong convergence of the gradient-type method and the local superlinear convergence of the semismooth Newton method are proven. Then, we use these algorithms for the phase retrieval problem and illustrate their efficiency in numerical examples, particularly in the practical problem of optical imaging through scattering media where all the noises from experiment are presented.

Parallel algorithms for boundary value problems

NASA Technical Reports Server (NTRS)

Lin, Avi

1990-01-01

A general approach to solve boundary value problems numerically in a parallel environment is discussed. The basic algorithm consists of two steps: the local step where all the P available processors work in parallel, and the global step where one processor solves a tridiagonal linear system of the order P. The main advantages of this approach are two fold. First, this suggested approach is very flexible, especially in the local step and thus the algorithm can be used with any number of processors and with any of the SIMD or MIMD machines. Secondly, the communication complexity is very small and thus can be used as easily with shared memory machines. Several examples for using this strategy are discussed.

Fuzzy multi-objective chance-constrained programming model for hazardous materials transportation

NASA Astrophysics Data System (ADS)

Du, Jiaoman; Yu, Lean; Li, Xiang

2016-04-01

Hazardous materials transportation is an important and hot issue of public safety. Based on the shortest path model, this paper presents a fuzzy multi-objective programming model that minimizes the transportation risk to life, travel time and fuel consumption. First, we present the risk model, travel time model and fuel consumption model. Furthermore, we formulate a chance-constrained programming model within the framework of credibility theory, in which the lengths of arcs in the transportation network are assumed to be fuzzy variables. A hybrid intelligent algorithm integrating fuzzy simulation and genetic algorithm is designed for finding a satisfactory solution. Finally, some numerical examples are given to demonstrate the efficiency of the proposed model and algorithm.

Algorithm of Taxonomy: Method of Design and Implementation Mechanism

NASA Astrophysics Data System (ADS)

Shalanov, N. V.; Aletdinova, A. A.

2018-05-01

The authors propose that the method of design of the algorithm of taxonomy should be based on the calculation of integral indicators for the estimation of the level of an object according to the set of initial indicators (i. e. potential). Their values will be the values of the projected lengths of the objects on the numeric axis, which will take values [0.100]. This approach will reduce the task of multidimensional classification to the task of one-dimensional classification. The algorithm for solving the task of taxonomy contains 14 stages; the example of its implementation is illustrated by the data of 46 consumer societies of the Yakut Union of Consumer Societies of Russia.

Efficient kinetic Monte Carlo method for reaction-diffusion problems with spatially varying annihilation rates

NASA Astrophysics Data System (ADS)

Schwarz, Karsten; Rieger, Heiko

2013-03-01

We present an efficient Monte Carlo method to simulate reaction-diffusion processes with spatially varying particle annihilation or transformation rates as it occurs for instance in the context of motor-driven intracellular transport. Like Green's function reaction dynamics and first-passage time methods, our algorithm avoids small diffusive hops by propagating sufficiently distant particles in large hops to the boundaries of protective domains. Since for spatially varying annihilation or transformation rates the single particle diffusion propagator is not known analytically, we present an algorithm that generates efficiently either particle displacements or annihilations with the correct statistics, as we prove rigorously. The numerical efficiency of the algorithm is demonstrated with an illustrative example.

Numerically robust and efficient nonlocal electron transport in 2D DRACO simulations

NASA Astrophysics Data System (ADS)

Cao, Duc; Chenhall, Jeff; Moses, Greg; Delettrez, Jacques; Collins, Tim

2013-10-01

An improved implicit algorithm based on Schurtz, Nicolai and Busquet (SNB) algorithm for nonlocal electron transport is presented. Validation with direct drive shock timing experiments and verification with the Goncharov nonlocal model in 1D LILAC simulations demonstrate the viability of this efficient algorithm for producing 2D lagrangian radiation hydrodynamics direct drive simulations. Additionally, simulations provide strong incentive to further modify key parameters within the SNB theory, namely the ``mean free path.'' An example 2D polar drive simulation to study 2D effects of the nonlocal flux as well as mean free path modifications will also be presented. This research was supported by the University of Rochester Laboratory for Laser Energetics.

A Jacobi collocation approximation for nonlinear coupled viscous Burgers' equation

NASA Astrophysics Data System (ADS)

Doha, Eid H.; Bhrawy, Ali H.; Abdelkawy, Mohamed A.; Hafez, Ramy M.

2014-02-01

This article presents a numerical approximation of the initial-boundary nonlinear coupled viscous Burgers' equation based on spectral methods. A Jacobi-Gauss-Lobatto collocation (J-GL-C) scheme in combination with the implicit Runge-Kutta-Nyström (IRKN) scheme are employed to obtain highly accurate approximations to the mentioned problem. This J-GL-C method, based on Jacobi polynomials and Gauss-Lobatto quadrature integration, reduces solving the nonlinear coupled viscous Burgers' equation to a system of nonlinear ordinary differential equation which is far easier to solve. The given examples show, by selecting relatively few J-GL-C points, the accuracy of the approximations and the utility of the approach over other analytical or numerical methods. The illustrative examples demonstrate the accuracy, efficiency, and versatility of the proposed algorithm.

Extension of a System Level Tool for Component Level Analysis

NASA Technical Reports Server (NTRS)

Majumdar, Alok; Schallhorn, Paul

2002-01-01

This paper presents an extension of a numerical algorithm for network flow analysis code to perform multi-dimensional flow calculation. The one dimensional momentum equation in network flow analysis code has been extended to include momentum transport due to shear stress and transverse component of velocity. Both laminar and turbulent flows are considered. Turbulence is represented by Prandtl's mixing length hypothesis. Three classical examples (Poiseuille flow, Couette flow and shear driven flow in a rectangular cavity) are presented as benchmark for the verification of the numerical scheme.

Multiscale global identification of porous structures

NASA Astrophysics Data System (ADS)

Hatłas, Marcin; Beluch, Witold

2018-01-01

The paper is devoted to the evolutionary identification of the material constants of porous structures based on measurements conducted on a macro scale. Numerical homogenization with the RVE concept is used to determine the equivalent properties of a macroscopically homogeneous material. Finite element method software is applied to solve the boundary-value problem in both scales. Global optimization methods in form of evolutionary algorithm are employed to solve the identification task. Modal analysis is performed to collect the data necessary for the identification. A numerical example presenting the effectiveness of proposed attitude is attached.

Extension of a System Level Tool for Component Level Analysis

NASA Technical Reports Server (NTRS)

Majumdar, Alok; Schallhorn, Paul; McConnaughey, Paul K. (Technical Monitor)

2001-01-01

This paper presents an extension of a numerical algorithm for network flow analysis code to perform multi-dimensional flow calculation. The one dimensional momentum equation in network flow analysis code has been extended to include momentum transport due to shear stress and transverse component of velocity. Both laminar and turbulent flows are considered. Turbulence is represented by Prandtl's mixing length hypothesis. Three classical examples (Poiseuille flow, Couette flow, and shear driven flow in a rectangular cavity) are presented as benchmark for the verification of the numerical scheme.

A Fast MHD Code for Gravitationally Stratified Media using Graphical Processing Units: SMAUG

NASA Astrophysics Data System (ADS)

Griffiths, M. K.; Fedun, V.; Erdélyi, R.

2015-03-01

Parallelization techniques have been exploited most successfully by the gaming/graphics industry with the adoption of graphical processing units (GPUs), possessing hundreds of processor cores. The opportunity has been recognized by the computational sciences and engineering communities, who have recently harnessed successfully the numerical performance of GPUs. For example, parallel magnetohydrodynamic (MHD) algorithms are important for numerical modelling of highly inhomogeneous solar, astrophysical and geophysical plasmas. Here, we describe the implementation of SMAUG, the Sheffield Magnetohydrodynamics Algorithm Using GPUs. SMAUG is a 1-3D MHD code capable of modelling magnetized and gravitationally stratified plasma. The objective of this paper is to present the numerical methods and techniques used for porting the code to this novel and highly parallel compute architecture. The methods employed are justified by the performance benchmarks and validation results demonstrating that the code successfully simulates the physics for a range of test scenarios including a full 3D realistic model of wave propagation in the solar atmosphere.

Time-frequency analysis of acoustic scattering from elastic objects

NASA Astrophysics Data System (ADS)

Yen, Nai-Chyuan; Dragonette, Louis R.; Numrich, Susan K.

1990-06-01

A time-frequency analysis of acoustic scattering from elastic objects was carried out using the time-frequency representation based on a modified version of the Wigner distribution function (WDF) algorithm. A simple and efficient processing algorithm was developed, which provides meaningful interpretation of the scattering physics. The time and frequency representation derived from the WDF algorithm was further reduced to a display which is a skeleton plot, called a vein diagram, that depicts the essential features of the form function. The physical parameters of the scatterer are then extracted from this diagram with the proper interpretation of the scattering phenomena. Several examples, based on data obtained from numerically simulated models and laboratory measurements for elastic spheres and shells, are used to illustrate the capability and proficiency of the algorithm.

Computing return times or return periods with rare event algorithms

NASA Astrophysics Data System (ADS)

Lestang, Thibault; Ragone, Francesco; Bréhier, Charles-Edouard; Herbert, Corentin; Bouchet, Freddy

2018-04-01

The average time between two occurrences of the same event, referred to as its return time (or return period), is a useful statistical concept for practical applications. For instance insurances or public agencies may be interested by the return time of a 10 m flood of the Seine river in Paris. However, due to their scarcity, reliably estimating return times for rare events is very difficult using either observational data or direct numerical simulations. For rare events, an estimator for return times can be built from the extrema of the observable on trajectory blocks. Here, we show that this estimator can be improved to remain accurate for return times of the order of the block size. More importantly, we show that this approach can be generalised to estimate return times from numerical algorithms specifically designed to sample rare events. So far those algorithms often compute probabilities, rather than return times. The approach we propose provides a computationally extremely efficient way to estimate numerically the return times of rare events for a dynamical system, gaining several orders of magnitude of computational costs. We illustrate the method on two kinds of observables, instantaneous and time-averaged, using two different rare event algorithms, for a simple stochastic process, the Ornstein–Uhlenbeck process. As an example of realistic applications to complex systems, we finally discuss extreme values of the drag on an object in a turbulent flow.

Chandrasekhar equations and computational algorithms for distributed parameter systems

NASA Technical Reports Server (NTRS)

Burns, J. A.; Ito, K.; Powers, R. K.

1984-01-01

The Chandrasekhar equations arising in optimal control problems for linear distributed parameter systems are considered. The equations are derived via approximation theory. This approach is used to obtain existence, uniqueness, and strong differentiability of the solutions and provides the basis for a convergent computation scheme for approximating feedback gain operators. A numerical example is presented to illustrate these ideas.

Stochastic nonlinear dynamics pattern formation and growth models

PubMed Central

Yaroslavsky, Leonid P

2007-01-01

Stochastic evolutionary growth and pattern formation models are treated in a unified way in terms of algorithmic models of nonlinear dynamic systems with feedback built of a standard set of signal processing units. A number of concrete models is described and illustrated by numerous examples of artificially generated patterns that closely imitate wide variety of patterns found in the nature. PMID:17908341

A ridge tracking algorithm and error estimate for efficient computation of Lagrangian coherent structures.

PubMed

Lipinski, Doug; Mohseni, Kamran

2010-03-01

A ridge tracking algorithm for the computation and extraction of Lagrangian coherent structures (LCS) is developed. This algorithm takes advantage of the spatial coherence of LCS by tracking the ridges which form LCS to avoid unnecessary computations away from the ridges. We also make use of the temporal coherence of LCS by approximating the time dependent motion of the LCS with passive tracer particles. To justify this approximation, we provide an estimate of the difference between the motion of the LCS and that of tracer particles which begin on the LCS. In addition to the speedup in computational time, the ridge tracking algorithm uses less memory and results in smaller output files than the standard LCS algorithm. Finally, we apply our ridge tracking algorithm to two test cases, an analytically defined double gyre as well as the more complicated example of the numerical simulation of a swimming jellyfish. In our test cases, we find up to a 35 times speedup when compared with the standard LCS algorithm.

Optimizing the Long-Term Operating Plan of Railway Marshalling Station for Capacity Utilization Analysis

PubMed Central

Zhou, Wenliang; Yang, Xia; Deng, Lianbo

2014-01-01

Not only is the operating plan the basis of organizing marshalling station's operation, but it is also used to analyze in detail the capacity utilization of each facility in marshalling station. In this paper, a long-term operating plan is optimized mainly for capacity utilization analysis. Firstly, a model is developed to minimize railcars' average staying time with the constraints of minimum time intervals, marshalling track capacity, and so forth. Secondly, an algorithm is designed to solve this model based on genetic algorithm (GA) and simulation method. It divides the plan of whole planning horizon into many subplans, and optimizes them with GA one by one in order to obtain a satisfactory plan with less computing time. Finally, some numeric examples are constructed to analyze (1) the convergence of the algorithm, (2) the effect of some algorithm parameters, and (3) the influence of arrival train flow on the algorithm. PMID:25525614

Flux-split algorithms for flows with non-equilibrium chemistry and vibrational relaxation

NASA Technical Reports Server (NTRS)

Grossman, B.; Cinnella, P.

1990-01-01

The present consideration of numerical computation methods for gas flows with nonequilibrium chemistry thermodynamics gives attention to an equilibrium model, a general nonequilibrium model, and a simplified model based on vibrational relaxation. Flux-splitting procedures are developed for the fully-coupled inviscid equations encompassing fluid dynamics and both chemical and internal energy-relaxation processes. A fully coupled and implicit large-block structure is presented which embodies novel forms of flux-vector split and flux-difference split algorithms valid for nonequilibrium flow; illustrative high-temperature shock tube and nozzle flow examples are given.

Evaluating the performance of distributed approaches for modal identification

NASA Astrophysics Data System (ADS)

Krishnan, Sriram S.; Sun, Zhuoxiong; Irfanoglu, Ayhan; Dyke, Shirley J.; Yan, Guirong

2011-04-01

In this paper two modal identification approaches appropriate for use in a distributed computing environment are applied to a full-scale, complex structure. The natural excitation technique (NExT) is used in conjunction with a condensed eigensystem realization algorithm (ERA), and the frequency domain decomposition with peak-picking (FDD-PP) are both applied to sensor data acquired from a 57.5-ft, 10 bay highway sign truss structure. Monte-Carlo simulations are performed on a numerical example to investigate the statistical properties and sensitivity to noise of the two distributed algorithms. Experimental results are provided and discussed.

On substructuring algorithms and solution techniques for the numerical approximation of partial differential equations

NASA Technical Reports Server (NTRS)

Gunzburger, M. D.; Nicolaides, R. A.

1986-01-01

Substructuring methods are in common use in mechanics problems where typically the associated linear systems of algebraic equations are positive definite. Here these methods are extended to problems which lead to nonpositive definite, nonsymmetric matrices. The extension is based on an algorithm which carries out the block Gauss elimination procedure without the need for interchanges even when a pivot matrix is singular. Examples are provided wherein the method is used in connection with finite element solutions of the stationary Stokes equations and the Helmholtz equation, and dual methods for second-order elliptic equations.

Direct Solution of the Chemical Master Equation Using Quantized Tensor Trains

PubMed Central

Kazeev, Vladimir; Khammash, Mustafa; Nip, Michael; Schwab, Christoph

2014-01-01

The Chemical Master Equation (CME) is a cornerstone of stochastic analysis and simulation of models of biochemical reaction networks. Yet direct solutions of the CME have remained elusive. Although several approaches overcome the infinite dimensional nature of the CME through projections or other means, a common feature of proposed approaches is their susceptibility to the curse of dimensionality, i.e. the exponential growth in memory and computational requirements in the number of problem dimensions. We present a novel approach that has the potential to “lift” this curse of dimensionality. The approach is based on the use of the recently proposed Quantized Tensor Train (QTT) formatted numerical linear algebra for the low parametric, numerical representation of tensors. The QTT decomposition admits both, algorithms for basic tensor arithmetics with complexity scaling linearly in the dimension (number of species) and sub-linearly in the mode size (maximum copy number), and a numerical tensor rounding procedure which is stable and quasi-optimal. We show how the CME can be represented in QTT format, then use the exponentially-converging -discontinuous Galerkin discretization in time to reduce the CME evolution problem to a set of QTT-structured linear equations to be solved at each time step using an algorithm based on Density Matrix Renormalization Group (DMRG) methods from quantum chemistry. Our method automatically adapts the “basis” of the solution at every time step guaranteeing that it is large enough to capture the dynamics of interest but no larger than necessary, as this would increase the computational complexity. Our approach is demonstrated by applying it to three different examples from systems biology: independent birth-death process, an example of enzymatic futile cycle, and a stochastic switch model. The numerical results on these examples demonstrate that the proposed QTT method achieves dramatic speedups and several orders of magnitude storage savings over direct approaches. PMID:24626049

Numerical Aspects of Atomic Physics: Helium Basis Sets and Matrix Diagonalization

NASA Astrophysics Data System (ADS)

Jentschura, Ulrich; Noble, Jonathan

2014-03-01

We present a matrix diagonalization algorithm for complex symmetric matrices, which can be used in order to determine the resonance energies of auto-ionizing states of comparatively simple quantum many-body systems such as helium. The algorithm is based in multi-precision arithmetic and proceeds via a tridiagonalization of the complex symmetric (not necessarily Hermitian) input matrix using generalized Householder transformations. Example calculations involving so-called PT-symmetric quantum systems lead to reference values which pertain to the imaginary cubic perturbation (the imaginary cubic anharmonic oscillator). We then proceed to novel basis sets for the helium atom and present results for Bethe logarithms in hydrogen and helium, obtained using the enhanced numerical techniques. Some intricacies of ``canned'' algorithms such as those used in LAPACK will be discussed. Our algorithm, for complex symmetric matrices such as those describing cubic resonances after complex scaling, is faster than LAPACK's built-in routines, for specific classes of input matrices. It also offer flexibility in terms of the calculation of the so-called implicit shift, which is used in order to ``pivot'' the system toward the convergence to diagonal form. We conclude with a wider overview.

SToRM: A numerical model for environmental surface flows

USGS Publications Warehouse

Simoes, Francisco J.

2009-01-01

SToRM (System for Transport and River Modeling) is a numerical model developed to simulate free surface flows in complex environmental domains. It is based on the depth-averaged St. Venant equations, which are discretized using unstructured upwind finite volume methods, and contains both steady and unsteady solution techniques. This article provides a brief description of the numerical approach selected to discretize the governing equations in space and time, including important aspects of solving natural environmental flows, such as the wetting and drying algorithm. The presentation is illustrated with several application examples, covering both laboratory and natural river flow cases, which show the model’s ability to solve complex flow phenomena.

Dynamics of Numerics & Spurious Behaviors in CFD Computations. Revised

NASA Technical Reports Server (NTRS)

Yee, Helen C.; Sweby, Peter K.

1997-01-01

The global nonlinear behavior of finite discretizations for constant time steps and fixed or adaptive grid spacings is studied using tools from dynamical systems theory. Detailed analysis of commonly used temporal and spatial discretizations for simple model problems is presented. The role of dynamics in the understanding of long time behavior of numerical integration and the nonlinear stability, convergence, and reliability of using time-marching approaches for obtaining steady-state numerical solutions in computational fluid dynamics (CFD) is explored. The study is complemented with examples of spurious behavior observed in steady and unsteady CFD computations. The CFD examples were chosen to illustrate non-apparent spurious behavior that was difficult to detect without extensive grid and temporal refinement studies and some knowledge from dynamical systems theory. Studies revealed the various possible dangers of misinterpreting numerical simulation of realistic complex flows that are constrained by available computing power. In large scale computations where the physics of the problem under study is not well understood and numerical simulations are the only viable means of solution, extreme care must be taken in both computation and interpretation of the numerical data. The goal of this paper is to explore the important role that dynamical systems theory can play in the understanding of the global nonlinear behavior of numerical algorithms and to aid the identification of the sources of numerical uncertainties in CFD.

Terminal iterative learning control based station stop control of a train

NASA Astrophysics Data System (ADS)

Hou, Zhongsheng; Wang, Yi; Yin, Chenkun; Tang, Tao

2011-07-01

The terminal iterative learning control (TILC) method is introduced for the first time into the field of train station stop control and three TILC-based algorithms are proposed in this study. The TILC-based train station stop control approach utilises the terminal stop position error in previous braking process to update the current control profile. The initial braking position, or the braking force, or their combination is chosen as the control input, and corresponding learning law is developed. The terminal stop position error of each algorithm is guaranteed to converge to a small region related with the initial offset of braking position with rigorous analysis. The validity of the proposed algorithms is verified by illustrative numerical examples.

Fast principal component analysis for stacking seismic data

NASA Astrophysics Data System (ADS)

Wu, Juan; Bai, Min

2018-04-01

Stacking seismic data plays an indispensable role in many steps of the seismic data processing and imaging workflow. Optimal stacking of seismic data can help mitigate seismic noise and enhance the principal components to a great extent. Traditional average-based seismic stacking methods cannot obtain optimal performance when the ambient noise is extremely strong. We propose a principal component analysis (PCA) algorithm for stacking seismic data without being sensitive to noise level. Considering the computational bottleneck of the classic PCA algorithm in processing massive seismic data, we propose an efficient PCA algorithm to make the proposed method readily applicable for industrial applications. Two numerically designed examples and one real seismic data are used to demonstrate the performance of the presented method.

A Noniterative Technique for the Direct Implementation of Well Bore Boundary Conditions in Three-Dimensional Heterogeneous Formations

NASA Astrophysics Data System (ADS)

Sudicky, E. A.; Unger, A. J. A.; Lacombe, S.

1995-02-01

A noniterative algorithm for handling prescribed well bore boundary conditions while pumping or injecting fluid in a three-dimensional heterogeneous aquifer is described. The algorithm is formulated by superimposing conductive one-dimensional line elements representing the well screen onto the three-dimensional matrix elements epresenting the aquifer. Storage in the well casing is also naturally accommodated by the superposition of the line elements. The numerical algorithm is verified by comparison with results obtained from the solution of Papadopulos and Cooper (1967). A large-scale example problem involving groundwater extraction from a partially penetrating pumping well located in a highly heterogeneous confined aquifer is presented to demonstrate the utility of the approach.

New algorithms for motion error detection of numerical control machine tool by laser tracking measurement on the basis of GPS principle.

PubMed

Wang, Jindong; Chen, Peng; Deng, Yufen; Guo, Junjie

2018-01-01

As a three-dimensional measuring instrument, the laser tracker is widely used in industrial measurement. To avoid the influence of angle measurement error on the overall measurement accuracy, the multi-station and time-sharing measurement with a laser tracker is introduced on the basis of the global positioning system (GPS) principle in this paper. For the proposed method, how to accurately determine the coordinates of each measuring point by using a large amount of measured data is a critical issue. Taking detecting motion error of a numerical control machine tool, for example, the corresponding measurement algorithms are investigated thoroughly. By establishing the mathematical model of detecting motion error of a machine tool with this method, the analytical algorithm concerning on base station calibration and measuring point determination is deduced without selecting the initial iterative value in calculation. However, when the motion area of the machine tool is in a 2D plane, the coefficient matrix of base station calibration is singular, which generates a distortion result. In order to overcome the limitation of the original algorithm, an improved analytical algorithm is also derived. Meanwhile, the calibration accuracy of the base station with the improved algorithm is compared with that with the original analytical algorithm and some iterative algorithms, such as the Gauss-Newton algorithm and Levenberg-Marquardt algorithm. The experiment further verifies the feasibility and effectiveness of the improved algorithm. In addition, the different motion areas of the machine tool have certain influence on the calibration accuracy of the base station, and the corresponding influence of measurement error on the calibration result of the base station depending on the condition number of coefficient matrix are analyzed.

New algorithms for motion error detection of numerical control machine tool by laser tracking measurement on the basis of GPS principle

NASA Astrophysics Data System (ADS)

Wang, Jindong; Chen, Peng; Deng, Yufen; Guo, Junjie

2018-01-01

As a three-dimensional measuring instrument, the laser tracker is widely used in industrial measurement. To avoid the influence of angle measurement error on the overall measurement accuracy, the multi-station and time-sharing measurement with a laser tracker is introduced on the basis of the global positioning system (GPS) principle in this paper. For the proposed method, how to accurately determine the coordinates of each measuring point by using a large amount of measured data is a critical issue. Taking detecting motion error of a numerical control machine tool, for example, the corresponding measurement algorithms are investigated thoroughly. By establishing the mathematical model of detecting motion error of a machine tool with this method, the analytical algorithm concerning on base station calibration and measuring point determination is deduced without selecting the initial iterative value in calculation. However, when the motion area of the machine tool is in a 2D plane, the coefficient matrix of base station calibration is singular, which generates a distortion result. In order to overcome the limitation of the original algorithm, an improved analytical algorithm is also derived. Meanwhile, the calibration accuracy of the base station with the improved algorithm is compared with that with the original analytical algorithm and some iterative algorithms, such as the Gauss-Newton algorithm and Levenberg-Marquardt algorithm. The experiment further verifies the feasibility and effectiveness of the improved algorithm. In addition, the different motion areas of the machine tool have certain influence on the calibration accuracy of the base station, and the corresponding influence of measurement error on the calibration result of the base station depending on the condition number of coefficient matrix are analyzed.

A hybrid localization technique for patient tracking.

PubMed

Rodionov, Denis; Kolev, George; Bushminkin, Kirill

2013-01-01

Nowadays numerous technologies are employed for tracking patients and assets in hospitals or nursing homes. Each of them has advantages and drawbacks. For example, WiFi localization has relatively good accuracy but cannot be used in case of power outage or in the areas with poor WiFi coverage. Magnetometer positioning or cellular network does not have such problems but they are not as accurate as localization with WiFi. This paper describes technique that simultaneously employs different localization technologies for enhancing stability and average accuracy of localization. The proposed algorithm is based on fingerprinting method paired with data fusion and prediction algorithms for estimating the object location. The core idea of the algorithm is technology fusion using error estimation methods. For testing accuracy and performance of the algorithm testing simulation environment has been implemented. Significant accuracy improvement was showed in practical scenarios.

Model predictive control design for polytopic uncertain systems by synthesising multi-step prediction scenarios

NASA Astrophysics Data System (ADS)

Lu, Jianbo; Xi, Yugeng; Li, Dewei; Xu, Yuli; Gan, Zhongxue

2018-01-01

A common objective of model predictive control (MPC) design is the large initial feasible region, low online computational burden as well as satisfactory control performance of the resulting algorithm. It is well known that interpolation-based MPC can achieve a favourable trade-off among these different aspects. However, the existing results are usually based on fixed prediction scenarios, which inevitably limits the performance of the obtained algorithms. So by replacing the fixed prediction scenarios with the time-varying multi-step prediction scenarios, this paper provides a new insight into improvement of the existing MPC designs. The adopted control law is a combination of predetermined multi-step feedback control laws, based on which two MPC algorithms with guaranteed recursive feasibility and asymptotic stability are presented. The efficacy of the proposed algorithms is illustrated by a numerical example.

Structure preserving parallel algorithms for solving the Bethe–Salpeter eigenvalue problem

DOE PAGES

Shao, Meiyue; da Jornada, Felipe H.; Yang, Chao; ...

2015-10-02

The Bethe–Salpeter eigenvalue problem is a dense structured eigenvalue problem arising from discretized Bethe–Salpeter equation in the context of computing exciton energies and states. A computational challenge is that at least half of the eigenvalues and the associated eigenvectors are desired in practice. In this paper, we establish the equivalence between Bethe–Salpeter eigenvalue problems and real Hamiltonian eigenvalue problems. Based on theoretical analysis, structure preserving algorithms for a class of Bethe–Salpeter eigenvalue problems are proposed. We also show that for this class of problems all eigenvalues obtained from the Tamm–Dancoff approximation are overestimated. In order to solve large scale problemsmore » of practical interest, we discuss parallel implementations of our algorithms targeting distributed memory systems. Finally, several numerical examples are presented to demonstrate the efficiency and accuracy of our algorithms.« less

Advances in Numerical Boundary Conditions for Computational Aeroacoustics

NASA Technical Reports Server (NTRS)

Tam, Christopher K. W.

1997-01-01

Advances in Computational Aeroacoustics (CAA) depend critically on the availability of accurate, nondispersive, least dissipative computation algorithm as well as high quality numerical boundary treatments. This paper focuses on the recent developments of numerical boundary conditions. In a typical CAA problem, one often encounters two types of boundaries. Because a finite computation domain is used, there are external boundaries. On the external boundaries, boundary conditions simulating the solution outside the computation domain are to be imposed. Inside the computation domain, there may be internal boundaries. On these internal boundaries, boundary conditions simulating the presence of an object or surface with specific acoustic characteristics are to be applied. Numerical boundary conditions, both external or internal, developed for simple model problems are reviewed and examined. Numerical boundary conditions for real aeroacoustic problems are also discussed through specific examples. The paper concludes with a description of some much needed research in numerical boundary conditions for CAA.

Boundary acquisition for setup of numerical simulation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Diegert, C.

1997-12-31

The author presents a work flow diagram that includes a path that begins with taking experimental measurements, and ends with obtaining insight from results produced by numerical simulation. Two examples illustrate this path: (1) Three-dimensional imaging measurement at micron scale, using X-ray tomography, provides information on the boundaries of irregularly-shaped alumina oxide particles held in an epoxy matrix. A subsequent numerical simulation predicts the electrical field concentrations that would occur in the observed particle configurations. (2) Three-dimensional imaging measurement at meter scale, again using X-ray tomography, provides information on the boundaries fossilized bone fragments in a Parasaurolophus crest recently discoveredmore » in New Mexico. A subsequent numerical simulation predicts acoustic response of the elaborate internal structure of nasal passageways defined by the fossil record. The author must both add value, and must change the format of the three-dimensional imaging measurements before the define the geometric boundary initial conditions for the automatic mesh generation, and subsequent numerical simulation. The author applies a variety of filters and statistical classification algorithms to estimate the extents of the structures relevant to the subsequent numerical simulation, and capture these extents as faceted geometries. The author will describe the particular combination of manual and automatic methods used in the above two examples.« less

Modal analysis of a nonuniform string with end mass and variable tension

NASA Technical Reports Server (NTRS)

Rheinfurth, M. H.; Galaboff, Z. J.

1983-01-01

Modal synthesis techniques for dynamic systems containing strings describe the lateral displacements of these strings by properly chosen shape functions. An iterative algorithm is provided to calculate the natural modes of a nonuniform string and variable tension for some typical boundary conditions including one end mass. Numerical examples are given for a string in a constant and a gravity gradient force field.

A Three-Dimensional Finite-Element Model for Simulating Water Flow in Variably Saturated Porous Media

NASA Astrophysics Data System (ADS)

Huyakorn, Peter S.; Springer, Everett P.; Guvanasen, Varut; Wadsworth, Terry D.

1986-12-01

A three-dimensional finite-element model for simulating water flow in variably saturated porous media is presented. The model formulation is general and capable of accommodating complex boundary conditions associated with seepage faces and infiltration or evaporation on the soil surface. Included in this formulation is an improved Picard algorithm designed to cope with severely nonlinear soil moisture relations. The algorithm is formulated for both rectangular and triangular prism elements. The element matrices are evaluated using an "influence coefficient" technique that avoids costly numerical integration. Spatial discretization of a three-dimensional region is performed using a vertical slicing approach designed to accommodate complex geometry with irregular boundaries, layering, and/or lateral discontinuities. Matrix solution is achieved using a slice successive overrelaxation scheme that permits a fairly large number of nodal unknowns (on the order of several thousand) to be handled efficiently on small minicomputers. Six examples are presented to verify and demonstrate the utility of the proposed finite-element model. The first four examples concern one- and two-dimensional flow problems used as sample problems to benchmark the code. The remaining examples concern three-dimensional problems. These problems are used to illustrate the performance of the proposed algorithm in three-dimensional situations involving seepage faces and anisotropic soil media.

System Simulation by Recursive Feedback: Coupling A Set of Stand-Alone Subsystem Simulations

NASA Technical Reports Server (NTRS)

Nixon, Douglas D.; Hanson, John M. (Technical Monitor)

2002-01-01

Recursive feedback is defined and discussed as a framework for development of specific algorithms and procedures that propagate the time-domain solution for a dynamical system simulation consisting of multiple numerically coupled self-contained stand-alone subsystem simulations. A satellite motion example containing three subsystems (other dynamics, attitude dynamics, and aerodynamics) has been defined and constructed using this approach. Conventional solution methods are used in the subsystem simulations. Centralized and distributed versions of coupling structure have been addressed. Numerical results are evaluated by direct comparison with a standard total-system simultaneous-solution approach.

On the anomaly of velocity-pressure decoupling in collocated mesh solutions

NASA Technical Reports Server (NTRS)

Kim, Sang-Wook; Vanoverbeke, Thomas

1991-01-01

The use of various pressure correction algorithms originally developed for fully staggered meshes can yield a velocity-pressure decoupled solution for collocated meshes. The mechanism that causes velocity-pressure decoupling is identified. It is shown that the use of a partial differential equation for the incremental pressure eliminates such a mechanism and yields a velocity-pressure coupled solution. Example flows considered are a three dimensional lid-driven cavity flow and a laminar flow through a 90 deg bend square duct. Numerical results obtained using the collocated mesh are in good agreement with the measured data and other numerical results.

A new operational approach for solving fractional variational problems depending on indefinite integrals

NASA Astrophysics Data System (ADS)

Ezz-Eldien, S. S.; Doha, E. H.; Bhrawy, A. H.; El-Kalaawy, A. A.; Machado, J. A. T.

2018-04-01

In this paper, we propose a new accurate and robust numerical technique to approximate the solutions of fractional variational problems (FVPs) depending on indefinite integrals with a type of fixed Riemann-Liouville fractional integral. The proposed technique is based on the shifted Chebyshev polynomials as basis functions for the fractional integral operational matrix (FIOM). Together with the Lagrange multiplier method, these problems are then reduced to a system of algebraic equations, which greatly simplifies the solution process. Numerical examples are carried out to confirm the accuracy, efficiency and applicability of the proposed algorithm

Theory, computation, and application of exponential splines

NASA Technical Reports Server (NTRS)

Mccartin, B. J.

1981-01-01

A generalization of the semiclassical cubic spline known in the literature as the exponential spline is discussed. In actuality, the exponential spline represents a continuum of interpolants ranging from the cubic spline to the linear spline. A particular member of this family is uniquely specified by the choice of certain tension parameters. The theoretical underpinnings of the exponential spline are outlined. This development roughly parallels the existing theory for cubic splines. The primary extension lies in the ability of the exponential spline to preserve convexity and monotonicity present in the data. Next, the numerical computation of the exponential spline is discussed. A variety of numerical devices are employed to produce a stable and robust algorithm. An algorithm for the selection of tension parameters that will produce a shape preserving approximant is developed. A sequence of selected curve-fitting examples are presented which clearly demonstrate the advantages of exponential splines over cubic splines.

Optimal damping profile ratios for stabilization of perfectly matched layers in general anisotropic media

DOE PAGES

Gao, Kai; Huang, Lianjie

2017-11-13

Conventional perfectly matched layers (PML) can be unstable for certain kinds of anisotropic media. Multi-axial PML removes such instability using nonzero damping coe cients in the directions tangential with the PML interface. While using non-zero damping pro le ratios can stabilize PML, it is important to obtain the smallest possible damping pro le ratios to minimize arti cial re ections caused by these non-zero ratios, particularly for 3D general anisotropic media. Using the eigenvectors of the PML system matrix, we develop a straightforward and e cient numerical algorithm to determine the optimal damping pro le ratios to stabilize PML inmore » 2D and 3D general anisotropic media. Numerical examples show that our algorithm provides optimal damping pro le ratios to ensure the stability of PML and complex-frequency-shifted PML for elastic-wave modeling in 2D and 3D general anisotropic media.« less

A numerical formulation and algorithm for limit and shakedown analysis of large-scale elastoplastic structures

NASA Astrophysics Data System (ADS)

Peng, Heng; Liu, Yinghua; Chen, Haofeng

2018-05-01

In this paper, a novel direct method called the stress compensation method (SCM) is proposed for limit and shakedown analysis of large-scale elastoplastic structures. Without needing to solve the specific mathematical programming problem, the SCM is a two-level iterative procedure based on a sequence of linear elastic finite element solutions where the global stiffness matrix is decomposed only once. In the inner loop, the static admissible residual stress field for shakedown analysis is constructed. In the outer loop, a series of decreasing load multipliers are updated to approach to the shakedown limit multiplier by using an efficient and robust iteration control technique, where the static shakedown theorem is adopted. Three numerical examples up to about 140,000 finite element nodes confirm the applicability and efficiency of this method for two-dimensional and three-dimensional elastoplastic structures, with detailed discussions on the convergence and the accuracy of the proposed algorithm.

Acoustic coupled fluid-structure interactions using a unified fast multipole boundary element method.

PubMed

Wilkes, Daniel R; Duncan, Alec J

2015-04-01

This paper presents a numerical model for the acoustic coupled fluid-structure interaction (FSI) of a submerged finite elastic body using the fast multipole boundary element method (FMBEM). The Helmholtz and elastodynamic boundary integral equations (BIEs) are, respectively, employed to model the exterior fluid and interior solid domains, and the pressure and displacement unknowns are coupled between conforming meshes at the shared boundary interface to achieve the acoustic FSI. The low frequency FMBEM is applied to both BIEs to reduce the algorithmic complexity of the iterative solution from O(N(2)) to O(N(1.5)) operations per matrix-vector product for N boundary unknowns. Numerical examples are presented to demonstrate the algorithmic and memory complexity of the method, which are shown to be in good agreement with the theoretical estimates, while the solution accuracy is comparable to that achieved by a conventional finite element-boundary element FSI model.

Optimal damping profile ratios for stabilization of perfectly matched layers in general anisotropic media

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gao, Kai; Huang, Lianjie

Conventional perfectly matched layers (PML) can be unstable for certain kinds of anisotropic media. Multi-axial PML removes such instability using nonzero damping coe cients in the directions tangential with the PML interface. While using non-zero damping pro le ratios can stabilize PML, it is important to obtain the smallest possible damping pro le ratios to minimize arti cial re ections caused by these non-zero ratios, particularly for 3D general anisotropic media. Using the eigenvectors of the PML system matrix, we develop a straightforward and e cient numerical algorithm to determine the optimal damping pro le ratios to stabilize PML inmore » 2D and 3D general anisotropic media. Numerical examples show that our algorithm provides optimal damping pro le ratios to ensure the stability of PML and complex-frequency-shifted PML for elastic-wave modeling in 2D and 3D general anisotropic media.« less

The development of flux-split algorithms for flows with non-equilibrium thermodynamics and chemical reactions

NASA Technical Reports Server (NTRS)

Grossman, B.; Cinella, P.

1988-01-01

A finite-volume method for the numerical computation of flows with nonequilibrium thermodynamics and chemistry is presented. A thermodynamic model is described which simplifies the coupling between the chemistry and thermodynamics and also results in the retention of the homogeneity property of the Euler equations (including all the species continuity and vibrational energy conservation equations). Flux-splitting procedures are developed for the fully coupled equations involving fluid dynamics, chemical production and thermodynamic relaxation processes. New forms of flux-vector split and flux-difference split algorithms are embodied in a fully coupled, implicit, large-block structure, including all the species conservation and energy production equations. Several numerical examples are presented, including high-temperature shock tube and nozzle flows. The methodology is compared to other existing techniques, including spectral and central-differenced procedures, and favorable comparisons are shown regarding accuracy, shock-capturing and convergence rates.

Optimization model of conventional missile maneuvering route based on improved Floyd algorithm

NASA Astrophysics Data System (ADS)

Wu, Runping; Liu, Weidong

2018-04-01

Missile combat plays a crucial role in the victory of war under high-tech conditions. According to the characteristics of maneuver tasks of conventional missile units in combat operations, the factors influencing road maneuvering are analyzed. Based on road distance, road conflicts, launching device speed, position requirements, launch device deployment, Concealment and so on. The shortest time optimization model was built to discuss the situation of road conflict and the strategy of conflict resolution. The results suggest that in the process of solving road conflict, the effect of node waiting is better than detour to another way. In this study, we analyzed the deficiency of the traditional Floyd algorithm which may limit the optimal way of solving road conflict, and put forward the improved Floyd algorithm, meanwhile, we designed the algorithm flow which would be better than traditional Floyd algorithm. Finally, throgh a numerical example, the model and the algorithm were proved to be reliable and effective.

Numerical integration of the extended variable generalized Langevin equation with a positive Prony representable memory kernel.

PubMed

Baczewski, Andrew D; Bond, Stephen D

2013-07-28

Generalized Langevin dynamics (GLD) arise in the modeling of a number of systems, ranging from structured fluids that exhibit a viscoelastic mechanical response, to biological systems, and other media that exhibit anomalous diffusive phenomena. Molecular dynamics (MD) simulations that include GLD in conjunction with external and/or pairwise forces require the development of numerical integrators that are efficient, stable, and have known convergence properties. In this article, we derive a family of extended variable integrators for the Generalized Langevin equation with a positive Prony series memory kernel. Using stability and error analysis, we identify a superlative choice of parameters and implement the corresponding numerical algorithm in the LAMMPS MD software package. Salient features of the algorithm include exact conservation of the first and second moments of the equilibrium velocity distribution in some important cases, stable behavior in the limit of conventional Langevin dynamics, and the use of a convolution-free formalism that obviates the need for explicit storage of the time history of particle velocities. Capability is demonstrated with respect to accuracy in numerous canonical examples, stability in certain limits, and an exemplary application in which the effect of a harmonic confining potential is mapped onto a memory kernel.

A radiation and energy budget algorithm for forest canopies

NASA Astrophysics Data System (ADS)

Tunick, A.

2006-01-01

Previously, it was shown that a one-dimensional, physics-based (conservation-law) computer model can provide a useful mathematical representation of the wind flow, temperatures, and turbulence inside and above a uniform forest stand. A key element of this calculation was a radiation and energy budget algorithm (implemented to predict the heat source). However, to keep the earlier publication brief, a full description of the radiation and energy budget algorithm was not given. Hence, this paper presents our equation set for calculating the incoming total radiation at the canopy top as well as the transmission, reflection, absorption, and emission of the solar flux through a forest stand. In addition, example model output is presented from three interesting numerical experiments, which were conducted to simulate the canopy microclimate for a forest stand that borders the Blossom Point Field Test Facility (located near La Plata, Maryland along the Potomac River). It is anticipated that the current numerical study will be useful to researchers and experimental planners who will be collecting acoustic and meteorological data at the Blossom Point Facility in the near future.

Dikin-type algorithms for dextrous grasping force optimization

DOE Office of Scientific and Technical Information (OSTI.GOV)

Buss, M.; Faybusovich, L.; Moore, J.B.

1998-08-01

One of the central issues in dextrous robotic hand grasping is to balance external forces acting on the object and at the same time achieve grasp stability and minimum grasping effort. A companion paper shows that the nonlinear friction-force limit constraints on grasping forces are equivalent to the positive definiteness of a certain matrix subject to linear constraints. Further, compensation of the external object force is also a linear constraint on this matrix. Consequently, the task of grasping force optimization can be formulated as a problem with semidefinite constraints. In this paper, two versions of strictly convex cost functions, onemore » of them self-concordant, are considered. These are twice-continuously differentiable functions that tend to infinity at the boundary of possible definiteness. For the general class of such cost functions, Dikin-type algorithms are presented. It is shown that the proposed algorithms guarantee convergence to the unique solution of the semidefinite programming problem associated with dextrous grasping force optimization. Numerical examples demonstrate the simplicity of implementation, the good numerical properties, and the optimality of the approach.« less

Genetic Networks and Anticipation of Gene Expression Patterns

NASA Astrophysics Data System (ADS)

Gebert, J.; Lätsch, M.; Pickl, S. W.; Radde, N.; Weber, G.-W.; Wünschiers, R.

2004-08-01

An interesting problem for computational biology is the analysis of time-series expression data. Here, the application of modern methods from dynamical systems, optimization theory, numerical algorithms and the utilization of implicit discrete information lead to a deeper understanding. In [1], we suggested to represent the behavior of time-series gene expression patterns by a system of ordinary differential equations, which we analytically and algorithmically investigated under the parametrical aspect of stability or instability. Our algorithm strongly exploited combinatorial information. In this paper, we deepen, extend and exemplify this study from the viewpoint of underlying mathematical modelling. This modelling consists in evaluating DNA-microarray measurements as the basis of anticipatory prediction, in the choice of a smooth model given by differential equations, in an approach of the right-hand side with parametric matrices, and in a discrete approximation which is a least squares optimization problem. We give a mathematical and biological discussion, and pay attention to the special case of a linear system, where the matrices do not depend on the state of expressions. Here, we present first numerical examples.

Efficient computer algebra algorithms for polynomial matrices in control design

NASA Technical Reports Server (NTRS)

Baras, J. S.; Macenany, D. C.; Munach, R.

1989-01-01

The theory of polynomial matrices plays a key role in the design and analysis of multi-input multi-output control and communications systems using frequency domain methods. Examples include coprime factorizations of transfer functions, cannonical realizations from matrix fraction descriptions, and the transfer function design of feedback compensators. Typically, such problems abstract in a natural way to the need to solve systems of Diophantine equations or systems of linear equations over polynomials. These and other problems involving polynomial matrices can in turn be reduced to polynomial matrix triangularization procedures, a result which is not surprising given the importance of matrix triangularization techniques in numerical linear algebra. Matrices with entries from a field and Gaussian elimination play a fundamental role in understanding the triangularization process. In the case of polynomial matrices, matrices with entries from a ring for which Gaussian elimination is not defined and triangularization is accomplished by what is quite properly called Euclidean elimination. Unfortunately, the numerical stability and sensitivity issues which accompany floating point approaches to Euclidean elimination are not very well understood. New algorithms are presented which circumvent entirely such numerical issues through the use of exact, symbolic methods in computer algebra. The use of such error-free algorithms guarantees that the results are accurate to within the precision of the model data--the best that can be hoped for. Care must be taken in the design of such algorithms due to the phenomenon of intermediate expressions swell.

A novel hybrid algorithm for the design of the phase diffractive optical elements for beam shaping

NASA Astrophysics Data System (ADS)

Jiang, Wenbo; Wang, Jun; Dong, Xiucheng

2013-02-01

In this paper, a novel hybrid algorithm for the design of a phase diffractive optical elements (PDOE) is proposed. It combines the genetic algorithm (GA) with the transformable scale BFGS (Broyden, Fletcher, Goldfarb, Shanno) algorithm, the penalty function was used in the cost function definition. The novel hybrid algorithm has the global merits of the genetic algorithm as well as the local improvement capabilities of the transformable scale BFGS algorithm. We designed the PDOE using the conventional simulated annealing algorithm and the novel hybrid algorithm. To compare the performance of two algorithms, three indexes of the diffractive efficiency, uniformity error and the signal-to-noise ratio are considered in numerical simulation. The results show that the novel hybrid algorithm has good convergence property and good stability. As an application example, the PDOE was used for the Gaussian beam shaping; high diffractive efficiency, low uniformity error and high signal-to-noise were obtained. The PDOE can be used for high quality beam shaping such as inertial confinement fusion (ICF), excimer laser lithography, fiber coupling laser diode array, laser welding, etc. It shows wide application value.

Vector Observation-Aided/Attitude-Rate Estimation Using Global Positioning System Signals

NASA Technical Reports Server (NTRS)

Oshman, Yaakov; Markley, F. Landis

1997-01-01

A sequential filtering algorithm is presented for attitude and attitude-rate estimation from Global Positioning System (GPS) differential carrier phase measurements. A third-order, minimal-parameter method for solving the attitude matrix kinematic equation is used to parameterize the filter's state, which renders the resulting estimator computationally efficient. Borrowing from tracking theory concepts, the angular acceleration is modeled as an exponentially autocorrelated stochastic process, thus avoiding the use of the uncertain spacecraft dynamic model. The new formulation facilitates the use of aiding vector observations in a unified filtering algorithm, which can enhance the method's robustness and accuracy. Numerical examples are used to demonstrate the performance of the method.

A multi-block adaptive solving technique based on lattice Boltzmann method

NASA Astrophysics Data System (ADS)

Zhang, Yang; Xie, Jiahua; Li, Xiaoyue; Ma, Zhenghai; Zou, Jianfeng; Zheng, Yao

2018-05-01

In this paper, a CFD parallel adaptive algorithm is self-developed by combining the multi-block Lattice Boltzmann Method (LBM) with Adaptive Mesh Refinement (AMR). The mesh refinement criterion of this algorithm is based on the density, velocity and vortices of the flow field. The refined grid boundary is obtained by extending outward half a ghost cell from the coarse grid boundary, which makes the adaptive mesh more compact and the boundary treatment more convenient. Two numerical examples of the backward step flow separation and the unsteady flow around circular cylinder demonstrate the vortex structure of the cold flow field accurately and specifically.

Practical algorithms for simulation and reconstruction of digital in-line holograms.

PubMed

Latychevskaia, Tatiana; Fink, Hans-Werner

2015-03-20

Here we present practical methods for simulation and reconstruction of in-line digital holograms recorded with plane and spherical waves. The algorithms described here are applicable to holographic imaging of an object exhibiting absorption as well as phase-shifting properties. Optimal parameters, related to distances, sampling rate, and other factors for successful simulation and reconstruction of holograms are evaluated and criteria for the achievable resolution are worked out. Moreover, we show that the numerical procedures for the reconstruction of holograms recorded with plane and spherical waves are identical under certain conditions. Experimental examples of holograms and their reconstructions are also discussed.

Modified GMDH-NN algorithm and its application for global sensitivity analysis

NASA Astrophysics Data System (ADS)

Song, Shufang; Wang, Lu

2017-11-01

Global sensitivity analysis (GSA) is a very useful tool to evaluate the influence of input variables in the whole distribution range. Sobol' method is the most commonly used among variance-based methods, which are efficient and popular GSA techniques. High dimensional model representation (HDMR) is a popular way to compute Sobol' indices, however, its drawbacks cannot be ignored. We show that modified GMDH-NN algorithm can calculate coefficients of metamodel efficiently, so this paper aims at combining it with HDMR and proposes GMDH-HDMR method. The new method shows higher precision and faster convergent rate. Several numerical and engineering examples are used to confirm its advantages.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, C.; Yu, G.; Wang, K.

The physical designs of the new concept reactors which have complex structure, various materials and neutronic energy spectrum, have greatly improved the requirements to the calculation methods and the corresponding computing hardware. Along with the widely used parallel algorithm, heterogeneous platforms architecture has been introduced into numerical computations in reactor physics. Because of the natural parallel characteristics, the CPU-FPGA architecture is often used to accelerate numerical computation. This paper studies the application and features of this kind of heterogeneous platforms used in numerical calculation of reactor physics through practical examples. After the designed neutron diffusion module based on CPU-FPGA architecturemore » achieves a 11.2 speed up factor, it is proved to be feasible to apply this kind of heterogeneous platform into reactor physics. (authors)« less

A tool for simulating collision probabilities of animals with marine renewable energy devices.

PubMed

Schmitt, Pál; Culloch, Ross; Lieber, Lilian; Molander, Sverker; Hammar, Linus; Kregting, Louise

2017-01-01

The mathematical problem of establishing a collision probability distribution is often not trivial. The shape and motion of the animal as well as of the the device must be evaluated in a four-dimensional space (3D motion over time). Earlier work on wind and tidal turbines was limited to a simplified two-dimensional representation, which cannot be applied to many new structures. We present a numerical algorithm to obtain such probability distributions using transient, three-dimensional numerical simulations. The method is demonstrated using a sub-surface tidal kite as an example. Necessary pre- and post-processing of the data created by the model is explained, numerical details and potential issues and limitations in the application of resulting probability distributions are highlighted.

A single-vendor and a single-buyer integrated inventory model with ordering cost reduction dependent on lead time

NASA Astrophysics Data System (ADS)

Vijayashree, M.; Uthayakumar, R.

2017-09-01

Lead time is one of the major limits that affect planning at every stage of the supply chain system. In this paper, we study a continuous review inventory model. This paper investigates the ordering cost reductions are dependent on lead time. This study addressed two-echelon supply chain problem consisting of a single vendor and a single buyer. The main contribution of this study is that the integrated total cost of the single vendor and the single buyer integrated system is analyzed by adopting two different (linear and logarithmic) types ordering cost reductions act dependent on lead time. In both cases, we develop effective solution procedures for finding the optimal solution and then illustrative numerical examples are given to illustrate the results. The solution procedure is to determine the optimal solutions of order quantity, ordering cost, lead time and the number of deliveries from the single vendor and the single buyer in one production run, so that the integrated total cost incurred has the minimum value. Ordering cost reduction is the main aspect of the proposed model. A numerical example is given to validate the model. Numerical example solved by using Matlab software. The mathematical model is solved analytically by minimizing the integrated total cost. Furthermore, the sensitivity analysis is included and the numerical examples are given to illustrate the results. The results obtained in this paper are illustrated with the help of numerical examples. The sensitivity of the proposed model has been checked with respect to the various major parameters of the system. Results reveal that the proposed integrated inventory model is more applicable for the supply chain manufacturing system. For each case, an algorithm procedure of finding the optimal solution is developed. Finally, the graphical representation is presented to illustrate the proposed model and also include the computer flowchart in each model.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Fang, Xiao; Blazek, Jonathan A.; McEwen, Joseph E.

Cosmological perturbation theory is a powerful tool to predict the statistics of large-scale structure in the weakly non-linear regime, but even at 1-loop order it results in computationally expensive mode-coupling integrals. Here we present a fast algorithm for computing 1-loop power spectra of quantities that depend on the observer's orientation, thereby generalizing the FAST-PT framework (McEwen et al., 2016) that was originally developed for scalars such as the matter density. This algorithm works for an arbitrary input power spectrum and substantially reduces the time required for numerical evaluation. We apply the algorithm to four examples: intrinsic alignments of galaxies inmore » the tidal torque model; the Ostriker-Vishniac effect; the secondary CMB polarization due to baryon flows; and the 1-loop matter power spectrum in redshift space. Code implementing this algorithm and these applications is publicly available at https://github.com/JoeMcEwen/FAST-PT.« less

Parameter identification for structural dynamics based on interval analysis algorithm

NASA Astrophysics Data System (ADS)

Yang, Chen; Lu, Zixing; Yang, Zhenyu; Liang, Ke

2018-04-01

A parameter identification method using interval analysis algorithm for structural dynamics is presented in this paper. The proposed uncertain identification method is investigated by using central difference method and ARMA system. With the help of the fixed memory least square method and matrix inverse lemma, a set-membership identification technology is applied to obtain the best estimation of the identified parameters in a tight and accurate region. To overcome the lack of insufficient statistical description of the uncertain parameters, this paper treats uncertainties as non-probabilistic intervals. As long as we know the bounds of uncertainties, this algorithm can obtain not only the center estimations of parameters, but also the bounds of errors. To improve the efficiency of the proposed method, a time-saving algorithm is presented by recursive formula. At last, to verify the accuracy of the proposed method, two numerical examples are applied and evaluated by three identification criteria respectively.

Unconventional Hamilton-type variational principle in phase space and symplectic algorithm

NASA Astrophysics Data System (ADS)

Luo, En; Huang, Weijiang; Zhang, Hexin

2003-06-01

By a novel approach proposed by Luo, the unconventional Hamilton-type variational principle in phase space for elastodynamics of multidegree-of-freedom system is established in this paper. It not only can fully characterize the initial-value problem of this dynamic, but also has a natural symplectic structure. Based on this variational principle, a symplectic algorithm which is called a symplectic time-subdomain method is proposed. A non-difference scheme is constructed by applying Lagrange interpolation polynomial to the time subdomain. Furthermore, it is also proved that the presented symplectic algorithm is an unconditionally stable one. From the results of the two numerical examples of different types, it can be seen that the accuracy and the computational efficiency of the new method excel obviously those of widely used Wilson-θ and Newmark-β methods. Therefore, this new algorithm is a highly efficient one with better computational performance.

Fuzzy α-minimum spanning tree problem: definition and solutions

NASA Astrophysics Data System (ADS)

Zhou, Jian; Chen, Lu; Wang, Ke; Yang, Fan

2016-04-01

In this paper, the minimum spanning tree problem is investigated on the graph with fuzzy edge weights. The notion of fuzzy ? -minimum spanning tree is presented based on the credibility measure, and then the solutions of the fuzzy ? -minimum spanning tree problem are discussed under different assumptions. First, we respectively, assume that all the edge weights are triangular fuzzy numbers and trapezoidal fuzzy numbers and prove that the fuzzy ? -minimum spanning tree problem can be transformed to a classical problem on a crisp graph in these two cases, which can be solved by classical algorithms such as the Kruskal algorithm and the Prim algorithm in polynomial time. Subsequently, as for the case that the edge weights are general fuzzy numbers, a fuzzy simulation-based genetic algorithm using Prüfer number representation is designed for solving the fuzzy ? -minimum spanning tree problem. Some numerical examples are also provided for illustrating the effectiveness of the proposed solutions.

An Artificial Bee Colony Algorithm for Uncertain Portfolio Selection

PubMed Central

Chen, Wei

2014-01-01

Portfolio selection is an important issue for researchers and practitioners. In this paper, under the assumption that security returns are given by experts' evaluations rather than historical data, we discuss the portfolio adjusting problem which takes transaction costs and diversification degree of portfolio into consideration. Uncertain variables are employed to describe the security returns. In the proposed mean-variance-entropy model, the uncertain mean value of the return is used to measure investment return, the uncertain variance of the return is used to measure investment risk, and the entropy is used to measure diversification degree of portfolio. In order to solve the proposed model, a modified artificial bee colony (ABC) algorithm is designed. Finally, a numerical example is given to illustrate the modelling idea and the effectiveness of the proposed algorithm. PMID:25089292

Harmony search optimization algorithm for a novel transportation problem in a consolidation network

NASA Astrophysics Data System (ADS)

Davod Hosseini, Seyed; Akbarpour Shirazi, Mohsen; Taghi Fatemi Ghomi, Seyed Mohammad

2014-11-01

This article presents a new harmony search optimization algorithm to solve a novel integer programming model developed for a consolidation network. In this network, a set of vehicles is used to transport goods from suppliers to their corresponding customers via two transportation systems: direct shipment and milk run logistics. The objective of this problem is to minimize the total shipping cost in the network, so it tries to reduce the number of required vehicles using an efficient vehicle routing strategy in the solution approach. Solving several numerical examples confirms that the proposed solution approach based on the harmony search algorithm performs much better than CPLEX in reducing both the shipping cost in the network and computational time requirement, especially for realistic size problem instances.

New matrix bounds and iterative algorithms for the discrete coupled algebraic Riccati equation

NASA Astrophysics Data System (ADS)

Liu, Jianzhou; Wang, Li; Zhang, Juan

2017-11-01

The discrete coupled algebraic Riccati equation (DCARE) has wide applications in control theory and linear system. In general, for the DCARE, one discusses every term of the coupled term, respectively. In this paper, we consider the coupled term as a whole, which is different from the recent results. When applying eigenvalue inequalities to discuss the coupled term, our method has less error. In terms of the properties of special matrices and eigenvalue inequalities, we propose several upper and lower matrix bounds for the solution of DCARE. Further, we discuss the iterative algorithms for the solution of the DCARE. In the fixed point iterative algorithms, the scope of Lipschitz factor is wider than the recent results. Finally, we offer corresponding numerical examples to illustrate the effectiveness of the derived results.

Parareal algorithms with local time-integrators for time fractional differential equations

NASA Astrophysics Data System (ADS)

Wu, Shu-Lin; Zhou, Tao

2018-04-01

It is challenge work to design parareal algorithms for time-fractional differential equations due to the historical effect of the fractional operator. A direct extension of the classical parareal method to such equations will lead to unbalance computational time in each process. In this work, we present an efficient parareal iteration scheme to overcome this issue, by adopting two recently developed local time-integrators for time fractional operators. In both approaches, one introduces auxiliary variables to localized the fractional operator. To this end, we propose a new strategy to perform the coarse grid correction so that the auxiliary variables and the solution variable are corrected separately in a mixed pattern. It is shown that the proposed parareal algorithm admits robust rate of convergence. Numerical examples are presented to support our conclusions.

Synthesis of recurrent neural networks for dynamical system simulation.

PubMed

Trischler, Adam P; D'Eleuterio, Gabriele M T

2016-08-01

We review several of the most widely used techniques for training recurrent neural networks to approximate dynamical systems, then describe a novel algorithm for this task. The algorithm is based on an earlier theoretical result that guarantees the quality of the network approximation. We show that a feedforward neural network can be trained on the vector-field representation of a given dynamical system using backpropagation, then recast it as a recurrent network that replicates the original system's dynamics. After detailing this algorithm and its relation to earlier approaches, we present numerical examples that demonstrate its capabilities. One of the distinguishing features of our approach is that both the original dynamical systems and the recurrent networks that simulate them operate in continuous time. Copyright © 2016 Elsevier Ltd. All rights reserved.

An artificial bee colony algorithm for uncertain portfolio selection.

PubMed

Chen, Wei

2014-01-01

Portfolio selection is an important issue for researchers and practitioners. In this paper, under the assumption that security returns are given by experts' evaluations rather than historical data, we discuss the portfolio adjusting problem which takes transaction costs and diversification degree of portfolio into consideration. Uncertain variables are employed to describe the security returns. In the proposed mean-variance-entropy model, the uncertain mean value of the return is used to measure investment return, the uncertain variance of the return is used to measure investment risk, and the entropy is used to measure diversification degree of portfolio. In order to solve the proposed model, a modified artificial bee colony (ABC) algorithm is designed. Finally, a numerical example is given to illustrate the modelling idea and the effectiveness of the proposed algorithm.

Estimation and Control for Linear Systems with Additive Cauchy Noise

DTIC Science & Technology

2013-12-17

man & Hall, New York, 1994. [11] J. L. Speyer and W. H. Chung, Stochastic Processes, Estimation, and Control, SIAM, 2008. [12] Nassim N. Taleb ...Gaussian control algorithms. 18 4 References [1] N. N. Taleb . The Black Swan: The Impact of the Highly Improbable...the multivariable system. The estimator was then evaluated numerically for a third-order example. REFERENCES [1] N. N. Taleb , The Black Swan: The

Scheduling Jobs and a Variable Maintenance on a Single Machine with Common Due-Date Assignment

PubMed Central

Wan, Long

2014-01-01

We investigate a common due-date assignment scheduling problem with a variable maintenance on a single machine. The goal is to minimize the total earliness, tardiness, and due-date cost. We derive some properties on an optimal solution for our problem. For a special case with identical jobs we propose an optimal polynomial time algorithm followed by a numerical example. PMID:25147861

A review of spectral methods

NASA Technical Reports Server (NTRS)

Lustman, L.

1984-01-01

An outline for spectral methods for partial differential equations is presented. The basic spectral algorithm is defined, collocation are emphasized and the main advantage of the method, the infinite order of accuracy in problems with smooth solutions are discussed. Examples of theoretical numerical analysis of spectral calculations are presented. An application of spectral methods to transonic flow is presented. The full potential transonic equation is among the best understood among nonlinear equations.

Development and application of unified algorithms for problems in computational science

NASA Technical Reports Server (NTRS)

Shankar, Vijaya; Chakravarthy, Sukumar

1987-01-01

A framework is presented for developing computationally unified numerical algorithms for solving nonlinear equations that arise in modeling various problems in mathematical physics. The concept of computational unification is an attempt to encompass efficient solution procedures for computing various nonlinear phenomena that may occur in a given problem. For example, in Computational Fluid Dynamics (CFD), a unified algorithm will be one that allows for solutions to subsonic (elliptic), transonic (mixed elliptic-hyperbolic), and supersonic (hyperbolic) flows for both steady and unsteady problems. The objectives are: development of superior unified algorithms emphasizing accuracy and efficiency aspects; development of codes based on selected algorithms leading to validation; application of mature codes to realistic problems; and extension/application of CFD-based algorithms to problems in other areas of mathematical physics. The ultimate objective is to achieve integration of multidisciplinary technologies to enhance synergism in the design process through computational simulation. Specific unified algorithms for a hierarchy of gas dynamics equations and their applications to two other areas: electromagnetic scattering, and laser-materials interaction accounting for melting.

Assessment of Polarization Effect on Efficiency of Levenberg-Marquardt Algorithm in Case of Thin Atmosphere Over Black Surface

NASA Technical Reports Server (NTRS)

Korkin, S.; Lyapustin, A.

2012-01-01

The Levenberg-Marquardt algorithm [1, 2] provides a numerical iterative solution to the problem of minimization of a function over a space of its parameters. In our work, the Levenberg-Marquardt algorithm retrieves optical parameters of a thin (single scattering) plane parallel atmosphere irradiated by collimated infinitely wide monochromatic beam of light. Black ground surface is assumed. Computational accuracy, sensitivity to the initial guess and the presence of noise in the signal, and other properties of the algorithm are investigated in scalar (using intensity only) and vector (including polarization) modes. We consider an atmosphere that contains a mixture of coarse and fine fractions. Following [3], the fractions are simulated using Henyey-Greenstein model. Though not realistic, this assumption is very convenient for tests [4, p.354]. In our case it yields analytical evaluation of Jacobian matrix. Assuming the MISR geometry of observation [5] as an example, the average scattering cosines and the ratio of coarse and fine fractions, the atmosphere optical depth, and the single scattering albedo, are the five parameters to be determined numerically. In our implementation of the algorithm, the system of five linear equations is solved using the fast Cramer s rule [6]. A simple subroutine developed by the authors, makes the algorithm independent from external libraries. All Fortran 90/95 codes discussed in the presentation will be available immediately after the meeting from sergey.v.korkin@nasa.gov by request.

Advancing MODFLOW Applying the Derived Vector Space Method

NASA Astrophysics Data System (ADS)

Herrera, G. S.; Herrera, I.; Lemus-García, M.; Hernandez-Garcia, G. D.

2015-12-01

The most effective domain decomposition methods (DDM) are non-overlapping DDMs. Recently a new approach, the DVS-framework, based on an innovative discretization method that uses a non-overlapping system of nodes (the derived-nodes), was introduced and developed by I. Herrera et al. [1, 2]. Using the DVS-approach a group of four algorithms, referred to as the 'DVS-algorithms', which fulfill the DDM-paradigm (i.e. the solution of global problems is obtained by resolution of local problems exclusively) has been derived. Such procedures are applicable to any boundary-value problem, or system of such equations, for which a standard discretization method is available and then software with a high degree of parallelization can be constructed. In a parallel talk, in this AGU Fall Meeting, Ismael Herrera will introduce the general DVS methodology. The application of the DVS-algorithms has been demonstrated in the solution of several boundary values problems of interest in Geophysics. Numerical examples for a single-equation, for the cases of symmetric, non-symmetric and indefinite problems were demonstrated before [1,2]. For these problems DVS-algorithms exhibited significantly improved numerical performance with respect to standard versions of DDM algorithms. In view of these results our research group is in the process of applying the DVS method to a widely used simulator for the first time, here we present the advances of the application of this method for the parallelization of MODFLOW. Efficiency results for a group of tests will be presented. References [1] I. Herrera, L.M. de la Cruz and A. Rosas-Medina. Non overlapping discretization methods for partial differential equations, Numer Meth Part D E, (2013). [2] Herrera, I., & Contreras Iván "An Innovative Tool for Effectively Applying Highly Parallelized Software To Problems of Elasticity". Geofísica Internacional, 2015 (In press)

Multiphysics phase field modeling of hydrogen diffusion and delta-hydride precipitation in alpha-zirconium

NASA Astrophysics Data System (ADS)

Jokisaari, Andrea M.

Hydride precipitation in zirconium is a significant factor limiting the lifetime of nuclear fuel cladding, because hydride microstructures play a key role in the degradation of fuel cladding. However, the behavior of hydrogen in zirconium has typically been modeled using mean field approaches, which do not consider microstructural evolution. This thesis describes a quantitative microstructural evolution model for the alpha-zirconium/delta-hydride system and the associated numerical methods and algorithms that were developed. The multiphysics, phase field-based model incorporates CALPHAD free energy descriptions, linear elastic solid mechanics, and classical nucleation theory. A flexible simulation software implementing the model, Hyrax, is built on the Multiphysics Object Oriented Simulation Environment (MOOSE) finite element framework. Hyrax is open-source and freely available; moreover, the numerical methods and algorithms that have been developed are generalizable to other systems. The algorithms are described in detail, and verification studies for each are discussed. In addition, analyses of the sensitivity of the simulation results to the choice of numerical parameters are presented. For example, threshold values for the CALPHAD free energy algorithm and the use of mesh and time adaptivity when employing the nucleation algorithm are studied. Furthermore, preliminary insights into the nucleation behavior of delta-hydrides are described. These include a) the sensitivities of the nucleation rate to temperature, interfacial energy, composition and elastic energy, b) the spatial variation of the nucleation rate around a single precipitate, and c) the effect of interfacial energy and nucleation rate on the precipitate microstructure. Finally, several avenues for future work are discussed. Topics encompass the terminal solid solubility hysteresis of hydrogen in zirconium and the effects of the alpha/delta interfacial energy, as well as thermodiffusion, plasticity, and irradiation, which are not yet accounted for in the model.

Numerical implementation of complex orthogonalization, parallel transport on Stiefel bundles, and analyticity

NASA Astrophysics Data System (ADS)

Avitabile, Daniele; Bridges, Thomas J.

2010-06-01

Numerical integration of complex linear systems of ODEs depending analytically on an eigenvalue parameter are considered. Complex orthogonalization, which is required to stabilize the numerical integration, results in non-analytic systems. It is shown that properties of eigenvalues are still efficiently recoverable by extracting information from a non-analytic characteristic function. The orthonormal systems are constructed using the geometry of Stiefel bundles. Different forms of continuous orthogonalization in the literature are shown to correspond to different choices of connection one-form on the Stiefel bundle. For the numerical integration, Gauss-Legendre Runge-Kutta algorithms are the principal choice for preserving orthogonality, and performance results are shown for a range of GLRK methods. The theory and methods are tested by application to example boundary value problems including the Orr-Sommerfeld equation in hydrodynamic stability.

Reliability enhancement of Navier-Stokes codes through convergence acceleration

NASA Technical Reports Server (NTRS)

Merkle, Charles L.; Dulikravich, George S.

1995-01-01

Methods for enhancing the reliability of Navier-Stokes computer codes through improving convergence characteristics are presented. The improving of these characteristics decreases the likelihood of code unreliability and user interventions in a design environment. The problem referred to as a 'stiffness' in the governing equations for propulsion-related flowfields is investigated, particularly in regard to common sources of equation stiffness that lead to convergence degradation of CFD algorithms. Von Neumann stability theory is employed as a tool to study the convergence difficulties involved. Based on the stability results, improved algorithms are devised to ensure efficient convergence in different situations. A number of test cases are considered to confirm a correlation between stability theory and numerical convergence. The examples of turbulent and reacting flow are presented, and a generalized form of the preconditioning matrix is derived to handle these problems, i.e., the problems involving additional differential equations for describing the transport of turbulent kinetic energy, dissipation rate and chemical species. Algorithms for unsteady computations are considered. The extension of the preconditioning techniques and algorithms derived for Navier-Stokes computations to three-dimensional flow problems is discussed. New methods to accelerate the convergence of iterative schemes for the numerical integration of systems of partial differential equtions are developed, with a special emphasis on the acceleration of convergence on highly clustered grids.

Smart algorithms and adaptive methods in computational fluid dynamics

NASA Astrophysics Data System (ADS)

Tinsley Oden, J.

1989-05-01

A review is presented of the use of smart algorithms which employ adaptive methods in processing large amounts of data in computational fluid dynamics (CFD). Smart algorithms use a rationally based set of criteria for automatic decision making in an attempt to produce optimal simulations of complex fluid dynamics problems. The information needed to make these decisions is not known beforehand and evolves in structure and form during the numerical solution of flow problems. Once the code makes a decision based on the available data, the structure of the data may change, and criteria may be reapplied in order to direct the analysis toward an acceptable end. Intelligent decisions are made by processing vast amounts of data that evolve unpredictably during the calculation. The basic components of adaptive methods and their application to complex problems of fluid dynamics are reviewed. The basic components of adaptive methods are: (1) data structures, that is what approaches are available for modifying data structures of an approximation so as to reduce errors; (2) error estimation, that is what techniques exist for estimating error evolution in a CFD calculation; and (3) solvers, what algorithms are available which can function in changing meshes. Numerical examples which demonstrate the viability of these approaches are presented.

Diversified models for portfolio selection based on uncertain semivariance

NASA Astrophysics Data System (ADS)

Chen, Lin; Peng, Jin; Zhang, Bo; Rosyida, Isnaini

2017-02-01

Since the financial markets are complex, sometimes the future security returns are represented mainly based on experts' estimations due to lack of historical data. This paper proposes a semivariance method for diversified portfolio selection, in which the security returns are given subjective to experts' estimations and depicted as uncertain variables. In the paper, three properties of the semivariance of uncertain variables are verified. Based on the concept of semivariance of uncertain variables, two types of mean-semivariance diversified models for uncertain portfolio selection are proposed. Since the models are complex, a hybrid intelligent algorithm which is based on 99-method and genetic algorithm is designed to solve the models. In this hybrid intelligent algorithm, 99-method is applied to compute the expected value and semivariance of uncertain variables, and genetic algorithm is employed to seek the best allocation plan for portfolio selection. At last, several numerical examples are presented to illustrate the modelling idea and the effectiveness of the algorithm.

Studies in astronomical time series analysis. I - Modeling random processes in the time domain

NASA Technical Reports Server (NTRS)

Scargle, J. D.

1981-01-01

Several random process models in the time domain are defined and discussed. Attention is given to the moving average model, the autoregressive model, and relationships between and combinations of these models. Consideration is then given to methods for investigating pulse structure, procedures of model construction, computational methods, and numerical experiments. A FORTRAN algorithm of time series analysis has been developed which is relatively stable numerically. Results of test cases are given to study the effect of adding noise and of different distributions for the pulse amplitudes. A preliminary analysis of the light curve of the quasar 3C 272 is considered as an example.

An Energy Decaying Scheme for Nonlinear Dynamics of Shells

NASA Technical Reports Server (NTRS)

Bottasso, Carlo L.; Bauchau, Olivier A.; Choi, Jou-Young; Bushnell, Dennis M. (Technical Monitor)

2000-01-01

A novel integration scheme for nonlinear dynamics of geometrically exact shells is developed based on the inextensible director assumption. The new algorithm is designed so as to imply the strict decay of the system total mechanical energy at each time step, and consequently unconditional stability is achieved in the nonlinear regime. Furthermore, the scheme features tunable high frequency numerical damping and it is therefore stiffly accurate. The method is tested for a finite element spatial formulation of shells based on mixed interpolations of strain tensorial components and on a two-parameter representation of director rotations. The robustness of the, scheme is illustrated with the help of numerical examples.

Self-adjusting grid methods for one-dimensional hyperbolic conservation laws

NASA Technical Reports Server (NTRS)

Harten, A.; Hyman, J. M.

1983-01-01

The automatic adjustment of a grid which follows the dynamics of the numerical solution of hyperbolic conservation laws is given. The grid motion is determined by averaging the local characteristic velocities of the equations with respect to the amplitudes of the signals. The resulting algorithm is a simple extension of many currently popular Godunov-type methods. Computer codes using one of these methods can be easily modified to add the moving mesh as an option. Numerical examples are given that illustrate the improved accuracy of Godunov's and Roe's methods on a self-adjusting mesh. Previously announced in STAR as N83-15008

A mathematical model of the passage of an asteroid-comet body through the Earth’s atmosphere

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shaydurov, V., E-mail: shaidurov04@mail.ru; Siberian Federal University, 79 Svobodny pr., 660041 Krasnoyarsk; Shchepanovskaya, G.

In the paper, a mathematical model and a numerical algorithm are proposed for modeling the complex of phenomena which accompany the passage of a friable asteroid-comet body through the Earth’s atmosphere: the material ablation, the dissociation of molecules, and the radiation. The proposed model is constructed on the basis of the Navier-Stokes equations for viscous heat-conducting gas with an additional equation for the motion and propagation of a friable lumpy-dust material in air. The energy equation is modified for the relation between two its kinds: the usual energy of the translation of molecules (which defines the temperature and pressure) andmore » the combined energy of their rotation, oscillation, electronic excitation, dissociation, and radiation. For the mathematical model of atmosphere, the distribution of density, pressure, and temperature in height is taken as for the standard atmosphere. An asteroid-comet body is taken initially as a round body consisting of a friable lumpy-dust material with corresponding density and significant viscosity which far exceed those for the atmosphere gas. A numerical algorithm is proposed for solving the initial-boundary problem for the extended system of Navier-Stokes equations. The algorithm is the combination of the semi-Lagrangian approximation for Lagrange transport derivatives and the conforming finite element method for other terms. The implementation of these approaches is illustrated by a numerical example.« less

Numerical Polynomial Homotopy Continuation Method and String Vacua

DOE PAGES

Mehta, Dhagash

2011-01-01

Finding vmore » acua for the four-dimensional effective theories for supergravity which descend from flux compactifications and analyzing them according to their stability is one of the central problems in string phenomenology. Except for some simple toy models, it is, however, difficult to find all the vacua analytically. Recently developed algorithmic methods based on symbolic computer algebra can be of great help in the more realistic models. However, they suffer from serious algorithmic complexities and are limited to small system sizes. In this paper, we review a numerical method called the numerical polynomial homotopy continuation (NPHC) method, first used in the areas of lattice field theories, which by construction finds all of the vacua of a given potential that is known to have only isolated solutions. The NPHC method is known to suffer from no major algorithmic complexities and is embarrassingly parallelizable , and hence its applicability goes way beyond the existing symbolic methods. We first solve a simple toy model as a warm-up example to demonstrate the NPHC method at work. We then show that all the vacua of a more complicated model of a compactified M theory model, which has an S U ( 3 ) structure, can be obtained by using a desktop machine in just about an hour, a feat which was reported to be prohibitively difficult by the existing symbolic methods. Finally, we compare the various technicalities between the two methods.« less

Numerical Analysis and Improved Algorithms for Lyapunov-Exponent Calculation of Discrete-Time Chaotic Systems

NASA Astrophysics Data System (ADS)

He, Jianbin; Yu, Simin; Cai, Jianping

2016-12-01

Lyapunov exponent is an important index for describing chaotic systems behavior, and the largest Lyapunov exponent can be used to determine whether a system is chaotic or not. For discrete-time dynamical systems, the Lyapunov exponents are calculated by an eigenvalue method. In theory, according to eigenvalue method, the more accurate calculations of Lyapunov exponent can be obtained with the increment of iterations, and the limits also exist. However, due to the finite precision of computer and other reasons, the results will be numeric overflow, unrecognized, or inaccurate, which can be stated as follows: (1) The iterations cannot be too large, otherwise, the simulation result will appear as an error message of NaN or Inf; (2) If the error message of NaN or Inf does not appear, then with the increment of iterations, all Lyapunov exponents will get close to the largest Lyapunov exponent, which leads to inaccurate calculation results; (3) From the viewpoint of numerical calculation, obviously, if the iterations are too small, then the results are also inaccurate. Based on the analysis of Lyapunov-exponent calculation in discrete-time systems, this paper investigates two improved algorithms via QR orthogonal decomposition and SVD orthogonal decomposition approaches so as to solve the above-mentioned problems. Finally, some examples are given to illustrate the feasibility and effectiveness of the improved algorithms.

Analysis of basic clustering algorithms for numerical estimation of statistical averages in biomolecules.

PubMed

Anandakrishnan, Ramu; Onufriev, Alexey

2008-03-01

In statistical mechanics, the equilibrium properties of a physical system of particles can be calculated as the statistical average over accessible microstates of the system. In general, these calculations are computationally intractable since they involve summations over an exponentially large number of microstates. Clustering algorithms are one of the methods used to numerically approximate these sums. The most basic clustering algorithms first sub-divide the system into a set of smaller subsets (clusters). Then, interactions between particles within each cluster are treated exactly, while all interactions between different clusters are ignored. These smaller clusters have far fewer microstates, making the summation over these microstates, tractable. These algorithms have been previously used for biomolecular computations, but remain relatively unexplored in this context. Presented here, is a theoretical analysis of the error and computational complexity for the two most basic clustering algorithms that were previously applied in the context of biomolecular electrostatics. We derive a tight, computationally inexpensive, error bound for the equilibrium state of a particle computed via these clustering algorithms. For some practical applications, it is the root mean square error, which can be significantly lower than the error bound, that may be more important. We how that there is a strong empirical relationship between error bound and root mean square error, suggesting that the error bound could be used as a computationally inexpensive metric for predicting the accuracy of clustering algorithms for practical applications. An example of error analysis for such an application-computation of average charge of ionizable amino-acids in proteins-is given, demonstrating that the clustering algorithm can be accurate enough for practical purposes.

Efficient block preconditioned eigensolvers for linear response time-dependent density functional theory

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vecharynski, Eugene; Brabec, Jiri; Shao, Meiyue

We present two efficient iterative algorithms for solving the linear response eigen- value problem arising from the time dependent density functional theory. Although the matrix to be diagonalized is nonsymmetric, it has a special structure that can be exploited to save both memory and floating point operations. In particular, the nonsymmetric eigenvalue problem can be transformed into a product eigenvalue problem that is self-adjoint with respect to a K-inner product. This product eigenvalue problem can be solved efficiently by a modified Davidson algorithm and a modified locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm that make use of the K-innermore » product. The solution of the product eigenvalue problem yields one component of the eigenvector associated with the original eigenvalue problem. However, the other component of the eigenvector can be easily recovered in a postprocessing procedure. Therefore, the algorithms we present here are more efficient than existing algorithms that try to approximate both components of the eigenvectors simultaneously. The efficiency of the new algorithms is demonstrated by numerical examples.« less

Photoacoustic image reconstruction via deep learning

NASA Astrophysics Data System (ADS)

Antholzer, Stephan; Haltmeier, Markus; Nuster, Robert; Schwab, Johannes

2018-02-01

Applying standard algorithms to sparse data problems in photoacoustic tomography (PAT) yields low-quality images containing severe under-sampling artifacts. To some extent, these artifacts can be reduced by iterative image reconstruction algorithms which allow to include prior knowledge such as smoothness, total variation (TV) or sparsity constraints. These algorithms tend to be time consuming as the forward and adjoint problems have to be solved repeatedly. Further, iterative algorithms have additional drawbacks. For example, the reconstruction quality strongly depends on a-priori model assumptions about the objects to be recovered, which are often not strictly satisfied in practical applications. To overcome these issues, in this paper, we develop direct and efficient reconstruction algorithms based on deep learning. As opposed to iterative algorithms, we apply a convolutional neural network, whose parameters are trained before the reconstruction process based on a set of training data. For actual image reconstruction, a single evaluation of the trained network yields the desired result. Our presented numerical results (using two different network architectures) demonstrate that the proposed deep learning approach reconstructs images with a quality comparable to state of the art iterative reconstruction methods.

Accelerated Dimension-Independent Adaptive Metropolis

DOE PAGES

Chen, Yuxin; Keyes, David E.; Law, Kody J.; ...

2016-10-27

This work describes improvements from algorithmic and architectural means to black-box Bayesian inference over high-dimensional parameter spaces. The well-known adaptive Metropolis (AM) algorithm [33] is extended herein to scale asymptotically uniformly with respect to the underlying parameter dimension for Gaussian targets, by respecting the variance of the target. The resulting algorithm, referred to as the dimension-independent adaptive Metropolis (DIAM) algorithm, also shows improved performance with respect to adaptive Metropolis on non-Gaussian targets. This algorithm is further improved, and the possibility of probing high-dimensional (with dimension d 1000) targets is enabled, via GPU-accelerated numerical libraries and periodically synchronized concurrent chains (justimore » ed a posteriori). Asymptotically in dimension, this GPU implementation exhibits a factor of four improvement versus a competitive CPU-based Intel MKL parallel version alone. Strong scaling to concurrent chains is exhibited, through a combination of longer time per sample batch (weak scaling) and yet fewer necessary samples to convergence. The algorithm performance is illustrated on several Gaussian and non-Gaussian target examples, in which the dimension may be in excess of one thousand.« less

Accelerated Dimension-Independent Adaptive Metropolis

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Yuxin; Keyes, David E.; Law, Kody J.

This work describes improvements from algorithmic and architectural means to black-box Bayesian inference over high-dimensional parameter spaces. The well-known adaptive Metropolis (AM) algorithm [33] is extended herein to scale asymptotically uniformly with respect to the underlying parameter dimension for Gaussian targets, by respecting the variance of the target. The resulting algorithm, referred to as the dimension-independent adaptive Metropolis (DIAM) algorithm, also shows improved performance with respect to adaptive Metropolis on non-Gaussian targets. This algorithm is further improved, and the possibility of probing high-dimensional (with dimension d 1000) targets is enabled, via GPU-accelerated numerical libraries and periodically synchronized concurrent chains (justimore » ed a posteriori). Asymptotically in dimension, this GPU implementation exhibits a factor of four improvement versus a competitive CPU-based Intel MKL parallel version alone. Strong scaling to concurrent chains is exhibited, through a combination of longer time per sample batch (weak scaling) and yet fewer necessary samples to convergence. The algorithm performance is illustrated on several Gaussian and non-Gaussian target examples, in which the dimension may be in excess of one thousand.« less

Algorithms for Maneuvering Spacecraft Around Small Bodies

NASA Technical Reports Server (NTRS)

Acikmese, A. Bechet; Bayard, David

2006-01-01

A document describes mathematical derivations and applications of autonomous guidance algorithms for maneuvering spacecraft in the vicinities of small astronomical bodies like comets or asteroids. These algorithms compute fuel- or energy-optimal trajectories for typical maneuvers by solving the associated optimal-control problems with relevant control and state constraints. In the derivations, these problems are converted from their original continuous (infinite-dimensional) forms to finite-dimensional forms through (1) discretization of the time axis and (2) spectral discretization of control inputs via a finite number of Chebyshev basis functions. In these doubly discretized problems, the Chebyshev coefficients are the variables. These problems are, variously, either convex programming problems or programming problems that can be convexified. The resulting discrete problems are convex parameter-optimization problems; this is desirable because one can take advantage of very efficient and robust algorithms that have been developed previously and are well established for solving such problems. These algorithms are fast, do not require initial guesses, and always converge to global optima. Following the derivations, the algorithms are demonstrated by applying them to numerical examples of flyby, descent-to-hover, and ascent-from-hover maneuvers.

Sparsity-based acoustic inversion in cross-sectional multiscale optoacoustic imaging.

PubMed

Han, Yiyong; Tzoumas, Stratis; Nunes, Antonio; Ntziachristos, Vasilis; Rosenthal, Amir

2015-09-01

With recent advancement in hardware of optoacoustic imaging systems, highly detailed cross-sectional images may be acquired at a single laser shot, thus eliminating motion artifacts. Nonetheless, other sources of artifacts remain due to signal distortion or out-of-plane signals. The purpose of image reconstruction algorithms is to obtain the most accurate images from noisy, distorted projection data. In this paper, the authors use the model-based approach for acoustic inversion, combined with a sparsity-based inversion procedure. Specifically, a cost function is used that includes the L1 norm of the image in sparse representation and a total variation (TV) term. The optimization problem is solved by a numerically efficient implementation of a nonlinear gradient descent algorithm. TV-L1 model-based inversion is tested in the cross section geometry for numerically generated data as well as for in vivo experimental data from an adult mouse. In all cases, model-based TV-L1 inversion showed a better performance over the conventional Tikhonov regularization, TV inversion, and L1 inversion. In the numerical examples, the images reconstructed with TV-L1 inversion were quantitatively more similar to the originating images. In the experimental examples, TV-L1 inversion yielded sharper images and weaker streak artifact. The results herein show that TV-L1 inversion is capable of improving the quality of highly detailed, multiscale optoacoustic images obtained in vivo using cross-sectional imaging systems. As a result of its high fidelity, model-based TV-L1 inversion may be considered as the new standard for image reconstruction in cross-sectional imaging.

The optimal design of UAV wing structure

NASA Astrophysics Data System (ADS)

Długosz, Adam; Klimek, Wiktor

2018-01-01

The paper presents an optimal design of UAV wing, made of composite materials. The aim of the optimization is to improve strength and stiffness together with reduction of the weight of the structure. Three different types of functionals, which depend on stress, stiffness and the total mass are defined. The paper presents an application of the in-house implementation of the evolutionary multi-objective algorithm in optimization of the UAV wing structure. Values of the functionals are calculated on the basis of results obtained from numerical simulations. Numerical FEM model, consisting of different composite materials is created. Adequacy of the numerical model is verified by results obtained from the experiment, performed on a tensile testing machine. Examples of multi-objective optimization by means of Pareto-optimal set of solutions are presented.

INTEGRATION OF PARTICLE-GAS SYSTEMS WITH STIFF MUTUAL DRAG INTERACTION

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yang, Chao-Chin; Johansen, Anders, E-mail: ccyang@astro.lu.se, E-mail: anders@astro.lu.se

2016-06-01

Numerical simulation of numerous mm/cm-sized particles embedded in a gaseous disk has become an important tool in the study of planet formation and in understanding the dust distribution in observed protoplanetary disks. However, the mutual drag force between the gas and the particles can become so stiff—particularly because of small particles and/or strong local solid concentration—that an explicit integration of this system is computationally formidable. In this work, we consider the integration of the mutual drag force in a system of Eulerian gas and Lagrangian solid particles. Despite the entanglement between the gas and the particles under the particle-mesh construct,more » we are able to devise a numerical algorithm that effectively decomposes the globally coupled system of equations for the mutual drag force, and makes it possible to integrate this system on a cell-by-cell basis, which considerably reduces the computational task required. We use an analytical solution for the temporal evolution of each cell to relieve the time-step constraint posed by the mutual drag force, as well as to achieve the highest degree of accuracy. To validate our algorithm, we use an extensive suite of benchmarks with known solutions in one, two, and three dimensions, including the linear growth and the nonlinear saturation of the streaming instability. We demonstrate numerical convergence and satisfactory consistency in all cases. Our algorithm can, for example, be applied to model the evolution of the streaming instability with mm/cm-sized pebbles at high mass loading, which has important consequences for the formation scenarios of planetesimals.« less

Degenerate variational integrators for magnetic field line flow and guiding center trajectories

NASA Astrophysics Data System (ADS)

Ellison, C. L.; Finn, J. M.; Burby, J. W.; Kraus, M.; Qin, H.; Tang, W. M.

2018-05-01

Symplectic integrators offer many benefits for numerically approximating solutions to Hamiltonian differential equations, including bounded energy error and the preservation of invariant sets. Two important Hamiltonian systems encountered in plasma physics—the flow of magnetic field lines and the guiding center motion of magnetized charged particles—resist symplectic integration by conventional means because the dynamics are most naturally formulated in non-canonical coordinates. New algorithms were recently developed using the variational integration formalism; however, those integrators were found to admit parasitic mode instabilities due to their multistep character. This work eliminates the multistep character, and therefore the parasitic mode instabilities via an adaptation of the variational integration formalism that we deem "degenerate variational integration." Both the magnetic field line and guiding center Lagrangians are degenerate in the sense that the resultant Euler-Lagrange equations are systems of first-order ordinary differential equations. We show that retaining the same degree of degeneracy when constructing discrete Lagrangians yields one-step variational integrators preserving a non-canonical symplectic structure. Numerical examples demonstrate the benefits of the new algorithms, including superior stability relative to the existing variational integrators for these systems and superior qualitative behavior relative to non-conservative algorithms.

Total-variation based velocity inversion with Bregmanized operator splitting algorithm

NASA Astrophysics Data System (ADS)

Zand, Toktam; Gholami, Ali

2018-04-01

Many problems in applied geophysics can be formulated as a linear inverse problem. The associated problems, however, are large-scale and ill-conditioned. Therefore, regularization techniques are needed to be employed for solving them and generating a stable and acceptable solution. We consider numerical methods for solving such problems in this paper. In order to tackle the ill-conditioning of the problem we use blockiness as a prior information of the subsurface parameters and formulate the problem as a constrained total variation (TV) regularization. The Bregmanized operator splitting (BOS) algorithm as a combination of the Bregman iteration and the proximal forward backward operator splitting method is developed to solve the arranged problem. Two main advantages of this new algorithm are that no matrix inversion is required and that a discrepancy stopping criterion is used to stop the iterations, which allow efficient solution of large-scale problems. The high performance of the proposed TV regularization method is demonstrated using two different experiments: 1) velocity inversion from (synthetic) seismic data which is based on Born approximation, 2) computing interval velocities from RMS velocities via Dix formula. Numerical examples are presented to verify the feasibility of the proposed method for high-resolution velocity inversion.

Non-linear eigensolver-based alternative to traditional SCF methods

NASA Astrophysics Data System (ADS)

Gavin, Brendan; Polizzi, Eric

2013-03-01

The self-consistent iterative procedure in Density Functional Theory calculations is revisited using a new, highly efficient and robust algorithm for solving the non-linear eigenvector problem (i.e. H(X)X = EX;) of the Kohn-Sham equations. This new scheme is derived from a generalization of the FEAST eigenvalue algorithm, and provides a fundamental and practical numerical solution for addressing the non-linearity of the Hamiltonian with the occupied eigenvectors. In contrast to SCF techniques, the traditional outer iterations are replaced by subspace iterations that are intrinsic to the FEAST algorithm, while the non-linearity is handled at the level of a projected reduced system which is orders of magnitude smaller than the original one. Using a series of numerical examples, it will be shown that our approach can outperform the traditional SCF mixing techniques such as Pulay-DIIS by providing a high converge rate and by converging to the correct solution regardless of the choice of the initial guess. We also discuss a practical implementation of the technique that can be achieved effectively using the FEAST solver package. This research is supported by NSF under Grant #ECCS-0846457 and Intel Corporation.

Decentralized semi-active damping of free structural vibrations by means of structural nodes with an on/off ability to transmit moments

NASA Astrophysics Data System (ADS)

Poplawski, Blazej; Mikułowski, Grzegorz; Mróz, Arkadiusz; Jankowski, Łukasz

2018-02-01

This paper proposes, tests numerically and verifies experimentally a decentralized control algorithm with local feedback for semi-active mitigation of free vibrations in frame structures. The algorithm aims at transferring the vibration energy of low-order, lightly-damped structural modes into high-frequency modes of vibration, where it is quickly damped by natural mechanisms of material damping. Such an approach to mitigation of vibrations, known as the prestress-accumulation release (PAR) strategy, has been earlier applied only in global control schemes to the fundamental vibration mode of a cantilever beam. In contrast, the decentralization and local feedback allows the approach proposed here to be applied to more complex frame structures and vibration patterns, where the global control ceases to be intuitively obvious. The actuators (truss-frame nodes with controllable ability to transmit moments) are essentially unblockable hinges that become unblocked only for very short time periods in order to trigger local modal transfer of energy. The paper proposes a computationally simple model of the controllable nodes, specifies the control performance measure, yields basic characteristics of the optimum control, proposes the control algorithm and then tests it in numerical and experimental examples.

Determination of photophysical parameters of chlorophyll {alpha} in photosynthetic organisms using the method of nonlinear laser fluorimetry

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gostev, T S; Fadeev, V V

2011-05-31

We study the possibility of solving the multiparameter inverse problem of nonlinear laser fluorimetry of molecular systems with high local concentration of fluorophores (by the example of chlorophyll {alpha} molecules in photosynthetic organisms). The algorithms are proposed that allow determination of up to four photophysical parameters of chlorophyll {alpha} from the experimental fluorescence saturation curves. The uniqueness and stability of the inverse problem solution obtained using the proposed algorithms were assessed numerically. The laser spectrometer, designed in the course of carrying out the work and aimed at nonlinear laser fluorimetry in the quasi-stationary and nonstationary excitation regimes is described. Themore » algorithms, proposed in this paper, are tested on pure cultures of microalgae Chlorella pyrenoidosa and Chlamydomonas reinhardtii under different functional conditions. (optical technologies in biophysics and medicine)« less

Polynomial interpretation of multipole vectors

NASA Astrophysics Data System (ADS)

Katz, Gabriel; Weeks, Jeff

2004-09-01

Copi, Huterer, Starkman, and Schwarz introduced multipole vectors in a tensor context and used them to demonstrate that the first-year Wilkinson microwave anisotropy probe (WMAP) quadrupole and octopole planes align at roughly the 99.9% confidence level. In the present article, the language of polynomials provides a new and independent derivation of the multipole vector concept. Bézout’s theorem supports an elementary proof that the multipole vectors exist and are unique (up to rescaling). The constructive nature of the proof leads to a fast, practical algorithm for computing multipole vectors. We illustrate the algorithm by finding exact solutions for some simple toy examples and numerical solutions for the first-year WMAP quadrupole and octopole. We then apply our algorithm to Monte Carlo skies to independently reconfirm the estimate that the WMAP quadrupole and octopole planes align at the 99.9% level.

Estimation of electric fields and current from ground-based magnetometer data

NASA Technical Reports Server (NTRS)

Kamide, Y.; Richmond, A. D.

1984-01-01

Recent advances in numerical algorithms for estimating ionospheric electric fields and currents from groundbased magnetometer data are reviewed and evaluated. Tests of the adequacy of one such algorithm in reproducing large-scale patterns of electrodynamic parameters in the high-latitude ionosphere have yielded generally positive results, at least for some simple cases. Some encouraging advances in producing realistic conductivity models, which are a critical input, are pointed out. When the algorithms are applied to extensive data sets, such as the ones from meridian chain magnetometer networks during the IMS, together with refined conductivity models, unique information on instantaneous electric field and current patterns can be obtained. Examples of electric potentials, ionospheric currents, field-aligned currents, and Joule heating distributions derived from ground magnetic data are presented. Possible directions for future improvements are also pointed out.

Attitude/attitude-rate estimation from GPS differential phase measurements using integrated-rate parameters

NASA Technical Reports Server (NTRS)

Oshman, Yaakov; Markley, Landis

1998-01-01

A sequential filtering algorithm is presented for attitude and attitude-rate estimation from Global Positioning System (GPS) differential carrier phase measurements. A third-order, minimal-parameter method for solving the attitude matrix kinematic equation is used to parameterize the filter's state, which renders the resulting estimator computationally efficient. Borrowing from tracking theory concepts, the angular acceleration is modeled as an exponentially autocorrelated stochastic process, thus avoiding the use of the uncertain spacecraft dynamic model. The new formulation facilitates the use of aiding vector observations in a unified filtering algorithm, which can enhance the method's robustness and accuracy. Numerical examples are used to demonstrate the performance of the method.

A variational dynamic programming approach to robot-path planning with a distance-safety criterion

NASA Technical Reports Server (NTRS)

Suh, Suk-Hwan; Shin, Kang G.

1988-01-01

An approach to robot-path planning is developed by considering both the traveling distance and the safety of the robot. A computationally-efficient algorithm is developed to find a near-optimal path with a weighted distance-safety criterion by using a variational calculus and dynamic programming (VCDP) method. The algorithm is readily applicable to any factory environment by representing the free workspace as channels. A method for deriving these channels is also proposed. Although it is developed mainly for two-dimensional problems, this method can be easily extended to a class of three-dimensional problems. Numerical examples are presented to demonstrate the utility and power of this method.

Compensator improvement for multivariable control systems

NASA Technical Reports Server (NTRS)

Mitchell, J. R.; Mcdaniel, W. L., Jr.; Gresham, L. L.

1977-01-01

A theory and the associated numerical technique are developed for an iterative design improvement of the compensation for linear, time-invariant control systems with multiple inputs and multiple outputs. A strict constraint algorithm is used in obtaining a solution of the specified constraints of the control design. The result of the research effort is the multiple input, multiple output Compensator Improvement Program (CIP). The objective of the Compensator Improvement Program is to modify in an iterative manner the free parameters of the dynamic compensation matrix so that the system satisfies frequency domain specifications. In this exposition, the underlying principles of the multivariable CIP algorithm are presented and the practical utility of the program is illustrated with space vehicle related examples.

Uzawa algorithm to solve elastic and elastic-plastic fretting wear problems within the bipotential framework

NASA Astrophysics Data System (ADS)

Ning, Po; Feng, Zhi-Qiang; Quintero, Juan Antonio Rojas; Zhou, Yang-Jing; Peng, Lei

2018-03-01

This paper deals with elastic and elastic-plastic fretting problems. The wear gap is taken into account along with the initial contact distance to obtain the Signorini conditions. Both the Signorini conditions and the Coulomb friction laws are written in a compact form. Within the bipotential framework, an augmented Lagrangian method is applied to calculate the contact forces. The Archard wear law is then used to calculate the wear gap at the contact surface. The local fretting problems are solved via the Uzawa algorithm. Numerical examples are performed to show the efficiency and accuracy of the proposed approach. The influence of plasticity has been discussed.

Non-linear eigensolver-based alternative to traditional SCF methods

NASA Astrophysics Data System (ADS)

Gavin, B.; Polizzi, E.

2013-05-01

The self-consistent procedure in electronic structure calculations is revisited using a highly efficient and robust algorithm for solving the non-linear eigenvector problem, i.e., H({ψ})ψ = Eψ. This new scheme is derived from a generalization of the FEAST eigenvalue algorithm to account for the non-linearity of the Hamiltonian with the occupied eigenvectors. Using a series of numerical examples and the density functional theory-Kohn/Sham model, it will be shown that our approach can outperform the traditional SCF mixing-scheme techniques by providing a higher converge rate, convergence to the correct solution regardless of the choice of the initial guess, and a significant reduction of the eigenvalue solve time in simulations.

A gradient enhanced plasticity-damage microplane model for concrete

NASA Astrophysics Data System (ADS)

Zreid, Imadeddin; Kaliske, Michael

2018-03-01

Computational modeling of concrete poses two main types of challenges. The first is the mathematical description of local response for such a heterogeneous material under all stress states, and the second is the stability and efficiency of the numerical implementation in finite element codes. The paper at hand presents a comprehensive approach addressing both issues. Adopting the microplane theory, a combined plasticity-damage model is formulated and regularized by an implicit gradient enhancement. The plasticity part introduces a new microplane smooth 3-surface cap yield function, which provides a stable numerical solution within an implicit finite element algorithm. The damage part utilizes a split, which can describe the transition of loading between tension and compression. Regularization of the model by the implicit gradient approach eliminates the mesh sensitivity and numerical instabilities. Identification methods for model parameters are proposed and several numerical examples of plain and reinforced concrete are carried out for illustration.

Reconstruction of local perturbations in periodic surfaces

NASA Astrophysics Data System (ADS)

Lechleiter, Armin; Zhang, Ruming

2018-03-01

This paper concerns the inverse scattering problem to reconstruct a local perturbation in a periodic structure. Unlike the periodic problems, the periodicity for the scattered field no longer holds, thus classical methods, which reduce quasi-periodic fields in one periodic cell, are no longer available. Based on the Floquet-Bloch transform, a numerical method has been developed to solve the direct problem, that leads to a possibility to design an algorithm for the inverse problem. The numerical method introduced in this paper contains two steps. The first step is initialization, that is to locate the support of the perturbation by a simple method. This step reduces the inverse problem in an infinite domain into one periodic cell. The second step is to apply the Newton-CG method to solve the associated optimization problem. The perturbation is then approximated by a finite spline basis. Numerical examples are given at the end of this paper, showing the efficiency of the numerical method.

Improving the Numerical Stability of Fast Matrix Multiplication

DOE PAGES

Ballard, Grey; Benson, Austin R.; Druinsky, Alex; ...

2016-10-04

Fast algorithms for matrix multiplication, namely those that perform asymptotically fewer scalar operations than the classical algorithm, have been considered primarily of theoretical interest. Apart from Strassen's original algorithm, few fast algorithms have been efficiently implemented or used in practical applications. However, there exist many practical alternatives to Strassen's algorithm with varying performance and numerical properties. Fast algorithms are known to be numerically stable, but because their error bounds are slightly weaker than the classical algorithm, they are not used even in cases where they provide a performance benefit. We argue in this study that the numerical sacrifice of fastmore » algorithms, particularly for the typical use cases of practical algorithms, is not prohibitive, and we explore ways to improve the accuracy both theoretically and empirically. The numerical accuracy of fast matrix multiplication depends on properties of the algorithm and of the input matrices, and we consider both contributions independently. We generalize and tighten previous error analyses of fast algorithms and compare their properties. We discuss algorithmic techniques for improving the error guarantees from two perspectives: manipulating the algorithms, and reducing input anomalies by various forms of diagonal scaling. In conclusion, we benchmark performance and demonstrate our improved numerical accuracy.« less

Formation Flying Design and Applications in Weak Stability Boundary Regions

NASA Technical Reports Server (NTRS)

Folta, David

2003-01-01

Weak Stability regions serve as superior locations for interferometric scientific investigations. These regions are often selected to minimize environmental disturbances and maximize observing efficiency. Design of formations in these regions are becoming ever more challenging as more complex missions are envisioned. The development of algorithms to enable the capability for formation design must be further enabled to incorporate better understanding of WSB solution space. This development will improve the efficiency and expand the capabilities of current approaches. The Goddard Space Flight Center (GSFC) is currently supporting multiple formation missions in WSB regions. This end-to-end support consists of mission operations, trajectory design, and control. It also includes both algorithm and software development. The Constellation-X, Maxim, and Stellar Imager missions are examples of the use of improved numerical methods for attaining constrained formation geometries and controlling their dynamical evolution. This paper presents a survey of formation missions in the WSB regions and a brief description of the formation design using numerical and dynamical techniques.

Formation flying design and applications in weak stability boundary regions.

PubMed

Folta, David

2004-05-01

Weak stability regions serve as superior locations for interferomertric scientific investigations. These regions are often selected to minimize environmental disturbances and maximize observation efficiency. Designs of formations in these regions are becoming ever more challenging as more complex missions are envisioned. The development of algorithms to enable the capability for formation design must be further enabled to incorporate better understanding of weak stability boundary solution space. This development will improve the efficiency and expand the capabilities of current approaches. The Goddard Space Flight Center (GSFC) is currently supporting multiple formation missions in weak stability boundary regions. This end-to-end support consists of mission operations, trajectory design, and control. It also includes both algorithm and software development. The Constellation-X, Maxim, and Stellar Imager missions are examples of the use of improved numeric methods to attain constrained formation geometries and control their dynamical evolution. This paper presents a survey of formation missions in the weak stability boundary regions and a brief description of formation design using numerical and dynamical techniques.

Market-based control strategy for long-span structures considering the multi-time delay issue

NASA Astrophysics Data System (ADS)

Li, Hongnan; Song, Jianzhu; Li, Gang

2017-01-01

To solve the different time delays that exist in the control device installed on spatial structures, in this study, discrete analysis using a 2 N precise algorithm was selected to solve the multi-time-delay issue for long-span structures based on the market-based control (MBC) method. The concept of interval mixed energy was introduced from computational structural mechanics and optimal control research areas, and it translates the design of the MBC multi-time-delay controller into a solution for the segment matrix. This approach transforms the serial algorithm in time to parallel computing in space, greatly improving the solving efficiency and numerical stability. The designed controller is able to consider the issue of time delay with a linear controlling force combination and is especially effective for large time-delay conditions. A numerical example of a long-span structure was selected to demonstrate the effectiveness of the presented controller, and the time delay was found to have a significant impact on the results.

Numerical evaluation of the radiation from unbaffled, finite plates using the FFT

NASA Technical Reports Server (NTRS)

Williams, E. G.

1983-01-01

An iteration technique is described which numerically evaluates the acoustic pressure and velocity on and near unbaffled, finite, thin plates vibrating in air. The technique is based on Rayleigh's integral formula and its inverse. These formulas are written in their angular spectrum form so that the fast Fourier transform (FFT) algorithm may be used to evaluate them. As an example of the technique the pressure on the surface of a vibrating, unbaffled disk is computed and shown to be in excellent agreement with the exact solution using oblate spheroidal functions. Furthermore, the computed velocity field outside the disk shows the well-known singularity at the rim of the disk. The radiated fields from unbaffled flat sources of any geometry with prescribed surface velocity may be evaluated using this technique. The use of the FFT to perform the integrations in Rayleigh's formulas provides a great savings in computation time compared with standard integration algorithms, especially when an array processor can be used to implement the FFT.

Optimization of Location-Routing Problem for Cold Chain Logistics Considering Carbon Footprint.

PubMed

Wang, Songyi; Tao, Fengming; Shi, Yuhe

2018-01-06

In order to solve the optimization problem of logistics distribution system for fresh food, this paper provides a low-carbon and environmental protection point of view, based on the characteristics of perishable products, and combines with the overall optimization idea of cold chain logistics distribution network, where the green and low-carbon location-routing problem (LRP) model in cold chain logistics is developed with the minimum total costs as the objective function, which includes carbon emission costs. A hybrid genetic algorithm with heuristic rules is designed to solve the model, and an example is used to verify the effectiveness of the algorithm. Furthermore, the simulation results obtained by a practical numerical example show the applicability of the model while provide green and environmentally friendly location-distribution schemes for the cold chain logistics enterprise. Finally, carbon tax policies are introduced to analyze the impact of carbon tax on the total costs and carbon emissions, which proves that carbon tax policy can effectively reduce carbon dioxide emissions in cold chain logistics network.

Enabling the extended compact genetic algorithm for real-parameter optimization by using adaptive discretization.

PubMed

Chen, Ying-ping; Chen, Chao-Hong

2010-01-01

An adaptive discretization method, called split-on-demand (SoD), enables estimation of distribution algorithms (EDAs) for discrete variables to solve continuous optimization problems. SoD randomly splits a continuous interval if the number of search points within the interval exceeds a threshold, which is decreased at every iteration. After the split operation, the nonempty intervals are assigned integer codes, and the search points are discretized accordingly. As an example of using SoD with EDAs, the integration of SoD and the extended compact genetic algorithm (ECGA) is presented and numerically examined. In this integration, we adopt a local search mechanism as an optional component of our back end optimization engine. As a result, the proposed framework can be considered as a memetic algorithm, and SoD can potentially be applied to other memetic algorithms. The numerical experiments consist of two parts: (1) a set of benchmark functions on which ECGA with SoD and ECGA with two well-known discretization methods: the fixed-height histogram (FHH) and the fixed-width histogram (FWH) are compared; (2) a real-world application, the economic dispatch problem, on which ECGA with SoD is compared to other methods. The experimental results indicate that SoD is a better discretization method to work with ECGA. Moreover, ECGA with SoD works quite well on the economic dispatch problem and delivers solutions better than the best known results obtained by other methods in existence.

A fully implicit numerical integration of the relativistic particle equation of motion

NASA Astrophysics Data System (ADS)

Pétri, J.

2017-04-01

Relativistic strongly magnetized plasmas are produced in laboratories thanks to state-of-the-art laser technology but can naturally be found around compact objects such as neutron stars and black holes. Detailed studies of the behaviour of relativistic plasmas require accurate computations able to catch the full spatial and temporal dynamics of the system. Numerical simulations of ultra-relativistic plasmas face severe restrictions due to limitations in the maximum possible Lorentz factors that current algorithms can reproduce to good accuracy. In order to circumvent this flaw and repel the limit to 9$ , we design a new fully implicit scheme to solve the relativistic particle equation of motion in an external electromagnetic field using a three-dimensional Cartesian geometry. We show some examples of numerical integrations in constant electromagnetic fields to prove the efficiency of our algorithm. The code is also able to follow the electric drift motion for high Lorentz factors. In the most general case of spatially and temporally varying electromagnetic fields, the code performs extremely well, as shown by comparison with exact analytical solutions for the relativistic electrostatic Kepler problem as well as for linearly and circularly polarized plane waves.

Computing Generalized Matrix Inverse on Spiking Neural Substrate.

PubMed

Shukla, Rohit; Khoram, Soroosh; Jorgensen, Erik; Li, Jing; Lipasti, Mikko; Wright, Stephen

2018-01-01

Emerging neural hardware substrates, such as IBM's TrueNorth Neurosynaptic System, can provide an appealing platform for deploying numerical algorithms. For example, a recurrent Hopfield neural network can be used to find the Moore-Penrose generalized inverse of a matrix, thus enabling a broad class of linear optimizations to be solved efficiently, at low energy cost. However, deploying numerical algorithms on hardware platforms that severely limit the range and precision of representation for numeric quantities can be quite challenging. This paper discusses these challenges and proposes a rigorous mathematical framework for reasoning about range and precision on such substrates. The paper derives techniques for normalizing inputs and properly quantizing synaptic weights originating from arbitrary systems of linear equations, so that solvers for those systems can be implemented in a provably correct manner on hardware-constrained neural substrates. The analytical model is empirically validated on the IBM TrueNorth platform, and results show that the guarantees provided by the framework for range and precision hold under experimental conditions. Experiments with optical flow demonstrate the energy benefits of deploying a reduced-precision and energy-efficient generalized matrix inverse engine on the IBM TrueNorth platform, reflecting 10× to 100× improvement over FPGA and ARM core baselines.

Numerical simulation of vortical ideal fluid flow through curved channel

NASA Astrophysics Data System (ADS)

Moshkin, N. P.; Mounnamprang, P.

2003-04-01

A numerical algorithm to study the boundary-value problem in which the governing equations are the steady Euler equations and the vorticity is given on the inflow parts of the domain boundary is developed. The Euler equations are implemented in terms of the stream function and vorticity. An irregular physical domain is transformed into a rectangle in the computational domain and the Euler equations are rewritten with respect to a curvilinear co-ordinate system. The convergence of the finite-difference equations to the exact solution is shown experimentally for the test problems by comparing the computational results with the exact solutions on the sequence of grids. To find the pressure from the known vorticity and stream function, the Euler equations are utilized in the Gromeka-Lamb form. The numerical algorithm is illustrated with several examples of steady flow through a two-dimensional channel with curved walls. The analysis of calculations shows strong dependence of the pressure field on the vorticity given at the inflow parts of the boundary. Plots of the flow structure and isobars, for different geometries of channel and for different values of vorticity on entrance, are also presented.

A Robust Sound Source Localization Approach for Microphone Array with Model Errors

NASA Astrophysics Data System (ADS)

Xiao, Hua; Shao, Huai-Zong; Peng, Qi-Cong

In this paper, a robust sound source localization approach is proposed. The approach retains good performance even when model errors exist. Compared with previous work in this field, the contributions of this paper are as follows. First, an improved broad-band and near-field array model is proposed. It takes array gain, phase perturbations into account and is based on the actual positions of the elements. It can be used in arbitrary planar geometry arrays. Second, a subspace model errors estimation algorithm and a Weighted 2-Dimension Multiple Signal Classification (W2D-MUSIC) algorithm are proposed. The subspace model errors estimation algorithm estimates unknown parameters of the array model, i. e., gain, phase perturbations, and positions of the elements, with high accuracy. The performance of this algorithm is improved with the increasing of SNR or number of snapshots. The W2D-MUSIC algorithm based on the improved array model is implemented to locate sound sources. These two algorithms compose the robust sound source approach. The more accurate steering vectors can be provided for further processing such as adaptive beamforming algorithm. Numerical examples confirm effectiveness of this proposed approach.

Characterization and Detection of ϵ-Berge-Zhukovskii Equilibria

PubMed Central

Lung, Rodica Ioana; Suciu, Mihai; Gaskó, Noémi; Dumitrescu, D.

2015-01-01

The Berge-Zhukovskii equilibrium is an alternate solution concept in non-cooperative game theory that formalizes cooperation in a noncooperative setting. In this paper, the ϵ-Berge-Zhukovskii equilibrium is introduced and characterized by using a generative relation. The generative relation also provides a solution to the problem of computing the ϵ-Berge-Zhukovskii equilibrium for large games, by using evolutionary algorithms. Numerical examples illustrate the approach and provide a possible application for this equilibrium concept. PMID:26177217

Lattice Boltzmann model for simulation of magnetohydrodynamics

NASA Technical Reports Server (NTRS)

Chen, Shiyi; Chen, Hudong; Martinez, Daniel; Matthaeus, William

1991-01-01

A numerical method, based on a discrete Boltzmann equation, is presented for solving the equations of magnetohydrodynamics (MHD). The algorithm provides advantages similar to the cellular automaton method in that it is local and easily adapted to parallel computing environments. Because of much lower noise levels and less stringent requirements on lattice size, the method appears to be more competitive with traditional solution methods. Examples show that the model accurately reproduces both linear and nonlinear MHD phenomena.

Track-before-detect labeled multi-bernoulli particle filter with label switching

NASA Astrophysics Data System (ADS)

Garcia-Fernandez, Angel F.

2016-10-01

This paper presents a multitarget tracking particle filter (PF) for general track-before-detect measurement models. The PF is presented in the random finite set framework and uses a labelled multi-Bernoulli approximation. We also present a label switching improvement algorithm based on Markov chain Monte Carlo that is expected to increase filter performance if targets get in close proximity for a sufficiently long time. The PF is tested in two challenging numerical examples.

REQUEST: A Recursive QUEST Algorithm for Sequential Attitude Determination

NASA Technical Reports Server (NTRS)

Bar-Itzhack, Itzhack Y.

1996-01-01

In order to find the attitude of a spacecraft with respect to a reference coordinate system, vector measurements are taken. The vectors are pairs of measurements of the same generalized vector, taken in the spacecraft body coordinates, as well as in the reference coordinate system. We are interested in finding the best estimate of the transformation between these coordinate system.s The algorithm called QUEST yields that estimate where attitude is expressed by a quarternion. Quest is an efficient algorithm which provides a least squares fit of the quaternion of rotation to the vector measurements. Quest however, is a single time point (single frame) batch algorithm, thus measurements that were taken at previous time points are discarded. The algorithm presented in this work provides a recursive routine which considers all past measurements. The algorithm is based on on the fact that the, so called, K matrix, one of whose eigenvectors is the sought quaternion, is linerly related to the measured pairs, and on the ability to propagate K. The extraction of the appropriate eigenvector is done according to the classical QUEST algorithm. This stage, however, can be eliminated, and the computation simplified, if a standard eigenvalue-eigenvector solver algorithm is used. The development of the recursive algorithm is presented and illustrated via a numerical example.

Perspectives on the Future of CFD

NASA Technical Reports Server (NTRS)

Kwak, Dochan

2000-01-01

This viewgraph presentation gives an overview of the future of computational fluid dynamics (CFD), which in the past has pioneered the field of flow simulation. Over time CFD has progressed as computing power. Numerical methods have been advanced as CPU and memory capacity increases. Complex configurations are routinely computed now and direct numerical simulations (DNS) and large eddy simulations (LES) are used to study turbulence. As the computing resources changed to parallel and distributed platforms, computer science aspects such as scalability (algorithmic and implementation) and portability and transparent codings have advanced. Examples of potential future (or current) challenges include risk assessment, limitations of the heuristic model, and the development of CFD and information technology (IT) tools.

Two-Level Hierarchical FEM Method for Modeling Passive Microwave Devices

NASA Astrophysics Data System (ADS)

Polstyanko, Sergey V.; Lee, Jin-Fa

1998-03-01

In recent years multigrid methods have been proven to be very efficient for solving large systems of linear equations resulting from the discretization of positive definite differential equations by either the finite difference method or theh-version of the finite element method. In this paper an iterative method of the multiple level type is proposed for solving systems of algebraic equations which arise from thep-version of the finite element analysis applied to indefinite problems. A two-levelV-cycle algorithm has been implemented and studied with a Gauss-Seidel iterative scheme used as a smoother. The convergence of the method has been investigated, and numerical results for a number of numerical examples are presented.

A firefly algorithm for optimum design of new-generation beams

NASA Astrophysics Data System (ADS)

Erdal, F.

2017-06-01

This research addresses the minimum weight design of new-generation steel beams with sinusoidal openings using a metaheuristic search technique, namely the firefly method. The proposed algorithm is also used to compare the optimum design results of sinusoidal web-expanded beams with steel castellated and cellular beams. Optimum design problems of all beams are formulated according to the design limitations stipulated by the Steel Construction Institute. The design methods adopted in these publications are consistent with BS 5950 specifications. The formulation of the design problem considering the above-mentioned limitations turns out to be a discrete programming problem. The design algorithms based on the technique select the optimum universal beam sections, dimensional properties of sinusoidal, hexagonal and circular holes, and the total number of openings along the beam as design variables. Furthermore, this selection is also carried out such that the behavioural limitations are satisfied. Numerical examples are presented, where the suggested algorithm is implemented to achieve the minimum weight design of these beams subjected to loading combinations.

Quantized Average Consensus on Gossip Digraphs with Reduced Computation

NASA Astrophysics Data System (ADS)

Cai, Kai; Ishii, Hideaki

The authors have recently proposed a class of randomized gossip algorithms which solve the distributed averaging problem on directed graphs, with the constraint that each node has an integer-valued state. The essence of this algorithm is to maintain local records, called “surplus”, of individual state updates, thereby achieving quantized average consensus even though the state sum of all nodes is not preserved. In this paper we study a modified version of this algorithm, whose feature is primarily in reducing both computation and communication effort. Concretely, each node needs to update fewer local variables, and can transmit surplus by requiring only one bit. Under this modified algorithm we prove that reaching the average is ensured for arbitrary strongly connected graphs. The condition of arbitrary strong connection is less restrictive than those known in the literature for either real-valued or quantized states; in particular, it does not require the special structure on the network called balanced. Finally, we provide numerical examples to illustrate the convergence result, with emphasis on convergence time analysis.

Opto-numerical procedures supporting dynamic lower limbs monitoring and their medical diagnosis

NASA Astrophysics Data System (ADS)

Witkowski, Marcin; Kujawińska, Malgorzata; Rapp, Walter; Sitnik, Robert

2006-01-01

New optical full-field shape measurement systems allow transient shape capture at rates between 15 and 30 Hz. These frequency rates are enough to monitor controlled movements used e.g. for medical examination purposes. In this paper we present a set of algorithms which may be applied for processing of data gathered by fringe projection method implemented for lower limbs shape measurement. The purpose of presented algorithms is to locate anatomical structures based on the limb shape and its deformation in time. The algorithms are based on local surface curvature calculation and analysis of curvature maps changes during the measurement sequence. One of anatomical structure of high medical interest that is possible to scan and analyze, is patella. Tracking of patella position and orientation under dynamic conditions may lead to detect pathological patella movements and help in knee joint disease diagnosis. Therefore the usefulness of the algorithms developed was proven at examples of patella localization and monitoring.

Distributed support vector machine in master-slave mode.

PubMed

Chen, Qingguo; Cao, Feilong

2018-05-01

It is well known that the support vector machine (SVM) is an effective learning algorithm. The alternating direction method of multipliers (ADMM) algorithm has emerged as a powerful technique for solving distributed optimisation models. This paper proposes a distributed SVM algorithm in a master-slave mode (MS-DSVM), which integrates a distributed SVM and ADMM acting in a master-slave configuration where the master node and slave nodes are connected, meaning the results can be broadcasted. The distributed SVM is regarded as a regularised optimisation problem and modelled as a series of convex optimisation sub-problems that are solved by ADMM. Additionally, the over-relaxation technique is utilised to accelerate the convergence rate of the proposed MS-DSVM. Our theoretical analysis demonstrates that the proposed MS-DSVM has linear convergence, meaning it possesses the fastest convergence rate among existing standard distributed ADMM algorithms. Numerical examples demonstrate that the convergence and accuracy of the proposed MS-DSVM are superior to those of existing methods under the ADMM framework. Copyright © 2018 Elsevier Ltd. All rights reserved.

A modified dual-level algorithm for large-scale three-dimensional Laplace and Helmholtz equation

NASA Astrophysics Data System (ADS)

Li, Junpu; Chen, Wen; Fu, Zhuojia

2018-01-01

A modified dual-level algorithm is proposed in the article. By the help of the dual level structure, the fully-populated interpolation matrix on the fine level is transformed to a local supported sparse matrix to solve the highly ill-conditioning and excessive storage requirement resulting from fully-populated interpolation matrix. The kernel-independent fast multipole method is adopted to expediting the solving process of the linear equations on the coarse level. Numerical experiments up to 2-million fine-level nodes have successfully been achieved. It is noted that the proposed algorithm merely needs to place 2-3 coarse-level nodes in each wavelength per direction to obtain the reasonable solution, which almost down to the minimum requirement allowed by the Shannon's sampling theorem. In the real human head model example, it is observed that the proposed algorithm can simulate well computationally very challenging exterior high-frequency harmonic acoustic wave propagation up to 20,000 Hz.

An efficient reliability algorithm for locating design point using the combination of importance sampling concepts and response surface method

NASA Astrophysics Data System (ADS)

Shayanfar, Mohsen Ali; Barkhordari, Mohammad Ali; Roudak, Mohammad Amin

2017-06-01

Monte Carlo simulation (MCS) is a useful tool for computation of probability of failure in reliability analysis. However, the large number of required random samples makes it time-consuming. Response surface method (RSM) is another common method in reliability analysis. Although RSM is widely used for its simplicity, it cannot be trusted in highly nonlinear problems due to its linear nature. In this paper, a new efficient algorithm, employing the combination of importance sampling, as a class of MCS, and RSM is proposed. In the proposed algorithm, analysis starts with importance sampling concepts and using a represented two-step updating rule of design point. This part finishes after a small number of samples are generated. Then RSM starts to work using Bucher experimental design, with the last design point and a represented effective length as the center point and radius of Bucher's approach, respectively. Through illustrative numerical examples, simplicity and efficiency of the proposed algorithm and the effectiveness of the represented rules are shown.

Collision of Physics and Software in the Monte Carlo Application Toolkit (MCATK)

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sweezy, Jeremy Ed

2016-01-21

The topic is presented in a series of slides organized as follows: MCATK overview, development strategy, available algorithms, problem modeling (sources, geometry, data, tallies), parallelism, miscellaneous tools/features, example MCATK application, recent areas of research, and summary and future work. MCATK is a C++ component-based Monte Carlo neutron-gamma transport software library with continuous energy neutron and photon transport. Designed to build specialized applications and to provide new functionality in existing general-purpose Monte Carlo codes like MCNP, it reads ACE formatted nuclear data generated by NJOY. The motivation behind MCATK was to reduce costs. MCATK physics involves continuous energy neutron & gammamore » transport with multi-temperature treatment, static eigenvalue (k eff and α) algorithms, time-dependent algorithm, and fission chain algorithms. MCATK geometry includes mesh geometries and solid body geometries. MCATK provides verified, unit-test Monte Carlo components, flexibility in Monte Carlo application development, and numerous tools such as geometry and cross section plotters.« less

A Rigorous Framework for Optimization of Expensive Functions by Surrogates

NASA Technical Reports Server (NTRS)

Booker, Andrew J.; Dennis, J. E., Jr.; Frank, Paul D.; Serafini, David B.; Torczon, Virginia; Trosset, Michael W.

1998-01-01

The goal of the research reported here is to develop rigorous optimization algorithms to apply to some engineering design problems for which design application of traditional optimization approaches is not practical. This paper presents and analyzes a framework for generating a sequence of approximations to the objective function and managing the use of these approximations as surrogates for optimization. The result is to obtain convergence to a minimizer of an expensive objective function subject to simple constraints. The approach is widely applicable because it does not require, or even explicitly approximate, derivatives of the objective. Numerical results are presented for a 31-variable helicopter rotor blade design example and for a standard optimization test example.

RNA-TVcurve: a Web server for RNA secondary structure comparison based on a multi-scale similarity of its triple vector curve representation.

PubMed

Li, Ying; Shi, Xiaohu; Liang, Yanchun; Xie, Juan; Zhang, Yu; Ma, Qin

2017-01-21

RNAs have been found to carry diverse functionalities in nature. Inferring the similarity between two given RNAs is a fundamental step to understand and interpret their functional relationship. The majority of functional RNAs show conserved secondary structures, rather than sequence conservation. Those algorithms relying on sequence-based features usually have limitations in their prediction performance. Hence, integrating RNA structure features is very critical for RNA analysis. Existing algorithms mainly fall into two categories: alignment-based and alignment-free. The alignment-free algorithms of RNA comparison usually have lower time complexity than alignment-based algorithms. An alignment-free RNA comparison algorithm was proposed, in which novel numerical representations RNA-TVcurve (triple vector curve representation) of RNA sequence and corresponding secondary structure features are provided. Then a multi-scale similarity score of two given RNAs was designed based on wavelet decomposition of their numerical representation. In support of RNA mutation and phylogenetic analysis, a web server (RNA-TVcurve) was designed based on this alignment-free RNA comparison algorithm. It provides three functional modules: 1) visualization of numerical representation of RNA secondary structure; 2) detection of single-point mutation based on secondary structure; and 3) comparison of pairwise and multiple RNA secondary structures. The inputs of the web server require RNA primary sequences, while corresponding secondary structures are optional. For the primary sequences alone, the web server can compute the secondary structures using free energy minimization algorithm in terms of RNAfold tool from Vienna RNA package. RNA-TVcurve is the first integrated web server, based on an alignment-free method, to deliver a suite of RNA analysis functions, including visualization, mutation analysis and multiple RNAs structure comparison. The comparison results with two popular RNA comparison tools, RNApdist and RNAdistance, showcased that RNA-TVcurve can efficiently capture subtle relationships among RNAs for mutation detection and non-coding RNA classification. All the relevant results were shown in an intuitive graphical manner, and can be freely downloaded from this server. RNA-TVcurve, along with test examples and detailed documents, are available at: http://ml.jlu.edu.cn/tvcurve/ .

Fast algorithm for chirp transforms with zooming-in ability and its applications.

PubMed

Deng, X; Bihari, B; Gan, J; Zhao, F; Chen, R T

2000-04-01

A general fast numerical algorithm for chirp transforms is developed by using two fast Fourier transforms and employing an analytical kernel. This new algorithm unifies the calculations of arbitrary real-order fractional Fourier transforms and Fresnel diffraction. Its computational complexity is better than a fast convolution method using Fourier transforms. Furthermore, one can freely choose the sampling resolutions in both x and u space and zoom in on any portion of the data of interest. Computational results are compared with analytical ones. The errors are essentially limited by the accuracy of the fast Fourier transforms and are higher than the order 10(-12) for most cases. As an example of its application to scalar diffraction, this algorithm can be used to calculate near-field patterns directly behind the aperture, 0 < or = z < d2/lambda. It compensates another algorithm for Fresnel diffraction that is limited to z > d2/lambdaN [J. Opt. Soc. Am. A 15, 2111 (1998)]. Experimental results from waveguide-output microcoupler diffraction are in good agreement with the calculations.

An online input force time history reconstruction algorithm using dynamic principal component analysis

NASA Astrophysics Data System (ADS)

Prawin, J.; Rama Mohan Rao, A.

2018-01-01

The knowledge of dynamic loads acting on a structure is always required for many practical engineering problems, such as structural strength analysis, health monitoring and fault diagnosis, and vibration isolation. In this paper, we present an online input force time history reconstruction algorithm using Dynamic Principal Component Analysis (DPCA) from the acceleration time history response measurements using moving windows. We also present an optimal sensor placement algorithm to place limited sensors at dynamically sensitive spatial locations. The major advantage of the proposed input force identification algorithm is that it does not require finite element idealization of structure unlike the earlier formulations and therefore free from physical modelling errors. We have considered three numerical examples to validate the accuracy of the proposed DPCA based method. Effects of measurement noise, multiple force identification, different kinds of loading, incomplete measurements, and high noise levels are investigated in detail. Parametric studies have been carried out to arrive at optimal window size and also the percentage of window overlap. Studies presented in this paper clearly establish the merits of the proposed algorithm for online load identification.

Small Body GN&C Research Report: A Robust Model Predictive Control Algorithm with Guaranteed Resolvability

NASA Technical Reports Server (NTRS)

Acikmese, Behcet A.; Carson, John M., III

2005-01-01

A robustly stabilizing MPC (model predictive control) algorithm for uncertain nonlinear systems is developed that guarantees the resolvability of the associated finite-horizon optimal control problem in a receding-horizon implementation. The control consists of two components; (i) feedforward, and (ii) feedback part. Feed-forward control is obtained by online solution of a finite-horizon optimal control problem for the nominal system dynamics. The feedback control policy is designed off-line based on a bound on the uncertainty in the system model. The entire controller is shown to be robustly stabilizing with a region of attraction composed of initial states for which the finite-horizon optimal control problem is feasible. The controller design for this algorithm is demonstrated on a class of systems with uncertain nonlinear terms that have norm-bounded derivatives, and derivatives in polytopes. An illustrative numerical example is also provided.

Adaptive mesh refinement and front-tracking for shear bands in an antiplane shear model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Garaizar, F.X.; Trangenstein, J.

1998-09-01

In this paper the authors describe a numerical algorithm for the study of hear-band formation and growth in a two-dimensional antiplane shear of granular materials. The algorithm combines front-tracking techniques and adaptive mesh refinement. Tracking provides a more careful evolution of the band when coupled with special techniques to advance the ends of the shear band in the presence of a loss of hyperbolicity. The adaptive mesh refinement allows the computational effort to be concentrated in important areas of the deformation, such as the shear band and the elastic relief wave. The main challenges are the problems related to shearmore » bands that extend across several grid patches and the effects that a nonhyperbolic growth rate of the shear bands has in the refinement process. They give examples of the success of the algorithm for various levels of refinement.« less

A robust model predictive control algorithm for uncertain nonlinear systems that guarantees resolvability

NASA Technical Reports Server (NTRS)

Acikmese, Ahmet Behcet; Carson, John M., III

2006-01-01

A robustly stabilizing MPC (model predictive control) algorithm for uncertain nonlinear systems is developed that guarantees resolvability. With resolvability, initial feasibility of the finite-horizon optimal control problem implies future feasibility in a receding-horizon framework. The control consists of two components; (i) feed-forward, and (ii) feedback part. Feed-forward control is obtained by online solution of a finite-horizon optimal control problem for the nominal system dynamics. The feedback control policy is designed off-line based on a bound on the uncertainty in the system model. The entire controller is shown to be robustly stabilizing with a region of attraction composed of initial states for which the finite-horizon optimal control problem is feasible. The controller design for this algorithm is demonstrated on a class of systems with uncertain nonlinear terms that have norm-bounded derivatives and derivatives in polytopes. An illustrative numerical example is also provided.

Vibration based algorithm for crack detection in cantilever beam containing two different types of cracks

NASA Astrophysics Data System (ADS)

Behzad, Mehdi; Ghadami, Amin; Maghsoodi, Ameneh; Michael Hale, Jack

2013-11-01

In this paper, a simple method for detection of multiple edge cracks in Euler-Bernoulli beams having two different types of cracks is presented based on energy equations. Each crack is modeled as a massless rotational spring using Linear Elastic Fracture Mechanics (LEFM) theory, and a relationship among natural frequencies, crack locations and stiffness of equivalent springs is demonstrated. In the procedure, for detection of m cracks in a beam, 3m equations and natural frequencies of healthy and cracked beam in two different directions are needed as input to the algorithm. The main accomplishment of the presented algorithm is the capability to detect the location, severity and type of each crack in a multi-cracked beam. Concise and simple calculations along with accuracy are other advantages of this method. A number of numerical examples for cantilever beams including one and two cracks are presented to validate the method.

A survey of upwind methods for flows with equilibrium and non-equilibrium chemistry and thermodynamics

NASA Technical Reports Server (NTRS)

Grossman, B.; Garrett, J.; Cinnella, P.

1989-01-01

Several versions of flux-vector split and flux-difference split algorithms were compared with regard to general applicability and complexity. Test computations were performed using curve-fit equilibrium air chemistry for an M = 5 high-temperature inviscid flow over a wedge, and an M = 24.5 inviscid flow over a blunt cylinder for test computations; for these cases, little difference in accuracy was found among the versions of the same flux-split algorithm. For flows with nonequilibrium chemistry, the effects of the thermodynamic model on the development of flux-vector split and flux-difference split algorithms were investigated using an equilibrium model, a general nonequilibrium model, and a simplified model based on vibrational relaxation. Several numerical examples are presented, including nonequilibrium air chemistry in a high-temperature shock tube and nonequilibrium hydrogen-air chemistry in a supersonic diffuser.

A multimodal logistics service network design with time windows and environmental concerns

PubMed Central

Zhang, Dezhi; He, Runzhong; Wang, Zhongwei

2017-01-01

The design of a multimodal logistics service network with customer service time windows and environmental costs is an important and challenging issue. Accordingly, this work established a model to minimize the total cost of multimodal logistics service network design with time windows and environmental concerns. The proposed model incorporates CO2 emission costs to determine the optimal transportation mode combinations and investment selections for transfer nodes, which consider transport cost, transport time, carbon emission, and logistics service time window constraints. Furthermore, genetic and heuristic algorithms are proposed to set up the abovementioned optimal model. A numerical example is provided to validate the model and the abovementioned two algorithms. Then, comparisons of the performance of the two algorithms are provided. Finally, this work investigates the effects of the logistics service time windows and CO2 emission taxes on the optimal solution. Several important management insights are obtained. PMID:28934272

Rock climbing: A local-global algorithm to compute minimum energy and minimum free energy pathways.

PubMed

Templeton, Clark; Chen, Szu-Hua; Fathizadeh, Arman; Elber, Ron

2017-10-21

The calculation of minimum energy or minimum free energy paths is an important step in the quantitative and qualitative studies of chemical and physical processes. The computations of these coordinates present a significant challenge and have attracted considerable theoretical and computational interest. Here we present a new local-global approach to study reaction coordinates, based on a gradual optimization of an action. Like other global algorithms, it provides a path between known reactants and products, but it uses a local algorithm to extend the current path in small steps. The local-global approach does not require an initial guess to the path, a major challenge for global pathway finders. Finally, it provides an exact answer (the steepest descent path) at the end of the calculations. Numerical examples are provided for the Mueller potential and for a conformational transition in a solvated ring system.

The motion of a vortex on a closed surface of constant negative curvature.

PubMed

Ragazzo, C Grotta

2017-10-01

The purpose of this work is to present an algorithm to determine the motion of a single hydrodynamic vortex on a closed surface of constant curvature and of genus greater than one. The algorithm is based on a relation between the Laplace-Beltrami Green function and the heat kernel. The algorithm is used to compute the motion of a vortex on the Bolza surface. This is the first determination of the orbits of a vortex on a closed surface of genus greater than one. The numerical results show that all the 46 vortex equilibria can be explicitly computed using the symmetries of the Bolza surface. Some of these equilibria allow for the construction of the first two examples of infinite vortex crystals on the hyperbolic disc. The following theorem is proved: 'a Weierstrass point of a hyperellitic surface of constant curvature is always a vortex equilibrium'.

A comparison between IMSC, PI and MIMSC methods in controlling the vibration of flexible systems

NASA Technical Reports Server (NTRS)

Baz, A.; Poh, S.

1987-01-01

A comparative study is presented between three active control algorithms which have proven to be successful in controlling the vibrations of large flexible systems. These algorithms are: the Independent Modal Space Control (IMSC), the Pseudo-inverse (PI), and the Modified Independent Modal Space Control (MIMSC). Emphasis is placed on demonstrating the effectiveness of the MIMSC method in controlling the vibration of large systems with small number of actuators by using an efficient time sharing strategy. Such a strategy favors the MIMSC over the IMSC method, which requires a large number of actuators to control equal number of modes, and also over the PI method which attempts to control large number of modes with smaller number of actuators through the use of an in-exact statistical realization of a modal controller. Numerical examples are presented to illustrate the main features of the three algorithms and the merits of the MIMSC method.

Distributed optimisation problem with communication delay and external disturbance

NASA Astrophysics Data System (ADS)

Tran, Ngoc-Tu; Xiao, Jiang-Wen; Wang, Yan-Wu; Yang, Wu

2017-12-01

This paper investigates the distributed optimisation problem for the multi-agent systems (MASs) with the simultaneous presence of external disturbance and the communication delay. To solve this problem, a two-step design scheme is introduced. In the first step, based on the internal model principle, the internal model term is constructed to compensate the disturbance asymptotically. In the second step, a distributed optimisation algorithm is designed to solve the distributed optimisation problem based on the MASs with the simultaneous presence of disturbance and communication delay. Moreover, in the proposed algorithm, each agent interacts with its neighbours through the connected topology and the delay occurs during the information exchange. By utilising Lyapunov-Krasovskii functional, the delay-dependent conditions are derived for both slowly and fast time-varying delay, respectively, to ensure the convergence of the algorithm to the optimal solution of the optimisation problem. Several numerical simulation examples are provided to illustrate the effectiveness of the theoretical results.

High-Performance Computation of Distributed-Memory Parallel 3D Voronoi and Delaunay Tessellation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Peterka, Tom; Morozov, Dmitriy; Phillips, Carolyn

2014-11-14

Computing a Voronoi or Delaunay tessellation from a set of points is a core part of the analysis of many simulated and measured datasets: N-body simulations, molecular dynamics codes, and LIDAR point clouds are just a few examples. Such computational geometry methods are common in data analysis and visualization; but as the scale of simulations and observations surpasses billions of particles, the existing serial and shared-memory algorithms no longer suffice. A distributed-memory scalable parallel algorithm is the only feasible approach. The primary contribution of this paper is a new parallel Delaunay and Voronoi tessellation algorithm that automatically determines which neighbormore » points need to be exchanged among the subdomains of a spatial decomposition. Other contributions include periodic and wall boundary conditions, comparison of our method using two popular serial libraries, and application to numerous science datasets.« less

A multimodal logistics service network design with time windows and environmental concerns.

PubMed

Zhang, Dezhi; He, Runzhong; Li, Shuangyan; Wang, Zhongwei

2017-01-01

The design of a multimodal logistics service network with customer service time windows and environmental costs is an important and challenging issue. Accordingly, this work established a model to minimize the total cost of multimodal logistics service network design with time windows and environmental concerns. The proposed model incorporates CO2 emission costs to determine the optimal transportation mode combinations and investment selections for transfer nodes, which consider transport cost, transport time, carbon emission, and logistics service time window constraints. Furthermore, genetic and heuristic algorithms are proposed to set up the abovementioned optimal model. A numerical example is provided to validate the model and the abovementioned two algorithms. Then, comparisons of the performance of the two algorithms are provided. Finally, this work investigates the effects of the logistics service time windows and CO2 emission taxes on the optimal solution. Several important management insights are obtained.

Model reduction of nonsquare linear MIMO systems using multipoint matrix continued-fraction expansions

NASA Technical Reports Server (NTRS)

Guo, Tong-Yi; Hwang, Chyi; Shieh, Leang-San

1994-01-01

This paper deals with the multipoint Cauer matrix continued-fraction expansion (MCFE) for model reduction of linear multi-input multi-output (MIMO) systems with various numbers of inputs and outputs. A salient feature of the proposed MCFE approach to model reduction of MIMO systems with square transfer matrices is its equivalence to the matrix Pade approximation approach. The Cauer second form of the ordinary MCFE for a square transfer function matrix is generalized in this paper to a multipoint and nonsquare-matrix version. An interesting connection of the multipoint Cauer MCFE method to the multipoint matrix Pade approximation method is established. Also, algorithms for obtaining the reduced-degree matrix-fraction descriptions and reduced-dimensional state-space models from a transfer function matrix via the multipoint Cauer MCFE algorithm are presented. Practical advantages of using the multipoint Cauer MCFE are discussed and a numerical example is provided to illustrate the algorithms.

Sequential and parallel image restoration: neural network implementations.

PubMed

Figueiredo, M T; Leitao, J N

1994-01-01

Sequential and parallel image restoration algorithms and their implementations on neural networks are proposed. For images degraded by linear blur and contaminated by additive white Gaussian noise, maximum a posteriori (MAP) estimation and regularization theory lead to the same high dimension convex optimization problem. The commonly adopted strategy (in using neural networks for image restoration) is to map the objective function of the optimization problem into the energy of a predefined network, taking advantage of its energy minimization properties. Departing from this approach, we propose neural implementations of iterative minimization algorithms which are first proved to converge. The developed schemes are based on modified Hopfield (1985) networks of graded elements, with both sequential and parallel updating schedules. An algorithm supported on a fully standard Hopfield network (binary elements and zero autoconnections) is also considered. Robustness with respect to finite numerical precision is studied, and examples with real images are presented.

Pole-placement Predictive Functional Control for under-damped systems with real numbers algebra.

PubMed

Zabet, K; Rossiter, J A; Haber, R; Abdullah, M

2017-11-01

This paper presents the new algorithm of PP-PFC (Pole-placement Predictive Functional Control) for stable, linear under-damped higher-order processes. It is shown that while conventional PFC aims to get first-order exponential behavior, this is not always straightforward with significant under-damped modes and hence a pole-placement PFC algorithm is proposed which can be tuned more precisely to achieve the desired dynamics, but exploits complex number algebra and linear combinations in order to deliver guarantees of stability and performance. Nevertheless, practical implementation is easier by avoiding complex number algebra and hence a modified formulation of the PP-PFC algorithm is also presented which utilises just real numbers while retaining the key attributes of simple algebra, coding and tuning. The potential advantages are demonstrated with numerical examples and real-time control of a laboratory plant. Copyright © 2017 ISA. All rights reserved.

An integral equation-based numerical solver for Taylor states in toroidal geometries

NASA Astrophysics Data System (ADS)

O'Neil, Michael; Cerfon, Antoine J.

2018-04-01

We present an algorithm for the numerical calculation of Taylor states in toroidal and toroidal-shell geometries using an analytical framework developed for the solution to the time-harmonic Maxwell equations. Taylor states are a special case of what are known as Beltrami fields, or linear force-free fields. The scheme of this work relies on the generalized Debye source representation of Maxwell fields and an integral representation of Beltrami fields which immediately yields a well-conditioned second-kind integral equation. This integral equation has a unique solution whenever the Beltrami parameter λ is not a member of a discrete, countable set of resonances which physically correspond to spontaneous symmetry breaking. Several numerical examples relevant to magnetohydrodynamic equilibria calculations are provided. Lastly, our approach easily generalizes to arbitrary geometries, both bounded and unbounded, and of varying genus.

Sparsity-based acoustic inversion in cross-sectional multiscale optoacoustic imaging

DOE Office of Scientific and Technical Information (OSTI.GOV)

Han, Yiyong; Tzoumas, Stratis; Nunes, Antonio

2015-09-15

Purpose: With recent advancement in hardware of optoacoustic imaging systems, highly detailed cross-sectional images may be acquired at a single laser shot, thus eliminating motion artifacts. Nonetheless, other sources of artifacts remain due to signal distortion or out-of-plane signals. The purpose of image reconstruction algorithms is to obtain the most accurate images from noisy, distorted projection data. Methods: In this paper, the authors use the model-based approach for acoustic inversion, combined with a sparsity-based inversion procedure. Specifically, a cost function is used that includes the L1 norm of the image in sparse representation and a total variation (TV) term. Themore » optimization problem is solved by a numerically efficient implementation of a nonlinear gradient descent algorithm. TV–L1 model-based inversion is tested in the cross section geometry for numerically generated data as well as for in vivo experimental data from an adult mouse. Results: In all cases, model-based TV–L1 inversion showed a better performance over the conventional Tikhonov regularization, TV inversion, and L1 inversion. In the numerical examples, the images reconstructed with TV–L1 inversion were quantitatively more similar to the originating images. In the experimental examples, TV–L1 inversion yielded sharper images and weaker streak artifact. Conclusions: The results herein show that TV–L1 inversion is capable of improving the quality of highly detailed, multiscale optoacoustic images obtained in vivo using cross-sectional imaging systems. As a result of its high fidelity, model-based TV–L1 inversion may be considered as the new standard for image reconstruction in cross-sectional imaging.« less

Algorithms for optimized maximum entropy and diagnostic tools for analytic continuation.

PubMed

Bergeron, Dominic; Tremblay, A-M S

2016-08-01

Analytic continuation of numerical data obtained in imaginary time or frequency has become an essential part of many branches of quantum computational physics. It is, however, an ill-conditioned procedure and thus a hard numerical problem. The maximum-entropy approach, based on Bayesian inference, is the most widely used method to tackle that problem. Although the approach is well established and among the most reliable and efficient ones, useful developments of the method and of its implementation are still possible. In addition, while a few free software implementations are available, a well-documented, optimized, general purpose, and user-friendly software dedicated to that specific task is still lacking. Here we analyze all aspects of the implementation that are critical for accuracy and speed and present a highly optimized approach to maximum entropy. Original algorithmic and conceptual contributions include (1) numerical approximations that yield a computational complexity that is almost independent of temperature and spectrum shape (including sharp Drude peaks in broad background, for example) while ensuring quantitative accuracy of the result whenever precision of the data is sufficient, (2) a robust method of choosing the entropy weight α that follows from a simple consistency condition of the approach and the observation that information- and noise-fitting regimes can be identified clearly from the behavior of χ^{2} with respect to α, and (3) several diagnostics to assess the reliability of the result. Benchmarks with test spectral functions of different complexity and an example with an actual physical simulation are presented. Our implementation, which covers most typical cases for fermions, bosons, and response functions, is available as an open source, user-friendly software.

Algorithms for optimized maximum entropy and diagnostic tools for analytic continuation

NASA Astrophysics Data System (ADS)

Bergeron, Dominic; Tremblay, A.-M. S.

2016-08-01

Analytic continuation of numerical data obtained in imaginary time or frequency has become an essential part of many branches of quantum computational physics. It is, however, an ill-conditioned procedure and thus a hard numerical problem. The maximum-entropy approach, based on Bayesian inference, is the most widely used method to tackle that problem. Although the approach is well established and among the most reliable and efficient ones, useful developments of the method and of its implementation are still possible. In addition, while a few free software implementations are available, a well-documented, optimized, general purpose, and user-friendly software dedicated to that specific task is still lacking. Here we analyze all aspects of the implementation that are critical for accuracy and speed and present a highly optimized approach to maximum entropy. Original algorithmic and conceptual contributions include (1) numerical approximations that yield a computational complexity that is almost independent of temperature and spectrum shape (including sharp Drude peaks in broad background, for example) while ensuring quantitative accuracy of the result whenever precision of the data is sufficient, (2) a robust method of choosing the entropy weight α that follows from a simple consistency condition of the approach and the observation that information- and noise-fitting regimes can be identified clearly from the behavior of χ2 with respect to α , and (3) several diagnostics to assess the reliability of the result. Benchmarks with test spectral functions of different complexity and an example with an actual physical simulation are presented. Our implementation, which covers most typical cases for fermions, bosons, and response functions, is available as an open source, user-friendly software.

DYNAMIC STABILITY OF THE SOLAR SYSTEM: STATISTICALLY INCONCLUSIVE RESULTS FROM ENSEMBLE INTEGRATIONS

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zeebe, Richard E., E-mail: zeebe@soest.hawaii.edu

Due to the chaotic nature of the solar system, the question of its long-term stability can only be answered in a statistical sense, for instance, based on numerical ensemble integrations of nearby orbits. Destabilization of the inner planets, leading to close encounters and/or collisions can be initiated through a large increase in Mercury's eccentricity, with a currently assumed likelihood of ∼1%. However, little is known at present about the robustness of this number. Here I report ensemble integrations of the full equations of motion of the eight planets and Pluto over 5 Gyr, including contributions from general relativity. The resultsmore » show that different numerical algorithms lead to statistically different results for the evolution of Mercury's eccentricity (e{sub M}). For instance, starting at present initial conditions (e{sub M}≃0.21), Mercury's maximum eccentricity achieved over 5 Gyr is, on average, significantly higher in symplectic ensemble integrations using heliocentric rather than Jacobi coordinates and stricter error control. In contrast, starting at a possible future configuration (e{sub M}≃0.53), Mercury's maximum eccentricity achieved over the subsequent 500 Myr is, on average, significantly lower using heliocentric rather than Jacobi coordinates. For example, the probability for e{sub M} to increase beyond 0.53 over 500 Myr is >90% (Jacobi) versus only 40%-55% (heliocentric). This poses a dilemma because the physical evolution of the real system—and its probabilistic behavior—cannot depend on the coordinate system or the numerical algorithm chosen to describe it. Some tests of the numerical algorithms suggest that symplectic integrators using heliocentric coordinates underestimate the odds for destabilization of Mercury's orbit at high initial e{sub M}.« less

Adaptive control based on retrospective cost optimization

NASA Technical Reports Server (NTRS)

Bernstein, Dennis S. (Inventor); Santillo, Mario A. (Inventor)

2012-01-01

A discrete-time adaptive control law for stabilization, command following, and disturbance rejection that is effective for systems that are unstable, MIMO, and/or nonminimum phase. The adaptive control algorithm includes guidelines concerning the modeling information needed for implementation. This information includes the relative degree, the first nonzero Markov parameter, and the nonminimum-phase zeros. Except when the plant has nonminimum-phase zeros whose absolute value is less than the plant's spectral radius, the required zero information can be approximated by a sufficient number of Markov parameters. No additional information about the poles or zeros need be known. Numerical examples are presented to illustrate the algorithm's effectiveness in handling systems with errors in the required modeling data, unknown latency, sensor noise, and saturation.

Learning partial differential equations via data discovery and sparse optimization

NASA Astrophysics Data System (ADS)

Schaeffer, Hayden

2017-01-01

We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection.

Fast Multilevel Solvers for a Class of Discrete Fourth Order Parabolic Problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zheng, Bin; Chen, Luoping; Hu, Xiaozhe

2016-03-05

In this paper, we study fast iterative solvers for the solution of fourth order parabolic equations discretized by mixed finite element methods. We propose to use consistent mass matrix in the discretization and use lumped mass matrix to construct efficient preconditioners. We provide eigenvalue analysis for the preconditioned system and estimate the convergence rate of the preconditioned GMRes method. Furthermore, we show that these preconditioners only need to be solved inexactly by optimal multigrid algorithms. Our numerical examples indicate that the proposed preconditioners are very efficient and robust with respect to both discretization parameters and diffusion coefficients. We also investigatemore » the performance of multigrid algorithms with either collective smoothers or distributive smoothers when solving the preconditioner systems.« less

Quantitative analysis of terahertz spectra for illicit drugs using adaptive-range micro-genetic algorithm

NASA Astrophysics Data System (ADS)

Chen, Yi; Ma, Yong; Lu, Zheng; Peng, Bei; Chen, Qin

2011-08-01

In the field of anti-illicit drug applications, many suspicious mixture samples might consist of various drug components—for example, a mixture of methamphetamine, heroin, and amoxicillin—which makes spectral identification very difficult. A terahertz spectroscopic quantitative analysis method using an adaptive range micro-genetic algorithm with a variable internal population (ARVIPɛμGA) has been proposed. Five mixture cases are discussed using ARVIPɛμGA driven quantitative terahertz spectroscopic analysis in this paper. The devised simulation results show agreement with the previous experimental results, which suggested that the proposed technique has potential applications for terahertz spectral identifications of drug mixture components. The results show agreement with the results obtained using other experimental and numerical techniques.

Performance Analysis of Blind Subspace-Based Signature Estimation Algorithms for DS-CDMA Systems with Unknown Correlated Noise

NASA Astrophysics Data System (ADS)

Zarifi, Keyvan; Gershman, Alex B.

2006-12-01

We analyze the performance of two popular blind subspace-based signature waveform estimation techniques proposed by Wang and Poor and Buzzi and Poor for direct-sequence code division multiple-access (DS-CDMA) systems with unknown correlated noise. Using the first-order perturbation theory, analytical expressions for the mean-square error (MSE) of these algorithms are derived. We also obtain simple high SNR approximations of the MSE expressions which explicitly clarify how the performance of these techniques depends on the environmental parameters and how it is related to that of the conventional techniques that are based on the standard white noise assumption. Numerical examples further verify the consistency of the obtained analytical results with simulation results.

Genetically Engineered Microelectronic Infrared Filters

NASA Technical Reports Server (NTRS)

Cwik, Tom; Klimeck, Gerhard

1998-01-01

A genetic algorithm is used for design of infrared filters and in the understanding of the material structure of a resonant tunneling diode. These two components are examples of microdevices and nanodevices that can be numerically simulated using fundamental mathematical and physical models. Because the number of parameters that can be used in the design of one of these devices is large, and because experimental exploration of the design space is unfeasible, reliable software models integrated with global optimization methods are examined The genetic algorithm and engineering design codes have been implemented on massively parallel computers to exploit their high performance. Design results are presented for the infrared filter showing new and optimized device design. Results for nanodevices are presented in a companion paper at this workshop.

Spacecraft alignment estimation. [for onboard sensors

NASA Technical Reports Server (NTRS)

Shuster, Malcolm D.; Bierman, Gerald J.

1988-01-01

A numerically well-behaved factorized methodology is developed for estimating spacecraft sensor alignments from prelaunch and inflight data without the need to compute the spacecraft attitude or angular velocity. Such a methodology permits the estimation of sensor alignments (or other biases) in a framework free of unknown dynamical variables. In actual mission implementation such an algorithm is usually better behaved than one that must compute sensor alignments simultaneously with the spacecraft attitude, for example by means of a Kalman filter. In particular, such a methodology is less sensitive to data dropouts of long duration, and the derived measurement used in the attitude-independent algorithm usually makes data checking and editing of outliers much simpler than would be the case in the filter.

Split Node and Stress Glut Methods for Dynamic Rupture Simulations in Finite Elements.

NASA Astrophysics Data System (ADS)

Ramirez-Guzman, L.; Bielak, J.

2008-12-01

I present two numerical techniques to solve the Dynamic problem. I revisit and modify the Split Node approach and introduce a Stress Glut type Method. Both algorithms are implemented using a iso/sub- parametric FEM solver. In the first case, I discuss the formulation and perform an analysis of convergence for different orders of approximation for the acoustic case. I describe the algorithm of the second methodology as well as the assumptions made. The key to the new technique is to have an accurate representation of the traction. Thus, I devote part of the discussion to analyze the tractions for a simple example. The sensitivity of the method is tested by comparing against Split Node solutions.

A Differential Evolution Algorithm Based on Nikaido-Isoda Function for Solving Nash Equilibrium in Nonlinear Continuous Games

PubMed Central

He, Feng; Zhang, Wei; Zhang, Guoqiang

2016-01-01

A differential evolution algorithm for solving Nash equilibrium in nonlinear continuous games is presented in this paper, called NIDE (Nikaido-Isoda differential evolution). At each generation, parent and child strategy profiles are compared one by one pairwisely, adapting Nikaido-Isoda function as fitness function. In practice, the NE of nonlinear game model with cubic cost function and quadratic demand function is solved, and this method could also be applied to non-concave payoff functions. Moreover, the NIDE is compared with the existing Nash Domination Evolutionary Multiplayer Optimization (NDEMO), the result showed that NIDE was significantly better than NDEMO with less iterations and shorter running time. These numerical examples suggested that the NIDE method is potentially useful. PMID:27589229

Learning partial differential equations via data discovery and sparse optimization.

PubMed

Schaeffer, Hayden

2017-01-01

We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection.

Learning partial differential equations via data discovery and sparse optimization

PubMed Central

2017-01-01

We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection. PMID:28265183

Exponential H ∞ Synchronization of Chaotic Cryptosystems Using an Improved Genetic Algorithm

PubMed Central

Hsiao, Feng-Hsiag

2015-01-01

This paper presents a systematic design methodology for neural-network- (NN-) based secure communications in multiple time-delay chaotic (MTDC) systems with optimal H ∞ performance and cryptography. On the basis of the Improved Genetic Algorithm (IGA), which is demonstrated to have better performance than that of a traditional GA, a model-based fuzzy controller is then synthesized to stabilize the MTDC systems. A fuzzy controller is synthesized to not only realize the exponential synchronization, but also achieve optimal H ∞ performance by minimizing the disturbance attenuation level. Furthermore, the error of the recovered message is stated by using the n-shift cipher and key. Finally, a numerical example with simulations is given to demonstrate the effectiveness of our approach. PMID:26366432

A surrogate accelerated multicanonical Monte Carlo method for uncertainty quantification

NASA Astrophysics Data System (ADS)

Wu, Keyi; Li, Jinglai

2016-09-01

In this work we consider a class of uncertainty quantification problems where the system performance or reliability is characterized by a scalar parameter y. The performance parameter y is random due to the presence of various sources of uncertainty in the system, and our goal is to estimate the probability density function (PDF) of y. We propose to use the multicanonical Monte Carlo (MMC) method, a special type of adaptive importance sampling algorithms, to compute the PDF of interest. Moreover, we develop an adaptive algorithm to construct local Gaussian process surrogates to further accelerate the MMC iterations. With numerical examples we demonstrate that the proposed method can achieve several orders of magnitudes of speedup over the standard Monte Carlo methods.

Efficient sequential and parallel algorithms for record linkage.

PubMed

Mamun, Abdullah-Al; Mi, Tian; Aseltine, Robert; Rajasekaran, Sanguthevar

2014-01-01

Integrating data from multiple sources is a crucial and challenging problem. Even though there exist numerous algorithms for record linkage or deduplication, they suffer from either large time needs or restrictions on the number of datasets that they can integrate. In this paper we report efficient sequential and parallel algorithms for record linkage which handle any number of datasets and outperform previous algorithms. Our algorithms employ hierarchical clustering algorithms as the basis. A key idea that we use is radix sorting on certain attributes to eliminate identical records before any further processing. Another novel idea is to form a graph that links similar records and find the connected components. Our sequential and parallel algorithms have been tested on a real dataset of 1,083,878 records and synthetic datasets ranging in size from 50,000 to 9,000,000 records. Our sequential algorithm runs at least two times faster, for any dataset, than the previous best-known algorithm, the two-phase algorithm using faster computation of the edit distance (TPA (FCED)). The speedups obtained by our parallel algorithm are almost linear. For example, we get a speedup of 7.5 with 8 cores (residing in a single node), 14.1 with 16 cores (residing in two nodes), and 26.4 with 32 cores (residing in four nodes). We have compared the performance of our sequential algorithm with TPA (FCED) and found that our algorithm outperforms the previous one. The accuracy is the same as that of this previous best-known algorithm.

Delay-Dependent Stability Criterion for Bidirectional Associative Memory Neural Networks with Interval Time-Varying Delays

NASA Astrophysics Data System (ADS)

Park, Ju H.; Kwon, O. M.

In the letter, the global asymptotic stability of bidirectional associative memory (BAM) neural networks with delays is investigated. The delay is assumed to be time-varying and belongs to a given interval. A novel stability criterion for the stability is presented based on the Lyapunov method. The criterion is represented in terms of linear matrix inequality (LMI), which can be solved easily by various optimization algorithms. Two numerical examples are illustrated to show the effectiveness of our new result.

An efficient solution procedure for the thermoelastic analysis of truss space structures

NASA Technical Reports Server (NTRS)

Givoli, D.; Rand, O.

1992-01-01

A solution procedure is proposed for the thermal and thermoelastic analysis of truss space structures in periodic motion. In this method, the spatial domain is first descretized using a consistent finite element formulation. Then the resulting semi-discrete equations in time are solved analytically by using Fourier decomposition. Geometrical symmetry is taken advantage of completely. An algorithm is presented for the calculation of heat flux distribution. The method is demonstrated via a numerical example of a cylindrically shaped space structure.

Table look-up estimation of signal and noise parameters from quantized observables

NASA Technical Reports Server (NTRS)

Vilnrotter, V. A.; Rodemich, E. R.

1986-01-01

A table look-up algorithm for estimating underlying signal and noise parameters from quantized observables is examined. A general mathematical model is developed, and a look-up table designed specifically for estimating parameters from four-bit quantized data is described. Estimator performance is evaluated both analytically and by means of numerical simulation, and an example is provided to illustrate the use of the look-up table for estimating signal-to-noise ratios commonly encountered in Voyager-type data.

Digital computer programs for generating oblique orthographic projections and contour plots

NASA Technical Reports Server (NTRS)

Giles, G. L.

1975-01-01

User and programer documentation is presented for two programs for automatic plotting of digital data. One of the programs generates oblique orthographic projections of three-dimensional numerical models and the other program generates contour plots of data distributed in an arbitrary planar region. A general description of the computational algorithms, user instructions, and complete listings of the programs is given. Several plots are included to illustrate various program options, and a single example is described to facilitate learning the use of the programs.

Minimum energy control and optimal-satisfactory control of Boolean control network

NASA Astrophysics Data System (ADS)

Li, Fangfei; Lu, Xiwen

2013-12-01

In the literatures, to transfer the Boolean control network from the initial state to the desired state, the expenditure of energy has been rarely considered. Motivated by this, this Letter investigates the minimum energy control and optimal-satisfactory control of Boolean control network. Based on the semi-tensor product of matrices and Floyd's algorithm, minimum energy, constrained minimum energy and optimal-satisfactory control design for Boolean control network are given respectively. A numerical example is presented to illustrate the efficiency of the obtained results.

Multi-Dimensional Asymptotically Stable 4th Order Accurate Schemes for the Diffusion Equation

NASA Technical Reports Server (NTRS)

Abarbanel, Saul; Ditkowski, Adi

1996-01-01

An algorithm is presented which solves the multi-dimensional diffusion equation on co mplex shapes to 4th-order accuracy and is asymptotically stable in time. This bounded-error result is achieved by constructing, on a rectangular grid, a differentiation matrix whose symmetric part is negative definite. The differentiation matrix accounts for the Dirichlet boundary condition by imposing penalty like terms. Numerical examples in 2-D show that the method is effective even where standard schemes, stable by traditional definitions fail.

MUSIC imaging method for electromagnetic inspection of composite multi-layers

NASA Astrophysics Data System (ADS)

Rodeghiero, Giacomo; Ding, Ping-Ping; Zhong, Yu; Lambert, Marc; Lesselier, Dominique

2015-03-01

A first-order asymptotic formulation of the electric field scattered by a small inclusion (with respect to the wavelength in dielectric regime or to the skin depth in conductive regime) embedded in composite material is given. It is validated by comparison with results obtained using a Method of Moments (MoM). A non-iterative MUltiple SIgnal Classification (MUSIC) imaging method is utilized in the same configuration to locate the position of small defects. The effectiveness of the imaging algorithm is illustrated through some numerical examples.

A higher-order split-step Fourier parabolic-equation sound propagation solution scheme.

PubMed

Lin, Ying-Tsong; Duda, Timothy F

2012-08-01

A three-dimensional Cartesian parabolic-equation model with a higher-order approximation to the square-root Helmholtz operator is presented for simulating underwater sound propagation in ocean waveguides. The higher-order approximation includes cross terms with the free-space square-root Helmholtz operator and the medium phase speed anomaly. It can be implemented with a split-step Fourier algorithm to solve for sound pressure in the model. Two idealized ocean waveguide examples are presented to demonstrate the performance of this numerical technique.

Computation of rare transitions in the barotropic quasi-geostrophic equations

NASA Astrophysics Data System (ADS)

Laurie, Jason; Bouchet, Freddy

2015-01-01

We investigate the theoretical and numerical computation of rare transitions in simple geophysical turbulent models. We consider the barotropic quasi-geostrophic and two-dimensional Navier-Stokes equations in regimes where bistability between two coexisting large-scale attractors exist. By means of large deviations and instanton theory with the use of an Onsager-Machlup path integral formalism for the transition probability, we show how one can directly compute the most probable transition path between two coexisting attractors analytically in an equilibrium (Langevin) framework and numerically otherwise. We adapt a class of numerical optimization algorithms known as minimum action methods to simple geophysical turbulent models. We show that by numerically minimizing an appropriate action functional in a large deviation limit, one can predict the most likely transition path for a rare transition between two states. By considering examples where theoretical predictions can be made, we show that the minimum action method successfully predicts the most likely transition path. Finally, we discuss the application and extension of such numerical optimization schemes to the computation of rare transitions observed in direct numerical simulations and experiments and to other, more complex, turbulent systems.

Dynamics of Quantum Adiabatic Evolution Algorithm for Number Partitioning

NASA Technical Reports Server (NTRS)

Smelyanskiy, V. N.; Toussaint, U. V.; Timucin, D. A.

2002-01-01

We have developed a general technique to study the dynamics of the quantum adiabatic evolution algorithm applied to random combinatorial optimization problems in the asymptotic limit of large problem size n. We use as an example the NP-complete Number Partitioning problem and map the algorithm dynamics to that of an auxiliary quantum spin glass system with the slowly varying Hamiltonian. We use a Green function method to obtain the adiabatic eigenstates and the minimum excitation gap. g min, = O(n 2(exp -n/2), corresponding to the exponential complexity of the algorithm for Number Partitioning. The key element of the analysis is the conditional energy distribution computed for the set of all spin configurations generated from a given (ancestor) configuration by simultaneous flipping of a fixed number of spins. For the problem in question this distribution is shown to depend on the ancestor spin configuration only via a certain parameter related to 'the energy of the configuration. As the result, the algorithm dynamics can be described in terms of one-dimensional quantum diffusion in the energy space. This effect provides a general limitation of a quantum adiabatic computation in random optimization problems. Analytical results are in agreement with the numerical simulation of the algorithm.

Laboratory for Engineering Man/Machine Systems (LEMS): System identification, model reduction and deconvolution filtering using Fourier based modulating signals and high order statistics

NASA Technical Reports Server (NTRS)

Pan, Jianqiang

1992-01-01

Several important problems in the fields of signal processing and model identification, such as system structure identification, frequency response determination, high order model reduction, high resolution frequency analysis, deconvolution filtering, and etc. Each of these topics involves a wide range of applications and has received considerable attention. Using the Fourier based sinusoidal modulating signals, it is shown that a discrete autoregressive model can be constructed for the least squares identification of continuous systems. Some identification algorithms are presented for both SISO and MIMO systems frequency response determination using only transient data. Also, several new schemes for model reduction were developed. Based upon the complex sinusoidal modulating signals, a parametric least squares algorithm for high resolution frequency estimation is proposed. Numerical examples show that the proposed algorithm gives better performance than the usual. Also, the problem was studied of deconvolution and parameter identification of a general noncausal nonminimum phase ARMA system driven by non-Gaussian stationary random processes. Algorithms are introduced for inverse cumulant estimation, both in the frequency domain via the FFT algorithms and in the domain via the least squares algorithm.

Dynamics of Quantum Adiabatic Evolution Algorithm for Number Partitioning

NASA Technical Reports Server (NTRS)

Smelyanskiy, Vadius; vonToussaint, Udo V.; Timucin, Dogan A.; Clancy, Daniel (Technical Monitor)

2002-01-01

We have developed a general technique to study the dynamics of the quantum adiabatic evolution algorithm applied to random combinatorial optimization problems in the asymptotic limit of large problem size n. We use as an example the NP-complete Number Partitioning problem and map the algorithm dynamics to that of an auxiliary quantum spin glass system with the slowly varying Hamiltonian. We use a Green function method to obtain the adiabatic eigenstates and the minimum exitation gap, gmin = O(n2(sup -n/2)), corresponding to the exponential complexity of the algorithm for Number Partitioning. The key element of the analysis is the conditional energy distribution computed for the set of all spin configurations generated from a given (ancestor) configuration by simultaneous flipping of a fixed number of spins. For the problem in question this distribution is shown to depend on the ancestor spin configuration only via a certain parameter related to the energy of the configuration. As the result, the algorithm dynamics can be described in terms of one-dimensional quantum diffusion in the energy space. This effect provides a general limitation of a quantum adiabatic computation in random optimization problems. Analytical results are in agreement with the numerical simulation of the algorithm.

Continuous analog of multiplicative algebraic reconstruction technique for computed tomography

NASA Astrophysics Data System (ADS)

Tateishi, Kiyoko; Yamaguchi, Yusaku; Abou Al-Ola, Omar M.; Kojima, Takeshi; Yoshinaga, Tetsuya

2016-03-01

We propose a hybrid dynamical system as a continuous analog to the block-iterative multiplicative algebraic reconstruction technique (BI-MART), which is a well-known iterative image reconstruction algorithm for computed tomography. The hybrid system is described by a switched nonlinear system with a piecewise smooth vector field or differential equation and, for consistent inverse problems, the convergence of non-negatively constrained solutions to a globally stable equilibrium is guaranteed by the Lyapunov theorem. Namely, we can prove theoretically that a weighted Kullback-Leibler divergence measure can be a common Lyapunov function for the switched system. We show that discretizing the differential equation by using the first-order approximation (Euler's method) based on the geometric multiplicative calculus leads to the same iterative formula of the BI-MART with the scaling parameter as a time-step of numerical discretization. The present paper is the first to reveal that a kind of iterative image reconstruction algorithm is constructed by the discretization of a continuous-time dynamical system for solving tomographic inverse problems. Iterative algorithms with not only the Euler method but also the Runge-Kutta methods of lower-orders applied for discretizing the continuous-time system can be used for image reconstruction. A numerical example showing the characteristics of the discretized iterative methods is presented.

NIFTY - Numerical Information Field Theory. A versatile PYTHON library for signal inference

NASA Astrophysics Data System (ADS)

Selig, M.; Bell, M. R.; Junklewitz, H.; Oppermann, N.; Reinecke, M.; Greiner, M.; Pachajoa, C.; Enßlin, T. A.

2013-06-01

NIFTy (Numerical Information Field Theory) is a software package designed to enable the development of signal inference algorithms that operate regardless of the underlying spatial grid and its resolution. Its object-oriented framework is written in Python, although it accesses libraries written in Cython, C++, and C for efficiency. NIFTy offers a toolkit that abstracts discretized representations of continuous spaces, fields in these spaces, and operators acting on fields into classes. Thereby, the correct normalization of operations on fields is taken care of automatically without concerning the user. This allows for an abstract formulation and programming of inference algorithms, including those derived within information field theory. Thus, NIFTy permits its user to rapidly prototype algorithms in 1D, and then apply the developed code in higher-dimensional settings of real world problems. The set of spaces on which NIFTy operates comprises point sets, n-dimensional regular grids, spherical spaces, their harmonic counterparts, and product spaces constructed as combinations of those. The functionality and diversity of the package is demonstrated by a Wiener filter code example that successfully runs without modification regardless of the space on which the inference problem is defined. NIFTy homepage http://www.mpa-garching.mpg.de/ift/nifty/; Excerpts of this paper are part of the NIFTy source code and documentation.

A Polynomial Time, Numerically Stable Integer Relation Algorithm

NASA Technical Reports Server (NTRS)

Ferguson, Helaman R. P.; Bailey, Daivd H.; Kutler, Paul (Technical Monitor)

1998-01-01

Let x = (x1, x2...,xn be a vector of real numbers. X is said to possess an integer relation if there exist integers a(sub i) not all zero such that a1x1 + a2x2 + ... a(sub n)Xn = 0. Beginning in 1977 several algorithms (with proofs) have been discovered to recover the a(sub i) given x. The most efficient of these existing integer relation algorithms (in terms of run time and the precision required of the input) has the drawback of being very unstable numerically. It often requires a numeric precision level in the thousands of digits to reliably recover relations in modest-sized test problems. We present here a new algorithm for finding integer relations, which we have named the "PSLQ" algorithm. It is proved in this paper that the PSLQ algorithm terminates with a relation in a number of iterations that is bounded by a polynomial in it. Because this algorithm employs a numerically stable matrix reduction procedure, it is free from the numerical difficulties, that plague other integer relation algorithms. Furthermore, its stability admits an efficient implementation with lower run times oil average than other algorithms currently in Use. Finally, this stability can be used to prove that relation bounds obtained from computer runs using this algorithm are numerically accurate.

Numerical Treatment of Degenerate Diffusion Equations via Feller's Boundary Classification, and Applications

NASA Technical Reports Server (NTRS)

Cacio, Emanuela; Cohn, Stephen E.; Spigler, Renato

2011-01-01

A numerical method is devised to solve a class of linear boundary-value problems for one-dimensional parabolic equations degenerate at the boundaries. Feller theory, which classifies the nature of the boundary points, is used to decide whether boundary conditions are needed to ensure uniqueness, and, if so, which ones they are. The algorithm is based on a suitable preconditioned implicit finite-difference scheme, grid, and treatment of the boundary data. Second-order accuracy, unconditional stability, and unconditional convergence of solutions of the finite-difference scheme to a constant as the time-step index tends to infinity are further properties of the method. Several examples, pertaining to financial mathematics, physics, and genetics, are presented for the purpose of illustration.

A volume-of-fluid method for simulation of compressible axisymmetric multi-material flow

NASA Astrophysics Data System (ADS)

de Niem, D.; Kührt, E.; Motschmann, U.

2007-02-01

A two-dimensional Eulerian hydrodynamic method for the numerical simulation of inviscid compressible axisymmetric multi-material flow in external force fields for the situation of pure fluids separated by macroscopic interfaces is presented. The method combines an implicit Lagrangian step with an explicit Eulerian advection step. Individual materials obey separate energy equations, fulfill general equations of state, and may possess different temperatures. Material volume is tracked using a piecewise linear volume-of-fluid method. An overshoot-free logically simple and economic material advection algorithm for cylinder coordinates is derived, in an algebraic formulation. New aspects arising in the case of more than two materials such as the material ordering strategy during transport are presented. One- and two-dimensional numerical examples are given.

An Exact, Compressible One-Dimensional Riemann Solver for General, Convex Equations of State

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kamm, James Russell

2015-03-05

This note describes an algorithm with which to compute numerical solutions to the one- dimensional, Cartesian Riemann problem for compressible flow with general, convex equations of state. While high-level descriptions of this approach are to be found in the literature, this note contains most of the necessary details required to write software for this problem. This explanation corresponds to the approach used in the source code that evaluates solutions for the 1D, Cartesian Riemann problem with a JWL equation of state in the ExactPack package [16, 29]. Numerical examples are given with the proposed computational approach for a polytropic equationmore » of state and for the JWL equation of state.« less

An approach to the development of numerical algorithms for first order linear hyperbolic systems in multiple space dimensions: The constant coefficient case

NASA Technical Reports Server (NTRS)

Goodrich, John W.

1995-01-01

Two methods for developing high order single step explicit algorithms on symmetric stencils with data on only one time level are presented. Examples are given for the convection and linearized Euler equations with up to the eighth order accuracy in both space and time in one space dimension, and up to the sixth in two space dimensions. The method of characteristics is generalized to nondiagonalizable hyperbolic systems by using exact local polynominal solutions of the system, and the resulting exact propagator methods automatically incorporate the correct multidimensional wave propagation dynamics. Multivariate Taylor or Cauchy-Kowaleskaya expansions are also used to develop algorithms. Both of these methods can be applied to obtain algorithms of arbitrarily high order for hyperbolic systems in multiple space dimensions. Cross derivatives are included in the local approximations used to develop the algorithms in this paper in order to obtain high order accuracy, and improved isotropy and stability. Efficiency in meeting global error bounds is an important criterion for evaluating algorithms, and the higher order algorithms are shown to be up to several orders of magnitude more efficient even though they are more complex. Stable high order boundary conditions for the linearized Euler equations are developed in one space dimension, and demonstrated in two space dimensions.

New knowledge-based genetic algorithm for excavator boom structural optimization

NASA Astrophysics Data System (ADS)

Hua, Haiyan; Lin, Shuwen

2014-03-01

Due to the insufficiency of utilizing knowledge to guide the complex optimal searching, existing genetic algorithms fail to effectively solve excavator boom structural optimization problem. To improve the optimization efficiency and quality, a new knowledge-based real-coded genetic algorithm is proposed. A dual evolution mechanism combining knowledge evolution with genetic algorithm is established to extract, handle and utilize the shallow and deep implicit constraint knowledge to guide the optimal searching of genetic algorithm circularly. Based on this dual evolution mechanism, knowledge evolution and population evolution can be connected by knowledge influence operators to improve the configurability of knowledge and genetic operators. Then, the new knowledge-based selection operator, crossover operator and mutation operator are proposed to integrate the optimal process knowledge and domain culture to guide the excavator boom structural optimization. Eight kinds of testing algorithms, which include different genetic operators, are taken as examples to solve the structural optimization of a medium-sized excavator boom. By comparing the results of optimization, it is shown that the algorithm including all the new knowledge-based genetic operators can more remarkably improve the evolutionary rate and searching ability than other testing algorithms, which demonstrates the effectiveness of knowledge for guiding optimal searching. The proposed knowledge-based genetic algorithm by combining multi-level knowledge evolution with numerical optimization provides a new effective method for solving the complex engineering optimization problem.

Advanced technology development multi-color holography

NASA Technical Reports Server (NTRS)

Vikram, Chandra S.

1994-01-01

Several key aspects of multi-color holography and some non-conventional ways to study the holographic reconstructions are considered. The error analysis of three-color holography is considered in detail with particular example of a typical triglycine sulfate crystal growth situation. For the numerical analysis of the fringe patterns, a new algorithm is introduced with experimental verification using sugar-water solution. The role of the phase difference among component holograms is also critically considered with examples of several two- and three-color situations. The status of experimentation on two-color holography and fabrication of a small breadboard system is also reported. Finally, some successful demonstrations of unconventional ways to study holographic reconstructions are described. These methods are deflectometry and confocal optical processing using some Spacelab III holograms.

Directional passability and quadratic steering logic for pyramid-type single gimbal control moment gyros

NASA Astrophysics Data System (ADS)

Yamada, Katsuhiko; Jikuya, Ichiro

2014-09-01

Singularity analysis and the steering logic of pyramid-type single gimbal control moment gyros are studied. First, a new concept of directional passability in a specified direction is introduced to investigate the structure of an elliptic singular surface. The differences between passability and directional passability are discussed in detail and are visualized for 0H, 2H, and 4H singular surfaces. Second, quadratic steering logic (QSL), a new steering logic for passing the singular surface, is investigated. The algorithm is based on the quadratic constrained quadratic optimization problem and is reduced to the Newton method by using Gröbner bases. The proposed steering logic is demonstrated through numerical simulations for both constant torque maneuvering examples and attitude control examples.

Computing Generalized Matrix Inverse on Spiking Neural Substrate

PubMed Central

Shukla, Rohit; Khoram, Soroosh; Jorgensen, Erik; Li, Jing; Lipasti, Mikko; Wright, Stephen

2018-01-01

Emerging neural hardware substrates, such as IBM's TrueNorth Neurosynaptic System, can provide an appealing platform for deploying numerical algorithms. For example, a recurrent Hopfield neural network can be used to find the Moore-Penrose generalized inverse of a matrix, thus enabling a broad class of linear optimizations to be solved efficiently, at low energy cost. However, deploying numerical algorithms on hardware platforms that severely limit the range and precision of representation for numeric quantities can be quite challenging. This paper discusses these challenges and proposes a rigorous mathematical framework for reasoning about range and precision on such substrates. The paper derives techniques for normalizing inputs and properly quantizing synaptic weights originating from arbitrary systems of linear equations, so that solvers for those systems can be implemented in a provably correct manner on hardware-constrained neural substrates. The analytical model is empirically validated on the IBM TrueNorth platform, and results show that the guarantees provided by the framework for range and precision hold under experimental conditions. Experiments with optical flow demonstrate the energy benefits of deploying a reduced-precision and energy-efficient generalized matrix inverse engine on the IBM TrueNorth platform, reflecting 10× to 100× improvement over FPGA and ARM core baselines. PMID:29593483

Parameter estimation for stiff deterministic dynamical systems via ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Arnold, Andrea; Calvetti, Daniela; Somersalo, Erkki

2014-10-01

A commonly encountered problem in numerous areas of applications is to estimate the unknown coefficients of a dynamical system from direct or indirect observations at discrete times of some of the components of the state vector. A related problem is to estimate unobserved components of the state. An egregious example of such a problem is provided by metabolic models, in which the numerous model parameters and the concentrations of the metabolites in tissue are to be estimated from concentration data in the blood. A popular method for addressing similar questions in stochastic and turbulent dynamics is the ensemble Kalman filter (EnKF), a particle-based filtering method that generalizes classical Kalman filtering. In this work, we adapt the EnKF algorithm for deterministic systems in which the numerical approximation error is interpreted as a stochastic drift with variance based on classical error estimates of numerical integrators. This approach, which is particularly suitable for stiff systems where the stiffness may depend on the parameters, allows us to effectively exploit the parallel nature of particle methods. Moreover, we demonstrate how spatial prior information about the state vector, which helps the stability of the computed solution, can be incorporated into the filter. The viability of the approach is shown by computed examples, including a metabolic system modeling an ischemic episode in skeletal muscle, with a high number of unknown parameters.

A General-applications Direct Global Matrix Algorithm for Rapid Seismo-acoustic Wavefield Computations

NASA Technical Reports Server (NTRS)

Schmidt, H.; Tango, G. J.; Werby, M. F.

1985-01-01

A new matrix method for rapid wave propagation modeling in generalized stratified media, which has recently been applied to numerical simulations in diverse areas of underwater acoustics, solid earth seismology, and nondestructive ultrasonic scattering is explained and illustrated. A portion of recent efforts jointly undertaken at NATOSACLANT and NORDA Numerical Modeling groups in developing, implementing, and testing a new fast general-applications wave propagation algorithm, SAFARI, formulated at SACLANT is summarized. The present general-applications SAFARI program uses a Direct Global Matrix Approach to multilayer Green's function calculation. A rapid and unconditionally stable solution is readily obtained via simple Gaussian ellimination on the resulting sparsely banded block system, precisely analogous to that arising in the Finite Element Method. The resulting gains in accuracy and computational speed allow consideration of much larger multilayered air/ocean/Earth/engineering material media models, for many more source-receiver configurations than previously possible. The validity and versatility of the SAFARI-DGM method is demonstrated by reviewing three practical examples of engineering interest, drawn from ocean acoustics, engineering seismology and ultrasonic scattering.

Fully vectorial laser resonator modeling of continuous-wave solid-state lasers including rate equations, thermal lensing and stress-induced birefringence.

PubMed

Asoubar, Daniel; Wyrowski, Frank

2015-07-27

The computer-aided design of high quality mono-mode, continuous-wave solid-state lasers requires fast, flexible and accurate simulation algorithms. Therefore in this work a model for the calculation of the transversal dominant mode structure is introduced. It is based on the generalization of the scalar Fox and Li algorithm to a fully-vectorial light representation. To provide a flexible modeling concept of different resonator geometries containing various optical elements, rigorous and approximative solutions of Maxwell's equations are combined in different subdomains of the resonator. This approach allows the simulation of plenty of different passive intracavity components as well as active media. For the numerically efficient simulation of nonlinear gain, thermal lensing and stress-induced birefringence effects in solid-state active crystals a semi-analytical vectorial beam propagation method is discussed in detail. As a numerical example the beam quality and output power of a flash-lamp-pumped Nd:YAG laser are improved. To that end we compensate the influence of stress-induced birefringence and thermal lensing by an aspherical mirror and a 90° quartz polarization rotator.

Study of a homotopy continuation method for early orbit determination with the Tracking and Data Relay Satellite System (TDRSS)

NASA Technical Reports Server (NTRS)

Smith, R. L.; Huang, C.

1986-01-01

A recent mathematical technique for solving systems of equations is applied in a very general way to the orbit determination problem. The study of this technique, the homotopy continuation method, was motivated by the possible need to perform early orbit determination with the Tracking and Data Relay Satellite System (TDRSS), using range and Doppler tracking alone. Basically, a set of six tracking observations is continuously transformed from a set with known solution to the given set of observations with unknown solutions, and the corresponding orbit state vector is followed from the a priori estimate to the solutions. A numerical algorithm for following the state vector is developed and described in detail. Numerical examples using both real and simulated TDRSS tracking are given. A prototype early orbit determination algorithm for possible use in TDRSS orbit operations was extensively tested, and the results are described. Preliminary studies of two extensions of the method are discussed: generalization to a least-squares formulation and generalization to an exhaustive global method.

Flux-Based Finite Volume representations for general thermal problems

NASA Technical Reports Server (NTRS)

Mohan, Ram V.; Tamma, Kumar K.

1993-01-01

Flux-Based Finite Volume (FV) element representations for general thermal problems are given in conjunction with a generalized trapezoidal gamma-T family of algorithms, formulated following the spirit of what we term as the Lax-Wendroff based FV formulations. The new flux-based representations introduced offer an improved physical interpretation of the problem along with computationally convenient and attractive features. The space and time discretization emanate from a conservation form of the governing equation for thermal problems, and in conjunction with the flux-based element representations give rise to a physically improved and locally conservative numerical formulations. The present representations seek to involve improved locally conservative properties, improved physical representations and computational features; these are based on a 2D, bilinear FV element and can be extended for other cases. Time discretization based on a gamma-T family of algorithms in the spirit of a Lax-Wendroff based FV formulations are employed. Numerical examples involving linear/nonlinear steady and transient situations are shown to demonstrate the applicability of the present representations for thermal analysis situations.

Bi-criteria travelling salesman subtour problem with time threshold

NASA Astrophysics Data System (ADS)

Kumar Thenepalle, Jayanth; Singamsetty, Purusotham

2018-03-01

This paper deals with the bi-criteria travelling salesman subtour problem with time threshold (BTSSP-T), which comes from the family of the travelling salesman problem (TSP) and is NP-hard in the strong sense. The problem arises in several application domains, mainly in routing and scheduling contexts. Here, the model focuses on two criteria: total travel distance and gains attained. The BTSSP-T aims to determine a subtour that starts and ends at the same city and visits a subset of cities at a minimum travel distance with maximum gains, such that the time spent on the tour does not exceed the predefined time threshold. A zero-one integer-programming problem is adopted to formulate this model with all practical constraints, and it includes a finite set of feasible solutions (one for each tour). Two algorithms, namely, the Lexi-Search Algorithm (LSA) and the Tabu Search (TS) algorithm have been developed to solve the BTSSP-T problem. The proposed LSA implicitly enumerates the feasible patterns and provides an efficient solution with backtracking, whereas the TS, which is metaheuristic, will give the better approximate solution. A numerical example is demonstrated in order to understand the search mechanism of the LSA. Numerical experiments are carried out in the MATLAB environment, on the different benchmark instances available in the TSPLIB domain as well as on randomly generated test instances. The experimental results show that the proposed LSA works better than the TS algorithm in terms of solution quality and, computationally, both LSA and TS are competitive.

Quadrature rules with multiple nodes for evaluating integrals with strong singularities

NASA Astrophysics Data System (ADS)

Milovanovic, Gradimir V.; Spalevic, Miodrag M.

2006-05-01

We present a method based on the Chakalov-Popoviciu quadrature formula of Lobatto type, a rather general case of quadrature with multiple nodes, for approximating integrals defined by Cauchy principal values or by Hadamard finite parts. As a starting point we use the results obtained by L. Gori and E. Santi (cf. On the evaluation of Hilbert transforms by means of a particular class of Turan quadrature rules, Numer. Algorithms 10 (1995), 27-39; Quadrature rules based on s-orthogonal polynomials for evaluating integrals with strong singularities, Oberwolfach Proceedings: Applications and Computation of Orthogonal Polynomials, ISNM 131, Birkhauser, Basel, 1999, pp. 109-119). We generalize their results by using some of our numerical procedures for stable calculation of the quadrature formula with multiple nodes of Gaussian type and proposed methods for estimating the remainder term in such type of quadrature formulae. Numerical examples, illustrations and comparisons are also shown.

Quantitative knowledge acquisition for expert systems

NASA Technical Reports Server (NTRS)

Belkin, Brenda L.; Stengel, Robert F.

1991-01-01

A common problem in the design of expert systems is the definition of rules from data obtained in system operation or simulation. While it is relatively easy to collect data and to log the comments of human operators engaged in experiments, generalizing such information to a set of rules has not previously been a direct task. A statistical method is presented for generating rule bases from numerical data, motivated by an example based on aircraft navigation with multiple sensors. The specific objective is to design an expert system that selects a satisfactory suite of measurements from a dissimilar, redundant set, given an arbitrary navigation geometry and possible sensor failures. The systematic development is described of a Navigation Sensor Management (NSM) Expert System from Kalman Filter convariance data. The method invokes two statistical techniques: Analysis of Variance (ANOVA) and the ID3 Algorithm. The ANOVA technique indicates whether variations of problem parameters give statistically different covariance results, and the ID3 algorithms identifies the relationships between the problem parameters using probabilistic knowledge extracted from a simulation example set. Both are detailed.

Optimization of Location–Routing Problem for Cold Chain Logistics Considering Carbon Footprint

PubMed Central

Wang, Songyi; Tao, Fengming; Shi, Yuhe

2018-01-01

In order to solve the optimization problem of logistics distribution system for fresh food, this paper provides a low-carbon and environmental protection point of view, based on the characteristics of perishable products, and combines with the overall optimization idea of cold chain logistics distribution network, where the green and low-carbon location–routing problem (LRP) model in cold chain logistics is developed with the minimum total costs as the objective function, which includes carbon emission costs. A hybrid genetic algorithm with heuristic rules is designed to solve the model, and an example is used to verify the effectiveness of the algorithm. Furthermore, the simulation results obtained by a practical numerical example show the applicability of the model while provide green and environmentally friendly location-distribution schemes for the cold chain logistics enterprise. Finally, carbon tax policies are introduced to analyze the impact of carbon tax on the total costs and carbon emissions, which proves that carbon tax policy can effectively reduce carbon dioxide emissions in cold chain logistics network. PMID:29316639

Generalised Transfer Functions of Neural Networks

NASA Astrophysics Data System (ADS)

Fung, C. F.; Billings, S. A.; Zhang, H.

1997-11-01

When artificial neural networks are used to model non-linear dynamical systems, the system structure which can be extremely useful for analysis and design, is buried within the network architecture. In this paper, explicit expressions for the frequency response or generalised transfer functions of both feedforward and recurrent neural networks are derived in terms of the network weights. The derivation of the algorithm is established on the basis of the Taylor series expansion of the activation functions used in a particular neural network. This leads to a representation which is equivalent to the non-linear recursive polynomial model and enables the derivation of the transfer functions to be based on the harmonic expansion method. By mapping the neural network into the frequency domain information about the structure of the underlying non-linear system can be recovered. Numerical examples are included to demonstrate the application of the new algorithm. These examples show that the frequency response functions appear to be highly sensitive to the network topology and training, and that the time domain properties fail to reveal deficiencies in the trained network structure.

Implementing a GPU-based numerical algorithm for modelling dynamics of a high-speed train

NASA Astrophysics Data System (ADS)

Sytov, E. S.; Bratus, A. S.; Yurchenko, D.

2018-04-01

This paper discusses the initiative of implementing a GPU-based numerical algorithm for studying various phenomena associated with dynamics of a high-speed railway transport. The proposed numerical algorithm for calculating a critical speed of the bogie is based on the first Lyapunov number. Numerical algorithm is validated by analytical results, derived for a simple model. A dynamic model of a carriage connected to a new dual-wheelset flexible bogie is studied for linear and dry friction damping. Numerical results obtained by CPU, MPU and GPU approaches are compared and appropriateness of these methods is discussed.

A numerical comparison of discrete Kalman filtering algorithms: An orbit determination case study

NASA Technical Reports Server (NTRS)

Thornton, C. L.; Bierman, G. J.

1976-01-01

The numerical stability and accuracy of various Kalman filter algorithms are thoroughly studied. Numerical results and conclusions are based on a realistic planetary approach orbit determination study. The case study results of this report highlight the numerical instability of the conventional and stabilized Kalman algorithms. Numerical errors associated with these algorithms can be so large as to obscure important mismodeling effects and thus give misleading estimates of filter accuracy. The positive result of this study is that the Bierman-Thornton U-D covariance factorization algorithm is computationally efficient, with CPU costs that differ negligibly from the conventional Kalman costs. In addition, accuracy of the U-D filter using single-precision arithmetic consistently matches the double-precision reference results. Numerical stability of the U-D filter is further demonstrated by its insensitivity of variations in the a priori statistics.

On the numeric integration of dynamic attitude equations

NASA Technical Reports Server (NTRS)

Crouch, P. E.; Yan, Y.; Grossman, Robert

1992-01-01

We describe new types of numerical integration algorithms developed by the authors. The main aim of the algorithms is to numerically integrate differential equations which evolve on geometric objects, such as the rotation group. The algorithms provide iterates which lie on the prescribed geometric object, either exactly, or to some prescribed accuracy, independent of the order of the algorithm. This paper describes applications of these algorithms to the evolution of the attitude of a rigid body.

Efficient sequential and parallel algorithms for record linkage

PubMed Central

Mamun, Abdullah-Al; Mi, Tian; Aseltine, Robert; Rajasekaran, Sanguthevar

2014-01-01

Background and objective Integrating data from multiple sources is a crucial and challenging problem. Even though there exist numerous algorithms for record linkage or deduplication, they suffer from either large time needs or restrictions on the number of datasets that they can integrate. In this paper we report efficient sequential and parallel algorithms for record linkage which handle any number of datasets and outperform previous algorithms. Methods Our algorithms employ hierarchical clustering algorithms as the basis. A key idea that we use is radix sorting on certain attributes to eliminate identical records before any further processing. Another novel idea is to form a graph that links similar records and find the connected components. Results Our sequential and parallel algorithms have been tested on a real dataset of 1 083 878 records and synthetic datasets ranging in size from 50 000 to 9 000 000 records. Our sequential algorithm runs at least two times faster, for any dataset, than the previous best-known algorithm, the two-phase algorithm using faster computation of the edit distance (TPA (FCED)). The speedups obtained by our parallel algorithm are almost linear. For example, we get a speedup of 7.5 with 8 cores (residing in a single node), 14.1 with 16 cores (residing in two nodes), and 26.4 with 32 cores (residing in four nodes). Conclusions We have compared the performance of our sequential algorithm with TPA (FCED) and found that our algorithm outperforms the previous one. The accuracy is the same as that of this previous best-known algorithm. PMID:24154837

Continuum topology optimization considering uncertainties in load locations based on the cloud model

NASA Astrophysics Data System (ADS)

Liu, Jie; Wen, Guilin

2018-06-01

Few researchers have paid attention to designing structures in consideration of uncertainties in the loading locations, which may significantly influence the structural performance. In this work, cloud models are employed to depict the uncertainties in the loading locations. A robust algorithm is developed in the context of minimizing the expectation of the structural compliance, while conforming to a material volume constraint. To guarantee optimal solutions, sufficient cloud drops are used, which in turn leads to low efficiency. An innovative strategy is then implemented to enormously improve the computational efficiency. A modified soft-kill bi-directional evolutionary structural optimization method using derived sensitivity numbers is used to output the robust novel configurations. Several numerical examples are presented to demonstrate the effectiveness and efficiency of the proposed algorithm.

Optimizing decentralized production-distribution planning problem in a multi-period supply chain network under uncertainty

NASA Astrophysics Data System (ADS)

Nourifar, Raheleh; Mahdavi, Iraj; Mahdavi-Amiri, Nezam; Paydar, Mohammad Mahdi

2017-09-01

Decentralized supply chain management is found to be significantly relevant in today's competitive markets. Production and distribution planning is posed as an important optimization problem in supply chain networks. Here, we propose a multi-period decentralized supply chain network model with uncertainty. The imprecision related to uncertain parameters like demand and price of the final product is appropriated with stochastic and fuzzy numbers. We provide mathematical formulation of the problem as a bi-level mixed integer linear programming model. Due to problem's convolution, a structure to solve is developed that incorporates a novel heuristic algorithm based on Kth-best algorithm, fuzzy approach and chance constraint approach. Ultimately, a numerical example is constructed and worked through to demonstrate applicability of the optimization model. A sensitivity analysis is also made.

Efficient scheme for parametric fitting of data in arbitrary dimensions.

PubMed

Pang, Ning-Ning; Tzeng, Wen-Jer; Kao, Hisen-Ching

2008-07-01

We propose an efficient scheme for parametric fitting expressed in terms of the Legendre polynomials. For continuous systems, our scheme is exact and the derived explicit expression is very helpful for further analytical studies. For discrete systems, our scheme is almost as accurate as the method of singular value decomposition. Through a few numerical examples, we show that our algorithm costs much less CPU time and memory space than the method of singular value decomposition. Thus, our algorithm is very suitable for a large amount of data fitting. In addition, the proposed scheme can also be used to extract the global structure of fluctuating systems. We then derive the exact relation between the correlation function and the detrended variance function of fluctuating systems in arbitrary dimensions and give a general scaling analysis.

Moisture Forecast Bias Correction in GEOS DAS

NASA Technical Reports Server (NTRS)

Dee, D.

1999-01-01

Data assimilation methods rely on numerous assumptions about the errors involved in measuring and forecasting atmospheric fields. One of the more disturbing of these is that short-term model forecasts are assumed to be unbiased. In case of atmospheric moisture, for example, observational evidence shows that the systematic component of errors in forecasts and analyses is often of the same order of magnitude as the random component. we have implemented a sequential algorithm for estimating forecast moisture bias from rawinsonde data in the Goddard Earth Observing System Data Assimilation System (GEOS DAS). The algorithm is designed to remove the systematic component of analysis errors and can be easily incorporated in an existing statistical data assimilation system. We will present results of initial experiments that show a significant reduction of bias in the GEOS DAS moisture analyses.

Cooperatively surrounding control for multiple Euler-Lagrange systems subjected to uncertain dynamics and input constraints

NASA Astrophysics Data System (ADS)

Chen, Liang-Ming; Lv, Yue-Yong; Li, Chuan-Jiang; Ma, Guang-Fu

2016-12-01

In this paper, we investigate cooperatively surrounding control (CSC) of multi-agent systems modeled by Euler-Lagrange (EL) equations under a directed graph. With the consideration of the uncertain dynamics in an EL system, a backstepping CSC algorithm combined with neural-networks is proposed first such that the agents can move cooperatively to surround the stationary target. Then, a command filtered backstepping CSC algorithm is further proposed to deal with the constraints on control input and the absence of neighbors’ velocity information. Numerical examples of eight satellites surrounding one space target illustrate the effectiveness of the theoretical results. Project supported by the National Basic Research Program of China (Grant No. 2012CB720000) and the National Natural Science Foundation of China (Grant Nos. 61304005 and 61403103).

Survey of new vector computers: The CRAY 1S from CRAY research; the CYBER 205 from CDC and the parallel computer from ICL - architecture and programming

NASA Technical Reports Server (NTRS)

Gentzsch, W.

1982-01-01

Problems which can arise with vector and parallel computers are discussed in a user oriented context. Emphasis is placed on the algorithms used and the programming techniques adopted. Three recently developed supercomputers are examined and typical application examples are given in CRAY FORTRAN, CYBER 205 FORTRAN and DAP (distributed array processor) FORTRAN. The systems performance is compared. The addition of parts of two N x N arrays is considered. The influence of the architecture on the algorithms and programming language is demonstrated. Numerical analysis of magnetohydrodynamic differential equations by an explicit difference method is illustrated, showing very good results for all three systems. The prognosis for supercomputer development is assessed.

All-optical signatures of strong-field QED in the vacuum emission picture

NASA Astrophysics Data System (ADS)

Gies, Holger; Karbstein, Felix; Kohlfürst, Christian

2018-02-01

We study all-optical signatures of the effective nonlinear couplings among electromagnetic fields in the quantum vacuum, using the collision of two focused high-intensity laser pulses as an example. The experimental signatures of quantum vacuum nonlinearities are encoded in signal photons, whose kinematic and polarization properties differ from the photons constituting the macroscopic laser fields. We implement an efficient numerical algorithm allowing for the theoretical investigation of such signatures in realistic field configurations accessible in experiment. This algorithm is based on a vacuum emission scheme and can readily be adapted to the collision of more laser beams or further involved field configurations. We solve the case of two colliding pulses in full 3 +1 -dimensional spacetime and identify experimental geometries and parameter regimes with improved signal-to-noise ratios.

Mixed Transportation Network Design under a Sustainable Development Perspective

PubMed Central

Qin, Jin; Ni, Ling-lin; Shi, Feng

2013-01-01

A mixed transportation network design problem considering sustainable development was studied in this paper. Based on the discretization of continuous link-grade decision variables, a bilevel programming model was proposed to describe the problem, in which sustainability factors, including vehicle exhaust emissions, land-use scale, link load, and financial budget, are considered. The objective of the model is to minimize the total amount of resources exploited under the premise of meeting all the construction goals. A heuristic algorithm, which combined the simulated annealing and path-based gradient projection algorithm, was developed to solve the model. The numerical example shows that the transportation network optimized with the method above not only significantly alleviates the congestion on the link, but also reduces vehicle exhaust emissions within the network by up to 41.56%. PMID:23476142

Mixed transportation network design under a sustainable development perspective.

PubMed

Qin, Jin; Ni, Ling-lin; Shi, Feng

2013-01-01

A mixed transportation network design problem considering sustainable development was studied in this paper. Based on the discretization of continuous link-grade decision variables, a bilevel programming model was proposed to describe the problem, in which sustainability factors, including vehicle exhaust emissions, land-use scale, link load, and financial budget, are considered. The objective of the model is to minimize the total amount of resources exploited under the premise of meeting all the construction goals. A heuristic algorithm, which combined the simulated annealing and path-based gradient projection algorithm, was developed to solve the model. The numerical example shows that the transportation network optimized with the method above not only significantly alleviates the congestion on the link, but also reduces vehicle exhaust emissions within the network by up to 41.56%.

Model-based tomographic reconstruction

DOEpatents

Chambers, David H; Lehman, Sean K; Goodman, Dennis M

2012-06-26

A model-based approach to estimating wall positions for a building is developed and tested using simulated data. It borrows two techniques from geophysical inversion problems, layer stripping and stacking, and combines them with a model-based estimation algorithm that minimizes the mean-square error between the predicted signal and the data. The technique is designed to process multiple looks from an ultra wideband radar array. The processed signal is time-gated and each section processed to detect the presence of a wall and estimate its position, thickness, and material parameters. The floor plan of a building is determined by moving the array around the outside of the building. In this paper we describe how the stacking and layer stripping algorithms are combined and show the results from a simple numerical example of three parallel walls.

A conservative fully implicit algorithm for predicting slug flows

NASA Astrophysics Data System (ADS)

Krasnopolsky, Boris I.; Lukyanov, Alexander A.

2018-02-01

An accurate and predictive modelling of slug flows is required by many industries (e.g., oil and gas, nuclear engineering, chemical engineering) to prevent undesired events potentially leading to serious environmental accidents. For example, the hydrodynamic and terrain-induced slugging leads to unwanted unsteady flow conditions. This demands the development of fast and robust numerical techniques for predicting slug flows. The presented in this paper study proposes a multi-fluid model and its implementation method accounting for phase appearance and disappearance. The numerical modelling of phase appearance and disappearance presents a complex numerical challenge for all multi-component and multi-fluid models. Numerical challenges arise from the singular systems of equations when some phases are absent and from the solution discontinuity when some phases appear or disappear. This paper provides a flexible and robust solution to these issues. A fully implicit formulation described in this work enables to efficiently solve governing fluid flow equations. The proposed numerical method provides a modelling capability of phase appearance and disappearance processes, which is based on switching procedure between various sets of governing equations. These sets of equations are constructed using information about the number of phases present in the computational domain. The proposed scheme does not require an explicit truncation of solutions leading to a conservative scheme for mass and linear momentum. A transient two-fluid model is used to verify and validate the proposed algorithm for conditions of hydrodynamic and terrain-induced slug flow regimes. The developed modelling capabilities allow to predict all the major features of the experimental data, and are in a good quantitative agreement with them.

Proportional Topology Optimization: A New Non-Sensitivity Method for Solving Stress Constrained and Minimum Compliance Problems and Its Implementation in MATLAB

PubMed Central

Biyikli, Emre; To, Albert C.

2015-01-01

A new topology optimization method called the Proportional Topology Optimization (PTO) is presented. As a non-sensitivity method, PTO is simple to understand, easy to implement, and is also efficient and accurate at the same time. It is implemented into two MATLAB programs to solve the stress constrained and minimum compliance problems. Descriptions of the algorithm and computer programs are provided in detail. The method is applied to solve three numerical examples for both types of problems. The method shows comparable efficiency and accuracy with an existing optimality criteria method which computes sensitivities. Also, the PTO stress constrained algorithm and minimum compliance algorithm are compared by feeding output from one algorithm to the other in an alternative manner, where the former yields lower maximum stress and volume fraction but higher compliance compared to the latter. Advantages and disadvantages of the proposed method and future works are discussed. The computer programs are self-contained and publicly shared in the website www.ptomethod.org. PMID:26678849

Design of Neural Networks for Fast Convergence and Accuracy

NASA Technical Reports Server (NTRS)

Maghami, Peiman G.; Sparks, Dean W., Jr.

1998-01-01

A novel procedure for the design and training of artificial neural networks, used for rapid and efficient controls and dynamics design and analysis for flexible space systems, has been developed. Artificial neural networks are employed to provide a means of evaluating the impact of design changes rapidly. Specifically, two-layer feedforward neural networks are designed to approximate the functional relationship between the component spacecraft design changes and measures of its performance. A training algorithm, based on statistical sampling theory, is presented, which guarantees that the trained networks provide a designer-specified degree of accuracy in mapping the functional relationship. Within each iteration of this statistical-based algorithm, a sequential design algorithm is used for the design and training of the feedforward network to provide rapid convergence to the network goals. Here, at each sequence a new network is trained to minimize the error of previous network. The design algorithm attempts to avoid the local minima phenomenon that hampers the traditional network training. A numerical example is performed on a spacecraft application in order to demonstrate the feasibility of the proposed approach.

Tomography and the Herglotz-Wiechert inverse formulation

NASA Astrophysics Data System (ADS)

Nowack, Robert L.

1990-04-01

In this paper, linearized tomography and the Herglotz-Wiechert inverse formulation are compared. Tomographic inversions for 2-D or 3-D velocity structure use line integrals along rays and can be written in terms of Radon transforms. For radially concentric structures, Radon transforms are shown to reduce to Abel transforms. Therefore, for straight ray paths, the Abel transform of travel-time is a tomographic algorithm specialized to a one-dimensional radially concentric medium. The Herglotz-Wiechert formulation uses seismic travel-time data to invert for one-dimensional earth structure and is derived using exact ray trajectories by applying an Abel transform. This is of historical interest since it would imply that a specialized tomographic-like algorithm has been used in seismology since the early part of the century (see Herglotz, 1907; Wiechert, 1910). Numerical examples are performed comparing the Herglotz-Wiechert algorithm and linearized tomography along straight rays. Since the Herglotz-Wiechert algorithm is applicable under specific conditions, (the absence of low velocity zones) to non-straight ray paths, the association with tomography may prove to be useful in assessing the uniqueness of tomographic results generalized to curved ray geometries.

Comparing genetic algorithm and particle swarm optimization for solving capacitated vehicle routing problem

NASA Astrophysics Data System (ADS)

Iswari, T.; Asih, A. M. S.

2018-04-01

In the logistics system, transportation plays an important role to connect every element in the supply chain, but it can produces the greatest cost. Therefore, it is important to make the transportation costs as minimum as possible. Reducing the transportation cost can be done in several ways. One of the ways to minimizing the transportation cost is by optimizing the routing of its vehicles. It refers to Vehicle Routing Problem (VRP). The most common type of VRP is Capacitated Vehicle Routing Problem (CVRP). In CVRP, the vehicles have their own capacity and the total demands from the customer should not exceed the capacity of the vehicle. CVRP belongs to the class of NP-hard problems. These NP-hard problems make it more complex to solve such that exact algorithms become highly time-consuming with the increases in problem sizes. Thus, for large-scale problem instances, as typically found in industrial applications, finding an optimal solution is not practicable. Therefore, this paper uses two kinds of metaheuristics approach to solving CVRP. Those are Genetic Algorithm and Particle Swarm Optimization. This paper compares the results of both algorithms and see the performance of each algorithm. The results show that both algorithms perform well in solving CVRP but still needs to be improved. From algorithm testing and numerical example, Genetic Algorithm yields a better solution than Particle Swarm Optimization in total distance travelled.

Comparing, optimizing, and benchmarking quantum-control algorithms in a unifying programming framework

DOE Office of Scientific and Technical Information (OSTI.GOV)

Machnes, S.; Institute for Theoretical Physics, University of Ulm, D-89069 Ulm; Sander, U.

2011-08-15

For paving the way to novel applications in quantum simulation, computation, and technology, increasingly large quantum systems have to be steered with high precision. It is a typical task amenable to numerical optimal control to turn the time course of pulses, i.e., piecewise constant control amplitudes, iteratively into an optimized shape. Here, we present a comparative study of optimal-control algorithms for a wide range of finite-dimensional applications. We focus on the most commonly used algorithms: GRAPE methods which update all controls concurrently, and Krotov-type methods which do so sequentially. Guidelines for their use are given and open research questions aremore » pointed out. Moreover, we introduce a unifying algorithmic framework, DYNAMO (dynamic optimization platform), designed to provide the quantum-technology community with a convenient matlab-based tool set for optimal control. In addition, it gives researchers in optimal-control techniques a framework for benchmarking and comparing newly proposed algorithms with the state of the art. It allows a mix-and-match approach with various types of gradients, update and step-size methods as well as subspace choices. Open-source code including examples is made available at http://qlib.info.« less

Efficient least angle regression for identification of linear-in-the-parameters models

PubMed Central

Beach, Thomas H.; Rezgui, Yacine

2017-01-01

Least angle regression, as a promising model selection method, differentiates itself from conventional stepwise and stagewise methods, in that it is neither too greedy nor too slow. It is closely related to L1 norm optimization, which has the advantage of low prediction variance through sacrificing part of model bias property in order to enhance model generalization capability. In this paper, we propose an efficient least angle regression algorithm for model selection for a large class of linear-in-the-parameters models with the purpose of accelerating the model selection process. The entire algorithm works completely in a recursive manner, where the correlations between model terms and residuals, the evolving directions and other pertinent variables are derived explicitly and updated successively at every subset selection step. The model coefficients are only computed when the algorithm finishes. The direct involvement of matrix inversions is thereby relieved. A detailed computational complexity analysis indicates that the proposed algorithm possesses significant computational efficiency, compared with the original approach where the well-known efficient Cholesky decomposition is involved in solving least angle regression. Three artificial and real-world examples are employed to demonstrate the effectiveness, efficiency and numerical stability of the proposed algorithm. PMID:28293140

Reaction rates for a generalized reaction-diffusion master equation

DOE PAGES

Hellander, Stefan; Petzold, Linda

2016-01-19

It has been established that there is an inherent limit to the accuracy of the reaction-diffusion master equation. Specifically, there exists a fundamental lower bound on the mesh size, below which the accuracy deteriorates as the mesh is refined further. In this paper we extend the standard reaction-diffusion master equation to allow molecules occupying neighboring voxels to react, in contrast to the traditional approach in which molecules react only when occupying the same voxel. We derive reaction rates, in two dimensions as well as three dimensions, to obtain an optimal match to the more fine-grained Smoluchowski model, and show inmore » two numerical examples that the extended algorithm is accurate for a wide range of mesh sizes, allowing us to simulate systems that are intractable with the standard reaction-diffusion master equation. In addition, we show that for mesh sizes above the fundamental lower limit of the standard algorithm, the generalized algorithm reduces to the standard algorithm. We derive a lower limit for the generalized algorithm which, in both two dimensions and three dimensions, is on the order of the reaction radius of a reacting pair of molecules.« less

Finite time convergent learning law for continuous neural networks.

PubMed

Chairez, Isaac

2014-02-01

This paper addresses the design of a discontinuous finite time convergent learning law for neural networks with continuous dynamics. The neural network was used here to obtain a non-parametric model for uncertain systems described by a set of ordinary differential equations. The source of uncertainties was the presence of some external perturbations and poor knowledge of the nonlinear function describing the system dynamics. A new adaptive algorithm based on discontinuous algorithms was used to adjust the weights of the neural network. The adaptive algorithm was derived by means of a non-standard Lyapunov function that is lower semi-continuous and differentiable in almost the whole space. A compensator term was included in the identifier to reject some specific perturbations using a nonlinear robust algorithm. Two numerical examples demonstrated the improvements achieved by the learning algorithm introduced in this paper compared to classical schemes with continuous learning methods. The first one dealt with a benchmark problem used in the paper to explain how the discontinuous learning law works. The second one used the methane production model to show the benefits in engineering applications of the learning law proposed in this paper. Copyright © 2013 Elsevier Ltd. All rights reserved.

Reaction rates for a generalized reaction-diffusion master equation

PubMed Central

Hellander, Stefan; Petzold, Linda

2016-01-01

It has been established that there is an inherent limit to the accuracy of the reaction-diffusion master equation. Specifically, there exists a fundamental lower bound on the mesh size, below which the accuracy deteriorates as the mesh is refined further. In this paper we extend the standard reaction-diffusion master equation to allow molecules occupying neighboring voxels to react, in contrast to the traditional approach in which molecules react only when occupying the same voxel. We derive reaction rates, in two dimensions as well as three dimensions, to obtain an optimal match to the more fine-grained Smoluchowski model, and show in two numerical examples that the extended algorithm is accurate for a wide range of mesh sizes, allowing us to simulate systems that are intractable with the standard reaction-diffusion master equation. In addition, we show that for mesh sizes above the fundamental lower limit of the standard algorithm, the generalized algorithm reduces to the standard algorithm. We derive a lower limit for the generalized algorithm which, in both two dimensions and three dimensions, is on the order of the reaction radius of a reacting pair of molecules. PMID:26871190

Probabilistic numerics and uncertainty in computations

PubMed Central

Hennig, Philipp; Osborne, Michael A.; Girolami, Mark

2015-01-01

We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such uncertainties, arising from the loss of precision induced by numerical calculation with limited time or hardware, are important for much contemporary science and industry. Within applications such as climate science and astrophysics, the need to make decisions on the basis of computations with large and complex data have led to a renewed focus on the management of numerical uncertainty. We describe how several seminal classic numerical methods can be interpreted naturally as probabilistic inference. We then show that the probabilistic view suggests new algorithms that can flexibly be adapted to suit application specifics, while delivering improved empirical performance. We provide concrete illustrations of the benefits of probabilistic numeric algorithms on real scientific problems from astrometry and astronomical imaging, while highlighting open problems with these new algorithms. Finally, we describe how probabilistic numerical methods provide a coherent framework for identifying the uncertainty in calculations performed with a combination of numerical algorithms (e.g. both numerical optimizers and differential equation solvers), potentially allowing the diagnosis (and control) of error sources in computations. PMID:26346321

Probabilistic numerics and uncertainty in computations.

PubMed

Hennig, Philipp; Osborne, Michael A; Girolami, Mark

2015-07-08

We deliver a call to arms for probabilistic numerical methods : algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such uncertainties, arising from the loss of precision induced by numerical calculation with limited time or hardware, are important for much contemporary science and industry. Within applications such as climate science and astrophysics, the need to make decisions on the basis of computations with large and complex data have led to a renewed focus on the management of numerical uncertainty. We describe how several seminal classic numerical methods can be interpreted naturally as probabilistic inference. We then show that the probabilistic view suggests new algorithms that can flexibly be adapted to suit application specifics, while delivering improved empirical performance. We provide concrete illustrations of the benefits of probabilistic numeric algorithms on real scientific problems from astrometry and astronomical imaging, while highlighting open problems with these new algorithms. Finally, we describe how probabilistic numerical methods provide a coherent framework for identifying the uncertainty in calculations performed with a combination of numerical algorithms (e.g. both numerical optimizers and differential equation solvers), potentially allowing the diagnosis (and control) of error sources in computations.

A spectral, quasi-cylindrical and dispersion-free Particle-In-Cell algorithm

DOE PAGES

Lehe, Remi; Kirchen, Manuel; Andriyash, Igor A.; ...

2016-02-17

We propose a spectral Particle-In-Cell (PIC) algorithm that is based on the combination of a Hankel transform and a Fourier transform. For physical problems that have close-to-cylindrical symmetry, this algorithm can be much faster than full 3D PIC algorithms. In addition, unlike standard finite-difference PIC codes, the proposed algorithm is free of spurious numerical dispersion, in vacuum. This algorithm is benchmarked in several situations that are of interest for laser-plasma interactions. These benchmarks show that it avoids a number of numerical artifacts, that would otherwise affect the physics in a standard PIC algorithm - including the zero-order numerical Cherenkov effect.

An analysis of the effect of defect structures on catalytic surfaces by the boundary element technique

NASA Astrophysics Data System (ADS)

Peirce, Anthony P.; Rabitz, Herschel

1988-08-01

The boundary element (BE) technique is used to analyze the effect of defects on one-dimensional chemically active surfaces. The standard BE algorithm for diffusion is modified to include the effects of bulk desorption by making use of an asymptotic expansion technique to evaluate influences near boundaries and defect sites. An explicit time evolution scheme is proposed to treat the non-linear equations associated with defect sites. The proposed BE algorithm is shown to provide an efficient and convergent algorithm for modelling localized non-linear behavior. Since it exploits the actual Green's function of the linear diffusion-desorption process that takes place on the surface, the BE algorithm is extremely stable. The BE algorithm is applied to a number of interesting physical problems in which non-linear reactions occur at localized defects. The Lotka-Volterra system is considered in which the source, sink and predator-prey interaction terms are distributed at different defect sites in the domain and in which the defects are coupled by diffusion. This example provides a stringent test of the stability of the numerical algorithm. Marginal stability oscillations are analyzed for the Prigogine-Lefever reaction that occurs on a lattice of defects. Dissipative effects are observed for large perturbations to the marginal stability state, and rapid spatial reorganization of uniformly distributed initial perturbations is seen to take place. In another series of examples the effect of defect locations on the balance between desorptive processes on chemically active surfaces is considered. The effect of dynamic pulsing at various time-scales is considered for a one species reactive trapping model. Similar competitive behavior between neighboring defects previously observed for static adsorption levels is shown to persist for dynamic loading of the surface. The analysis of a more complex three species reaction process also provides evidence of competitive behavior between neighboring defect sites. The proposed BE algorithm is shown to provide a useful technique for analyzing the effect of defect sites on chemically active surfaces.

Sparse Covariance Matrix Estimation With Eigenvalue Constraints

PubMed Central

LIU, Han; WANG, Lie; ZHAO, Tuo

2014-01-01

We propose a new approach for estimating high-dimensional, positive-definite covariance matrices. Our method extends the generalized thresholding operator by adding an explicit eigenvalue constraint. The estimated covariance matrix simultaneously achieves sparsity and positive definiteness. The estimator is rate optimal in the minimax sense and we develop an efficient iterative soft-thresholding and projection algorithm based on the alternating direction method of multipliers. Empirically, we conduct thorough numerical experiments on simulated datasets as well as real data examples to illustrate the usefulness of our method. Supplementary materials for the article are available online. PMID:25620866

Scheduling Projects with Multiskill Learning Effect

PubMed Central

2014-01-01

We investigate the project scheduling problem with multiskill learning effect. A new model is proposed to deal with the problem, where both autonomous and induced learning are considered. In order to obtain the optimal solution, a genetic algorithm with specific encoding and decoding schemes is introduced. A numerical example is used to illustrate the proposed model. The computational results show that the learning effect cannot be neglected in project scheduling. By means of determining the level of induced learning, the project manager can balance the project makespan with total cost. PMID:24683355

Robust functional regression model for marginal mean and subject-specific inferences.

PubMed

Cao, Chunzheng; Shi, Jian Qing; Lee, Youngjo

2017-01-01

We introduce flexible robust functional regression models, using various heavy-tailed processes, including a Student t-process. We propose efficient algorithms in estimating parameters for the marginal mean inferences and in predicting conditional means as well as interpolation and extrapolation for the subject-specific inferences. We develop bootstrap prediction intervals (PIs) for conditional mean curves. Numerical studies show that the proposed model provides a robust approach against data contamination or distribution misspecification, and the proposed PIs maintain the nominal confidence levels. A real data application is presented as an illustrative example.

Low Complexity Models to improve Incomplete Sensitivities for Shape Optimization

NASA Astrophysics Data System (ADS)

Stanciu, Mugurel; Mohammadi, Bijan; Moreau, Stéphane

2003-01-01

The present global platform for simulation and design of multi-model configurations treat shape optimization problems in aerodynamics. Flow solvers are coupled with optimization algorithms based on CAD-free and CAD-connected frameworks. Newton methods together with incomplete expressions of gradients are used. Such incomplete sensitivities are improved using reduced models based on physical assumptions. The validity and the application of this approach in real-life problems are presented. The numerical examples concern shape optimization for an airfoil, a business jet and a car engine cooling axial fan.

Scheduling projects with multiskill learning effect.

PubMed

Zha, Hong; Zhang, Lianying

2014-01-01

We investigate the project scheduling problem with multiskill learning effect. A new model is proposed to deal with the problem, where both autonomous and induced learning are considered. In order to obtain the optimal solution, a genetic algorithm with specific encoding and decoding schemes is introduced. A numerical example is used to illustrate the proposed model. The computational results show that the learning effect cannot be neglected in project scheduling. By means of determining the level of induced learning, the project manager can balance the project makespan with total cost.

Impact of Lead Time and Safety Factor in Mixed Inventory Models with Backorder Discounts

NASA Astrophysics Data System (ADS)

Lo, Ming-Cheng; Chao-Hsien Pan, Jason; Lin, Kai-Cing; Hsu, Jia-Wei

This study investigates the impact of safety factor on the continuous review inventory model involving controllable lead time with mixture of backorder discount and partial lost sales. The objective is to minimize the expected total annual cost with respect to order quantity, backorder price discount, safety factor and lead time. A model with normal demand is also discussed. Numerical examples are presented to illustrate the procedures of the algorithms and the effects of parameters on the result of the proposed models are analyzed.

Neural network error correction for solving coupled ordinary differential equations

NASA Technical Reports Server (NTRS)

Shelton, R. O.; Darsey, J. A.; Sumpter, B. G.; Noid, D. W.

1992-01-01

A neural network is presented to learn errors generated by a numerical algorithm for solving coupled nonlinear differential equations. The method is based on using a neural network to correctly learn the error generated by, for example, Runge-Kutta on a model molecular dynamics (MD) problem. The neural network programs used in this study were developed by NASA. Comparisons are made for training the neural network using backpropagation and a new method which was found to converge with fewer iterations. The neural net programs, the MD model and the calculations are discussed.

Fuzzy Hungarian Method for Solving Intuitionistic Fuzzy Travelling Salesman Problem

NASA Astrophysics Data System (ADS)

Prabakaran, K.; Ganesan, K.

2018-04-01

The travelling salesman problem is to identify the shortest route that the salesman journey all the places and return the starting place with minimum cost. We develop a fuzzy version of Hungarian algorithm for the solution of intuitionistic fuzzy travelling salesman problem using triangular intuitionistic fuzzy numbers without changing them to classical travelling salesman problem. The purposed method is easy to empathize and to implement for finding solution of intuitionistic travelling salesman problem happening in real life situations. To illustrate the proposed method numerical example are provided.

Improvement and speed optimization of numerical tsunami modelling program using OpenMP technology

NASA Astrophysics Data System (ADS)

Chernov, A.; Zaytsev, A.; Yalciner, A.; Kurkin, A.

2009-04-01

Currently, the basic problem of tsunami modeling is low speed of calculations which is unacceptable for services of the operative notification. Existing algorithms of numerical modeling of hydrodynamic processes of tsunami waves are developed without taking the opportunities of modern computer facilities. There is an opportunity to have considerable acceleration of process of calculations by using parallel algorithms. We discuss here new approach to parallelization tsunami modeling code using OpenMP Technology (for multiprocessing systems with the general memory). Nowadays, multiprocessing systems are easily accessible for everyone. The cost of the use of such systems becomes much lower comparing to the costs of clusters. This opportunity also benefits all programmers to apply multithreading algorithms on desktop computers of researchers. Other important advantage of the given approach is the mechanism of the general memory - there is no necessity to send data on slow networks (for example Ethernet). All memory is the common for all computing processes; it causes almost linear scalability of the program and processes. In the new version of NAMI DANCE using OpenMP technology and multi-threading algorithm provide 80% gain in speed in comparison with the one-thread version for dual-processor unit. The speed increased and 320% gain was attained for four core processor unit of PCs. Thus, it was possible to reduce considerably time of performance of calculations on the scientific workstations (desktops) without complete change of the program and user interfaces. The further modernization of algorithms of preparation of initial data and processing of results using OpenMP looks reasonable. The final version of NAMI DANCE with the increased computational speed can be used not only for research purposes but also in real time Tsunami Warning Systems.

Analyzing milestoning networks for molecular kinetics: definitions, algorithms, and examples.

PubMed

Viswanath, Shruthi; Kreuzer, Steven M; Cardenas, Alfredo E; Elber, Ron

2013-11-07

Network representations are becoming increasingly popular for analyzing kinetic data from techniques like Milestoning, Markov State Models, and Transition Path Theory. Mapping continuous phase space trajectories into a relatively small number of discrete states helps in visualization of the data and in dissecting complex dynamics to concrete mechanisms. However, not only are molecular networks derived from molecular dynamics simulations growing in number, they are also getting increasingly complex, owing partly to the growth in computer power that allows us to generate longer and better converged trajectories. The increased complexity of the networks makes simple interpretation and qualitative insight of the molecular systems more difficult to achieve. In this paper, we focus on various network representations of kinetic data and algorithms to identify important edges and pathways in these networks. The kinetic data can be local and partial (such as the value of rate coefficients between states) or an exact solution to kinetic equations for the entire system (such as the stationary flux between vertices). In particular, we focus on the Milestoning method that provides fluxes as the main output. We proposed Global Maximum Weight Pathways as a useful tool for analyzing molecular mechanism in Milestoning networks. A closely related definition was made in the context of Transition Path Theory. We consider three algorithms to find Global Maximum Weight Pathways: Recursive Dijkstra's, Edge-Elimination, and Edge-List Bisection. The asymptotic efficiency of the algorithms is analyzed and numerical tests on finite networks show that Edge-List Bisection and Recursive Dijkstra's algorithms are most efficient for sparse and dense networks, respectively. Pathways are illustrated for two examples: helix unfolding and membrane permeation. Finally, we illustrate that networks based on local kinetic information can lead to incorrect interpretation of molecular mechanisms.

Properties of the numerical algorithms for problems of quantum information technologies: Benefits of deep analysis

NASA Astrophysics Data System (ADS)

Chernyavskiy, Andrey; Khamitov, Kamil; Teplov, Alexey; Voevodin, Vadim; Voevodin, Vladimir

2016-10-01

In recent years, quantum information technologies (QIT) showed great development, although, the way of the implementation of QIT faces the serious difficulties, some of which are challenging computational tasks. This work is devoted to the deep and broad analysis of the parallel algorithmic properties of such tasks. As an example we take one- and two-qubit transformations of a many-qubit quantum state, which are the most critical kernels of many important QIT applications. The analysis of the algorithms uses the methodology of the AlgoWiki project (algowiki-project.org) and consists of two parts: theoretical and experimental. Theoretical part includes features like sequential and parallel complexity, macro structure, and visual information graph. Experimental part was made by using the petascale Lomonosov supercomputer (Moscow State University, Russia) and includes the analysis of locality and memory access, scalability and the set of more specific dynamic characteristics of realization. This approach allowed us to obtain bottlenecks and generate ideas of efficiency improvement.

An object-oriented framework for distributed hydrologic and geomorphic modeling using triangulated irregular networks

NASA Astrophysics Data System (ADS)

Tucker, Gregory E.; Lancaster, Stephen T.; Gasparini, Nicole M.; Bras, Rafael L.; Rybarczyk, Scott M.

2001-10-01

We describe a new set of data structures and algorithms for dynamic terrain modeling using a triangulated irregular network (TINs). The framework provides an efficient method for storing, accessing, and updating a Delaunay triangulation and its associated Voronoi diagram. The basic data structure consists of three interconnected data objects: triangles, nodes, and directed edges. Encapsulating each of these geometric elements within a data object makes it possible to essentially decouple the TIN representation from the modeling applications that make use of it. Both the triangulation and its corresponding Voronoi diagram can be rapidly retrieved or updated, making these methods well suited to adaptive remeshing schemes. We develop a set of algorithms for defining drainage networks and identifying closed depressions (e.g., lakes) for hydrologic and geomorphic modeling applications. We also outline simple numerical algorithms for solving network routing and 2D transport equations within the TIN framework. The methods are illustrated with two example applications, a landscape evolution model and a distributed rainfall-runoff model.

(n, N) type maintenance policy for multi-component systems with failure interactions

NASA Astrophysics Data System (ADS)

Zhang, Zhuoqi; Wu, Su; Li, Binfeng; Lee, Seungchul

2015-04-01

This paper studies maintenance policies for multi-component systems in which failure interactions and opportunistic maintenance (OM) involve. This maintenance problem can be formulated as a Markov decision process (MDP). However, since an action set and state space in MDP exponentially expand as the number of components increase, traditional approaches are computationally intractable. To deal with curse of dimensionality, we decompose such a multi-component system into mutually influential single-component systems. Each single-component system is formulated as an MDP with the objective of minimising its long-run average maintenance cost. Under some reasonable assumptions, we prove the existence of the optimal (n, N) type policy for a single-component system. An algorithm to obtain the optimal (n, N) type policy is also proposed. Based on the proposed algorithm, we develop an iterative approximation algorithm to obtain an acceptable maintenance policy for a multi-component system. Numerical examples find that failure interactions and OM pose significant effects on a maintenance policy.

Microseismic reverse time migration with a multi-cross-correlation staining algorithm for fracture imaging

NASA Astrophysics Data System (ADS)

Yuan, Congcong; Jia, Xiaofeng; Liu, Shishuo; Zhang, Jie

2018-02-01

Accurate characterization of hydraulic fracturing zones is currently becoming increasingly important in production optimization, since hydraulic fracturing may increase the porosity and permeability of the reservoir significantly. Recently, the feasibility of the reverse time migration (RTM) method has been studied for the application in imaging fractures during borehole microseismic monitoring. However, strong low-frequency migration noise, poorly illuminated areas, and the low signal to noise ratio (SNR) data can degrade the imaging results. To improve the quality of the images, we propose a multi-cross-correlation staining algorithm to incorporate into the microseismic reverse time migration for imaging fractures using scattered data. Under the modified RTM method, our results are revealed in two images: one is the improved RTM image using the multi-cross-correlation condition, and the other is an image of the target region using the generalized staining algorithm. The numerical examples show that, compared with the conventional RTM, our method can significantly improve the spatial resolution of images, especially for the image of target region.

Asymptotic Analysis Of The Total Least Squares ESPRIT Algorithm'

NASA Astrophysics Data System (ADS)

Ottersten, B. E.; Viberg, M.; Kailath, T.

1989-11-01

This paper considers the problem of estimating the parameters of multiple narrowband signals arriving at an array of sensors. Modern approaches to this problem often involve costly procedures for calculating the estimates. The ESPRIT (Estimation of Signal Parameters via Rotational Invariance Techniques) algorithm was recently proposed as a means for obtaining accurate estimates without requiring a costly search of the parameter space. This method utilizes an array invariance to arrive at a computationally efficient multidimensional estimation procedure. Herein, the asymptotic distribution of the estimation error is derived for the Total Least Squares (TLS) version of ESPRIT. The Cramer-Rao Bound (CRB) for the ESPRIT problem formulation is also derived and found to coincide with the variance of the asymptotic distribution through numerical examples. The method is also compared to least squares ESPRIT and MUSIC as well as to the CRB for a calibrated array. Simulations indicate that the theoretic expressions can be used to accurately predict the performance of the algorithm.

Synchronization of an Inertial Neural Network With Time-Varying Delays and Its Application to Secure Communication.

PubMed

Lakshmanan, Shanmugam; Prakash, Mani; Lim, Chee Peng; Rakkiyappan, Rajan; Balasubramaniam, Pagavathigounder; Nahavandi, Saeid

2018-01-01

In this paper, synchronization of an inertial neural network with time-varying delays is investigated. Based on the variable transformation method, we transform the second-order differential equations into the first-order differential equations. Then, using suitable Lyapunov-Krasovskii functionals and Jensen's inequality, the synchronization criteria are established in terms of linear matrix inequalities. Moreover, a feedback controller is designed to attain synchronization between the master and slave models, and to ensure that the error model is globally asymptotically stable. Numerical examples and simulations are presented to indicate the effectiveness of the proposed method. Besides that, an image encryption algorithm is proposed based on the piecewise linear chaotic map and the chaotic inertial neural network. The chaotic signals obtained from the inertial neural network are utilized for the encryption process. Statistical analyses are provided to evaluate the effectiveness of the proposed encryption algorithm. The results ascertain that the proposed encryption algorithm is efficient and reliable for secure communication applications.

An algorithm for continuum modeling of rocks with multiple embedded nonlinearly-compliant joints [Continuum modeling of elasto-plastic media with multiple embedded nonlinearly-compliant joints

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hurley, R. C.; Vorobiev, O. Y.; Ezzedine, S. M.

Here, we present a numerical method for modeling the mechanical effects of nonlinearly-compliant joints in elasto-plastic media. The method uses a series of strain-rate and stress update algorithms to determine joint closure, slip, and solid stress within computational cells containing multiple “embedded” joints. This work facilitates efficient modeling of nonlinear wave propagation in large spatial domains containing a large number of joints that affect bulk mechanical properties. We implement the method within the massively parallel Lagrangian code GEODYN-L and provide verification and examples. We highlight the ability of our algorithms to capture joint interactions and multiple weakness planes within individualmore » computational cells, as well as its computational efficiency. We also discuss the motivation for developing the proposed technique: to simulate large-scale wave propagation during the Source Physics Experiments (SPE), a series of underground explosions conducted at the Nevada National Security Site (NNSS).« less

An algorithm for continuum modeling of rocks with multiple embedded nonlinearly-compliant joints [Continuum modeling of elasto-plastic media with multiple embedded nonlinearly-compliant joints

DOE PAGES

Hurley, R. C.; Vorobiev, O. Y.; Ezzedine, S. M.

2017-04-06

Here, we present a numerical method for modeling the mechanical effects of nonlinearly-compliant joints in elasto-plastic media. The method uses a series of strain-rate and stress update algorithms to determine joint closure, slip, and solid stress within computational cells containing multiple “embedded” joints. This work facilitates efficient modeling of nonlinear wave propagation in large spatial domains containing a large number of joints that affect bulk mechanical properties. We implement the method within the massively parallel Lagrangian code GEODYN-L and provide verification and examples. We highlight the ability of our algorithms to capture joint interactions and multiple weakness planes within individualmore » computational cells, as well as its computational efficiency. We also discuss the motivation for developing the proposed technique: to simulate large-scale wave propagation during the Source Physics Experiments (SPE), a series of underground explosions conducted at the Nevada National Security Site (NNSS).« less

A computer code for three-dimensional incompressible flows using nonorthogonal body-fitted coordinate systems

NASA Technical Reports Server (NTRS)

Chen, Y. S.

1986-01-01

In this report, a numerical method for solving the equations of motion of three-dimensional incompressible flows in nonorthogonal body-fitted coordinate (BFC) systems has been developed. The equations of motion are transformed to a generalized curvilinear coordinate system from which the transformed equations are discretized using finite difference approximations in the transformed domain. The hybrid scheme is used to approximate the convection terms in the governing equations. Solutions of the finite difference equations are obtained iteratively by using a pressure-velocity correction algorithm (SIMPLE-C). Numerical examples of two- and three-dimensional, laminar and turbulent flow problems are employed to evaluate the accuracy and efficiency of the present computer code. The user's guide and computer program listing of the present code are also included.

Rubber friction and tire dynamics.

PubMed

Persson, B N J

2011-01-12

We propose a simple rubber friction law, which can be used, for example, in models of tire (and vehicle) dynamics. The friction law is tested by comparing numerical results to the full rubber friction theory (Persson 2006 J. Phys.: Condens. Matter 18 7789). Good agreement is found between the two theories. We describe a two-dimensional (2D) tire model which combines the rubber friction model with a simple mass-spring description of the tire body. The tire model is very flexible and can be used to accurately calculate μ-slip curves (and the self-aligning torque) for braking and cornering or combined motion (e.g. braking during cornering). We present numerical results which illustrate the theory. Simulations of anti-blocking system (ABS) braking are performed using two simple control algorithms.

Band-limited Green's Functions for Quantitative Evaluation of Acoustic Emission Using the Finite Element Method

NASA Technical Reports Server (NTRS)

Leser, William P.; Yuan, Fuh-Gwo; Leser, William P.

2013-01-01

A method of numerically estimating dynamic Green's functions using the finite element method is proposed. These Green's functions are accurate in a limited frequency range dependent on the mesh size used to generate them. This range can often match or exceed the frequency sensitivity of the traditional acoustic emission sensors. An algorithm is also developed to characterize an acoustic emission source by obtaining information about its strength and temporal dependence. This information can then be used to reproduce the source in a finite element model for further analysis. Numerical examples are presented that demonstrate the ability of the band-limited Green's functions approach to determine the moment tensor coefficients of several reference signals to within seven percent, as well as accurately reproduce the source-time function.

Inverse constraints for emission fluxes of atmospheric tracers estimated from concentration measurements and Lagrangian transport

NASA Astrophysics Data System (ADS)

Pisso, Ignacio; Patra, Prabir; Breivik, Knut

2015-04-01

Lagrangian transport models based on times series of Eulerian fields provide a computationally affordable way of achieving very high resolution for limited areas and time periods. This makes them especially suitable for the analysis of point-wise measurements of atmospheric tracers. We present an application illustrated with examples of greenhouse gases from anthropogenic emissions in urban areas and biogenic emissions in Japan and of pollutants in the Arctic. We asses the algorithmic complexity of the numerical implementation as well as the use of non-procedural techniques such as Object-Oriented programming. We discuss aspects related to the quantification of uncertainty from prior information in the presence of model error and limited number of observations. The case of non-linear constraints is explored using direct numerical optimisation methods.

Accurate, efficient, and (iso)geometrically flexible collocation methods for phase-field models

NASA Astrophysics Data System (ADS)

Gomez, Hector; Reali, Alessandro; Sangalli, Giancarlo

2014-04-01

We propose new collocation methods for phase-field models. Our algorithms are based on isogeometric analysis, a new technology that makes use of functions from computational geometry, such as, for example, Non-Uniform Rational B-Splines (NURBS). NURBS exhibit excellent approximability and controllable global smoothness, and can represent exactly most geometries encapsulated in Computer Aided Design (CAD) models. These attributes permitted us to derive accurate, efficient, and geometrically flexible collocation methods for phase-field models. The performance of our method is demonstrated by several numerical examples of phase separation modeled by the Cahn-Hilliard equation. We feel that our method successfully combines the geometrical flexibility of finite elements with the accuracy and simplicity of pseudo-spectral collocation methods, and is a viable alternative to classical collocation methods.

Projective-Dual Method for Solving Systems of Linear Equations with Nonnegative Variables

NASA Astrophysics Data System (ADS)

Ganin, B. V.; Golikov, A. I.; Evtushenko, Yu. G.

2018-02-01

In order to solve an underdetermined system of linear equations with nonnegative variables, the projection of a given point onto its solutions set is sought. The dual of this problem—the problem of unconstrained maximization of a piecewise-quadratic function—is solved by Newton's method. The problem of unconstrained optimization dual of the regularized problem of finding the projection onto the solution set of the system is considered. A connection of duality theory and Newton's method with some known algorithms of projecting onto a standard simplex is shown. On the example of taking into account the specifics of the constraints of the transport linear programming problem, the possibility to increase the efficiency of calculating the generalized Hessian matrix is demonstrated. Some examples of numerical calculations using MATLAB are presented.

Real-time 2D spatially selective MRI experiments: Comparative analysis of optimal control design methods

NASA Astrophysics Data System (ADS)

Maximov, Ivan I.; Vinding, Mads S.; Tse, Desmond H. Y.; Nielsen, Niels Chr.; Shah, N. Jon

2015-05-01

There is an increasing need for development of advanced radio-frequency (RF) pulse techniques in modern magnetic resonance imaging (MRI) systems driven by recent advancements in ultra-high magnetic field systems, new parallel transmit/receive coil designs, and accessible powerful computational facilities. 2D spatially selective RF pulses are an example of advanced pulses that have many applications of clinical relevance, e.g., reduced field of view imaging, and MR spectroscopy. The 2D spatially selective RF pulses are mostly generated and optimised with numerical methods that can handle vast controls and multiple constraints. With this study we aim at demonstrating that numerical, optimal control (OC) algorithms are efficient for the design of 2D spatially selective MRI experiments, when robustness towards e.g. field inhomogeneity is in focus. We have chosen three popular OC algorithms; two which are gradient-based, concurrent methods using first- and second-order derivatives, respectively; and a third that belongs to the sequential, monotonically convergent family. We used two experimental models: a water phantom, and an in vivo human head. Taking into consideration the challenging experimental setup, our analysis suggests the use of the sequential, monotonic approach and the second-order gradient-based approach as computational speed, experimental robustness, and image quality is key. All algorithms used in this work were implemented in the MATLAB environment and are freely available to the MRI community.

Path statistics, memory, and coarse-graining of continuous-time random walks on networks

PubMed Central

Kion-Crosby, Willow; Morozov, Alexandre V.

2015-01-01

Continuous-time random walks (CTRWs) on discrete state spaces, ranging from regular lattices to complex networks, are ubiquitous across physics, chemistry, and biology. Models with coarse-grained states (for example, those employed in studies of molecular kinetics) or spatial disorder can give rise to memory and non-exponential distributions of waiting times and first-passage statistics. However, existing methods for analyzing CTRWs on complex energy landscapes do not address these effects. Here we use statistical mechanics of the nonequilibrium path ensemble to characterize first-passage CTRWs on networks with arbitrary connectivity, energy landscape, and waiting time distributions. Our approach can be applied to calculating higher moments (beyond the mean) of path length, time, and action, as well as statistics of any conservative or non-conservative force along a path. For homogeneous networks, we derive exact relations between length and time moments, quantifying the validity of approximating a continuous-time process with its discrete-time projection. For more general models, we obtain recursion relations, reminiscent of transfer matrix and exact enumeration techniques, to efficiently calculate path statistics numerically. We have implemented our algorithm in PathMAN (Path Matrix Algorithm for Networks), a Python script that users can apply to their model of choice. We demonstrate the algorithm on a few representative examples which underscore the importance of non-exponential distributions, memory, and coarse-graining in CTRWs. PMID:26646868

Convergence analysis of the alternating RGLS algorithm for the identification of the reduced complexity Volterra model.

PubMed

Laamiri, Imen; Khouaja, Anis; Messaoud, Hassani

2015-03-01

In this paper we provide a convergence analysis of the alternating RGLS (Recursive Generalized Least Square) algorithm used for the identification of the reduced complexity Volterra model describing stochastic non-linear systems. The reduced Volterra model used is the 3rd order SVD-PARAFC-Volterra model provided using the Singular Value Decomposition (SVD) and the Parallel Factor (PARAFAC) tensor decomposition of the quadratic and the cubic kernels respectively of the classical Volterra model. The Alternating RGLS (ARGLS) algorithm consists on the execution of the classical RGLS algorithm in alternating way. The ARGLS convergence was proved using the Ordinary Differential Equation (ODE) method. It is noted that the algorithm convergence canno׳t be ensured when the disturbance acting on the system to be identified has specific features. The ARGLS algorithm is tested in simulations on a numerical example by satisfying the determined convergence conditions. To raise the elegies of the proposed algorithm, we proceed to its comparison with the classical Alternating Recursive Least Squares (ARLS) presented in the literature. The comparison has been built on a non-linear satellite channel and a benchmark system CSTR (Continuous Stirred Tank Reactor). Moreover the efficiency of the proposed identification approach is proved on an experimental Communicating Two Tank system (CTTS). Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

Multiresolution strategies for the numerical solution of optimal control problems

NASA Astrophysics Data System (ADS)

Jain, Sachin

There exist many numerical techniques for solving optimal control problems but less work has been done in the field of making these algorithms run faster and more robustly. The main motivation of this work is to solve optimal control problems accurately in a fast and efficient way. Optimal control problems are often characterized by discontinuities or switchings in the control variables. One way of accurately capturing the irregularities in the solution is to use a high resolution (dense) uniform grid. This requires a large amount of computational resources both in terms of CPU time and memory. Hence, in order to accurately capture any irregularities in the solution using a few computational resources, one can refine the mesh locally in the region close to an irregularity instead of refining the mesh uniformly over the whole domain. Therefore, a novel multiresolution scheme for data compression has been designed which is shown to outperform similar data compression schemes. Specifically, we have shown that the proposed approach results in fewer grid points in the grid compared to a common multiresolution data compression scheme. The validity of the proposed mesh refinement algorithm has been verified by solving several challenging initial-boundary value problems for evolution equations in 1D. The examples have demonstrated the stability and robustness of the proposed algorithm. The algorithm adapted dynamically to any existing or emerging irregularities in the solution by automatically allocating more grid points to the region where the solution exhibited sharp features and fewer points to the region where the solution was smooth. Thereby, the computational time and memory usage has been reduced significantly, while maintaining an accuracy equivalent to the one obtained using a fine uniform mesh. Next, a direct multiresolution-based approach for solving trajectory optimization problems is developed. The original optimal control problem is transcribed into a nonlinear programming (NLP) problem that is solved using standard NLP codes. The novelty of the proposed approach hinges on the automatic calculation of a suitable, nonuniform grid over which the NLP problem is solved, which tends to increase numerical efficiency and robustness. Control and/or state constraints are handled with ease, and without any additional computational complexity. The proposed algorithm is based on a simple and intuitive method to balance several conflicting objectives, such as accuracy of the solution, convergence, and speed of the computations. The benefits of the proposed algorithm over uniform grid implementations are demonstrated with the help of several nontrivial examples. Furthermore, two sequential multiresolution trajectory optimization algorithms for solving problems with moving targets and/or dynamically changing environments have been developed. For such problems, high accuracy is desirable only in the immediate future, yet the ultimate mission objectives should be accommodated as well. An intelligent trajectory generation for such situations is thus enabled by introducing the idea of multigrid temporal resolution to solve the associated trajectory optimization problem on a non-uniform grid across time that is adapted to: (i) immediate future, and (ii) potential discontinuities in the state and control variables.

A simple suboptimal least-squares algorithm for attitude determination with multiple sensors

NASA Technical Reports Server (NTRS)

Brozenec, Thomas F.; Bender, Douglas J.

1994-01-01

Three-axis attitude determination is equivalent to finding a coordinate transformation matrix which transforms a set of reference vectors fixed in inertial space to a set of measurement vectors fixed in the spacecraft. The attitude determination problem can be expressed as a constrained optimization problem. The constraint is that a coordinate transformation matrix must be proper, real, and orthogonal. A transformation matrix can be thought of as optimal in the least-squares sense if it maps the measurement vectors to the reference vectors with minimal 2-norm errors and meets the above constraint. This constrained optimization problem is known as Wahba's problem. Several algorithms which solve Wahba's problem exactly have been developed and used. These algorithms, while steadily improving, are all rather complicated. Furthermore, they involve such numerically unstable or sensitive operations as matrix determinant, matrix adjoint, and Newton-Raphson iterations. This paper describes an algorithm which minimizes Wahba's loss function, but without the constraint. When the constraint is ignored, the problem can be solved by a straightforward, numerically stable least-squares algorithm such as QR decomposition. Even though the algorithm does not explicitly take the constraint into account, it still yields a nearly orthogonal matrix for most practical cases; orthogonality only becomes corrupted when the sensor measurements are very noisy, on the same order of magnitude as the attitude rotations. The algorithm can be simplified if the attitude rotations are small enough so that the approximation sin(theta) approximately equals theta holds. We then compare the computational requirements for several well-known algorithms. For the general large-angle case, the QR least-squares algorithm is competitive with all other know algorithms and faster than most. If attitude rotations are small, the least-squares algorithm can be modified to run faster, and this modified algorithm is faster than all but a similarly specialized version of the QUEST algorithm. We also introduce a novel measurement averaging technique which reduces the n-measurement case to the two measurement case for our particular application, a star tracker and earth sensor mounted on an earth-pointed geosynchronous communications satellite. Using this technique, many n-measurement problems reduce to less than or equal to 3 measurements; this reduces the amount of required calculation without significant degradation in accuracy. Finally, we present the results of some tests which compare the least-squares algorithm with the QUEST and FOAM algorithms in the two-measurement case. For our example case, all three algorithms performed with similar accuracy.

Trees, bialgebras and intrinsic numerical algorithms

NASA Technical Reports Server (NTRS)

Crouch, Peter; Grossman, Robert; Larson, Richard

1990-01-01

Preliminary work about intrinsic numerical integrators evolving on groups is described. Fix a finite dimensional Lie group G; let g denote its Lie algebra, and let Y(sub 1),...,Y(sub N) denote a basis of g. A class of numerical algorithms is presented that approximate solutions to differential equations evolving on G of the form: dot-x(t) = F(x(t)), x(0) = p is an element of G. The algorithms depend upon constants c(sub i) and c(sub ij), for i = 1,...,k and j is less than i. The algorithms have the property that if the algorithm starts on the group, then it remains on the group. In addition, they also have the property that if G is the abelian group R(N), then the algorithm becomes the classical Runge-Kutta algorithm. The Cayley algebra generated by labeled, ordered trees is used to generate the equations that the coefficients c(sub i) and c(sub ij) must satisfy in order for the algorithm to yield an rth order numerical integrator and to analyze the resulting algorithms.

Mono and multi-objective optimization techniques applied to a large range of industrial test cases using Metamodel assisted Evolutionary Algorithms

NASA Astrophysics Data System (ADS)

Fourment, Lionel; Ducloux, Richard; Marie, Stéphane; Ejday, Mohsen; Monnereau, Dominique; Massé, Thomas; Montmitonnet, Pierre

2010-06-01

The use of material processing numerical simulation allows a strategy of trial and error to improve virtual processes without incurring material costs or interrupting production and therefore save a lot of money, but it requires user time to analyze the results, adjust the operating conditions and restart the simulation. Automatic optimization is the perfect complement to simulation. Evolutionary Algorithm coupled with metamodelling makes it possible to obtain industrially relevant results on a very large range of applications within a few tens of simulations and without any specific automatic optimization technique knowledge. Ten industrial partners have been selected to cover the different area of the mechanical forging industry and provide different examples of the forming simulation tools. It aims to demonstrate that it is possible to obtain industrially relevant results on a very large range of applications within a few tens of simulations and without any specific automatic optimization technique knowledge. The large computational time is handled by a metamodel approach. It allows interpolating the objective function on the entire parameter space by only knowing the exact function values at a reduced number of "master points". Two algorithms are used: an evolution strategy combined with a Kriging metamodel and a genetic algorithm combined with a Meshless Finite Difference Method. The later approach is extended to multi-objective optimization. The set of solutions, which corresponds to the best possible compromises between the different objectives, is then computed in the same way. The population based approach allows using the parallel capabilities of the utilized computer with a high efficiency. An optimization module, fully embedded within the Forge2009 IHM, makes possible to cover all the defined examples, and the use of new multi-core hardware to compute several simulations at the same time reduces the needed time dramatically. The presented examples demonstrate the method versatility. They include billet shape optimization of a common rail, the cogging of a bar and a wire drawing problem.

A heuristic approach to optimization of structural topology including self-weight

NASA Astrophysics Data System (ADS)

Tajs-Zielińska, Katarzyna; Bochenek, Bogdan

2018-01-01

Topology optimization of structures under a design-dependent self-weight load is investigated in this paper. The problem deserves attention because of its significant importance in the engineering practice, especially nowadays as topology optimization is more often applied when designing large engineering structures, for example, bridges or carrying systems of tall buildings. It is worth noting that well-known approaches of topology optimization which have been successfully applied to structures under fixed loads cannot be directly adapted to the case of design-dependent loads, so that topology generation can be a challenge also for numerical algorithms. The paper presents the application of a simple but efficient non-gradient method to topology optimization of elastic structures under self-weight loading. The algorithm is based on the Cellular Automata concept, the application of which can produce effective solutions with low computational cost.

Exploring Neutrino Oscillation Parameter Space with a Monte Carlo Algorithm

NASA Astrophysics Data System (ADS)

Espejel, Hugo; Ernst, David; Cogswell, Bernadette; Latimer, David

2015-04-01

The χ2 (or likelihood) function for a global analysis of neutrino oscillation data is first calculated as a function of the neutrino mixing parameters. A computational challenge is to obtain the minima or the allowed regions for the mixing parameters. The conventional approach is to calculate the χ2 (or likelihood) function on a grid for a large number of points, and then marginalize over the likelihood function. As the number of parameters increases with the number of neutrinos, making the calculation numerically efficient becomes necessary. We implement a new Monte Carlo algorithm (D. Foreman-Mackey, D. W. Hogg, D. Lang and J. Goodman, Publications of the Astronomical Society of the Pacific, 125 306 (2013)) to determine its computational efficiency at finding the minima and allowed regions. We examine a realistic example to compare the historical and the new methods.

A hybrid genetic-simulated annealing algorithm for the location-inventory-routing problem considering returns under e-supply chain environment.

PubMed

Li, Yanhui; Guo, Hao; Wang, Lin; Fu, Jing

2013-01-01

Facility location, inventory control, and vehicle routes scheduling are critical and highly related problems in the design of logistics system for e-business. Meanwhile, the return ratio in Internet sales was significantly higher than in the traditional business. Many of returned merchandise have no quality defects, which can reenter sales channels just after a simple repackaging process. Focusing on the existing problem in e-commerce logistics system, we formulate a location-inventory-routing problem model with no quality defects returns. To solve this NP-hard problem, an effective hybrid genetic simulated annealing algorithm (HGSAA) is proposed. Results of numerical examples show that HGSAA outperforms GA on computing time, optimal solution, and computing stability. The proposed model is very useful to help managers make the right decisions under e-supply chain environment.

Approximating the linear quadratic optimal control law for hereditary systems with delays in the control

NASA Technical Reports Server (NTRS)

Milman, Mark H.

1987-01-01

The fundamental control synthesis issue of establishing a priori convergence rates of approximation schemes for feedback controllers for a class of distributed parameter systems is addressed within the context of hereditary systems. Specifically, a factorization approach is presented for deriving approximations to the optimal feedback gains for the linear regulator-quadratic cost problem associated with time-varying functional differential equations with control delays. The approach is based on a discretization of the state penalty which leads to a simple structure for the feedback control law. General properties of the Volterra factors of Hilbert-Schmidt operators are then used to obtain convergence results for the controls, trajectories and feedback kernels. Two algorithms are derived from the basic approximation scheme, including a fast algorithm, in the time-invariant case. A numerical example is also considered.

Flow Navigation by Smart Microswimmers via Reinforcement Learning

NASA Astrophysics Data System (ADS)

Colabrese, Simona; Biferale, Luca; Celani, Antonio; Gustavsson, Kristian

2017-11-01

We have numerically modeled active particles which are able to acquire some limited knowledge of the fluid environment from simple mechanical cues and exert a control on their preferred steering direction. We show that those swimmers can learn effective strategies just by experience, using a reinforcement learning algorithm. As an example, we focus on smart gravitactic swimmers. These are active particles whose task is to reach the highest altitude within some time horizon, exploiting the underlying flow whenever possible. The reinforcement learning algorithm allows particles to learn effective strategies even in difficult situations when, in the absence of control, they would end up being trapped by flow structures. These strategies are highly nontrivial and cannot be easily guessed in advance. This work paves the way towards the engineering of smart microswimmers that solve difficult navigation problems. ERC AdG NewTURB 339032.

Clustering of color map pixels: an interactive approach

NASA Astrophysics Data System (ADS)

Moon, Yiu Sang; Luk, Franklin T.; Yuen, K. N.; Yeung, Hoi Wo

2003-12-01

The demand for digital maps continues to arise as mobile electronic devices become more popular nowadays. Instead of creating the entire map from void, we may convert a scanned paper map into a digital one. Color clustering is the very first step of the conversion process. Currently, most of the existing clustering algorithms are fully automatic. They are fast and efficient but may not work well in map conversion because of the numerous ambiguous issues associated with printed maps. Here we introduce two interactive approaches for color clustering on the map: color clustering with pre-calculated index colors (PCIC) and color clustering with pre-calculated color ranges (PCCR). We also introduce a memory model that could enhance and integrate different image processing techniques for fine-tuning the clustering results. Problems and examples of the algorithms are discussed in the paper.

Approximating the linear quadratic optimal control law for hereditary systems with delays in the control

NASA Technical Reports Server (NTRS)

Milman, Mark H.

1988-01-01

The fundamental control synthesis issue of establishing a priori convergence rates of approximation schemes for feedback controllers for a class of distributed parameter systems is addressed within the context of hereditary schemes. Specifically, a factorization approach is presented for deriving approximations to the optimal feedback gains for the linear regulator-quadratic cost problem associated with time-varying functional differential equations with control delays. The approach is based on a discretization of the state penalty which leads to a simple structure for the feedback control law. General properties of the Volterra factors of Hilbert-Schmidt operators are then used to obtain convergence results for the controls, trajectories and feedback kernels. Two algorithms are derived from the basic approximation scheme, including a fast algorithm, in the time-invariant case. A numerical example is also considered.

Developing a new stochastic competitive model regarding inventory and price

NASA Astrophysics Data System (ADS)

Rashid, Reza; Bozorgi-Amiri, Ali; Seyedhoseini, S. M.

2015-09-01

Within the competition in today's business environment, the design of supply chains becomes more complex than before. This paper deals with the retailer's location problem when customers choose their vendors, and inventory costs have been considered for retailers. In a competitive location problem, price and location of facilities affect demands of customers; consequently, simultaneous optimization of the location and inventory system is needed. To prepare a realistic model, demand and lead time have been assumed as stochastic parameters, and queuing theory has been used to develop a comprehensive mathematical model. Due to complexity of the problem, a branch and bound algorithm has been developed, and its performance has been validated in several numerical examples, which indicated effectiveness of the algorithm. Also, a real case has been prepared to demonstrate performance of the model for real world.

A Stochastic-Variational Model for Soft Mumford-Shah Segmentation

PubMed Central

2006-01-01

In contemporary image and vision analysis, stochastic approaches demonstrate great flexibility in representing and modeling complex phenomena, while variational-PDE methods gain enormous computational advantages over Monte Carlo or other stochastic algorithms. In combination, the two can lead to much more powerful novel models and efficient algorithms. In the current work, we propose a stochastic-variational model for soft (or fuzzy) Mumford-Shah segmentation of mixture image patterns. Unlike the classical hard Mumford-Shah segmentation, the new model allows each pixel to belong to each image pattern with some probability. Soft segmentation could lead to hard segmentation, and hence is more general. The modeling procedure, mathematical analysis on the existence of optimal solutions, and computational implementation of the new model are explored in detail, and numerical examples of both synthetic and natural images are presented. PMID:23165059

Determining optimal selling price and lot size with process reliability and partial backlogging considerations

NASA Astrophysics Data System (ADS)

Hsieh, Tsu-Pang; Cheng, Mei-Chuan; Dye, Chung-Yuan; Ouyang, Liang-Yuh

2011-01-01

In this article, we extend the classical economic production quantity (EPQ) model by proposing imperfect production processes and quality-dependent unit production cost. The demand rate is described by any convex decreasing function of the selling price. In addition, we allow for shortages and a time-proportional backlogging rate. For any given selling price, we first prove that the optimal production schedule not only exists but also is unique. Next, we show that the total profit per unit time is a concave function of price when the production schedule is given. We then provide a simple algorithm to find the optimal selling price and production schedule for the proposed model. Finally, we use a couple of numerical examples to illustrate the algorithm and conclude this article with suggestions for possible future research.

Reliable numerical computation in an optimal output-feedback design

NASA Technical Reports Server (NTRS)

Vansteenwyk, Brett; Ly, Uy-Loi

1991-01-01

A reliable algorithm is presented for the evaluation of a quadratic performance index and its gradients with respect to the controller design parameters. The algorithm is a part of a design algorithm for optimal linear dynamic output-feedback controller that minimizes a finite-time quadratic performance index. The numerical scheme is particularly robust when it is applied to the control-law synthesis for systems with densely packed modes and where there is a high likelihood of encountering degeneracies in the closed-loop eigensystem. This approach through the use of an accurate Pade series approximation does not require the closed-loop system matrix to be diagonalizable. The algorithm was included in a control design package for optimal robust low-order controllers. Usefulness of the proposed numerical algorithm was demonstrated using numerous practical design cases where degeneracies occur frequently in the closed-loop system under an arbitrary controller design initialization and during the numerical search.

Finite-Difference Numerical Simulation of Seismic Gradiometry

NASA Astrophysics Data System (ADS)

Aldridge, D. F.; Symons, N. P.; Haney, M. M.

2006-12-01

We use the phrase seismic gradiometry to refer to the developing research area involving measurement, modeling, analysis, and interpretation of spatial derivatives (or differences) of a seismic wavefield. In analogy with gradiometric methods used in gravity and magnetic exploration, seismic gradiometry offers the potential for enhancing resolution, and revealing new (or hitherto obscure) information about the subsurface. For example, measurement of pressure and rotation enables the decomposition of recorded seismic data into compressional (P) and shear (S) components. Additionally, a complete observation of the total seismic wavefield at a single receiver (including both rectilinear and rotational motions) offers the possibility of inferring the type, speed, and direction of an incident seismic wave. Spatially extended receiver arrays, conventionally used for such directional and phase speed determinations, may be dispensed with. Seismic wave propagation algorithms based on the explicit, time-domain, finite-difference (FD) numerical method are well-suited for investigating gradiometric effects. We have implemented in our acoustic, elastic, and poroelastic algorithms a point receiver that records the 9 components of the particle velocity gradient tensor. Pressure and particle rotation are obtained by forming particular linear combinations of these tensor components, and integrating with respect to time. All algorithms entail 3D O(2,4) FD solutions of coupled, first- order systems of partial differential equations on uniformly-spaced staggered spatial and temporal grids. Numerical tests with a 1D model composed of homogeneous and isotropic elastic layers show isolation of P, SV, and SH phases recorded in a multiple borehole configuration, even in the case of interfering events. Synthetic traces recorded by geophones and rotation receivers in a shallow crosswell geometry with randomly heterogeneous poroelastic models also illustrate clear P (fast and slow) and S separation. Finally, numerical tests of the "point seismic array" concept are oriented toward understanding its potential and limitations. Sandia National Laboratories is a multiprogram science and engineering facility operated by Sandia Corporation, a Lockheed-Martin company, for the United States Department of Energy under contract DE- AC04-94AL85000.

The development of efficient numerical time-domain modeling methods for geophysical wave propagation

NASA Astrophysics Data System (ADS)

Zhu, Lieyuan

This Ph.D. dissertation focuses on the numerical simulation of geophysical wave propagation in the time domain including elastic waves in solid media, the acoustic waves in fluid media, and the electromagnetic waves in dielectric media. This thesis shows that a linear system model can describe accurately the physical processes of those geophysical waves' propagation and can be used as a sound basis for modeling geophysical wave propagation phenomena. The generalized stability condition for numerical modeling of wave propagation is therefore discussed in the context of linear system theory. The efficiency of a series of different numerical algorithms in the time-domain for modeling geophysical wave propagation are discussed and compared. These algorithms include the finite-difference time-domain method, pseudospectral time domain method, alternating directional implicit (ADI) finite-difference time domain method. The advantages and disadvantages of these numerical methods are discussed and the specific stability condition for each modeling scheme is carefully derived in the context of the linear system theory. Based on the review and discussion of these existing approaches, the split step, ADI pseudospectral time domain (SS-ADI-PSTD) method is developed and tested for several cases. Moreover, the state-of-the-art stretched-coordinate perfect matched layer (SCPML) has also been implemented in SS-ADI-PSTD algorithm as the absorbing boundary condition for truncating the computational domain and absorbing the artificial reflection from the domain boundaries. After algorithmic development, a few case studies serve as the real-world examples to verify the capacities of the numerical algorithms and understand the capabilities and limitations of geophysical methods for detection of subsurface contamination. The first case is a study using ground penetrating radar (GPR) amplitude variation with offset (AVO) for subsurface non-aqueous-liquid (NAPL) contamination. The numerical AVO study reveals that the normalized residual polarization (NRP) variation with offset does not respond to subsurface NAPL existence when the offset is close to or larger than its critical value (which corresponds to critical incident angle) because the air and head waves dominate the recorded wave field and severely interfere with reflected waves in the TEz wave field. Thus it can be concluded that the NRP AVO/GPR method is invalid when source-receiver angle offset is close to or greater than its critical value due to incomplete and severely distorted reflection information. In other words, AVO is not a promising technique for detection of the subsurface NAPL, as claimed by some researchers. In addition, the robustness of the newly developed numerical algorithms is also verified by the AVO study for randomly-arranged layered media. Meanwhile, this case study also demonstrates again that the full-wave numerical modeling algorithms are superior to ray tracing method. The second case study focuses on the effect of the existence of a near-surface fault on the vertically incident P- and S- plane waves. The modeling results show that both P-wave vertical incidence and S-wave vertical incidence cases are qualified fault indicators. For the plane S-wave vertical incidence case, the horizontal location of the upper tip of the fault (the footwall side) can be identified without much effort, because all the recorded parameters on the surface including the maximum velocities and the maximum accelerations, and even their ratios H/V, have shown dramatic changes when crossing the upper tip of the fault. The centers of the transition zone of the all the curves of parameters are almost directly above the fault tip (roughly the horizontal center of the model). Compared with the case of the vertically incident P-wave source, it has been found that the S-wave vertical source is a better indicator for fault location, because the horizontal location of the tip of that fault cannot be clearly identified with the ratio of the horizontal to vertical velocity for the P-wave incident case.

Topology Optimization - Engineering Contribution to Architectural Design

NASA Astrophysics Data System (ADS)

Tajs-Zielińska, Katarzyna; Bochenek, Bogdan

2017-10-01

The idea of the topology optimization is to find within a considered design domain the distribution of material that is optimal in some sense. Material, during optimization process, is redistributed and parts that are not necessary from objective point of view are removed. The result is a solid/void structure, for which an objective function is minimized. This paper presents an application of topology optimization to multi-material structures. The design domain defined by shape of a structure is divided into sub-regions, for which different materials are assigned. During design process material is relocated, but only within selected region. The proposed idea has been inspired by architectural designs like multi-material facades of buildings. The effectiveness of topology optimization is determined by proper choice of numerical optimization algorithm. This paper utilises very efficient heuristic method called Cellular Automata. Cellular Automata are mathematical, discrete idealization of a physical systems. Engineering implementation of Cellular Automata requires decomposition of the design domain into a uniform lattice of cells. It is assumed, that the interaction between cells takes place only within the neighbouring cells. The interaction is governed by simple, local update rules, which are based on heuristics or physical laws. The numerical studies show, that this method can be attractive alternative to traditional gradient-based algorithms. The proposed approach is evaluated by selected numerical examples of multi-material bridge structures, for which various material configurations are examined. The numerical studies demonstrated a significant influence the material sub-regions location on the final topologies. The influence of assumed volume fraction on final topologies for multi-material structures is also observed and discussed. The results of numerical calculations show, that this approach produces different results as compared with classical one-material problems.

Research on numerical algorithms for large space structures

NASA Technical Reports Server (NTRS)

Denman, E. D.

1982-01-01

Numerical algorithms for large space structures were investigated with particular emphasis on decoupling method for analysis and design. Numerous aspects of the analysis of large systems ranging from the algebraic theory to lambda matrices to identification algorithms were considered. A general treatment of the algebraic theory of lambda matrices is presented and the theory is applied to second order lambda matrices.

A numerical algorithm for the explicit calculation of SU(N) and SL(N,C) Clebsch-Gordan coefficients

DOE Office of Scientific and Technical Information (OSTI.GOV)

Alex, Arne; Delft, Jan von; Kalus, Matthias

2011-02-15

We present an algorithm for the explicit numerical calculation of SU(N) and SL(N,C) Clebsch-Gordan coefficients, based on the Gelfand-Tsetlin pattern calculus. Our algorithm is well suited for numerical implementation; we include a computer code in an appendix. Our exposition presumes only familiarity with the representation theory of SU(2).

Recovery of time-dependent volatility in option pricing model

NASA Astrophysics Data System (ADS)

Deng, Zui-Cha; Hon, Y. C.; Isakov, V.

2016-11-01

In this paper we investigate an inverse problem of determining the time-dependent volatility from observed market prices of options with different strikes. Due to the non linearity and sparsity of observations, an analytical solution to the problem is generally not available. Numerical approximation is also difficult to obtain using most of the existing numerical algorithms. Based on our recent theoretical results, we apply the linearisation technique to convert the problem into an inverse source problem from which recovery of the unknown volatility function can be achieved. Two kinds of strategies, namely, the integral equation method and the Landweber iterations, are adopted to obtain the stable numerical solution to the inverse problem. Both theoretical analysis and numerical examples confirm that the proposed approaches are effective. The work described in this paper was partially supported by a grant from the Research Grant Council of the Hong Kong Special Administrative Region (Project No. CityU 101112) and grants from the NNSF of China (Nos. 11261029, 11461039), and NSF grants DMS 10-08902 and 15-14886 and by Emylou Keith and Betty Dutcher Distinguished Professorship at the Wichita State University (USA).

A Simple Geometrical Model for Calculation of the Effective Emissivity in Blackbody Cylindrical Cavities

NASA Astrophysics Data System (ADS)

De Lucas, Javier

2015-03-01

A simple geometrical model for calculating the effective emissivity in blackbody cylindrical cavities has been developed. The back ray tracing technique and the Monte Carlo method have been employed, making use of a suitable set of coordinates and auxiliary planes. In these planes, the trajectories of individual photons in the successive reflections between the cavity points are followed in detail. The theoretical model is implemented by using simple numerical tools, programmed in Microsoft Visual Basic for Application and Excel. The algorithm is applied to isothermal and non-isothermal diffuse cylindrical cavities with a lid; however, the basic geometrical structure can be generalized to a cylindro-conical shape and specular reflection. Additionally, the numerical algorithm and the program source code can be used, with minor changes, for determining the distribution of the cavity points, where photon absorption takes place. This distribution could be applied to the study of the influence of thermal gradients on the effective emissivity profiles, for example. Validation is performed by analyzing the convergence of the Monte Carlo method as a function of the number of trials and by comparison with published results of different authors.

Free-end adaptive nudged elastic band method for locating transition states in minimum energy path calculation.

PubMed

Zhang, Jiayong; Zhang, Hongwu; Ye, Hongfei; Zheng, Yonggang

2016-09-07

A free-end adaptive nudged elastic band (FEA-NEB) method is presented for finding transition states on minimum energy paths, where the energy barrier is very narrow compared to the whole paths. The previously proposed free-end nudged elastic band method may suffer from convergence problems because of the kinks arising on the elastic band if the initial elastic band is far from the minimum energy path and weak springs are adopted. We analyze the origin of the formation of kinks and present an improved free-end algorithm to avoid the convergence problem. Moreover, by coupling the improved free-end algorithm and an adaptive strategy, we develop a FEA-NEB method to accurately locate the transition state with the elastic band cut off repeatedly and the density of images near the transition state increased. Several representative numerical examples, including the dislocation nucleation in a penta-twinned nanowire, the twin boundary migration under a shear stress, and the cross-slip of screw dislocation in face-centered cubic metals, are investigated by using the FEA-NEB method. Numerical results demonstrate both the stability and efficiency of the proposed method.

A Framework for Debugging Geoscience Projects in a High Performance Computing Environment

NASA Astrophysics Data System (ADS)

Baxter, C.; Matott, L.

2012-12-01

High performance computing (HPC) infrastructure has become ubiquitous in today's world with the emergence of commercial cloud computing and academic supercomputing centers. Teams of geoscientists, hydrologists and engineers can take advantage of this infrastructure to undertake large research projects - for example, linking one or more site-specific environmental models with soft computing algorithms, such as heuristic global search procedures, to perform parameter estimation and predictive uncertainty analysis, and/or design least-cost remediation systems. However, the size, complexity and distributed nature of these projects can make identifying failures in the associated numerical experiments using conventional ad-hoc approaches both time- consuming and ineffective. To address these problems a multi-tiered debugging framework has been developed. The framework allows for quickly isolating and remedying a number of potential experimental failures, including: failures in the HPC scheduler; bugs in the soft computing code; bugs in the modeling code; and permissions and access control errors. The utility of the framework is demonstrated via application to a series of over 200,000 numerical experiments involving a suite of 5 heuristic global search algorithms and 15 mathematical test functions serving as cheap analogues for the simulation-based optimization of pump-and-treat subsurface remediation systems.

Multi-stage approach for structural damage detection problem using basis pursuit and particle swarm optimization

NASA Astrophysics Data System (ADS)

Gerist, Saleheh; Maheri, Mahmoud R.

2016-12-01

In order to solve structural damage detection problem, a multi-stage method using particle swarm optimization is presented. First, a new spars recovery method, named Basis Pursuit (BP), is utilized to preliminarily identify structural damage locations. The BP method solves a system of equations which relates the damage parameters to the structural modal responses using the sensitivity matrix. Then, the results of this stage are subsequently enhanced to the exact damage locations and extents using the PSO search engine. Finally, the search space is reduced by elimination of some low damage variables using micro search (MS) operator embedded in the PSO algorithm. To overcome the noise present in structural responses, a method known as Basis Pursuit De-Noising (BPDN) is also used. The efficiency of the proposed method is investigated by three numerical examples: a cantilever beam, a plane truss and a portal plane frame. The frequency response is used to detect damage in the examples. The simulation results demonstrate the accuracy and efficiency of the proposed method in detecting multiple damage cases and exhibit its robustness regarding noise and its advantages compared to other reported solution algorithms.

Modelling and control issues of dynamically substructured systems: adaptive forward prediction taken as an example

PubMed Central

Tu, Jia-Ying; Hsiao, Wei-De; Chen, Chih-Ying

2014-01-01

Testing techniques of dynamically substructured systems dissects an entire engineering system into parts. Components can be tested via numerical simulation or physical experiments and run synchronously. Additional actuator systems, which interface numerical and physical parts, are required within the physical substructure. A high-quality controller, which is designed to cancel unwanted dynamics introduced by the actuators, is important in order to synchronize the numerical and physical outputs and ensure successful tests. An adaptive forward prediction (AFP) algorithm based on delay compensation concepts has been proposed to deal with substructuring control issues. Although the settling performance and numerical conditions of the AFP controller are improved using new direct-compensation and singular value decomposition methods, the experimental results show that a linear dynamics-based controller still outperforms the AFP controller. Based on experimental observations, the least-squares fitting technique, effectiveness of the AFP compensation and differences between delay and ordinary differential equations are discussed herein, in order to reflect the fundamental issues of actuator modelling in relevant literature and, more specifically, to show that the actuator and numerical substructure are heterogeneous dynamic components and should not be collectively modelled as a homogeneous delay differential equation. PMID:25104902

Time-dependent spectral renormalization method

NASA Astrophysics Data System (ADS)

Cole, Justin T.; Musslimani, Ziad H.

2017-11-01

The spectral renormalization method was introduced by Ablowitz and Musslimani (2005) as an effective way to numerically compute (time-independent) bound states for certain nonlinear boundary value problems. In this paper, we extend those ideas to the time domain and introduce a time-dependent spectral renormalization method as a numerical means to simulate linear and nonlinear evolution equations. The essence of the method is to convert the underlying evolution equation from its partial or ordinary differential form (using Duhamel's principle) into an integral equation. The solution sought is then viewed as a fixed point in both space and time. The resulting integral equation is then numerically solved using a simple renormalized fixed-point iteration method. Convergence is achieved by introducing a time-dependent renormalization factor which is numerically computed from the physical properties of the governing evolution equation. The proposed method has the ability to incorporate physics into the simulations in the form of conservation laws or dissipation rates. This novel scheme is implemented on benchmark evolution equations: the classical nonlinear Schrödinger (NLS), integrable PT symmetric nonlocal NLS and the viscous Burgers' equations, each of which being a prototypical example of a conservative and dissipative dynamical system. Numerical implementation and algorithm performance are also discussed.

Computer programs of information processing of nuclear physical methods as a demonstration material in studying nuclear physics and numerical methods

NASA Astrophysics Data System (ADS)

Bateev, A. B.; Filippov, V. P.

2017-01-01

The principle possibility of using computer program Univem MS for Mössbauer spectra fitting as a demonstration material at studying such disciplines as atomic and nuclear physics and numerical methods by students is shown in the article. This program is associated with nuclear-physical parameters such as isomer (or chemical) shift of nuclear energy level, interaction of nuclear quadrupole moment with electric field and of magnetic moment with surrounded magnetic field. The basic processing algorithm in such programs is the Least Square Method. The deviation of values of experimental points on spectra from the value of theoretical dependence is defined on concrete examples. This value is characterized in numerical methods as mean square deviation. The shape of theoretical lines in the program is defined by Gaussian and Lorentzian distributions. The visualization of the studied material on atomic and nuclear physics can be improved by similar programs of the Mössbauer spectroscopy, X-ray Fluorescence Analyzer or X-ray diffraction analysis.

Numerical Evaluation of the "Dual-Kernel Counter-flow" Matric Convolution Integral that Arises in Discrete/Continuous (D/C) Control Theory

NASA Technical Reports Server (NTRS)

Nixon, Douglas D.

2009-01-01

Discrete/Continuous (D/C) control theory is a new generalized theory of discrete-time control that expands the concept of conventional (exact) discrete-time control to create a framework for design and implementation of discretetime control systems that include a continuous-time command function generator so that actuator commands need not be constant between control decisions, but can be more generally defined and implemented as functions that vary with time across sample period. Because the plant/control system construct contains two linear subsystems arranged in tandem, a novel dual-kernel counter-flow convolution integral appears in the formulation. As part of the D/C system design and implementation process, numerical evaluation of that integral over the sample period is required. Three fundamentally different evaluation methods and associated algorithms are derived for the constant-coefficient case. Numerical results are matched against three available examples that have closed-form solutions.

Calculations of separated 3-D flows with a pressure-staggered Navier-Stokes equations solver

NASA Technical Reports Server (NTRS)

Kim, S.-W.

1991-01-01

A Navier-Stokes equations solver based on a pressure correction method with a pressure-staggered mesh and calculations of separated three-dimensional flows are presented. It is shown that the velocity pressure decoupling, which occurs when various pressure correction algorithms are used for pressure-staggered meshes, is caused by the ill-conditioned discrete pressure correction equation. The use of a partial differential equation for the incremental pressure eliminates the velocity pressure decoupling mechanism by itself and yields accurate numerical results. Example flows considered are a three-dimensional lid driven cavity flow and a laminar flow through a 90 degree bend square duct. For the lid driven cavity flow, the present numerical results compare more favorably with the measured data than those obtained using a formally third order accurate quadratic upwind interpolation scheme. For the curved duct flow, the present numerical method yields a grid independent solution with a very small number of grid points. The calculated velocity profiles are in good agreement with the measured data.

Numerical Solution of Systems of Loaded Ordinary Differential Equations with Multipoint Conditions

NASA Astrophysics Data System (ADS)

Assanova, A. T.; Imanchiyev, A. E.; Kadirbayeva, Zh. M.

2018-04-01

A system of loaded ordinary differential equations with multipoint conditions is considered. The problem under study is reduced to an equivalent boundary value problem for a system of ordinary differential equations with parameters. A system of linear algebraic equations for the parameters is constructed using the matrices of the loaded terms and the multipoint condition. The conditions for the unique solvability and well-posedness of the original problem are established in terms of the matrix made up of the coefficients of the system of linear algebraic equations. The coefficients and the righthand side of the constructed system are determined by solving Cauchy problems for linear ordinary differential equations. The solutions of the system are found in terms of the values of the desired function at the initial points of subintervals. The parametrization method is numerically implemented using the fourth-order accurate Runge-Kutta method as applied to the Cauchy problems for ordinary differential equations. The performance of the constructed numerical algorithms is illustrated by examples.

A numerical algorithm for MHD of free surface flows at low magnetic Reynolds numbers

NASA Astrophysics Data System (ADS)

Samulyak, Roman; Du, Jian; Glimm, James; Xu, Zhiliang

2007-10-01

We have developed a numerical algorithm and computational software for the study of magnetohydrodynamics (MHD) of free surface flows at low magnetic Reynolds numbers. The governing system of equations is a coupled hyperbolic-elliptic system in moving and geometrically complex domains. The numerical algorithm employs the method of front tracking and the Riemann problem for material interfaces, second order Godunov-type hyperbolic solvers, and the embedded boundary method for the elliptic problem in complex domains. The numerical algorithm has been implemented as an MHD extension of FronTier, a hydrodynamic code with free interface support. The code is applicable for numerical simulations of free surface flows of conductive liquids or weakly ionized plasmas. The code has been validated through the comparison of numerical simulations of a liquid metal jet in a non-uniform magnetic field with experiments and theory. Simulations of the Muon Collider/Neutrino Factory target have also been discussed.

An enhanced artificial bee colony algorithm (EABC) for solving dispatching of hydro-thermal system (DHTS) problem.

PubMed

Yu, Yi; Wu, Yonggang; Hu, Binqi; Liu, Xinglong

2018-01-01

The dispatching of hydro-thermal system is a nonlinear programming problem with multiple constraints and high dimensions and the solution techniques of the model have been a hotspot in research. Based on the advantage of that the artificial bee colony algorithm (ABC) can efficiently solve the high-dimensional problem, an improved artificial bee colony algorithm has been proposed to solve DHTS problem in this paper. The improvements of the proposed algorithm include two aspects. On one hand, local search can be guided in efficiency by the information of the global optimal solution and its gradient in each generation. The global optimal solution improves the search efficiency of the algorithm but loses diversity, while the gradient can weaken the loss of diversity caused by the global optimal solution. On the other hand, inspired by genetic algorithm, the nectar resource which has not been updated in limit generation is transformed to a new one by using selection, crossover and mutation, which can ensure individual diversity and make full use of prior information for improving the global search ability of the algorithm. The two improvements of ABC algorithm are proved to be effective via a classical numeral example at last. Among which the genetic operator for the promotion of the ABC algorithm's performance is significant. The results are also compared with those of other state-of-the-art algorithms, the enhanced ABC algorithm has general advantages in minimum cost, average cost and maximum cost which shows its usability and effectiveness. The achievements in this paper provide a new method for solving the DHTS problems, and also offer a novel reference for the improvement of mechanism and the application of algorithms.

Clinical algorithms to aid osteoarthritis guideline dissemination.

PubMed

Meneses, S R F; Goode, A P; Nelson, A E; Lin, J; Jordan, J M; Allen, K D; Bennell, K L; Lohmander, L S; Fernandes, L; Hochberg, M C; Underwood, M; Conaghan, P G; Liu, S; McAlindon, T E; Golightly, Y M; Hunter, D J

2016-09-01

Numerous scientific organisations have developed evidence-based recommendations aiming to optimise the management of osteoarthritis (OA). Uptake, however, has been suboptimal. The purpose of this exercise was to harmonize the recent recommendations and develop a user-friendly treatment algorithm to facilitate translation of evidence into practice. We updated a previous systematic review on clinical practice guidelines (CPGs) for OA management. The guidelines were assessed using the Appraisal of Guidelines for Research and Evaluation for quality and the standards for developing trustworthy CPGs as established by the National Academy of Medicine (NAM). Four case scenarios and algorithms were developed by consensus of a multidisciplinary panel. Sixteen guidelines were included in the systematic review. Most recommendations were directed toward physicians and allied health professionals, and most had multi-disciplinary input. Analysis for trustworthiness suggests that many guidelines still present a lack of transparency. A treatment algorithm was developed for each case scenario advised by recommendations from guidelines and based on panel consensus. Strategies to facilitate the implementation of guidelines in clinical practice are necessary. The algorithms proposed are examples of how to apply recommendations in the clinical context, helping the clinician to visualise the patient flow and timing of different treatment modalities. Copyright © 2016 Osteoarthritis Research Society International. Published by Elsevier Ltd. All rights reserved.

GPS-Free Localization Algorithm for Wireless Sensor Networks

PubMed Central

Wang, Lei; Xu, Qingzheng

2010-01-01

Localization is one of the most fundamental problems in wireless sensor networks, since the locations of the sensor nodes are critical to both network operations and most application level tasks. A GPS-free localization scheme for wireless sensor networks is presented in this paper. First, we develop a standardized clustering-based approach for the local coordinate system formation wherein a multiplication factor is introduced to regulate the number of master and slave nodes and the degree of connectivity among master nodes. Second, using homogeneous coordinates, we derive a transformation matrix between two Cartesian coordinate systems to efficiently merge them into a global coordinate system and effectively overcome the flip ambiguity problem. The algorithm operates asynchronously without a centralized controller; and does not require that the location of the sensors be known a priori. A set of parameter-setting guidelines for the proposed algorithm is derived based on a probability model and the energy requirements are also investigated. A simulation analysis on a specific numerical example is conducted to validate the mathematical analytical results. We also compare the performance of the proposed algorithm under a variety multiplication factor, node density and node communication radius scenario. Experiments show that our algorithm outperforms existing mechanisms in terms of accuracy and convergence time. PMID:22219694

Modeling and optimization of the multiobjective stochastic joint replenishment and delivery problem under supply chain environment.

PubMed

Wang, Lin; Qu, Hui; Liu, Shan; Dun, Cai-xia

2013-01-01

As a practical inventory and transportation problem, it is important to synthesize several objectives for the joint replenishment and delivery (JRD) decision. In this paper, a new multiobjective stochastic JRD (MSJRD) of the one-warehouse and n-retailer systems considering the balance of service level and total cost simultaneously is proposed. The goal of this problem is to decide the reasonable replenishment interval, safety stock factor, and traveling routing. Secondly, two approaches are designed to handle this complex multi-objective optimization problem. Linear programming (LP) approach converts the multi-objective to single objective, while a multi-objective evolution algorithm (MOEA) solves a multi-objective problem directly. Thirdly, three intelligent optimization algorithms, differential evolution algorithm (DE), hybrid DE (HDE), and genetic algorithm (GA), are utilized in LP-based and MOEA-based approaches. Results of the MSJRD with LP-based and MOEA-based approaches are compared by a contrastive numerical example. To analyses the nondominated solution of MOEA, a metric is also used to measure the distribution of the last generation solution. Results show that HDE outperforms DE and GA whenever LP or MOEA is adopted.

Joint optimization of maintenance, buffers and machines in manufacturing lines

NASA Astrophysics Data System (ADS)

Nahas, Nabil; Nourelfath, Mustapha

2018-01-01

This article considers a series manufacturing line composed of several machines separated by intermediate buffers of finite capacity. The goal is to find the optimal number of preventive maintenance actions performed on each machine, the optimal selection of machines and the optimal buffer allocation plan that minimize the total system cost, while providing the desired system throughput level. The mean times between failures of all machines are assumed to increase when applying periodic preventive maintenance. To estimate the production line throughput, a decomposition method is used. The decision variables in the formulated optimal design problem are buffer levels, types of machines and times between preventive maintenance actions. Three heuristic approaches are developed to solve the formulated combinatorial optimization problem. The first heuristic consists of a genetic algorithm, the second is based on the nonlinear threshold accepting metaheuristic and the third is an ant colony system. The proposed heuristics are compared and their efficiency is shown through several numerical examples. It is found that the nonlinear threshold accepting algorithm outperforms the genetic algorithm and ant colony system, while the genetic algorithm provides better results than the ant colony system for longer manufacturing lines.

StirMark Benchmark: audio watermarking attacks based on lossy compression

NASA Astrophysics Data System (ADS)

Steinebach, Martin; Lang, Andreas; Dittmann, Jana

2002-04-01

StirMark Benchmark is a well-known evaluation tool for watermarking robustness. Additional attacks are added to it continuously. To enable application based evaluation, in our paper we address attacks against audio watermarks based on lossy audio compression algorithms to be included in the test environment. We discuss the effect of different lossy compression algorithms like MPEG-2 audio Layer 3, Ogg or VQF on a selection of audio test data. Our focus is on changes regarding the basic characteristics of the audio data like spectrum or average power and on removal of embedded watermarks. Furthermore we compare results of different watermarking algorithms and show that lossy compression is still a challenge for most of them. There are two strategies for adding evaluation of robustness against lossy compression to StirMark Benchmark: (a) use of existing free compression algorithms (b) implementation of a generic lossy compression simulation. We discuss how such a model can be implemented based on the results of our tests. This method is less complex, as no real psycho acoustic model has to be applied. Our model can be used for audio watermarking evaluation of numerous application fields. As an example, we describe its importance for e-commerce applications with watermarking security.

On the fusion of tuning parameters of fuzzy rules and neural network

NASA Astrophysics Data System (ADS)

Mamuda, Mamman; Sathasivam, Saratha

2017-08-01

Learning fuzzy rule-based system with neural network can lead to a precise valuable empathy of several problems. Fuzzy logic offers a simple way to reach at a definite conclusion based upon its vague, ambiguous, imprecise, noisy or missing input information. Conventional learning algorithm for tuning parameters of fuzzy rules using training input-output data usually end in a weak firing state, this certainly powers the fuzzy rule and makes it insecure for a multiple-input fuzzy system. In this paper, we introduce a new learning algorithm for tuning the parameters of the fuzzy rules alongside with radial basis function neural network (RBFNN) in training input-output data based on the gradient descent method. By the new learning algorithm, the problem of weak firing using the conventional method was addressed. We illustrated the efficiency of our new learning algorithm by means of numerical examples. MATLAB R2014(a) software was used in simulating our result The result shows that the new learning method has the best advantage of training the fuzzy rules without tempering with the fuzzy rule table which allowed a membership function of the rule to be used more than one time in the fuzzy rule base.

An improved genetic algorithm for multidimensional optimization of precedence-constrained production planning and scheduling

NASA Astrophysics Data System (ADS)

Dao, Son Duy; Abhary, Kazem; Marian, Romeo

2017-06-01

Integration of production planning and scheduling is a class of problems commonly found in manufacturing industry. This class of problems associated with precedence constraint has been previously modeled and optimized by the authors, in which, it requires a multidimensional optimization at the same time: what to make, how many to make, where to make and the order to make. It is a combinatorial, NP-hard problem, for which no polynomial time algorithm is known to produce an optimal result on a random graph. In this paper, the further development of Genetic Algorithm (GA) for this integrated optimization is presented. Because of the dynamic nature of the problem, the size of its solution is variable. To deal with this variability and find an optimal solution to the problem, GA with new features in chromosome encoding, crossover, mutation, selection as well as algorithm structure is developed herein. With the proposed structure, the proposed GA is able to "learn" from its experience. Robustness of the proposed GA is demonstrated by a complex numerical example in which performance of the proposed GA is compared with those of three commercial optimization solvers.

Modeling and Optimization of the Multiobjective Stochastic Joint Replenishment and Delivery Problem under Supply Chain Environment

PubMed Central

Dun, Cai-xia

2013-01-01

As a practical inventory and transportation problem, it is important to synthesize several objectives for the joint replenishment and delivery (JRD) decision. In this paper, a new multiobjective stochastic JRD (MSJRD) of the one-warehouse and n-retailer systems considering the balance of service level and total cost simultaneously is proposed. The goal of this problem is to decide the reasonable replenishment interval, safety stock factor, and traveling routing. Secondly, two approaches are designed to handle this complex multi-objective optimization problem. Linear programming (LP) approach converts the multi-objective to single objective, while a multi-objective evolution algorithm (MOEA) solves a multi-objective problem directly. Thirdly, three intelligent optimization algorithms, differential evolution algorithm (DE), hybrid DE (HDE), and genetic algorithm (GA), are utilized in LP-based and MOEA-based approaches. Results of the MSJRD with LP-based and MOEA-based approaches are compared by a contrastive numerical example. To analyses the nondominated solution of MOEA, a metric is also used to measure the distribution of the last generation solution. Results show that HDE outperforms DE and GA whenever LP or MOEA is adopted. PMID:24302880

Implementation of ternary Shor’s algorithm based on vibrational states of an ion in anharmonic potential

NASA Astrophysics Data System (ADS)

Liu, Wei; Chen, Shu-Ming; Zhang, Jian; Wu, Chun-Wang; Wu, Wei; Chen, Ping-Xing

2015-03-01

It is widely believed that Shor’s factoring algorithm provides a driving force to boost the quantum computing research. However, a serious obstacle to its binary implementation is the large number of quantum gates. Non-binary quantum computing is an efficient way to reduce the required number of elemental gates. Here, we propose optimization schemes for Shor’s algorithm implementation and take a ternary version for factorizing 21 as an example. The optimized factorization is achieved by a two-qutrit quantum circuit, which consists of only two single qutrit gates and one ternary controlled-NOT gate. This two-qutrit quantum circuit is then encoded into the nine lower vibrational states of an ion trapped in a weakly anharmonic potential. Optimal control theory (OCT) is employed to derive the manipulation electric field for transferring the encoded states. The ternary Shor’s algorithm can be implemented in one single step. Numerical simulation results show that the accuracy of the state transformations is about 0.9919. Project supported by the National Natural Science Foundation of China (Grant No. 61205108) and the High Performance Computing (HPC) Foundation of National University of Defense Technology, China.

One-dimensional Lagrangian implicit hydrodynamic algorithm for Inertial Confinement Fusion applications

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ramis, Rafael, E-mail: rafael.ramis@upm.es

A new one-dimensional hydrodynamic algorithm, specifically developed for Inertial Confinement Fusion (ICF) applications, is presented. The scheme uses a fully conservative Lagrangian formulation in planar, cylindrical, and spherically symmetric geometries, and supports arbitrary equations of state with separate ion and electron components. Fluid equations are discretized on a staggered grid and stabilized by means of an artificial viscosity formulation. The space discretized equations are advanced in time using an implicit algorithm. The method includes several numerical parameters that can be adjusted locally. In regions with low Courant–Friedrichs–Lewy (CFL) number, where stability is not an issue, they can be adjusted tomore » optimize the accuracy. In typical problems, the truncation error can be reduced by a factor between 2 to 10 in comparison with conventional explicit algorithms. On the other hand, in regions with high CFL numbers, the parameters can be set to guarantee unconditional stability. The method can be integrated into complex ICF codes. This is demonstrated through several examples covering a wide range of situations: from thermonuclear ignition physics, where alpha particles are managed as an additional species, to low intensity laser–matter interaction, where liquid–vapor phase transitions occur.« less

Sinc-Galerkin estimation of diffusivity in parabolic problems

NASA Technical Reports Server (NTRS)

Smith, Ralph C.; Bowers, Kenneth L.

1991-01-01

A fully Sinc-Galerkin method for the numerical recovery of spatially varying diffusion coefficients in linear partial differential equations is presented. Because the parameter recovery problems are inherently ill-posed, an output error criterion in conjunction with Tikhonov regularization is used to formulate them as infinite-dimensional minimization problems. The forward problems are discretized with a sinc basis in both the spatial and temporal domains thus yielding an approximate solution which displays an exponential convergence rate and is valid on the infinite time interval. The minimization problems are then solved via a quasi-Newton/trust region algorithm. The L-curve technique for determining an approximate value of the regularization parameter is briefly discussed, and numerical examples are given which show the applicability of the method both for problems with noise-free data as well as for those whose data contains white noise.

Optimal policy for profit maximising in an EOQ model under non-linear holding cost and stock-dependent demand rate

NASA Astrophysics Data System (ADS)

Pando, V.; García-Laguna, J.; San-José, L. A.

2012-11-01

In this article, we integrate a non-linear holding cost with a stock-dependent demand rate in a maximising profit per unit time model, extending several inventory models studied by other authors. After giving the mathematical formulation of the inventory system, we prove the existence and uniqueness of the optimal policy. Relying on this result, we can obtain the optimal solution using different numerical algorithms. Moreover, we provide a necessary and sufficient condition to determine whether a system is profitable, and we establish a rule to check when a given order quantity is the optimal lot size of the inventory model. The results are illustrated through numerical examples and the sensitivity of the optimal solution with respect to changes in some values of the parameters is assessed.

Determining anisotropic conductivity using diffusion tensor imaging data in magneto-acoustic tomography with magnetic induction

NASA Astrophysics Data System (ADS)

Ammari, Habib; Qiu, Lingyun; Santosa, Fadil; Zhang, Wenlong

2017-12-01

In this paper we present a mathematical and numerical framework for a procedure of imaging anisotropic electrical conductivity tensor by integrating magneto-acoutic tomography with data acquired from diffusion tensor imaging. Magneto-acoustic tomography with magnetic induction (MAT-MI) is a hybrid, non-invasive medical imaging technique to produce conductivity images with improved spatial resolution and accuracy. Diffusion tensor imaging (DTI) is also a non-invasive technique for characterizing the diffusion properties of water molecules in tissues. We propose a model for anisotropic conductivity in which the conductivity is proportional to the diffusion tensor. Under this assumption, we propose an optimal control approach for reconstructing the anisotropic electrical conductivity tensor. We prove convergence and Lipschitz type stability of the algorithm and present numerical examples to illustrate its accuracy and feasibility.

Iterative solution of the inverse Cauchy problem for an elliptic equation by the conjugate gradient method

NASA Astrophysics Data System (ADS)

Vasil'ev, V. I.; Kardashevsky, A. M.; Popov, V. V.; Prokopev, G. A.

2017-10-01

This article presents results of computational experiment carried out using a finite-difference method for solving the inverse Cauchy problem for a two-dimensional elliptic equation. The computational algorithm involves an iterative determination of the missing boundary condition from the override condition using the conjugate gradient method. The results of calculations are carried out on the examples with exact solutions as well as at specifying an additional condition with random errors are presented. Results showed a high efficiency of the iterative method of conjugate gradients for numerical solution

Distributed Nash Equilibrium Seeking for Generalized Convex Games with Shared Constraints

NASA Astrophysics Data System (ADS)

Sun, Chao; Hu, Guoqiang

2018-05-01

In this paper, we deal with the problem of finding a Nash equilibrium for a generalized convex game. Each player is associated with a convex cost function and multiple shared constraints. Supposing that each player can exchange information with its neighbors via a connected undirected graph, the objective of this paper is to design a Nash equilibrium seeking law such that each agent minimizes its objective function in a distributed way. Consensus and singular perturbation theories are used to prove the stability of the system. A numerical example is given to show the effectiveness of the proposed algorithms.

Determination of thermophysical characteristics of vulcanizable rubber products by the mathematical modeling method

NASA Astrophysics Data System (ADS)

Tikhomirov, S. G.; Pyatakov, Y. V.; Karmanova, O. V.; Maslov, A. A.

2018-03-01

The studies of the vulcanization kinetics of elastomers were carried out using a Truck tyre tread rubber compound. The formal kinetic scheme of vulcanization of rubbers sulfur-accelerator curing system was used which generalizes the set of reactions occurring in the curing process. A mathematical model is developed for determining the thermal parameters vulcanizable mixture comprising algorithms for solving direct and inverse problems for system of equations of heat conduction and kinetics of the curing process. The performance of the model is confirmed by the results of numerical experiments on model examples.

An axisymmetric PFEM formulation for bottle forming simulation

NASA Astrophysics Data System (ADS)

Ryzhakov, Pavel B.

2017-01-01

A numerical model for bottle forming simulation is proposed. It is based upon the Particle Finite Element Method (PFEM) and is developed for the simulation of bottles characterized by rotational symmetry. The PFEM strategy is adapted to suit the problem of interest. Axisymmetric version of the formulation is developed and a modified contact algorithm is applied. This results in a method characterized by excellent computational efficiency and volume conservation characteristics. The model is validated. An example modelling the final blow process is solved. Bottle wall thickness is estimated and the mass conservation of the method is analysed.

Exact solution of some linear matrix equations using algebraic methods

NASA Technical Reports Server (NTRS)

Djaferis, T. E.; Mitter, S. K.

1979-01-01

Algebraic methods are used to construct the exact solution P of the linear matrix equation PA + BP = - C, where A, B, and C are matrices with real entries. The emphasis of this equation is on the use of finite algebraic procedures which are easily implemented on a digital computer and which lead to an explicit solution to the problem. The paper is divided into six sections which include the proof of the basic lemma, the Liapunov equation, and the computer implementation for the rational, integer and modular algorithms. Two numerical examples are given and the entire calculation process is depicted.

Theoretical Assessment of Compressibility Factor of Gases by Using Second Virial Coefficient

NASA Astrophysics Data System (ADS)

Mamedov, Bahtiyar A.; Somuncu, Elif; Askerov, Iskender M.

2018-01-01

We present a new analytical approximation for determining the compressibility factor of real gases at various temperature values. This algorithm is suitable for the accurate evaluation of the compressibility factor using the second virial coefficient with a Lennard-Jones (12-6) potential. Numerical examples are presented for the gases H2, N2, He, CO2, CH4 and air, and the results are compared with other studies in the literature. Our results showed good agreement with the data in the literature. The consistency of the results demonstrates the effectiveness of our analytical approximation for real gases.

Regularization by Functions of Bounded Variation and Applications to Image Enhancement

DOE Office of Scientific and Technical Information (OSTI.GOV)

Casas, E.; Kunisch, K.; Pola, C.

1999-09-15

Optimization problems regularized by bounded variation seminorms are analyzed. The optimality system is obtained and finite-dimensional approximations of bounded variation function spaces as well as of the optimization problems are studied. It is demonstrated that the choice of the vector norm in the definition of the bounded variation seminorm is of special importance for approximating subspaces consisting of piecewise constant functions. Algorithms based on a primal-dual framework that exploit the structure of these nondifferentiable optimization problems are proposed. Numerical examples are given for denoising of blocky images with very high noise.

A discontinuous Galerkin method for two-dimensional PDE models of Asian options

NASA Astrophysics Data System (ADS)

Hozman, J.; Tichý, T.; Cvejnová, D.

2016-06-01

In our previous research we have focused on the problem of plain vanilla option valuation using discontinuous Galerkin method for numerical PDE solution. Here we extend a simple one-dimensional problem into two-dimensional one and design a scheme for valuation of Asian options, i.e. options with payoff depending on the average of prices collected over prespecified horizon. The algorithm is based on the approach combining the advantages of the finite element methods together with the piecewise polynomial generally discontinuous approximations. Finally, an illustrative example using DAX option market data is provided.

Calibrated Blade-Element/Momentum Theory Aerodynamic Model of the MARIN Stock Wind Turbine: Preprint

DOE Office of Scientific and Technical Information (OSTI.GOV)

Goupee, A.; Kimball, R.; de Ridder, E. J.

2015-04-02

In this paper, a calibrated blade-element/momentum theory aerodynamic model of the MARIN stock wind turbine is developed and documented. The model is created using open-source software and calibrated to closely emulate experimental data obtained by the DeepCwind Consortium using a genetic algorithm optimization routine. The provided model will be useful for those interested in validating interested in validating floating wind turbine numerical simulators that rely on experiments utilizing the MARIN stock wind turbine—for example, the International Energy Agency Wind Task 30’s Offshore Code Comparison Collaboration Continued, with Correlation project.

The method of a joint intraday security check system based on cloud computing

NASA Astrophysics Data System (ADS)

Dong, Wei; Feng, Changyou; Zhou, Caiqi; Cai, Zhi; Dan, Xu; Dai, Sai; Zhang, Chuancheng

2017-01-01

The intraday security check is the core application in the dispatching control system. The existing security check calculation only uses the dispatch center’s local model and data as the functional margin. This paper introduces the design of all-grid intraday joint security check system based on cloud computing and its implementation. To reduce the effect of subarea bad data on the all-grid security check, a new power flow algorithm basing on comparison and adjustment with inter-provincial tie-line plan is presented. And the numerical example illustrated the effectiveness and feasibility of the proposed method.

Congruence Approximations for Entrophy Endowed Hyperbolic Systems

NASA Technical Reports Server (NTRS)

Barth, Timothy J.; Saini, Subhash (Technical Monitor)

1998-01-01

Building upon the standard symmetrization theory for hyperbolic systems of conservation laws, congruence properties of the symmetrized system are explored. These congruence properties suggest variants of several stabilized numerical discretization procedures for hyperbolic equations (upwind finite-volume, Galerkin least-squares, discontinuous Galerkin) that benefit computationally from congruence approximation. Specifically, it becomes straightforward to construct the spatial discretization and Jacobian linearization for these schemes (given a small amount of derivative information) for possible use in Newton's method, discrete optimization, homotopy algorithms, etc. Some examples will be given for the compressible Euler equations and the nonrelativistic MHD equations using linear and quadratic spatial approximation.

Approximate dynamic programming for optimal stationary control with control-dependent noise.

PubMed

Jiang, Yu; Jiang, Zhong-Ping

2011-12-01

This brief studies the stochastic optimal control problem via reinforcement learning and approximate/adaptive dynamic programming (ADP). A policy iteration algorithm is derived in the presence of both additive and multiplicative noise using Itô calculus. The expectation of the approximated cost matrix is guaranteed to converge to the solution of some algebraic Riccati equation that gives rise to the optimal cost value. Moreover, the covariance of the approximated cost matrix can be reduced by increasing the length of time interval between two consecutive iterations. Finally, a numerical example is given to illustrate the efficiency of the proposed ADP methodology.

Solid harmonic wavelet scattering for predictions of molecule properties

NASA Astrophysics Data System (ADS)

Eickenberg, Michael; Exarchakis, Georgios; Hirn, Matthew; Mallat, Stéphane; Thiry, Louis

2018-06-01

We present a machine learning algorithm for the prediction of molecule properties inspired by ideas from density functional theory (DFT). Using Gaussian-type orbital functions, we create surrogate electronic densities of the molecule from which we compute invariant "solid harmonic scattering coefficients" that account for different types of interactions at different scales. Multilinear regressions of various physical properties of molecules are computed from these invariant coefficients. Numerical experiments show that these regressions have near state-of-the-art performance, even with relatively few training examples. Predictions over small sets of scattering coefficients can reach a DFT precision while being interpretable.

Simplification of multiple Fourier series - An example of algorithmic approach

NASA Technical Reports Server (NTRS)

Ng, E. W.

1981-01-01

This paper describes one example of multiple Fourier series which originate from a problem of spectral analysis of time series data. The example is exercised here with an algorithmic approach which can be generalized for other series manipulation on a computer. The generalized approach is presently pursued towards applications to a variety of multiple series and towards a general purpose algorithm for computer algebra implementation.

Simulations of relativistic quantum plasmas using real-time lattice scalar QED

NASA Astrophysics Data System (ADS)

Shi, Yuan; Xiao, Jianyuan; Qin, Hong; Fisch, Nathaniel J.

2018-05-01

Real-time lattice quantum electrodynamics (QED) provides a unique tool for simulating plasmas in the strong-field regime, where collective plasma scales are not well separated from relativistic-quantum scales. As a toy model, we study scalar QED, which describes self-consistent interactions between charged bosons and electromagnetic fields. To solve this model on a computer, we first discretize the scalar-QED action on a lattice, in a way that respects geometric structures of exterior calculus and U(1)-gauge symmetry. The lattice scalar QED can then be solved, in the classical-statistics regime, by advancing an ensemble of statistically equivalent initial conditions in time, using classical field equations obtained by extremizing the discrete action. To demonstrate the capability of our numerical scheme, we apply it to two example problems. The first example is the propagation of linear waves, where we recover analytic wave dispersion relations using numerical spectrum. The second example is an intense laser interacting with a one-dimensional plasma slab, where we demonstrate natural transition from wakefield acceleration to pair production when the wave amplitude exceeds the Schwinger threshold. Our real-time lattice scheme is fully explicit and respects local conservation laws, making it reliable for long-time dynamics. The algorithm is readily parallelized using domain decomposition, and the ensemble may be computed using quantum parallelism in the future.

A look-ahead variant of the Lanczos algorithm and its application to the quasi-minimal residual method for non-Hermitian linear systems. Ph.D. Thesis - Massachusetts Inst. of Technology, Aug. 1991

NASA Technical Reports Server (NTRS)

Nachtigal, Noel M.

1991-01-01

The Lanczos algorithm can be used both for eigenvalue problems and to solve linear systems. However, when applied to non-Hermitian matrices, the classical Lanczos algorithm is susceptible to breakdowns and potential instabilities. In addition, the biconjugate gradient (BCG) algorithm, which is the natural generalization of the conjugate gradient algorithm to non-Hermitian linear systems, has a second source of breakdowns, independent of the Lanczos breakdowns. Here, we present two new results. We propose an implementation of a look-ahead variant of the Lanczos algorithm which overcomes the breakdowns by skipping over those steps where a breakdown or a near-breakdown would occur. The new algorithm can handle look-ahead steps of any length and requires the same number of matrix-vector products and inner products per step as the classical Lanczos algorithm without look-ahead. Based on the proposed look-ahead Lanczos algorithm, we then present a novel BCG-like approach, the quasi-minimal residual (QMR) method, which avoids the second source of breakdowns in the BCG algorithm. We present details of the new method and discuss some of its properties. In particular, we discuss the relationship between QMR and BCG, showing how one can recover the BCG iterates, when they exist, from the QMR iterates. We also present convergence results for QMR, showing the connection between QMR and the generalized minimal residual (GMRES) algorithm, the optimal method in this class of methods. Finally, we give some numerical examples, both for eigenvalue computations and for non-Hermitian linear systems.

Annealed Importance Sampling Reversible Jump MCMC algorithms

DOE Office of Scientific and Technical Information (OSTI.GOV)

Karagiannis, Georgios; Andrieu, Christophe

2013-03-20

It will soon be 20 years since reversible jump Markov chain Monte Carlo (RJ-MCMC) algorithms have been proposed. They have significantly extended the scope of Markov chain Monte Carlo simulation methods, offering the promise to be able to routinely tackle transdimensional sampling problems, as encountered in Bayesian model selection problems for example, in a principled and flexible fashion. Their practical efficient implementation, however, still remains a challenge. A particular difficulty encountered in practice is in the choice of the dimension matching variables (both their nature and their distribution) and the reversible transformations which allow one to define the one-to-one mappingsmore » underpinning the design of these algorithms. Indeed, even seemingly sensible choices can lead to algorithms with very poor performance. The focus of this paper is the development and performance evaluation of a method, annealed importance sampling RJ-MCMC (aisRJ), which addresses this problem by mitigating the sensitivity of RJ-MCMC algorithms to the aforementioned poor design. As we shall see the algorithm can be understood as being an “exact approximation” of an idealized MCMC algorithm that would sample from the model probabilities directly in a model selection set-up. Such an idealized algorithm may have good theoretical convergence properties, but typically cannot be implemented, and our algorithms can approximate the performance of such idealized algorithms to an arbitrary degree while not introducing any bias for any degree of approximation. Our approach combines the dimension matching ideas of RJ-MCMC with annealed importance sampling and its Markov chain Monte Carlo implementation. We illustrate the performance of the algorithm with numerical simulations which indicate that, although the approach may at first appear computationally involved, it is in fact competitive.« less

An enhanced artificial bee colony algorithm (EABC) for solving dispatching of hydro-thermal system (DHTS) problem

PubMed Central

Yu, Yi; Hu, Binqi; Liu, Xinglong

2018-01-01

The dispatching of hydro-thermal system is a nonlinear programming problem with multiple constraints and high dimensions and the solution techniques of the model have been a hotspot in research. Based on the advantage of that the artificial bee colony algorithm (ABC) can efficiently solve the high-dimensional problem, an improved artificial bee colony algorithm has been proposed to solve DHTS problem in this paper. The improvements of the proposed algorithm include two aspects. On one hand, local search can be guided in efficiency by the information of the global optimal solution and its gradient in each generation. The global optimal solution improves the search efficiency of the algorithm but loses diversity, while the gradient can weaken the loss of diversity caused by the global optimal solution. On the other hand, inspired by genetic algorithm, the nectar resource which has not been updated in limit generation is transformed to a new one by using selection, crossover and mutation, which can ensure individual diversity and make full use of prior information for improving the global search ability of the algorithm. The two improvements of ABC algorithm are proved to be effective via a classical numeral example at last. Among which the genetic operator for the promotion of the ABC algorithm’s performance is significant. The results are also compared with those of other state-of-the-art algorithms, the enhanced ABC algorithm has general advantages in minimum cost, average cost and maximum cost which shows its usability and effectiveness. The achievements in this paper provide a new method for solving the DHTS problems, and also offer a novel reference for the improvement of mechanism and the application of algorithms. PMID:29324743

Numerical Characterization of Piezoceramics Using Resonance Curves

PubMed Central

Pérez, Nicolás; Buiochi, Flávio; Brizzotti Andrade, Marco Aurélio; Adamowski, Julio Cezar

2016-01-01

Piezoelectric materials characterization is a challenging problem involving physical concepts, electrical and mechanical measurements and numerical optimization techniques. Piezoelectric ceramics such as Lead Zirconate Titanate (PZT) belong to the 6 mm symmetry class, which requires five elastic, three piezoelectric and two dielectric constants to fully represent the material properties. If losses are considered, the material properties can be represented by complex numbers. In this case, 20 independent material constants are required to obtain the full model. Several numerical methods have been used to adjust the theoretical models to the experimental results. The continuous improvement of the computer processing ability has allowed the use of a specific numerical method, the Finite Element Method (FEM), to iteratively solve the problem of finding the piezoelectric constants. This review presents the recent advances in the numerical characterization of 6 mm piezoelectric materials from experimental electrical impedance curves. The basic strategy consists in measuring the electrical impedance curve of a piezoelectric disk, and then combining the Finite Element Method with an iterative algorithm to find a set of material properties that minimizes the difference between the numerical impedance curve and the experimental one. Different methods to validate the results are also discussed. Examples of characterization of some common piezoelectric ceramics are presented to show the practical application of the described methods. PMID:28787875

Numerical Characterization of Piezoceramics Using Resonance Curves.

PubMed

Pérez, Nicolás; Buiochi, Flávio; Brizzotti Andrade, Marco Aurélio; Adamowski, Julio Cezar

2016-01-27

Piezoelectric materials characterization is a challenging problem involving physical concepts, electrical and mechanical measurements and numerical optimization techniques. Piezoelectric ceramics such as Lead Zirconate Titanate (PZT) belong to the 6 mm symmetry class, which requires five elastic, three piezoelectric and two dielectric constants to fully represent the material properties. If losses are considered, the material properties can be represented by complex numbers. In this case, 20 independent material constants are required to obtain the full model. Several numerical methods have been used to adjust the theoretical models to the experimental results. The continuous improvement of the computer processing ability has allowed the use of a specific numerical method, the Finite Element Method (FEM), to iteratively solve the problem of finding the piezoelectric constants. This review presents the recent advances in the numerical characterization of 6 mm piezoelectric materials from experimental electrical impedance curves. The basic strategy consists in measuring the electrical impedance curve of a piezoelectric disk, and then combining the Finite Element Method with an iterative algorithm to find a set of material properties that minimizes the difference between the numerical impedance curve and the experimental one. Different methods to validate the results are also discussed. Examples of characterization of some common piezoelectric ceramics are presented to show the practical application of the described methods.

The dynamics and control of large flexible space structures X, part 1

NASA Technical Reports Server (NTRS)

Bainum, Peter M.; Reddy, A. S. S. R.; Li, Feiyue; Diarra, Cheick M.

1987-01-01

The effect of delay in the control system input on the stability of a continuously acting controller which is designed without considering the delay is studied. The stability analysis of a second order plant is studied analytically and verified numerically. For this example it is found that the system becomes unstable for a delay which is equivalent to only 16 percent of its natural period of motion. It is also observed that even a small amount of natural damping in the system can increase the amount of delay that can be tolerated before the onset of instability. The delay problem is formulated in the discrete time domain and an analysis procedure suggested. The maximum principle from optimal control theory is applied to minimize the time required for the slewing of a general rigid spacecraft. The slewing motion need not be restricted to a single axis maneuver. The minimum slewing time is calculated based on a quasi-linearization algorithm for the resulting two point boundary value problem. Numerical examples based on the rigidized in-orbit model of the SCOLE also include the more general reflector line-of-sight slewing maneuvers.

Adaptive error covariances estimation methods for ensemble Kalman filters

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhen, Yicun, E-mail: zhen@math.psu.edu; Harlim, John, E-mail: jharlim@psu.edu

2015-08-01

This paper presents a computationally fast algorithm for estimating, both, the system and observation noise covariances of nonlinear dynamics, that can be used in an ensemble Kalman filtering framework. The new method is a modification of Belanger's recursive method, to avoid an expensive computational cost in inverting error covariance matrices of product of innovation processes of different lags when the number of observations becomes large. When we use only product of innovation processes up to one-lag, the computational cost is indeed comparable to a recently proposed method by Berry–Sauer's. However, our method is more flexible since it allows for usingmore » information from product of innovation processes of more than one-lag. Extensive numerical comparisons between the proposed method and both the original Belanger's and Berry–Sauer's schemes are shown in various examples, ranging from low-dimensional linear and nonlinear systems of SDEs and 40-dimensional stochastically forced Lorenz-96 model. Our numerical results suggest that the proposed scheme is as accurate as the original Belanger's scheme on low-dimensional problems and has a wider range of more accurate estimates compared to Berry–Sauer's method on L-96 example.« less

Three-dimensional numerical simulations of turbulent cavitating flow in a rectangular channel

NASA Astrophysics Data System (ADS)

Iben, Uwe; Makhnov, Andrei; Schmidt, Alexander

2018-05-01

Cavitation is a phenomenon of formation of bubbles (cavities) in liquid as a result of pressure drop. Cavitation plays an important role in a wide range of applications. For example, cavitation is one of the key problems of design and manufacturing of pumps, hydraulic turbines, ship's propellers, etc. Special attention is paid to cavitation erosion and to performance degradation of hydraulic devices (noise, fluctuations of the mass flow rate, etc.) caused by the formation of a two-phase system with an increased compressibility. Therefore, development of a model to predict cavitation inception and collapse of cavities in high-speed turbulent flows is an important fundamental and applied task. To test the algorithm three-dimensional simulations of turbulent flow of a cavitating liquid in a rectangular channel have been conducted. The obtained results demonstrate the efficiency and robustness of the formulated model and the algorithm.

A globally convergent LCL method for nonlinear optimization.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Friedlander, M. P.; Saunders, M. A.; Mathematics and Computer Science

2005-01-01

For optimization problems with nonlinear constraints, linearly constrained Lagrangian (LCL) methods solve a sequence of subproblems of the form 'minimize an augmented Lagrangian function subject to linearized constraints.' Such methods converge rapidly near a solution but may not be reliable from arbitrary starting points. Nevertheless, the well-known software package MINOS has proved effective on many large problems. Its success motivates us to derive a related LCL algorithm that possesses three important properties: it is globally convergent, the subproblem constraints are always feasible, and the subproblems may be solved inexactly. The new algorithm has been implemented in Matlab, with an optionmore » to use either MINOS or SNOPT (Fortran codes) to solve the linearly constrained subproblems. Only first derivatives are required. We present numerical results on a subset of the COPS, HS, and CUTE test problems, which include many large examples. The results demonstrate the robustness and efficiency of the stabilized LCL procedure.« less

A BDDC Algorithm with Deluxe Scaling for Three-Dimensional H (curl) Problems

DOE PAGES

Dohrmann, Clark R.; Widlund, Olof B.

2015-04-28

In our paper, we present and analyze a BDDC algorithm for a class of elliptic problems in the three-dimensional H(curl) space. Compared with existing results, our condition number estimate requires fewer assumptions and also involves two fewer powers of log(H/h), making it consistent with optimal estimates for other elliptic problems. Here, H/his the maximum of Hi/hi over all subdomains, where Hi and hi are the diameter and the smallest element diameter for the subdomain Ωi. The analysis makes use of two recent developments. The first is our new approach to averaging across the subdomain interfaces, while the second is amore » new technical tool that allows arguments involving trace classes to be avoided. Furthermore, numerical examples are presented to confirm the theory and demonstrate the importance of the new averaging approach in certain cases.« less

Uncertain programming models for portfolio selection with uncertain returns

NASA Astrophysics Data System (ADS)

Zhang, Bo; Peng, Jin; Li, Shengguo

2015-10-01

In an indeterminacy economic environment, experts' knowledge about the returns of securities consists of much uncertainty instead of randomness. This paper discusses portfolio selection problem in uncertain environment in which security returns cannot be well reflected by historical data, but can be evaluated by the experts. In the paper, returns of securities are assumed to be given by uncertain variables. According to various decision criteria, the portfolio selection problem in uncertain environment is formulated as expected-variance-chance model and chance-expected-variance model by using the uncertainty programming. Within the framework of uncertainty theory, for the convenience of solving the models, some crisp equivalents are discussed under different conditions. In addition, a hybrid intelligent algorithm is designed in the paper to provide a general method for solving the new models in general cases. At last, two numerical examples are provided to show the performance and applications of the models and algorithm.

New Formulae for the High-Order Derivatives of Some Jacobi Polynomials: An Application to Some High-Order Boundary Value Problems

PubMed Central

Abd-Elhameed, W. M.

2014-01-01

This paper is concerned with deriving some new formulae expressing explicitly the high-order derivatives of Jacobi polynomials whose parameters difference is one or two of any degree and of any order in terms of their corresponding Jacobi polynomials. The derivatives formulae for Chebyshev polynomials of third and fourth kinds of any degree and of any order in terms of their corresponding Chebyshev polynomials are deduced as special cases. Some new reduction formulae for summing some terminating hypergeometric functions of unit argument are also deduced. As an application, and with the aid of the new introduced derivatives formulae, an algorithm for solving special sixth-order boundary value problems are implemented with the aid of applying Galerkin method. A numerical example is presented hoping to ascertain the validity and the applicability of the proposed algorithms. PMID:25386599

Updating finite element dynamic models using an element-by-element sensitivity methodology

NASA Technical Reports Server (NTRS)

Farhat, Charbel; Hemez, Francois M.

1993-01-01

A sensitivity-based methodology for improving the finite element model of a given structure using test modal data and a few sensors is presented. The proposed method searches for both the location and sources of the mass and stiffness errors and does not interfere with the theory behind the finite element model while correcting these errors. The updating algorithm is derived from the unconstrained minimization of the squared L sub 2 norms of the modal dynamic residuals via an iterative two-step staggered procedure. At each iteration, the measured mode shapes are first expanded assuming that the model is error free, then the model parameters are corrected assuming that the expanded mode shapes are exact. The numerical algorithm is implemented in an element-by-element fashion and is capable of 'zooming' on the detected error locations. Several simulation examples which demonstate the potential of the proposed methodology are discussed.

Parallel rendering

NASA Technical Reports Server (NTRS)

Crockett, Thomas W.

1995-01-01

This article provides a broad introduction to the subject of parallel rendering, encompassing both hardware and software systems. The focus is on the underlying concepts and the issues which arise in the design of parallel rendering algorithms and systems. We examine the different types of parallelism and how they can be applied in rendering applications. Concepts from parallel computing, such as data decomposition, task granularity, scalability, and load balancing, are considered in relation to the rendering problem. We also explore concepts from computer graphics, such as coherence and projection, which have a significant impact on the structure of parallel rendering algorithms. Our survey covers a number of practical considerations as well, including the choice of architectural platform, communication and memory requirements, and the problem of image assembly and display. We illustrate the discussion with numerous examples from the parallel rendering literature, representing most of the principal rendering methods currently used in computer graphics.

Optimisation of assembly scheduling in VCIM systems using genetic algorithm

NASA Astrophysics Data System (ADS)

Dao, Son Duy; Abhary, Kazem; Marian, Romeo

2017-09-01

Assembly plays an important role in any production system as it constitutes a significant portion of the lead time and cost of a product. Virtual computer-integrated manufacturing (VCIM) system is a modern production system being conceptually developed to extend the application of traditional computer-integrated manufacturing (CIM) system to global level. Assembly scheduling in VCIM systems is quite different from one in traditional production systems because of the difference in the working principles of the two systems. In this article, the assembly scheduling problem in VCIM systems is modeled and then an integrated approach based on genetic algorithm (GA) is proposed to search for a global optimised solution to the problem. Because of dynamic nature of the scheduling problem, a novel GA with unique chromosome representation and modified genetic operations is developed herein. Robustness of the proposed approach is verified by a numerical example.

A successive overrelaxation iterative technique for an adaptive equalizer

NASA Technical Reports Server (NTRS)

Kosovych, O. S.

1973-01-01

An adaptive strategy for the equalization of pulse-amplitude-modulated signals in the presence of intersymbol interference and additive noise is reported. The successive overrelaxation iterative technique is used as the algorithm for the iterative adjustment of the equalizer coefficents during a training period for the minimization of the mean square error. With 2-cyclic and nonnegative Jacobi matrices substantial improvement is demonstrated in the rate of convergence over the commonly used gradient techniques. The Jacobi theorems are also extended to nonpositive Jacobi matrices. Numerical examples strongly indicate that the improvements obtained for the special cases are possible for general channel characteristics. The technique is analytically demonstrated to decrease the mean square error at each iteration for a large range of parameter values for light or moderate intersymbol interference and for small intervals for general channels. Analytically, convergence of the relaxation algorithm was proven in a noisy environment and the coefficient variance was demonstrated to be bounded.

A Hybrid Genetic-Simulated Annealing Algorithm for the Location-Inventory-Routing Problem Considering Returns under E-Supply Chain Environment

PubMed Central

Guo, Hao; Fu, Jing

2013-01-01

Facility location, inventory control, and vehicle routes scheduling are critical and highly related problems in the design of logistics system for e-business. Meanwhile, the return ratio in Internet sales was significantly higher than in the traditional business. Many of returned merchandise have no quality defects, which can reenter sales channels just after a simple repackaging process. Focusing on the existing problem in e-commerce logistics system, we formulate a location-inventory-routing problem model with no quality defects returns. To solve this NP-hard problem, an effective hybrid genetic simulated annealing algorithm (HGSAA) is proposed. Results of numerical examples show that HGSAA outperforms GA on computing time, optimal solution, and computing stability. The proposed model is very useful to help managers make the right decisions under e-supply chain environment. PMID:24489489

Multivariable frequency domain identification via 2-norm minimization

NASA Technical Reports Server (NTRS)

Bayard, David S.

1992-01-01

The author develops a computational approach to multivariable frequency domain identification, based on 2-norm minimization. In particular, a Gauss-Newton (GN) iteration is developed to minimize the 2-norm of the error between frequency domain data and a matrix fraction transfer function estimate. To improve the global performance of the optimization algorithm, the GN iteration is initialized using the solution to a particular sequentially reweighted least squares problem, denoted as the SK iteration. The least squares problems which arise from both the SK and GN iterations are shown to involve sparse matrices with identical block structure. A sparse matrix QR factorization method is developed to exploit the special block structure, and to efficiently compute the least squares solution. A numerical example involving the identification of a multiple-input multiple-output (MIMO) plant having 286 unknown parameters is given to illustrate the effectiveness of the algorithm.

Adaptive identifier for uncertain complex nonlinear systems based on continuous neural networks.

PubMed

Alfaro-Ponce, Mariel; Cruz, Amadeo Argüelles; Chairez, Isaac

2014-03-01

This paper presents the design of a complex-valued differential neural network identifier for uncertain nonlinear systems defined in the complex domain. This design includes the construction of an adaptive algorithm to adjust the parameters included in the identifier. The algorithm is obtained based on a special class of controlled Lyapunov functions. The quality of the identification process is characterized using the practical stability framework. Indeed, the region where the identification error converges is derived by the same Lyapunov method. This zone is defined by the power of uncertainties and perturbations affecting the complex-valued uncertain dynamics. Moreover, this convergence zone is reduced to its lowest possible value using ideas related to the so-called ellipsoid methodology. Two simple but informative numerical examples are developed to show how the identifier proposed in this paper can be used to approximate uncertain nonlinear systems valued in the complex domain.

Eigenvalue routines in NASTRAN: A comparison with the Block Lanczos method

NASA Technical Reports Server (NTRS)

Tischler, V. A.; Venkayya, Vipperla B.

1993-01-01

The NASA STRuctural ANalysis (NASTRAN) program is one of the most extensively used engineering applications software in the world. It contains a wealth of matrix operations and numerical solution techniques, and they were used to construct efficient eigenvalue routines. The purpose of this paper is to examine the current eigenvalue routines in NASTRAN and to make efficiency comparisons with a more recent implementation of the Block Lanczos algorithm by Boeing Computer Services (BCS). This eigenvalue routine is now available in the BCS mathematics library as well as in several commercial versions of NASTRAN. In addition, CRAY maintains a modified version of this routine on their network. Several example problems, with a varying number of degrees of freedom, were selected primarily for efficiency bench-marking. Accuracy is not an issue, because they all gave comparable results. The Block Lanczos algorithm was found to be extremely efficient, in particular, for very large size problems.

An approach for maximizing the smallest eigenfrequency of structure vibration based on piecewise constant level set method

NASA Astrophysics Data System (ADS)

Zhang, Zhengfang; Chen, Weifeng

2018-05-01

Maximization of the smallest eigenfrequency of the linearized elasticity system with area constraint is investigated. The elasticity system is extended into a large background domain, but the void is vacuum and not filled with ersatz material. The piecewise constant level set (PCLS) method is applied to present two regions, the original material region and the void region. A quadratic PCLS function is proposed to represent the characteristic function. Consequently, the functional derivative of the smallest eigenfrequency with respect to PCLS function takes nonzero value in the original material region and zero in the void region. A penalty gradient algorithm is proposed, which initializes the whole background domain with the original material and decreases the area of original material region till the area constraint is satisfied. 2D and 3D numerical examples are presented, illustrating the validity of the proposed algorithm.

Dwell time-based stabilisation of switched delay systems using free-weighting matrices

NASA Astrophysics Data System (ADS)

Koru, Ahmet Taha; Delibaşı, Akın; Özbay, Hitay

2018-01-01

In this paper, we present a quasi-convex optimisation method to minimise an upper bound of the dwell time for stability of switched delay systems. Piecewise Lyapunov-Krasovskii functionals are introduced and the upper bound for the derivative of Lyapunov functionals is estimated by free-weighting matrices method to investigate non-switching stability of each candidate subsystems. Then, a sufficient condition for the dwell time is derived to guarantee the asymptotic stability of the switched delay system. Once these conditions are represented by a set of linear matrix inequalities , dwell time optimisation problem can be formulated as a standard quasi-convex optimisation problem. Numerical examples are given to illustrate the improvements over previously obtained dwell time bounds. Using the results obtained in the stability case, we present a nonlinear minimisation algorithm to synthesise the dwell time minimiser controllers. The algorithm solves the problem with successive linearisation of nonlinear conditions.

Hand-waving and interpretive dance: an introductory course on tensor networks

NASA Astrophysics Data System (ADS)

Bridgeman, Jacob C.; Chubb, Christopher T.

2017-06-01

The curse of dimensionality associated with the Hilbert space of spin systems provides a significant obstruction to the study of condensed matter systems. Tensor networks have proven an important tool in attempting to overcome this difficulty in both the numerical and analytic regimes. These notes form the basis for a seven lecture course, introducing the basics of a range of common tensor networks and algorithms. In particular, we cover: introductory tensor network notation, applications to quantum information, basic properties of matrix product states, a classification of quantum phases using tensor networks, algorithms for finding matrix product states, basic properties of projected entangled pair states, and multiscale entanglement renormalisation ansatz states. The lectures are intended to be generally accessible, although the relevance of many of the examples may be lost on students without a background in many-body physics/quantum information. For each lecture, several problems are given, with worked solutions in an ancillary file.

Self-* properties through gossiping.

PubMed

Babaoglu, Ozalp; Jelasity, Márk

2008-10-28

As computer systems have become more complex, numerous competing approaches have been proposed for these systems to self-configure, self-manage, self-repair, etc. such that human intervention in their operation can be minimized. In ubiquitous systems, this has always been a central issue as well. In this paper, we overview techniques to implement self-* properties in large-scale, decentralized networks through bio-inspired techniques in general, and gossip-based algorithms in particular. We believe that gossip-based algorithms could be an important inspiration for solving problems in ubiquitous computing as well. As an example, we outline a novel approach to arrange large numbers of mobile agents (e.g. vehicles, rescue teams carrying mobile devices) into different formations in a totally decentralized manner. The approach is inspired by the biological mechanism of cell sorting via differential adhesion, as well as by our earlier work in self-organizing peer-to-peer overlay networks.

Descent graphs in pedigree analysis: applications to haplotyping, location scores, and marker-sharing statistics.

PubMed Central

Sobel, E.; Lange, K.

1996-01-01

The introduction of stochastic methods in pedigree analysis has enabled geneticists to tackle computations intractable by standard deterministic methods. Until now these stochastic techniques have worked by running a Markov chain on the set of genetic descent states of a pedigree. Each descent state specifies the paths of gene flow in the pedigree and the founder alleles dropped down each path. The current paper follows up on a suggestion by Elizabeth Thompson that genetic descent graphs offer a more appropriate space for executing a Markov chain. A descent graph specifies the paths of gene flow but not the particular founder alleles traveling down the paths. This paper explores algorithms for implementing Thompson's suggestion for codominant markers in the context of automatic haplotyping, estimating location scores, and computing gene-clustering statistics for robust linkage analysis. Realistic numerical examples demonstrate the feasibility of the algorithms. PMID:8651310

A space-time discretization procedure for wave propagation problems

NASA Technical Reports Server (NTRS)

Davis, Sanford

1989-01-01

Higher order compact algorithms are developed for the numerical simulation of wave propagation by using the concept of a discrete dispersion relation. The dispersion relation is the imprint of any linear operator in space-time. The discrete dispersion relation is derived from the continuous dispersion relation by examining the process by which locally plane waves propagate through a chosen grid. The exponential structure of the discrete dispersion relation suggests an efficient splitting of convective and diffusive terms for dissipative waves. Fourth- and eighth-order convection schemes are examined that involve only three or five spatial grid points. These algorithms are subject to the same restrictions that govern the use of dispersion relations in the constructions of asymptotic expansions to nonlinear evolution equations. A new eighth-order scheme is developed that is exact for Courant numbers of 1, 2, 3, and 4. Examples are given of a pulse and step wave with a small amount of physical diffusion.

Modelling of deformation process for the layer of elastoviscoplastic media under surface action of periodic force of arbitrary type

NASA Astrophysics Data System (ADS)

Mikheyev, V. V.; Saveliev, S. V.

2018-01-01

Description of deflected mode for different types of materials under action of external force plays special role for wide variety of applications - from construction mechanics to circuits engineering. This article con-siders the problem of plastic deformation of the layer of elastoviscolastic soil under surface periodic force. The problem was solved with use of the modified lumped parameters approach which takes into account close to real distribution of normal stress in the depth of the layer along with changes in local mechanical properties of the material taking place during plastic deformation. Special numeric algorithm was worked out for computer modeling of the process. As an example of application suggested algorithm was realized for the deformation of the layer of elasoviscoplastic material by the source of external lateral force with the parameters of real technological process of soil compaction.

Real-time 2D spatially selective MRI experiments: Comparative analysis of optimal control design methods.

PubMed

Maximov, Ivan I; Vinding, Mads S; Tse, Desmond H Y; Nielsen, Niels Chr; Shah, N Jon

2015-05-01

There is an increasing need for development of advanced radio-frequency (RF) pulse techniques in modern magnetic resonance imaging (MRI) systems driven by recent advancements in ultra-high magnetic field systems, new parallel transmit/receive coil designs, and accessible powerful computational facilities. 2D spatially selective RF pulses are an example of advanced pulses that have many applications of clinical relevance, e.g., reduced field of view imaging, and MR spectroscopy. The 2D spatially selective RF pulses are mostly generated and optimised with numerical methods that can handle vast controls and multiple constraints. With this study we aim at demonstrating that numerical, optimal control (OC) algorithms are efficient for the design of 2D spatially selective MRI experiments, when robustness towards e.g. field inhomogeneity is in focus. We have chosen three popular OC algorithms; two which are gradient-based, concurrent methods using first- and second-order derivatives, respectively; and a third that belongs to the sequential, monotonically convergent family. We used two experimental models: a water phantom, and an in vivo human head. Taking into consideration the challenging experimental setup, our analysis suggests the use of the sequential, monotonic approach and the second-order gradient-based approach as computational speed, experimental robustness, and image quality is key. All algorithms used in this work were implemented in the MATLAB environment and are freely available to the MRI community. Copyright © 2015 Elsevier Inc. All rights reserved.

Verification of Numerical Programs: From Real Numbers to Floating Point Numbers

NASA Technical Reports Server (NTRS)

Goodloe, Alwyn E.; Munoz, Cesar; Kirchner, Florent; Correnson, Loiec

2013-01-01

Numerical algorithms lie at the heart of many safety-critical aerospace systems. The complexity and hybrid nature of these systems often requires the use of interactive theorem provers to verify that these algorithms are logically correct. Usually, proofs involving numerical computations are conducted in the infinitely precise realm of the field of real numbers. However, numerical computations in these algorithms are often implemented using floating point numbers. The use of a finite representation of real numbers introduces uncertainties as to whether the properties veri ed in the theoretical setting hold in practice. This short paper describes work in progress aimed at addressing these concerns. Given a formally proven algorithm, written in the Program Verification System (PVS), the Frama-C suite of tools is used to identify sufficient conditions and verify that under such conditions the rounding errors arising in a C implementation of the algorithm do not affect its correctness. The technique is illustrated using an algorithm for detecting loss of separation among aircraft.

Robust autofocus algorithm for ISAR imaging of moving targets

NASA Astrophysics Data System (ADS)

Li, Jian; Wu, Renbiao; Chen, Victor C.

2000-08-01

A robust autofocus approach, referred to as AUTOCLEAN (AUTOfocus via CLEAN), is proposed for the motion compensation in ISAR (inverse synthetic aperture radar) imaging of moving targets. It is a parametric algorithm based on a very flexible data model which takes into account arbitrary range migration and arbitrary phase errors across the synthetic aperture that may be induced by unwanted radial motion of the target as well as propagation or system instability. AUTOCLEAN can be classified as a multiple scatterer algorithm (MSA), but it differs considerably from other existing MSAs in several aspects: (1) dominant scatterers are selected automatically in the two-dimensional (2-D) image domain; (2) scatterers may not be well-isolated or very dominant; (3) phase and RCS (radar cross section) information from each selected scatterer are combined in an optimal way; (4) the troublesome phase unwrapping step is avoided. AUTOCLEAN is computationally efficient and involves only a sequence of FFTs (fast Fourier Transforms). Another good feature associated with AUTOCLEAN is that its performance can be progressively improved by assuming a larger number of dominant scatterers for the target. Hence it can be easily configured for real-time applications including, for example, ATR (automatic target recognition) of non-cooperative moving targets, and for some other applications where the image quality is of the major concern but not the computational time including, for example, for the development and maintenance of low observable aircrafts. Numerical and experimental results have shown that AUTOCLEAN is a very robust autofocus tool for ISAR imaging.

Filtering observations without the initial guess

NASA Astrophysics Data System (ADS)

Chin, T. M.; Abbondanza, C.; Gross, R. S.; Heflin, M. B.; Parker, J. W.; Soja, B.; Wu, X.

2017-12-01

Noisy geophysical observations sampled irregularly over space and time are often numerically "analyzed" or "filtered" before scientific usage. The standard analysis and filtering techniques based on the Bayesian principle requires "a priori" joint distribution of all the geophysical parameters of interest. However, such prior distributions are seldom known fully in practice, and best-guess mean values (e.g., "climatology" or "background" data if available) accompanied by some arbitrarily set covariance values are often used in lieu. It is therefore desirable to be able to exploit efficient (time sequential) Bayesian algorithms like the Kalman filter while not forced to provide a prior distribution (i.e., initial mean and covariance). An example of this is the estimation of the terrestrial reference frame (TRF) where requirement for numerical precision is such that any use of a priori constraints on the observation data needs to be minimized. We will present the Information Filter algorithm, a variant of the Kalman filter that does not require an initial distribution, and apply the algorithm (and an accompanying smoothing algorithm) to the TRF estimation problem. We show that the information filter allows temporal propagation of partial information on the distribution (marginal distribution of a transformed version of the state vector), instead of the full distribution (mean and covariance) required by the standard Kalman filter. The information filter appears to be a natural choice for the task of filtering observational data in general cases where prior assumption on the initial estimate is not available and/or desirable. For application to data assimilation problems, reduced-order approximations of both the information filter and square-root information filter (SRIF) have been published, and the former has previously been applied to a regional configuration of the HYCOM ocean general circulation model. Such approximation approaches are also briefed in the presentation.

Computational study of scattering of a zero-order Bessel beam by large nonspherical homogeneous particles with the multilevel fast multipole algorithm

NASA Astrophysics Data System (ADS)

Yang, Minglin; Wu, Yueqian; Sheng, Xinqing; Ren, Kuan Fang

2017-12-01

Computation of scattering of shaped beams by large nonspherical particles is a challenge in both optics and electromagnetics domains since it concerns many research fields. In this paper, we report our new progress in the numerical computation of the scattering diagrams. Our algorithm permits to calculate the scattering of a particle of size as large as 110 wavelengths or 700 in size parameter. The particle can be transparent or absorbing of arbitrary shape, smooth or with a sharp surface, such as the Chebyshev particles or ice crystals. To illustrate the capacity of the algorithm, a zero order Bessel beam is taken as the incident beam, and the scattering of ellipsoidal particles and Chebyshev particles are taken as examples. Some special phenomena have been revealed and examined. The scattering problem is formulated with the combined tangential formulation and solved iteratively with the aid of the multilevel fast multipole algorithm, which is well parallelized with the message passing interface on the distributed memory computer platform using the hybrid partitioning strategy. The numerical predictions are compared with the results of the rigorous method for a spherical particle to validate the accuracy of the approach. The scattering diagrams of large ellipsoidal particles with various parameters are examined. The effect of aspect ratios, as well as half-cone angle of the incident zero-order Bessel beam and the off-axis distance on scattered intensity, is studied. Scattering by asymmetry Chebyshev particle with size parameter larger than 700 is also given to show the capability of the method for computing scattering by arbitrary shaped particles.

Digital Sound Synthesis Algorithms: a Tutorial Introduction and Comparison of Methods

NASA Astrophysics Data System (ADS)

Lee, J. Robert

The objectives of the dissertation are to provide both a compendium of sound-synthesis methods with detailed descriptions and sound examples, as well as a comparison of the relative merits of each method based on ease of use, observed sound quality, execution time, and data storage requirements. The methods are classified under the general headings of wavetable-lookup synthesis, additive synthesis, subtractive synthesis, nonlinear methods, and physical modelling. The nonlinear methods comprise a large group that ranges from the well-known frequency-modulation synthesis to waveshaping. The final category explores computer modelling of real musical instruments and includes numerical and analytical solutions to the classical wave equation of motion, along with some of the more sophisticated time -domain models that are possible through the prudent combination of simpler synthesis techniques. The dissertation is intended to be understandable by a musician who is mathematically literate but who does not necessarily have a background in digital signal processing. With this limitation in mind, a brief and somewhat intuitive description of digital sampling theory is provided in the introduction. Other topics such as filter theory are discussed as the need arises. By employing each of the synthesis methods to produce the same type of sound, interesting comparisons can be made. For example, a struck string sound, such as that typical of a piano, can be produced by algorithms in each of the synthesis classifications. Many sounds, however, are peculiar to a single algorithm and must be examined independently. Psychoacoustic studies were conducted as an aid in the comparison of the sound quality of several implementations of the synthesis algorithms. Other psychoacoustic experiments were conducted to supplement the established notions of which timbral issues are important in the re -synthesis of the sounds of acoustic musical instruments.

Splitting algorithm for numerical simulation of Li-ion battery electrochemical processes

NASA Astrophysics Data System (ADS)

Iliev, Oleg; Nikiforova, Marina A.; Semenov, Yuri V.; Zakharov, Petr E.

2017-11-01

In this paper we present a splitting algorithm for a numerical simulation of Li-ion battery electrochemical processes. Liion battery consists of three domains: anode, cathode and electrolyte. Mathematical model of electrochemical processes is described on a microscopic scale, and contains nonlinear equations for concentration and potential in each domain. On the interface of electrodes and electrolyte there are the Lithium ions intercalation and deintercalation processes, which are described by Butler-Volmer nonlinear equation. To approximate in spatial coordinates we use finite element methods with discontinues Galerkin elements. To simplify numerical simulations we develop the splitting algorithm, which split the original problem into three independent subproblems. We investigate the numerical convergence of the algorithm on 2D model problem.

Stochastic weighted particle methods for population balance equations with coagulation, fragmentation and spatial inhomogeneity

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lee, Kok Foong; Patterson, Robert I.A.; Wagner, Wolfgang

2015-12-15

Graphical abstract: -- Highlights: •Problems concerning multi-compartment population balance equations are studied. •A class of fragmentation weight transfer functions is presented. •Three stochastic weighted algorithms are compared against the direct simulation algorithm. •The numerical errors of the stochastic solutions are assessed as a function of fragmentation rate. •The algorithms are applied to a multi-dimensional granulation model. -- Abstract: This paper introduces stochastic weighted particle algorithms for the solution of multi-compartment population balance equations. In particular, it presents a class of fragmentation weight transfer functions which are constructed such that the number of computational particles stays constant during fragmentation events. Themore » weight transfer functions are constructed based on systems of weighted computational particles and each of it leads to a stochastic particle algorithm for the numerical treatment of population balance equations. Besides fragmentation, the algorithms also consider physical processes such as coagulation and the exchange of mass with the surroundings. The numerical properties of the algorithms are compared to the direct simulation algorithm and an existing method for the fragmentation of weighted particles. It is found that the new algorithms show better numerical performance over the two existing methods especially for systems with significant amount of large particles and high fragmentation rates.« less

A Simple Two Aircraft Conflict Resolution Algorithm

NASA Technical Reports Server (NTRS)

Chatterji, Gano B.

1999-01-01

Conflict detection and resolution methods are crucial for distributed air-ground traffic management in which the crew in the cockpit, dispatchers in operation control centers and air traffic controllers in the ground-based air traffic management facilities share information and participate in the traffic flow and traffic control imctions.This paper describes a conflict detection and a conflict resolution method. The conflict detection method predicts the minimum separation and the time-to-go to the closest point of approach by assuming that both the aircraft will continue to fly at their current speeds along their current headings. The conflict resolution method described here is motivated by the proportional navigation algorithm. It generates speed and heading commands to rotate the line-of-sight either clockwise or counter-clockwise for conflict resolution. Once the aircraft achieve a positive range-rate and no further conflict is predicted, the algorithm generates heading commands to turn back the aircraft to their nominal trajectories. The speed commands are set to the optimal pre-resolution speeds. Six numerical examples are presented to demonstrate the conflict detection and resolution method.

A novel approach for analyzing fuzzy system reliability using different types of intuitionistic fuzzy failure rates of components.

PubMed

Kumar, Mohit; Yadav, Shiv Prasad

2012-03-01

This paper addresses the fuzzy system reliability analysis using different types of intuitionistic fuzzy numbers. Till now, in the literature, to analyze the fuzzy system reliability, it is assumed that the failure rates of all components of a system follow the same type of fuzzy set or intuitionistic fuzzy set. However, in practical problems, such type of situation rarely occurs. Therefore, in the present paper, a new algorithm has been introduced to construct the membership function and non-membership function of fuzzy reliability of a system having components following different types of intuitionistic fuzzy failure rates. Functions of intuitionistic fuzzy numbers are calculated to construct the membership function and non-membership function of fuzzy reliability via non-linear programming techniques. Using the proposed algorithm, membership functions and non-membership functions of fuzzy reliability of a series system and a parallel systems are constructed. Our study generalizes the various works of the literature. Numerical examples are given to illustrate the proposed algorithm. Copyright © 2011 ISA. Published by Elsevier Ltd. All rights reserved.

Compressive sensing for sparse time-frequency representation of nonstationary signals in the presence of impulsive noise

NASA Astrophysics Data System (ADS)

Orović, Irena; Stanković, Srdjan; Amin, Moeness

2013-05-01

A modified robust two-dimensional compressive sensing algorithm for reconstruction of sparse time-frequency representation (TFR) is proposed. The ambiguity function domain is assumed to be the domain of observations. The two-dimensional Fourier bases are used to linearly relate the observations to the sparse TFR, in lieu of the Wigner distribution. We assume that a set of available samples in the ambiguity domain is heavily corrupted by an impulsive type of noise. Consequently, the problem of sparse TFR reconstruction cannot be tackled using standard compressive sensing optimization algorithms. We introduce a two-dimensional L-statistics based modification into the transform domain representation. It provides suitable initial conditions that will produce efficient convergence of the reconstruction algorithm. This approach applies sorting and weighting operations to discard an expected amount of samples corrupted by noise. The remaining samples serve as observations used in sparse reconstruction of the time-frequency signal representation. The efficiency of the proposed approach is demonstrated on numerical examples that comprise both cases of monocomponent and multicomponent signals.

A heuristic approach using multiple criteria for environmentally benign 3PLs selection

NASA Astrophysics Data System (ADS)

Kongar, Elif

2005-11-01

Maintaining competitiveness in an environment where price and quality differences between competing products are disappearing depends on the company's ability to reduce costs and supply time. Timely responses to rapidly changing market conditions require an efficient Supply Chain Management (SCM). Outsourcing logistics to third-party logistics service providers (3PLs) is one commonly used way of increasing the efficiency of logistics operations, while creating a more "core competency focused" business environment. However, this alone may not be sufficient. Due to recent environmental regulations and growing public awareness regarding environmental issues, 3PLs need to be not only efficient but also environmentally benign to maintain companies' competitiveness. Even though an efficient and environmentally benign combination of 3PLs can theoretically be obtained using exhaustive search algorithms, heuristics approaches to the selection process may be superior in terms of the computational complexity. In this paper, a hybrid approach that combines a multiple criteria Genetic Algorithm (GA) with Linear Physical Weighting Algorithm (LPPW) to be used in efficient and environmentally benign 3PLs is proposed. A numerical example is also provided to illustrate the method and the analyses.

Pricing of swing options: A Monte Carlo simulation approach

NASA Astrophysics Data System (ADS)

Leow, Kai-Siong

We study the problem of pricing swing options, a class of multiple early exercise options that are traded in energy market, particularly in the electricity and natural gas markets. These contracts permit the option holder to periodically exercise the right to trade a variable amount of energy with a counterparty, subject to local volumetric constraints. In addition, the total amount of energy traded from settlement to expiration with the counterparty is restricted by a global volumetric constraint. Violation of this global volumetric constraint is allowed but would lead to penalty settled at expiration. The pricing problem is formulated as a stochastic optimal control problem in discrete time and state space. We present a stochastic dynamic programming algorithm which is based on piecewise linear concave approximation of value functions. This algorithm yields the value of the swing option under the assumption that the optimal exercise policy is applied by the option holder. We present a proof of an almost sure convergence that the algorithm generates the optimal exercise strategy as the number of iterations approaches to infinity. Finally, we provide a numerical example for pricing a natural gas swing call option.

Optimal Attack Strategies Subject to Detection Constraints Against Cyber-Physical Systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Yuan; Kar, Soummya; Moura, Jose M. F.

This paper studies an attacker against a cyberphysical system (CPS) whose goal is to move the state of a CPS to a target state while ensuring that his or her probability of being detected does not exceed a given bound. The attacker’s probability of being detected is related to the nonnegative bias induced by his or her attack on the CPS’s detection statistic. We formulate a linear quadratic cost function that captures the attacker’s control goal and establish constraints on the induced bias that reflect the attacker’s detection-avoidance objectives. When the attacker is constrained to be detected at the false-alarmmore » rate of the detector, we show that the optimal attack strategy reduces to a linear feedback of the attacker’s state estimate. In the case that the attacker’s bias is upper bounded by a positive constant, we provide two algorithms – an optimal algorithm and a sub-optimal, less computationally intensive algorithm – to find suitable attack sequences. Lastly, we illustrate our attack strategies in numerical examples based on a remotely-controlled helicopter under attack.« less

First and second order derivatives for optimizing parallel RF excitation waveforms.

PubMed

Majewski, Kurt; Ritter, Dieter

2015-09-01

For piecewise constant magnetic fields, the Bloch equations (without relaxation terms) can be solved explicitly. This way the magnetization created by an excitation pulse can be written as a concatenation of rotations applied to the initial magnetization. For fixed gradient trajectories, the problem of finding parallel RF waveforms, which minimize the difference between achieved and desired magnetization on a number of voxels, can thus be represented as a finite-dimensional minimization problem. We use quaternion calculus to formulate this optimization problem in the magnitude least squares variant and specify first and second order derivatives of the objective function. We obtain a small tip angle approximation as first order Taylor development from the first order derivatives and also develop algorithms for first and second order derivatives for this small tip angle approximation. All algorithms are accompanied by precise floating point operation counts to assess and compare the computational efforts. We have implemented these algorithms as callback functions of an interior-point solver. We have applied this numerical optimization method to example problems from the literature and report key observations. Copyright © 2015 Elsevier Inc. All rights reserved.

First and second order derivatives for optimizing parallel RF excitation waveforms

NASA Astrophysics Data System (ADS)

Majewski, Kurt; Ritter, Dieter

2015-09-01

For piecewise constant magnetic fields, the Bloch equations (without relaxation terms) can be solved explicitly. This way the magnetization created by an excitation pulse can be written as a concatenation of rotations applied to the initial magnetization. For fixed gradient trajectories, the problem of finding parallel RF waveforms, which minimize the difference between achieved and desired magnetization on a number of voxels, can thus be represented as a finite-dimensional minimization problem. We use quaternion calculus to formulate this optimization problem in the magnitude least squares variant and specify first and second order derivatives of the objective function. We obtain a small tip angle approximation as first order Taylor development from the first order derivatives and also develop algorithms for first and second order derivatives for this small tip angle approximation. All algorithms are accompanied by precise floating point operation counts to assess and compare the computational efforts. We have implemented these algorithms as callback functions of an interior-point solver. We have applied this numerical optimization method to example problems from the literature and report key observations.

Joint optimization of green vehicle scheduling and routing problem with time-varying speeds

PubMed Central

Zhang, Dezhi; Wang, Xin; Ni, Nan; Zhang, Zhuo

2018-01-01

Based on an analysis of the congestion effect and changes in the speed of vehicle flow during morning and evening peaks in a large- or medium-sized city, the piecewise function is used to capture the rules of the time-varying speed of vehicles, which are very important in modelling their fuel consumption and CO2 emission. A joint optimization model of the green vehicle scheduling and routing problem with time-varying speeds is presented in this study. Extra wages during nonworking periods and soft time-window constraints are considered. A heuristic algorithm based on the adaptive large neighborhood search algorithm is also presented. Finally, a numerical simulation example is provided to illustrate the optimization model and its algorithm. Results show that, (1) the shortest route is not necessarily the route that consumes the least energy, (2) the departure time influences the vehicle fuel consumption and CO2 emissions and the optimal departure time saves on fuel consumption and reduces CO2 emissions by up to 5.4%, and (3) extra driver wages have significant effects on routing and departure time slot decisions. PMID:29466370

Optimal Attack Strategies Subject to Detection Constraints Against Cyber-Physical Systems

DOE PAGES

Chen, Yuan; Kar, Soummya; Moura, Jose M. F.

2017-03-31

This paper studies an attacker against a cyberphysical system (CPS) whose goal is to move the state of a CPS to a target state while ensuring that his or her probability of being detected does not exceed a given bound. The attacker’s probability of being detected is related to the nonnegative bias induced by his or her attack on the CPS’s detection statistic. We formulate a linear quadratic cost function that captures the attacker’s control goal and establish constraints on the induced bias that reflect the attacker’s detection-avoidance objectives. When the attacker is constrained to be detected at the false-alarmmore » rate of the detector, we show that the optimal attack strategy reduces to a linear feedback of the attacker’s state estimate. In the case that the attacker’s bias is upper bounded by a positive constant, we provide two algorithms – an optimal algorithm and a sub-optimal, less computationally intensive algorithm – to find suitable attack sequences. Lastly, we illustrate our attack strategies in numerical examples based on a remotely-controlled helicopter under attack.« less

Joint optimization of green vehicle scheduling and routing problem with time-varying speeds.

PubMed

Zhang, Dezhi; Wang, Xin; Li, Shuangyan; Ni, Nan; Zhang, Zhuo

2018-01-01

Based on an analysis of the congestion effect and changes in the speed of vehicle flow during morning and evening peaks in a large- or medium-sized city, the piecewise function is used to capture the rules of the time-varying speed of vehicles, which are very important in modelling their fuel consumption and CO2 emission. A joint optimization model of the green vehicle scheduling and routing problem with time-varying speeds is presented in this study. Extra wages during nonworking periods and soft time-window constraints are considered. A heuristic algorithm based on the adaptive large neighborhood search algorithm is also presented. Finally, a numerical simulation example is provided to illustrate the optimization model and its algorithm. Results show that, (1) the shortest route is not necessarily the route that consumes the least energy, (2) the departure time influences the vehicle fuel consumption and CO2 emissions and the optimal departure time saves on fuel consumption and reduces CO2 emissions by up to 5.4%, and (3) extra driver wages have significant effects on routing and departure time slot decisions.

If training data appears to be mislabeled, should we relabel it? Improving supervised learning algorithms for threat detection in ground penetrating radar data

NASA Astrophysics Data System (ADS)

Reichman, Daniël.; Collins, Leslie M.; Malof, Jordan M.

2018-04-01

This work focuses on the development of automatic buried threat detection (BTD) algorithms using ground penetrating radar (GPR) data. Buried threats tend to exhibit unique characteristics in GPR imagery, such as high energy hyperbolic shapes, which can be leveraged for detection. Many recent BTD algorithms are supervised, and therefore they require training with exemplars of GPR data collected over non-threat locations and threat locations, respectively. Frequently, data from non-threat GPR examples will exhibit high energy hyperbolic patterns, similar to those observed from a buried threat. Is it still useful therefore, to include such examples during algorithm training, and encourage an algorithm to label such data as a non-threat? Similarly, some true buried threat examples exhibit very little distinctive threat-like patterns. We investigate whether it is beneficial to treat such GPR data examples as mislabeled, and either (i) relabel them, or (ii) remove them from training. We study this problem using two algorithms to automatically identify mislabeled examples, if they are present, and examine the impact of removing or relabeling them for training. We conduct these experiments on a large collection of GPR data with several state-of-the-art GPR-based BTD algorithms.

Advanced rotorcraft control using parameter optimization

NASA Technical Reports Server (NTRS)

Vansteenwyk, Brett; Ly, Uy-Loi

1991-01-01

A reliable algorithm for the evaluation of a quadratic performance index and its gradients with respect to the controller design parameters is presented. The algorithm is part of a design algorithm for an optimal linear dynamic output feedback controller that minimizes a finite time quadratic performance index. The numerical scheme is particularly robust when it is applied to the control law synthesis for systems with densely packed modes and where there is a high likelihood of encountering degeneracies in the closed loop eigensystem. This approach through the use of a accurate Pade series approximation does not require the closed loop system matrix to be diagonalizable. The algorithm has been included in a control design package for optimal robust low order controllers. Usefulness of the proposed numerical algorithm has been demonstrated using numerous practical design cases where degeneracies occur frequently in the closed loop system under an arbitrary controller design initialization and during the numerical search.