Linear solver performance in elastoplastic problem solution on GPU cluster

NASA Astrophysics Data System (ADS)

Khalevitsky, Yu. V.; Konovalov, A. V.; Burmasheva, N. V.; Partin, A. S.

2017-12-01

Applying the finite element method to severe plastic deformation problems involves solving linear equation systems. While the solution procedure is relatively hard to parallelize and computationally intensive by itself, a long series of large scale systems need to be solved for each problem. When dealing with fine computational meshes, such as in the simulations of three-dimensional metal matrix composite microvolume deformation, tens and hundreds of hours may be needed to complete the whole solution procedure, even using modern supercomputers. In general, one of the preconditioned Krylov subspace methods is used in a linear solver for such problems. The method convergence highly depends on the operator spectrum of a problem stiffness matrix. In order to choose the appropriate method, a series of computational experiments is used. Different methods may be preferable for different computational systems for the same problem. In this paper we present experimental data obtained by solving linear equation systems from an elastoplastic problem on a GPU cluster. The data can be used to substantiate the choice of the appropriate method for a linear solver to use in severe plastic deformation simulations.

A preconditioner for the finite element computation of incompressible, nonlinear elastic deformations

NASA Astrophysics Data System (ADS)

Whiteley, J. P.

2017-10-01

Large, incompressible elastic deformations are governed by a system of nonlinear partial differential equations. The finite element discretisation of these partial differential equations yields a system of nonlinear algebraic equations that are usually solved using Newton's method. On each iteration of Newton's method, a linear system must be solved. We exploit the structure of the Jacobian matrix to propose a preconditioner, comprising two steps. The first step is the solution of a relatively small, symmetric, positive definite linear system using the preconditioned conjugate gradient method. This is followed by a small number of multigrid V-cycles for a larger linear system. Through the use of exemplar elastic deformations, the preconditioner is demonstrated to facilitate the iterative solution of the linear systems arising. The number of GMRES iterations required has only a very weak dependence on the number of degrees of freedom of the linear systems.

On the Convenience of Using the Complete Linearization Method in Modelling the BLR of AGN

NASA Astrophysics Data System (ADS)

Patriarchi, P.; Perinotto, M.

The Complete Linearization Method (Mihalas, 1978) consists in the determination of the radiation field (at a set of frequency points), atomic level populations, temperature, electron density etc., by resolving the system of radiative transfer, thermal equilibrium, statistical equilibrium equations simultaneously and self-consistently. Since the system is not linear, it must be solved by iteration after linearization, using a perturbative method, starting from an initial guess solution. Of course the Complete Linearization Method is more time consuming than the previous one. But how great can this disadvantage be in the age of supercomputers? It is possible to approximately evaluate the CPU time needed to run a model by computing the number of multiplications necessary to solve the system.

ELECTRONIC DIGITAL COMPUTER

DOEpatents

Stone, J.J. Jr.; Bettis, E.S.; Mann, E.R.

1957-10-01

The electronic digital computer is designed to solve systems involving a plurality of simultaneous linear equations. The computer can solve a system which converges rather rapidly when using Von Seidel's method of approximation and performs the summations required for solving for the unknown terms by a method of successive approximations.

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.

AZTEC. Parallel Iterative method Software for Solving Linear Systems

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

Hutchinson, S.; Shadid, J.; Tuminaro, R.

1995-07-01

AZTEC is an interactive library that greatly simplifies the parrallelization process when solving the linear systems of equations Ax=b where A is a user supplied n X n sparse matrix, b is a user supplied vector of length n and x is a vector of length n to be computed. AZTEC is intended as a software tool for users who want to avoid cumbersome parallel programming details but who have large sparse linear systems which require an efficiently utilized parallel processing system. A collection of data transformation tools are provided that allow for easy creation of distributed sparse unstructured matricesmore » for parallel solutions.« less

On Solving Systems of Equations by Successive Reduction Using 2×2 Matrices

ERIC Educational Resources Information Center

Carley, Holly

2014-01-01

Usually a student learns to solve a system of linear equations in two ways: "substitution" and "elimination." While the two methods will of course lead to the same answer they are considered different because the thinking process is different. In this paper the author solves a system in these two ways to demonstrate the…

Algorithm for solving the linear Cauchy problem for large systems of ordinary differential equations with the use of parallel computations

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

Moryakov, A. V., E-mail: sailor@orc.ru

2016-12-15

An algorithm for solving the linear Cauchy problem for large systems of ordinary differential equations is presented. The algorithm for systems of first-order differential equations is implemented in the EDELWEISS code with the possibility of parallel computations on supercomputers employing the MPI (Message Passing Interface) standard for the data exchange between parallel processes. The solution is represented by a series of orthogonal polynomials on the interval [0, 1]. The algorithm is characterized by simplicity and the possibility to solve nonlinear problems with a correction of the operator in accordance with the solution obtained in the previous iterative process.

Parallel/distributed direct method for solving linear systems

NASA Technical Reports Server (NTRS)

Lin, Avi

1990-01-01

A new family of parallel schemes for directly solving linear systems is presented and analyzed. It is shown that these schemes exhibit a near optimal performance and enjoy several important features: (1) For large enough linear systems, the design of the appropriate paralleled algorithm is insensitive to the number of processors as its performance grows monotonically with them; (2) It is especially good for large matrices, with dimensions large relative to the number of processors in the system; (3) It can be used in both distributed parallel computing environments and tightly coupled parallel computing systems; and (4) This set of algorithms can be mapped onto any parallel architecture without any major programming difficulties or algorithmical changes.

Solving Two-Level Optimization Problems with Applications to Robust Design and Energy Markets

DTIC Science & Technology

2011-01-01

additional a transportation system operator (TSO) who manages the congestion and 172 flows. The TSO’s linear program is as follows (where other...were tested are shown in Table 5.11 below. Node 1 Node 2 Producer A Producer B Producer C Producer D Transmission System Operator 174... Systems to Solve Problems that are Not Linear. Operational Research Quarterly , 26, 609–618. 9. Beale, E., & Tomlin, J. (1970). Special Facilities

ORACLS: A system for linear-quadratic-Gaussian control law design

NASA Technical Reports Server (NTRS)

Armstrong, E. S.

1978-01-01

A modern control theory design package (ORACLS) for constructing controllers and optimal filters for systems modeled by linear time-invariant differential or difference equations is described. Numerical linear-algebra procedures are used to implement the linear-quadratic-Gaussian (LQG) methodology of modern control theory. Algorithms are included for computing eigensystems of real matrices, the relative stability of a matrix, factored forms for nonnegative definite matrices, the solutions and least squares approximations to the solutions of certain linear matrix algebraic equations, the controllability properties of a linear time-invariant system, and the steady state covariance matrix of an open-loop stable system forced by white noise. Subroutines are provided for solving both the continuous and discrete optimal linear regulator problems with noise free measurements and the sampled-data optimal linear regulator problem. For measurement noise, duality theory and the optimal regulator algorithms are used to solve the continuous and discrete Kalman-Bucy filter problems. Subroutines are also included which give control laws causing the output of a system to track the output of a prescribed model.

Higher Order Time Integration Schemes for the Unsteady Navier-Stokes Equations on Unstructured Meshes

NASA Technical Reports Server (NTRS)

Jothiprasad, Giridhar; Mavriplis, Dimitri J.; Caughey, David A.; Bushnell, Dennis M. (Technical Monitor)

2002-01-01

The efficiency gains obtained using higher-order implicit Runge-Kutta schemes as compared with the second-order accurate backward difference schemes for the unsteady Navier-Stokes equations are investigated. Three different algorithms for solving the nonlinear system of equations arising at each timestep are presented. The first algorithm (NMG) is a pseudo-time-stepping scheme which employs a non-linear full approximation storage (FAS) agglomeration multigrid method to accelerate convergence. The other two algorithms are based on Inexact Newton's methods. The linear system arising at each Newton step is solved using iterative/Krylov techniques and left preconditioning is used to accelerate convergence of the linear solvers. One of the methods (LMG) uses Richardson's iterative scheme for solving the linear system at each Newton step while the other (PGMRES) uses the Generalized Minimal Residual method. Results demonstrating the relative superiority of these Newton's methods based schemes are presented. Efficiency gains as high as 10 are obtained by combining the higher-order time integration schemes with the more efficient nonlinear solvers.

Adapting iterative algorithms for solving large sparse linear systems for efficient use on the CDC CYBER 205

NASA Technical Reports Server (NTRS)

Kincaid, D. R.; Young, D. M.

1984-01-01

Adapting and designing mathematical software to achieve optimum performance on the CYBER 205 is discussed. Comments and observations are made in light of recent work done on modifying the ITPACK software package and on writing new software for vector supercomputers. The goal was to develop very efficient vector algorithms and software for solving large sparse linear systems using iterative methods.

Amesos2 and Belos: Direct and Iterative Solvers for Large Sparse Linear Systems

DOE PAGES

Bavier, Eric; Hoemmen, Mark; Rajamanickam, Sivasankaran; ...

2012-01-01

Solvers for large sparse linear systems come in two categories: direct and iterative. Amesos2, a package in the Trilinos software project, provides direct methods, and Belos, another Trilinos package, provides iterative methods. Amesos2 offers a common interface to many different sparse matrix factorization codes, and can handle any implementation of sparse matrices and vectors, via an easy-to-extend C++ traits interface. It can also factor matrices whose entries have arbitrary “Scalar” type, enabling extended-precision and mixed-precision algorithms. Belos includes many different iterative methods for solving large sparse linear systems and least-squares problems. Unlike competing iterative solver libraries, Belos completely decouples themore » algorithms from the implementations of the underlying linear algebra objects. This lets Belos exploit the latest hardware without changes to the code. Belos favors algorithms that solve higher-level problems, such as multiple simultaneous linear systems and sequences of related linear systems, faster than standard algorithms. The package also supports extended-precision and mixed-precision algorithms. Together, Amesos2 and Belos form a complete suite of sparse linear solvers.« less

A parallel solver for huge dense linear systems

NASA Astrophysics Data System (ADS)

Badia, J. M.; Movilla, J. L.; Climente, J. I.; Castillo, M.; Marqués, M.; Mayo, R.; Quintana-Ortí, E. S.; Planelles, J.

2011-11-01

HDSS (Huge Dense Linear System Solver) is a Fortran Application Programming Interface (API) to facilitate the parallel solution of very large dense systems to scientists and engineers. The API makes use of parallelism to yield an efficient solution of the systems on a wide range of parallel platforms, from clusters of processors to massively parallel multiprocessors. It exploits out-of-core strategies to leverage the secondary memory in order to solve huge linear systems O(100.000). The API is based on the parallel linear algebra library PLAPACK, and on its Out-Of-Core (OOC) extension POOCLAPACK. Both PLAPACK and POOCLAPACK use the Message Passing Interface (MPI) as the communication layer and BLAS to perform the local matrix operations. The API provides a friendly interface to the users, hiding almost all the technical aspects related to the parallel execution of the code and the use of the secondary memory to solve the systems. In particular, the API can automatically select the best way to store and solve the systems, depending of the dimension of the system, the number of processes and the main memory of the platform. Experimental results on several parallel platforms report high performance, reaching more than 1 TFLOP with 64 cores to solve a system with more than 200 000 equations and more than 10 000 right-hand side vectors. New version program summaryProgram title: Huge Dense System Solver (HDSS) Catalogue identifier: AEHU_v1_1 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEHU_v1_1.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 87 062 No. of bytes in distributed program, including test data, etc.: 1 069 110 Distribution format: tar.gz Programming language: Fortran90, C Computer: Parallel architectures: multiprocessors, computer clusters Operating system: Linux/Unix Has the code been vectorized or parallelized?: Yes, includes MPI primitives. RAM: Tested for up to 190 GB Classification: 6.5 External routines: MPI ( http://www.mpi-forum.org/), BLAS ( http://www.netlib.org/blas/), PLAPACK ( http://www.cs.utexas.edu/~plapack/), POOCLAPACK ( ftp://ftp.cs.utexas.edu/pub/rvdg/PLAPACK/pooclapack.ps) (code for PLAPACK and POOCLAPACK is included in the distribution). Catalogue identifier of previous version: AEHU_v1_0 Journal reference of previous version: Comput. Phys. Comm. 182 (2011) 533 Does the new version supersede the previous version?: Yes Nature of problem: Huge scale dense systems of linear equations, Ax=B, beyond standard LAPACK capabilities. Solution method: The linear systems are solved by means of parallelized routines based on the LU factorization, using efficient secondary storage algorithms when the available main memory is insufficient. Reasons for new version: In many applications we need to guarantee a high accuracy in the solution of very large linear systems and we can do it by using double-precision arithmetic. Summary of revisions: Version 1.1 Can be used to solve linear systems using double-precision arithmetic. New version of the initialization routine. The user can choose the kind of arithmetic and the values of several parameters of the environment. Running time: About 5 hours to solve a system with more than 200 000 equations and more than 10 000 right-hand side vectors using double-precision arithmetic on an eight-node commodity cluster with a total of 64 Intel cores.

AZTEC: A parallel iterative package for the solving linear systems

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

Hutchinson, S.A.; Shadid, J.N.; Tuminaro, R.S.

1996-12-31

We describe a parallel linear system package, AZTEC. The package incorporates a number of parallel iterative methods (e.g. GMRES, biCGSTAB, CGS, TFQMR) and preconditioners (e.g. Jacobi, Gauss-Seidel, polynomial, domain decomposition with LU or ILU within subdomains). Additionally, AZTEC allows for the reuse of previous preconditioning factorizations within Newton schemes for nonlinear methods. Currently, a number of different users are using this package to solve a variety of PDE applications.

An efficient parallel algorithm for the solution of a tridiagonal linear system of equations

NASA Technical Reports Server (NTRS)

Stone, H. S.

1971-01-01

Tridiagonal linear systems of equations are solved on conventional serial machines in a time proportional to N, where N is the number of equations. The conventional algorithms do not lend themselves directly to parallel computations on computers of the ILLIAC IV class, in the sense that they appear to be inherently serial. An efficient parallel algorithm is presented in which computation time grows as log sub 2 N. The algorithm is based on recursive doubling solutions of linear recurrence relations, and can be used to solve recurrence relations of all orders.

A new implementation of the CMRH method for solving dense linear systems

NASA Astrophysics Data System (ADS)

Heyouni, M.; Sadok, H.

2008-04-01

The CMRH method [H. Sadok, Methodes de projections pour les systemes lineaires et non lineaires, Habilitation thesis, University of Lille1, Lille, France, 1994; H. Sadok, CMRH: A new method for solving nonsymmetric linear systems based on the Hessenberg reduction algorithm, Numer. Algorithms 20 (1999) 303-321] is an algorithm for solving nonsymmetric linear systems in which the Arnoldi component of GMRES is replaced by the Hessenberg process, which generates Krylov basis vectors which are orthogonal to standard unit basis vectors rather than mutually orthogonal. The iterate is formed from these vectors by solving a small least squares problem involving a Hessenberg matrix. Like GMRES, this method requires one matrix-vector product per iteration. However, it can be implemented to require half as much arithmetic work and less storage. Moreover, numerical experiments show that this method performs accurately and reduces the residual about as fast as GMRES. With this new implementation, we show that the CMRH method is the only method with long-term recurrence which requires not storing at the same time the entire Krylov vectors basis and the original matrix as in the GMRES algorithmE A comparison with Gaussian elimination is provided.

Optimal Artificial Boundary Condition Configurations for Sensitivity-Based Model Updating and Damage Detection

DTIC Science & Technology

2010-09-01

matrix is used in many methods, like Jacobi or Gauss Seidel , for solving linear systems. Also, no partial pivoting is necessary for a strictly column...problems that arise during the procedure, which in general, converges to the solving of a linear system. The most common issue with the solution is the... iterative procedure to find an appropriate subset of parameters that produce an optimal solution commonly known as forward selection. Then, the

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

Gearhart, Jared Lee; Adair, Kristin Lynn; Durfee, Justin David.

When developing linear programming models, issues such as budget limitations, customer requirements, or licensing may preclude the use of commercial linear programming solvers. In such cases, one option is to use an open-source linear programming solver. A survey of linear programming tools was conducted to identify potential open-source solvers. From this survey, four open-source solvers were tested using a collection of linear programming test problems and the results were compared to IBM ILOG CPLEX Optimizer (CPLEX) [1], an industry standard. The solvers considered were: COIN-OR Linear Programming (CLP) [2], [3], GNU Linear Programming Kit (GLPK) [4], lp_solve [5] and Modularmore » In-core Nonlinear Optimization System (MINOS) [6]. As no open-source solver outperforms CPLEX, this study demonstrates the power of commercial linear programming software. CLP was found to be the top performing open-source solver considered in terms of capability and speed. GLPK also performed well but cannot match the speed of CLP or CPLEX. lp_solve and MINOS were considerably slower and encountered issues when solving several test problems.« less

A Block-LU Update for Large-Scale Linear Programming

DTIC Science & Technology

1990-01-01

linear programming problems. Results are given from runs on the Cray Y -MP. 1. Introduction We wish to use the simplex method [Dan63] to solve the...standard linear program, minimize cTx subject to Ax = b 1< x <U, where A is an m by n matrix and c, x, 1, u, and b are of appropriate dimension. The simplex...the identity matrix. The basis is used to solve for the search direction y and the dual variables 7r in the following linear systems: Bky = aq (1.2) and

An approximately factored incremental strategy for calculating consistent discrete aerodynamic sensitivity derivatives

NASA Technical Reports Server (NTRS)

Korivi, V. M.; Taylor, A. C., III; Newman, P. A.; Hou, G. J.-W.; Jones, H. E.

1992-01-01

An incremental strategy is presented for iteratively solving very large systems of linear equations, which are associated with aerodynamic sensitivity derivatives for advanced CFD codes. It is shown that the left-hand side matrix operator and the well-known factorization algorithm used to solve the nonlinear flow equations can also be used to efficiently solve the linear sensitivity equations. Two airfoil problems are considered as an example: subsonic low Reynolds number laminar flow and transonic high Reynolds number turbulent flow.

Block iterative restoration of astronomical images with the massively parallel processor

NASA Technical Reports Server (NTRS)

Heap, Sara R.; Lindler, Don J.

1987-01-01

A method is described for algebraic image restoration capable of treating astronomical images. For a typical 500 x 500 image, direct algebraic restoration would require the solution of a 250,000 x 250,000 linear system. The block iterative approach is used to reduce the problem to solving 4900 121 x 121 linear systems. The algorithm was implemented on the Goddard Massively Parallel Processor, which can solve a 121 x 121 system in approximately 0.06 seconds. Examples are shown of the results for various astronomical images.

The design and implementation of cost-effective algorithms for direct solution of banded linear systems on the vector processor system 32 supercomputer

NASA Technical Reports Server (NTRS)

Samba, A. S.

1985-01-01

The problem of solving banded linear systems by direct (non-iterative) techniques on the Vector Processor System (VPS) 32 supercomputer is considered. Two efficient direct methods for solving banded linear systems on the VPS 32 are described. The vector cyclic reduction (VCR) algorithm is discussed in detail. The performance of the VCR on a three parameter model problem is also illustrated. The VCR is an adaptation of the conventional point cyclic reduction algorithm. The second direct method is the Customized Reduction of Augmented Triangles' (CRAT). CRAT has the dominant characteristics of an efficient VPS 32 algorithm. CRAT is tailored to the pipeline architecture of the VPS 32 and as a consequence the algorithm is implicitly vectorizable.

Metric versus observable operator representation, higher spin models

NASA Astrophysics Data System (ADS)

Fring, Andreas; Frith, Thomas

2018-02-01

We elaborate further on the metric representation that is obtained by transferring the time-dependence from a Hermitian Hamiltonian to the metric operator in a related non-Hermitian system. We provide further insight into the procedure on how to employ the time-dependent Dyson relation and the quasi-Hermiticity relation to solve time-dependent Hermitian Hamiltonian systems. By solving both equations separately we argue here that it is in general easier to solve the former. We solve the mutually related time-dependent Schrödinger equation for a Hermitian and non-Hermitian spin 1/2, 1 and 3/2 model with time-independent and time-dependent metric, respectively. In all models the overdetermined coupled system of equations for the Dyson map can be decoupled algebraic manipulations and reduces to simple linear differential equations and an equation that can be converted into the non-linear Ermakov-Pinney equation.

Robust distributed model predictive control of linear systems with structured time-varying uncertainties

NASA Astrophysics Data System (ADS)

Zhang, Langwen; Xie, Wei; Wang, Jingcheng

2017-11-01

In this work, synthesis of robust distributed model predictive control (MPC) is presented for a class of linear systems subject to structured time-varying uncertainties. By decomposing a global system into smaller dimensional subsystems, a set of distributed MPC controllers, instead of a centralised controller, are designed. To ensure the robust stability of the closed-loop system with respect to model uncertainties, distributed state feedback laws are obtained by solving a min-max optimisation problem. The design of robust distributed MPC is then transformed into solving a minimisation optimisation problem with linear matrix inequality constraints. An iterative online algorithm with adjustable maximum iteration is proposed to coordinate the distributed controllers to achieve a global performance. The simulation results show the effectiveness of the proposed robust distributed MPC algorithm.

A Navier-Strokes Chimera Code on the Connection Machine CM-5: Design and Performance

NASA Technical Reports Server (NTRS)

Jespersen, Dennis C.; Levit, Creon; Kwak, Dochan (Technical Monitor)

1994-01-01

We have implemented a three-dimensional compressible Navier-Stokes code on the Connection Machine CM-5. The code is set up for implicit time-stepping on single or multiple structured grids. For multiple grids and geometrically complex problems, we follow the 'chimera' approach, where flow data on one zone is interpolated onto another in the region of overlap. We will describe our design philosophy and give some timing results for the current code. A parallel machine like the CM-5 is well-suited for finite-difference methods on structured grids. The regular pattern of connections of a structured mesh maps well onto the architecture of the machine. So the first design choice, finite differences on a structured mesh, is natural. We use centered differences in space, with added artificial dissipation terms. When numerically solving the Navier-Stokes equations, there are liable to be some mesh cells near a solid body that are small in at least one direction. This mesh cell geometry can impose a very severe CFL (Courant-Friedrichs-Lewy) condition on the time step for explicit time-stepping methods. Thus, though explicit time-stepping is well-suited to the architecture of the machine, we have adopted implicit time-stepping. We have further taken the approximate factorization approach. This creates the need to solve large banded linear systems and creates the first possible barrier to an efficient algorithm. To overcome this first possible barrier we have considered two options. The first is just to solve the banded linear systems with data spread over the whole machine, using whatever fast method is available. This option is adequate for solving scalar tridiagonal systems, but for scalar pentadiagonal or block tridiagonal systems it is somewhat slower than desired. The second option is to 'transpose' the flow and geometry variables as part of the time-stepping process: Start with x-lines of data in-processor. Form explicit terms in x, then transpose so y-lines of data are in-processor. Form explicit terms in y, then transpose so z-lines are in processor. Form explicit terms in z, then solve linear systems in the z-direction. Transpose to the y-direction, then solve linear systems in the y-direction. Finally transpose to the x direction and solve linear systems in the x-direction. This strategy avoids inter-processor communication when differencing and solving linear systems, but requires a large amount of communication when doing the transposes. The transpose method is more efficient than the non-transpose strategy when dealing with scalar pentadiagonal or block tridiagonal systems. For handling geometrically complex problems the chimera strategy was adopted. For multiple zone cases we compute on each zone sequentially (using the whole parallel machine), then send the chimera interpolation data to a distributed data structure (array) laid out over the whole machine. This information transfer implies an irregular communication pattern, and is the second possible barrier to an efficient algorithm. We have implemented these ideas on the CM-5 using CMF (Connection Machine Fortran), a data parallel language which combines elements of Fortran 90 and certain extensions, and which bears a strong similarity to High Performance Fortran. We make use of the Connection Machine Scientific Software Library (CMSSL) for the linear solver and array transpose operations.

Graph cuts via l1 norm minimization.

PubMed

Bhusnurmath, Arvind; Taylor, Camillo J

2008-10-01

Graph cuts have become an increasingly important tool for solving a number of energy minimization problems in computer vision and other fields. In this paper, the graph cut problem is reformulated as an unconstrained l1 norm minimization that can be solved effectively using interior point methods. This reformulation exposes connections between the graph cuts and other related continuous optimization problems. Eventually the problem is reduced to solving a sequence of sparse linear systems involving the Laplacian of the underlying graph. The proposed procedure exploits the structure of these linear systems in a manner that is easily amenable to parallel implementations. Experimental results obtained by applying the procedure to graphs derived from image processing problems are provided.

On improving linear solver performance: a block variant of GMRES

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

Baker, A H; Dennis, J M; Jessup, E R

2004-05-10

The increasing gap between processor performance and memory access time warrants the re-examination of data movement in iterative linear solver algorithms. For this reason, we explore and establish the feasibility of modifying a standard iterative linear solver algorithm in a manner that reduces the movement of data through memory. In particular, we present an alternative to the restarted GMRES algorithm for solving a single right-hand side linear system Ax = b based on solving the block linear system AX = B. Algorithm performance, i.e. time to solution, is improved by using the matrix A in operations on groups of vectors.more » Experimental results demonstrate the importance of implementation choices on data movement as well as the effectiveness of the new method on a variety of problems from different application areas.« less

The Use of Iterative Linear-Equation Solvers in Codes for Large Systems of Stiff IVPs (Initial-Value Problems) for ODEs (Ordinary Differential Equations).

DTIC Science & Technology

1984-04-01

numerical solution, of sstem ot stiff Wh-f Cr ODs. Fro- qontl. a substantial portia of the total computationskwok and cooap required! to solve stiff...exep, possl- bly, foreciadalms of problem. That is% a syste of linewat o nonlinear algebrac equa- tion mumt be solved at auk step of the numerical ...onjugate gradient method [431 is a mall-know ezuze, have prove to be particularly -2- efecti for solving the linear stwem that &ise in the numerical

A two-qubit photonic quantum processor and its application to solving systems of linear equations

PubMed Central

Barz, Stefanie; Kassal, Ivan; Ringbauer, Martin; Lipp, Yannick Ole; Dakić, Borivoje; Aspuru-Guzik, Alán; Walther, Philip

2014-01-01

Large-scale quantum computers will require the ability to apply long sequences of entangling gates to many qubits. In a photonic architecture, where single-qubit gates can be performed easily and precisely, the application of consecutive two-qubit entangling gates has been a significant obstacle. Here, we demonstrate a two-qubit photonic quantum processor that implements two consecutive CNOT gates on the same pair of polarisation-encoded qubits. To demonstrate the flexibility of our system, we implement various instances of the quantum algorithm for solving of systems of linear equations. PMID:25135432

Linear and Non-Linear Visual Feature Learning in Rat and Humans

PubMed Central

Bossens, Christophe; Op de Beeck, Hans P.

2016-01-01

The visual system processes visual input in a hierarchical manner in order to extract relevant features that can be used in tasks such as invariant object recognition. Although typically investigated in primates, recent work has shown that rats can be trained in a variety of visual object and shape recognition tasks. These studies did not pinpoint the complexity of the features used by these animals. Many tasks might be solved by using a combination of relatively simple features which tend to be correlated. Alternatively, rats might extract complex features or feature combinations which are nonlinear with respect to those simple features. In the present study, we address this question by starting from a small stimulus set for which one stimulus-response mapping involves a simple linear feature to solve the task while another mapping needs a well-defined nonlinear combination of simpler features related to shape symmetry. We verified computationally that the nonlinear task cannot be trivially solved by a simple V1-model. We show how rats are able to solve the linear feature task but are unable to acquire the nonlinear feature. In contrast, humans are able to use the nonlinear feature and are even faster in uncovering this solution as compared to the linear feature. The implications for the computational capabilities of the rat visual system are discussed. PMID:28066201

Summer Proceedings 2016: The Center for Computing Research at Sandia National Laboratories

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

Carleton, James Brian; Parks, Michael L.

Solving sparse linear systems from the discretization of elliptic partial differential equations (PDEs) is an important building block in many engineering applications. Sparse direct solvers can solve general linear systems, but are usually slower and use much more memory than effective iterative solvers. To overcome these two disadvantages, a hierarchical solver (LoRaSp) based on H2-matrices was introduced in [22]. Here, we have developed a parallel version of the algorithm in LoRaSp to solve large sparse matrices on distributed memory machines. On a single processor, the factorization time of our parallel solver scales almost linearly with the problem size for three-dimensionalmore » problems, as opposed to the quadratic scalability of many existing sparse direct solvers. Moreover, our solver leads to almost constant numbers of iterations, when used as a preconditioner for Poisson problems. On more than one processor, our algorithm has significant speedups compared to sequential runs. With this parallel algorithm, we are able to solve large problems much faster than many existing packages as demonstrated by the numerical experiments.« less

Localization of the eigenvalues of linear integral equations with applications to linear ordinary differential equations.

NASA Technical Reports Server (NTRS)

Sloss, J. M.; Kranzler, S. K.

1972-01-01

The equivalence of a considered integral equation form with an infinite system of linear equations is proved, and the localization of the eigenvalues of the infinite system is expressed. Error estimates are derived, and the problems of finding upper bounds and lower bounds for the eigenvalues are solved simultaneously.

Exploring inductive linearization for pharmacokinetic-pharmacodynamic systems of nonlinear ordinary differential equations.

PubMed

Hasegawa, Chihiro; Duffull, Stephen B

2018-02-01

Pharmacokinetic-pharmacodynamic systems are often expressed with nonlinear ordinary differential equations (ODEs). While there are numerous methods to solve such ODEs these methods generally rely on time-stepping solutions (e.g. Runge-Kutta) which need to be matched to the characteristics of the problem at hand. The primary aim of this study was to explore the performance of an inductive approximation which iteratively converts nonlinear ODEs to linear time-varying systems which can then be solved algebraically or numerically. The inductive approximation is applied to three examples, a simple nonlinear pharmacokinetic model with Michaelis-Menten elimination (E1), an integrated glucose-insulin model and an HIV viral load model with recursive feedback systems (E2 and E3, respectively). The secondary aim of this study was to explore the potential advantages of analytically solving linearized ODEs with two examples, again E3 with stiff differential equations and a turnover model of luteinizing hormone with a surge function (E4). The inductive linearization coupled with a matrix exponential solution provided accurate predictions for all examples with comparable solution time to the matched time-stepping solutions for nonlinear ODEs. The time-stepping solutions however did not perform well for E4, particularly when the surge was approximated by a square wave. In circumstances when either a linear ODE is particularly desirable or the uncertainty in matching the integrator to the ODE system is of potential risk, then the inductive approximation method coupled with an analytical integration method would be an appropriate alternative.

Investigating Integer Restrictions in Linear Programming

ERIC Educational Resources Information Center

Edwards, Thomas G.; Chelst, Kenneth R.; Principato, Angela M.; Wilhelm, Thad L.

2015-01-01

Linear programming (LP) is an application of graphing linear systems that appears in many Algebra 2 textbooks. Although not explicitly mentioned in the Common Core State Standards for Mathematics, linear programming blends seamlessly into modeling with mathematics, the fourth Standard for Mathematical Practice (CCSSI 2010, p. 7). In solving a…

A Spreadsheet in the Mathematics Classroom.

ERIC Educational Resources Information Center

Watkins, Will; Taylor, Monty

1989-01-01

Demonstrates how spreadsheets can be used to implement linear system solving algorithms in college mathematics classes. Lotus 1-2-3 is described, a linear system of equations is illustrated using spreadsheets, and the interplay between applications, computations, and theory is discussed. (four references) (LRW)

Global asymptotic stabilisation of rational dynamical systems based on solving BMI

NASA Astrophysics Data System (ADS)

Esmaili, Farhad; Kamyad, A. V.; Jahed-Motlagh, Mohammad Reza; Pariz, Naser

2017-08-01

In this paper, the global asymptotic stabiliser design of rational systems is studied in detail. To develop the idea, the state equations of the system are transformed to a new coordinate via polynomial transformation and the state feedback control law. This in turn is followed by the satisfaction of the linear growth condition (i.e. Lipschitz at zero). Based on a linear matrix inequality solution, the system in the new coordinate is globally asymptotically stabilised and then, leading to the global asymptotic stabilisation of the primary system. The polynomial transformation coefficients are derived by solving the bilinear matrix inequality problem. To confirm the capability of this method, three examples are highlighted.

An empirical investigation of methods for nonsymmetric linear systems

NASA Technical Reports Server (NTRS)

Sherman, A. H.

1981-01-01

The present investigation is concerned with a comparison of methods for solving linear algebraic systems which arise from finite difference discretizations of the elliptic convection-diffusion equation in a planar region Omega with Dirichlet boundary conditions. Such linear systems are typically of the form Ax = b where A is an N x N sparse nonsymmetric matrix. In a discussion of discretizations, it is assumed that a regular rectilinear mesh of width h has been imposed on Omega. The discretizations considered include central differences, upstream differences, and modified upstream differences. Six methods for solving Ax = b are considered. Three variants of Gaussian elimination have been chosen as representatives of state-of-the-art software for direct methods under different assumptions about pivoting. Three iterative methods are also included.

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

Lott, P. Aaron; Woodward, Carol S.; Evans, Katherine J.

Performing accurate and efficient numerical simulation of global atmospheric climate models is challenging due to the disparate length and time scales over which physical processes interact. Implicit solvers enable the physical system to be integrated with a time step commensurate with processes being studied. The dominant cost of an implicit time step is the ancillary linear system solves, so we have developed a preconditioner aimed at improving the efficiency of these linear system solves. Our preconditioner is based on an approximate block factorization of the linearized shallow-water equations and has been implemented within the spectral element dynamical core within themore » Community Atmospheric Model (CAM-SE). Furthermore, in this paper we discuss the development and scalability of the preconditioner for a suite of test cases with the implicit shallow-water solver within CAM-SE.« less

Compact tunable silicon photonic differential-equation solver for general linear time-invariant systems.

PubMed

Wu, Jiayang; Cao, Pan; Hu, Xiaofeng; Jiang, Xinhong; Pan, Ting; Yang, Yuxing; Qiu, Ciyuan; Tremblay, Christine; Su, Yikai

2014-10-20

We propose and experimentally demonstrate an all-optical temporal differential-equation solver that can be used to solve ordinary differential equations (ODEs) characterizing general linear time-invariant (LTI) systems. The photonic device implemented by an add-drop microring resonator (MRR) with two tunable interferometric couplers is monolithically integrated on a silicon-on-insulator (SOI) wafer with a compact footprint of ~60 μm × 120 μm. By thermally tuning the phase shifts along the bus arms of the two interferometric couplers, the proposed device is capable of solving first-order ODEs with two variable coefficients. The operation principle is theoretically analyzed, and system testing of solving ODE with tunable coefficients is carried out for 10-Gb/s optical Gaussian-like pulses. The experimental results verify the effectiveness of the fabricated device as a tunable photonic ODE solver.

New Operational Matrices for Solving Fractional Differential Equations on the Half-Line

PubMed Central

2015-01-01

In this paper, the fractional-order generalized Laguerre operational matrices (FGLOM) of fractional derivatives and fractional integration are derived. These operational matrices are used together with spectral tau method for solving linear fractional differential equations (FDEs) of order ν (0 < ν < 1) on the half line. An upper bound of the absolute errors is obtained for the approximate and exact solutions. Fractional-order generalized Laguerre pseudo-spectral approximation is investigated for solving nonlinear initial value problem of fractional order ν. The extension of the fractional-order generalized Laguerre pseudo-spectral method is given to solve systems of FDEs. We present the advantages of using the spectral schemes based on fractional-order generalized Laguerre functions and compare them with other methods. Several numerical examples are implemented for FDEs and systems of FDEs including linear and nonlinear terms. We demonstrate the high accuracy and the efficiency of the proposed techniques. PMID:25996369

New operational matrices for solving fractional differential equations on the half-line.

PubMed

Bhrawy, Ali H; Taha, Taha M; Alzahrani, Ebraheem O; Alzahrani, Ebrahim O; Baleanu, Dumitru; Alzahrani, Abdulrahim A

2015-01-01

In this paper, the fractional-order generalized Laguerre operational matrices (FGLOM) of fractional derivatives and fractional integration are derived. These operational matrices are used together with spectral tau method for solving linear fractional differential equations (FDEs) of order ν (0 < ν < 1) on the half line. An upper bound of the absolute errors is obtained for the approximate and exact solutions. Fractional-order generalized Laguerre pseudo-spectral approximation is investigated for solving nonlinear initial value problem of fractional order ν. The extension of the fractional-order generalized Laguerre pseudo-spectral method is given to solve systems of FDEs. We present the advantages of using the spectral schemes based on fractional-order generalized Laguerre functions and compare them with other methods. Several numerical examples are implemented for FDEs and systems of FDEs including linear and nonlinear terms. We demonstrate the high accuracy and the efficiency of the proposed techniques.

Quantum Linear System Algorithm for Dense Matrices.

PubMed

Wossnig, Leonard; Zhao, Zhikuan; Prakash, Anupam

2018-02-02

Solving linear systems of equations is a frequently encountered problem in machine learning and optimization. Given a matrix A and a vector b the task is to find the vector x such that Ax=b. We describe a quantum algorithm that achieves a sparsity-independent runtime scaling of O(κ^{2}sqrt[n]polylog(n)/ε) for an n×n dimensional A with bounded spectral norm, where κ denotes the condition number of A, and ε is the desired precision parameter. This amounts to a polynomial improvement over known quantum linear system algorithms when applied to dense matrices, and poses a new state of the art for solving dense linear systems on a quantum computer. Furthermore, an exponential improvement is achievable if the rank of A is polylogarithmic in the matrix dimension. Our algorithm is built upon a singular value estimation subroutine, which makes use of a memory architecture that allows for efficient preparation of quantum states that correspond to the rows of A and the vector of Euclidean norms of the rows of A.

Efficient Implementation of an Optimal Interpolator for Large Spatial Data Sets

NASA Technical Reports Server (NTRS)

Memarsadeghi, Nargess; Mount, David M.

2007-01-01

Scattered data interpolation is a problem of interest in numerous areas such as electronic imaging, smooth surface modeling, and computational geometry. Our motivation arises from applications in geology and mining, which often involve large scattered data sets and a demand for high accuracy. The method of choice is ordinary kriging. This is because it is a best unbiased estimator. Unfortunately, this interpolant is computationally very expensive to compute exactly. For n scattered data points, computing the value of a single interpolant involves solving a dense linear system of size roughly n x n. This is infeasible for large n. In practice, kriging is solved approximately by local approaches that are based on considering only a relatively small'number of points that lie close to the query point. There are many problems with this local approach, however. The first is that determining the proper neighborhood size is tricky, and is usually solved by ad hoc methods such as selecting a fixed number of nearest neighbors or all the points lying within a fixed radius. Such fixed neighborhood sizes may not work well for all query points, depending on local density of the point distribution. Local methods also suffer from the problem that the resulting interpolant is not continuous. Meyer showed that while kriging produces smooth continues surfaces, it has zero order continuity along its borders. Thus, at interface boundaries where the neighborhood changes, the interpolant behaves discontinuously. Therefore, it is important to consider and solve the global system for each interpolant. However, solving such large dense systems for each query point is impractical. Recently a more principled approach to approximating kriging has been proposed based on a technique called covariance tapering. The problems arise from the fact that the covariance functions that are used in kriging have global support. Our implementations combine, utilize, and enhance a number of different approaches that have been introduced in literature for solving large linear systems for interpolation of scattered data points. For very large systems, exact methods such as Gaussian elimination are impractical since they require 0(n(exp 3)) time and 0(n(exp 2)) storage. As Billings et al. suggested, we use an iterative approach. In particular, we use the SYMMLQ method, for solving the large but sparse ordinary kriging systems that result from tapering. The main technical issue that need to be overcome in our algorithmic solution is that the points' covariance matrix for kriging should be symmetric positive definite. The goal of tapering is to obtain a sparse approximate representation of the covariance matrix while maintaining its positive definiteness. Furrer et al. used tapering to obtain a sparse linear system of the form Ax = b, where A is the tapered symmetric positive definite covariance matrix. Thus, Cholesky factorization could be used to solve their linear systems. They implemented an efficient sparse Cholesky decomposition method. They also showed if these tapers are used for a limited class of covariance models, the solution of the system converges to the solution of the original system. Matrix A in the ordinary kriging system, while symmetric, is not positive definite. Thus, their approach is not applicable to the ordinary kriging system. Therefore, we use tapering only to obtain a sparse linear system. Then, we use SYMMLQ to solve the ordinary kriging system. We show that solving large kriging systems becomes practical via tapering and iterative methods, and results in lower estimation errors compared to traditional local approaches, and significant memory savings compared to the original global system. We also developed a more efficient variant of the sparse SYMMLQ method for large ordinary kriging systems. This approach adaptively finds the correct local neighborhood for each query point in the interpolation process.

Linear circuit analysis program for IBM 1620 Monitor 2, 1311/1443 data processing system /CIRCS/

NASA Technical Reports Server (NTRS)

Hatfield, J.

1967-01-01

CIRCS is modification of IBSNAP Circuit Analysis Program, for use on smaller systems. This data processing system retains the basic dc, transient analysis, and FORTRAN 2 formats. It can be used on the IBM 1620/1311 Monitor I Mod 5 system, and solves a linear network containing 15 nodes and 45 branches.

Polynomial elimination theory and non-linear stability analysis for the Euler equations

NASA Technical Reports Server (NTRS)

Kennon, S. R.; Dulikravich, G. S.; Jespersen, D. C.

1986-01-01

Numerical methods are presented that exploit the polynomial properties of discretizations of the Euler equations. It is noted that most finite difference or finite volume discretizations of the steady-state Euler equations produce a polynomial system of equations to be solved. These equations are solved using classical polynomial elimination theory, with some innovative modifications. This paper also presents some preliminary results of a new non-linear stability analysis technique. This technique is applicable to determining the stability of polynomial iterative schemes. Results are presented for applying the elimination technique to a one-dimensional test case. For this test case, the exact solution is computed in three iterations. The non-linear stability analysis is applied to determine the optimal time step for solving Burgers' equation using the MacCormack scheme. The estimated optimal time step is very close to the time step that arises from a linear stability analysis.

Homotopy approach to optimal, linear quadratic, fixed architecture compensation

NASA Technical Reports Server (NTRS)

Mercadal, Mathieu

1991-01-01

Optimal linear quadratic Gaussian compensators with constrained architecture are a sensible way to generate good multivariable feedback systems meeting strict implementation requirements. The optimality conditions obtained from the constrained linear quadratic Gaussian are a set of highly coupled matrix equations that cannot be solved algebraically except when the compensator is centralized and full order. An alternative to the use of general parameter optimization methods for solving the problem is to use homotopy. The benefit of the method is that it uses the solution to a simplified problem as a starting point and the final solution is then obtained by solving a simple differential equation. This paper investigates the convergence properties and the limitation of such an approach and sheds some light on the nature and the number of solutions of the constrained linear quadratic Gaussian problem. It also demonstrates the usefulness of homotopy on an example of an optimal decentralized compensator.

Analytic wave solution with helicon and Trivelpiece-Gould modes in an annular plasma

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

Carlsson, Johan; Pavarin, Daniele; Walker, Mitchell

2009-11-26

Helicon sources in an annular configuration have applications for plasma thrusters. The theory of Klozenberg et al.[J. P. Klozenberg B. McNamara and P. C. Thonemann, J. Fluid Mech. 21(1965) 545-563] for the propagation and absorption of helicon and Trivelpiece-Gould modes in a cylindrical plasma has been generalized for annular plasmas. Analytic solutions are found also in the annular case, but in the presence of both helicon and Trivelpiece-Gould modes, a heterogeneous linear system of equations must be solved to match the plasma and inner and outer vacuum solutions. The linear system can be ill-conditioned or even exactly singular, leading tomore » a dispersion relation with a discrete set of discontinuities. The coefficients for the analytic solution are calculated by solving the linear system with singular-value decomposition.« less

On the parallel solution of parabolic equations

NASA Technical Reports Server (NTRS)

Gallopoulos, E.; Saad, Youcef

1989-01-01

Parallel algorithms for the solution of linear parabolic problems are proposed. The first of these methods is based on using polynomial approximation to the exponential. It does not require solving any linear systems and is highly parallelizable. The two other methods proposed are based on Pade and Chebyshev approximations to the matrix exponential. The parallelization of these methods is achieved by using partial fraction decomposition techniques to solve the resulting systems and thus offers the potential for increased time parallelism in time dependent problems. Experimental results from the Alliant FX/8 and the Cray Y-MP/832 vector multiprocessors are also presented.

Accelerate quasi Monte Carlo method for solving systems of linear algebraic equations through shared memory

NASA Astrophysics Data System (ADS)

Lai, Siyan; Xu, Ying; Shao, Bo; Guo, Menghan; Lin, Xiaola

2017-04-01

In this paper we study on Monte Carlo method for solving systems of linear algebraic equations (SLAE) based on shared memory. Former research demostrated that GPU can effectively speed up the computations of this issue. Our purpose is to optimize Monte Carlo method simulation on GPUmemoryachritecture specifically. Random numbers are organized to storein shared memory, which aims to accelerate the parallel algorithm. Bank conflicts can be avoided by our Collaborative Thread Arrays(CTA)scheme. The results of experiments show that the shared memory based strategy can speed up the computaions over than 3X at most.

Computation of non-monotonic Lyapunov functions for continuous-time systems

NASA Astrophysics Data System (ADS)

Li, Huijuan; Liu, AnPing

2017-09-01

In this paper, we propose two methods to compute non-monotonic Lyapunov functions for continuous-time systems which are asymptotically stable. The first method is to solve a linear optimization problem on a compact and bounded set. The proposed linear programming based algorithm delivers a CPA1

Comparison results on preconditioned SOR-type iterative method for Z-matrices linear systems

NASA Astrophysics Data System (ADS)

Wang, Xue-Zhong; Huang, Ting-Zhu; Fu, Ying-Ding

2007-09-01

In this paper, we present some comparison theorems on preconditioned iterative method for solving Z-matrices linear systems, Comparison results show that the rate of convergence of the Gauss-Seidel-type method is faster than the rate of convergence of the SOR-type iterative method.

Finding Optimal Gains In Linear-Quadratic Control Problems

NASA Technical Reports Server (NTRS)

Milman, Mark H.; Scheid, Robert E., Jr.

1990-01-01

Analytical method based on Volterra factorization leads to new approximations for optimal control gains in finite-time linear-quadratic control problem of system having infinite number of dimensions. Circumvents need to analyze and solve Riccati equations and provides more transparent connection between dynamics of system and optimal gain.

Linearly first- and second-order, unconditionally energy stable schemes for the phase field crystal model

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

Yang, Xiaofeng, E-mail: xfyang@math.sc.edu; Han, Daozhi, E-mail: djhan@iu.edu

2017-02-01

In this paper, we develop a series of linear, unconditionally energy stable numerical schemes for solving the classical phase field crystal model. The temporal discretizations are based on the first order Euler method, the second order backward differentiation formulas (BDF2) and the second order Crank–Nicolson method, respectively. The schemes lead to linear elliptic equations to be solved at each time step, and the induced linear systems are symmetric positive definite. We prove that all three schemes are unconditionally energy stable rigorously. Various classical numerical experiments in 2D and 3D are performed to validate the accuracy and efficiency of the proposedmore » schemes.« less

Embodied, Symbolic and Formal Thinking in Linear Algebra

ERIC Educational Resources Information Center

Stewart, Sepideh; Thomas, Michael O. J.

2007-01-01

Students often find their first university linear algebra experience very challenging. While coping with procedural aspects of the subject, solving linear systems and manipulating matrices, they may struggle with crucial conceptual ideas underpinning them, making it very difficult to progress in more advanced courses. This research has sought to…

Matrix form of Legendre polynomials for solving linear integro-differential equations of high order

NASA Astrophysics Data System (ADS)

Kammuji, M.; Eshkuvatov, Z. K.; Yunus, Arif A. M.

2017-04-01

This paper presents an effective approximate solution of high order of Fredholm-Volterra integro-differential equations (FVIDEs) with boundary condition. Legendre truncated series is used as a basis functions to estimate the unknown function. Matrix operation of Legendre polynomials is used to transform FVIDEs with boundary conditions into matrix equation of Fredholm-Volterra type. Gauss Legendre quadrature formula and collocation method are applied to transfer the matrix equation into system of linear algebraic equations. The latter equation is solved by Gauss elimination method. The accuracy and validity of this method are discussed by solving two numerical examples and comparisons with wavelet and methods.

Iterative algorithms for large sparse linear systems on parallel computers

NASA Technical Reports Server (NTRS)

Adams, L. M.

1982-01-01

Algorithms for assembling in parallel the sparse system of linear equations that result from finite difference or finite element discretizations of elliptic partial differential equations, such as those that arise in structural engineering are developed. Parallel linear stationary iterative algorithms and parallel preconditioned conjugate gradient algorithms are developed for solving these systems. In addition, a model for comparing parallel algorithms on array architectures is developed and results of this model for the algorithms are given.

On the solution of the complex eikonal equation in acoustic VTI media: A perturbation plus optimization scheme

NASA Astrophysics Data System (ADS)

Huang, Xingguo; Sun, Jianguo; Greenhalgh, Stewart

2018-04-01

We present methods for obtaining numerical and analytic solutions of the complex eikonal equation in inhomogeneous acoustic VTI media (transversely isotropic media with a vertical symmetry axis). The key and novel point of the method for obtaining numerical solutions is to transform the problem of solving the highly nonlinear acoustic VTI eikonal equation into one of solving the relatively simple eikonal equation for the background (isotropic) medium and a system of linear partial differential equations. Specifically, to obtain the real and imaginary parts of the complex traveltime in inhomogeneous acoustic VTI media, we generalize a perturbation theory, which was developed earlier for solving the conventional real eikonal equation in inhomogeneous anisotropic media, to the complex eikonal equation in such media. After the perturbation analysis, we obtain two types of equations. One is the complex eikonal equation for the background medium and the other is a system of linearized partial differential equations for the coefficients of the corresponding complex traveltime formulas. To solve the complex eikonal equation for the background medium, we employ an optimization scheme that we developed for solving the complex eikonal equation in isotropic media. Then, to solve the system of linearized partial differential equations for the coefficients of the complex traveltime formulas, we use the finite difference method based on the fast marching strategy. Furthermore, by applying the complex source point method and the paraxial approximation, we develop the analytic solutions of the complex eikonal equation in acoustic VTI media, both for the isotropic and elliptical anisotropic background medium. Our numerical results demonstrate the effectiveness of our derivations and illustrate the influence of the beam widths and the anisotropic parameters on the complex traveltimes.

A method to stabilize linear systems using eigenvalue gradient information

NASA Technical Reports Server (NTRS)

Wieseman, C. D.

1985-01-01

Formal optimization methods and eigenvalue gradient information are used to develop a stabilizing control law for a closed loop linear system that is initially unstable. The method was originally formulated by using direct, constrained optimization methods with the constraints being the real parts of the eigenvalues. However, because of problems in trying to achieve stabilizing control laws, the problem was reformulated to be solved differently. The method described uses the Davidon-Fletcher-Powell minimization technique to solve an indirect, constrained minimization problem in which the performance index is the Kreisselmeier-Steinhauser function of the real parts of all the eigenvalues. The method is applied successfully to solve two different problems: the determination of a fourth-order control law stabilizes a single-input single-output active flutter suppression system and the determination of a second-order control law for a multi-input multi-output lateral-directional flight control system. Various sets of design variables and initial starting points were chosen to show the robustness of the method.

A Brief Historical Introduction to Matrices and Their Applications

ERIC Educational Resources Information Center

Debnath, L.

2014-01-01

This paper deals with the ancient origin of matrices, and the system of linear equations. Included are algebraic properties of matrices, determinants, linear transformations, and Cramer's Rule for solving the system of algebraic equations. Special attention is given to some special matrices, including matrices in graph theory and electrical…

Modelling and Inverse-Modelling: Experiences with O.D.E. Linear Systems in Engineering Courses

ERIC Educational Resources Information Center

Martinez-Luaces, Victor

2009-01-01

In engineering careers courses, differential equations are widely used to solve problems concerned with modelling. In particular, ordinary differential equations (O.D.E.) linear systems appear regularly in Chemical Engineering, Food Technology Engineering and Environmental Engineering courses, due to the usefulness in modelling chemical kinetics,…

Low-Rank Correction Methods for Algebraic Domain Decomposition Preconditioners

DOE PAGES

Li, Ruipeng; Saad, Yousef

2017-08-01

This study presents a parallel preconditioning method for distributed sparse linear systems, based on an approximate inverse of the original matrix, that adopts a general framework of distributed sparse matrices and exploits domain decomposition (DD) and low-rank corrections. The DD approach decouples the matrix and, once inverted, a low-rank approximation is applied by exploiting the Sherman--Morrison--Woodbury formula, which yields two variants of the preconditioning methods. The low-rank expansion is computed by the Lanczos procedure with reorthogonalizations. Numerical experiments indicate that, when combined with Krylov subspace accelerators, this preconditioner can be efficient and robust for solving symmetric sparse linear systems. Comparisonsmore » with pARMS, a DD-based parallel incomplete LU (ILU) preconditioning method, are presented for solving Poisson's equation and linear elasticity problems.« less

Low-Rank Correction Methods for Algebraic Domain Decomposition Preconditioners

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

Li, Ruipeng; Saad, Yousef

This study presents a parallel preconditioning method for distributed sparse linear systems, based on an approximate inverse of the original matrix, that adopts a general framework of distributed sparse matrices and exploits domain decomposition (DD) and low-rank corrections. The DD approach decouples the matrix and, once inverted, a low-rank approximation is applied by exploiting the Sherman--Morrison--Woodbury formula, which yields two variants of the preconditioning methods. The low-rank expansion is computed by the Lanczos procedure with reorthogonalizations. Numerical experiments indicate that, when combined with Krylov subspace accelerators, this preconditioner can be efficient and robust for solving symmetric sparse linear systems. Comparisonsmore » with pARMS, a DD-based parallel incomplete LU (ILU) preconditioning method, are presented for solving Poisson's equation and linear elasticity problems.« less

Mixed H∞ and passive control for linear switched systems via hybrid control approach

NASA Astrophysics Data System (ADS)

Zheng, Qunxian; Ling, Youzhu; Wei, Lisheng; Zhang, Hongbin

2018-03-01

This paper investigates the mixed H∞ and passive control problem for linear switched systems based on a hybrid control strategy. To solve this problem, first, a new performance index is proposed. This performance index can be viewed as the mixed weighted H∞ and passivity performance. Then, the hybrid controllers are used to stabilise the switched systems. The hybrid controllers consist of dynamic output-feedback controllers for every subsystem and state updating controllers at the switching instant. The design of state updating controllers not only depends on the pre-switching subsystem and the post-switching subsystem, but also depends on the measurable output signal. The hybrid controllers proposed in this paper can include some existing ones as special cases. Combine the multiple Lyapunov functions approach with the average dwell time technique, new sufficient conditions are obtained. Under the new conditions, the closed-loop linear switched systems are globally uniformly asymptotically stable with a mixed H∞ and passivity performance index. Moreover, the desired hybrid controllers can be constructed by solving a set of linear matrix inequalities. Finally, a numerical example and a practical example are given.

Quantum Linear System Algorithm for Dense Matrices

NASA Astrophysics Data System (ADS)

Wossnig, Leonard; Zhao, Zhikuan; Prakash, Anupam

2018-02-01

Solving linear systems of equations is a frequently encountered problem in machine learning and optimization. Given a matrix A and a vector b the task is to find the vector x such that A x =b . We describe a quantum algorithm that achieves a sparsity-independent runtime scaling of O (κ2√{n }polylog(n )/ɛ ) for an n ×n dimensional A with bounded spectral norm, where κ denotes the condition number of A , and ɛ is the desired precision parameter. This amounts to a polynomial improvement over known quantum linear system algorithms when applied to dense matrices, and poses a new state of the art for solving dense linear systems on a quantum computer. Furthermore, an exponential improvement is achievable if the rank of A is polylogarithmic in the matrix dimension. Our algorithm is built upon a singular value estimation subroutine, which makes use of a memory architecture that allows for efficient preparation of quantum states that correspond to the rows of A and the vector of Euclidean norms of the rows of A .

Calculation of biochemical net reactions and pathways by using matrix operations.

PubMed Central

Alberty, R A

1996-01-01

Pathways for net biochemical reactions can be calculated by using a computer program that solves systems of linear equations. The coefficients in the linear equations are the stoichiometric numbers in the biochemical equations for the system. The solution of the system of linear equations is a vector of the stoichiometric numbers of the reactions in the pathway for the net reaction; this is referred to as the pathway vector. The pathway vector gives the number of times the various reactions have to occur to produce the desired net reaction. Net reactions may involve unknown numbers of ATP, ADP, and Pi molecules. The numbers of ATP, ADP, and Pi in a desired net reaction can be calculated in a two-step process. In the first step, the pathway is calculated by solving the system of linear equations for an abbreviated stoichiometric number matrix without ATP, ADP, Pi, NADred, and NADox. In the second step, the stoichiometric numbers in the desired net reaction, which includes ATP, ADP, Pi, NADred, and NADox, are obtained by multiplying the full stoichiometric number matrix by the calculated pathway vector. PMID:8804633

A new modified conjugate gradient coefficient for solving system of linear equations

NASA Astrophysics Data System (ADS)

Hajar, N.; ‘Aini, N.; Shapiee, N.; Abidin, Z. Z.; Khadijah, W.; Rivaie, M.; Mamat, M.

2017-09-01

Conjugate gradient (CG) method is an evolution of computational method in solving unconstrained optimization problems. This approach is easy to implement due to its simplicity and has been proven to be effective in solving real-life application. Although this field has received copious amount of attentions in recent years, some of the new approaches of CG algorithm cannot surpass the efficiency of the previous versions. Therefore, in this paper, a new CG coefficient which retains the sufficient descent and global convergence properties of the original CG methods is proposed. This new CG is tested on a set of test functions under exact line search. Its performance is then compared to that of some of the well-known previous CG methods based on number of iterations and CPU time. The results show that the new CG algorithm has the best efficiency amongst all the methods tested. This paper also includes an application of the new CG algorithm for solving large system of linear equations

Algorithmically scalable block preconditioner for fully implicit shallow-water equations in CAM-SE

DOE PAGES

Lott, P. Aaron; Woodward, Carol S.; Evans, Katherine J.

2014-10-19

Performing accurate and efficient numerical simulation of global atmospheric climate models is challenging due to the disparate length and time scales over which physical processes interact. Implicit solvers enable the physical system to be integrated with a time step commensurate with processes being studied. The dominant cost of an implicit time step is the ancillary linear system solves, so we have developed a preconditioner aimed at improving the efficiency of these linear system solves. Our preconditioner is based on an approximate block factorization of the linearized shallow-water equations and has been implemented within the spectral element dynamical core within themore » Community Atmospheric Model (CAM-SE). Furthermore, in this paper we discuss the development and scalability of the preconditioner for a suite of test cases with the implicit shallow-water solver within CAM-SE.« less

Two new modified Gauss-Seidel methods for linear system with M-matrices

NASA Astrophysics Data System (ADS)

Zheng, Bing; Miao, Shu-Xin

2009-12-01

In 2002, H. Kotakemori et al. proposed the modified Gauss-Seidel (MGS) method for solving the linear system with the preconditioner [H. Kotakemori, K. Harada, M. Morimoto, H. Niki, A comparison theorem for the iterative method with the preconditioner () J. Comput. Appl. Math. 145 (2002) 373-378]. Since this preconditioner is constructed by only the largest element on each row of the upper triangular part of the coefficient matrix, the preconditioning effect is not observed on the nth row. In the present paper, to deal with this drawback, we propose two new preconditioners. The convergence and comparison theorems of the modified Gauss-Seidel methods with these two preconditioners for solving the linear system are established. The convergence rates of the new proposed preconditioned methods are compared. In addition, numerical experiments are used to show the effectiveness of the new MGS methods.

Linear homotopy solution of nonlinear systems of equations in geodesy

NASA Astrophysics Data System (ADS)

Paláncz, Béla; Awange, Joseph L.; Zaletnyik, Piroska; Lewis, Robert H.

2010-01-01

A fundamental task in geodesy is solving systems of equations. Many geodetic problems are represented as systems of multivariate polynomials. A common problem in solving such systems is improper initial starting values for iterative methods, leading to convergence to solutions with no physical meaning, or to convergence that requires global methods. Though symbolic methods such as Groebner bases or resultants have been shown to be very efficient, i.e., providing solutions for determined systems such as 3-point problem of 3D affine transformation, the symbolic algebra can be very time consuming, even with special Computer Algebra Systems (CAS). This study proposes the Linear Homotopy method that can be implemented easily in high-level computer languages like C++ and Fortran that are faster than CAS by at least two orders of magnitude. Using Mathematica, the power of Homotopy is demonstrated in solving three nonlinear geodetic problems: resection, GPS positioning, and affine transformation. The method enlarging the domain of convergence is found to be efficient, less sensitive to rounding of numbers, and has lower complexity compared to other local methods like Newton-Raphson.

Computational efficiency improvements for image colorization

NASA Astrophysics Data System (ADS)

Yu, Chao; Sharma, Gaurav; Aly, Hussein

2013-03-01

We propose an efficient algorithm for colorization of greyscale images. As in prior work, colorization is posed as an optimization problem: a user specifies the color for a few scribbles drawn on the greyscale image and the color image is obtained by propagating color information from the scribbles to surrounding regions, while maximizing the local smoothness of colors. In this formulation, colorization is obtained by solving a large sparse linear system, which normally requires substantial computation and memory resources. Our algorithm improves the computational performance through three innovations over prior colorization implementations. First, the linear system is solved iteratively without explicitly constructing the sparse matrix, which significantly reduces the required memory. Second, we formulate each iteration in terms of integral images obtained by dynamic programming, reducing repetitive computation. Third, we use a coarseto- fine framework, where a lower resolution subsampled image is first colorized and this low resolution color image is upsampled to initialize the colorization process for the fine level. The improvements we develop provide significant speedup and memory savings compared to the conventional approach of solving the linear system directly using off-the-shelf sparse solvers, and allow us to colorize images with typical sizes encountered in realistic applications on typical commodity computing platforms.

A systematic linear space approach to solving partially described inverse eigenvalue problems

NASA Astrophysics Data System (ADS)

Hu, Sau-Lon James; Li, Haujun

2008-06-01

Most applications of the inverse eigenvalue problem (IEP), which concerns the reconstruction of a matrix from prescribed spectral data, are associated with special classes of structured matrices. Solving the IEP requires one to satisfy both the spectral constraint and the structural constraint. If the spectral constraint consists of only one or few prescribed eigenpairs, this kind of inverse problem has been referred to as the partially described inverse eigenvalue problem (PDIEP). This paper develops an efficient, general and systematic approach to solve the PDIEP. Basically, the approach, applicable to various structured matrices, converts the PDIEP into an ordinary inverse problem that is formulated as a set of simultaneous linear equations. While solving simultaneous linear equations for model parameters, the singular value decomposition method is applied. Because of the conversion to an ordinary inverse problem, other constraints associated with the model parameters can be easily incorporated into the solution procedure. The detailed derivation and numerical examples to implement the newly developed approach to symmetric Toeplitz and quadratic pencil (including mass, damping and stiffness matrices of a linear dynamic system) PDIEPs are presented. Excellent numerical results for both kinds of problem are achieved under the situations that have either unique or infinitely many solutions.

Extending the eigCG algorithm to nonsymmetric Lanczos for linear systems with multiple right-hand sides

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

Abdel-Rehim, A M; Stathopoulos, Andreas; Orginos, Kostas

2014-08-01

The technique that was used to build the EigCG algorithm for sparse symmetric linear systems is extended to the nonsymmetric case using the BiCG algorithm. We show that, similarly to the symmetric case, we can build an algorithm that is capable of computing a few smallest magnitude eigenvalues and their corresponding left and right eigenvectors of a nonsymmetric matrix using only a small window of the BiCG residuals while simultaneously solving a linear system with that matrix. For a system with multiple right-hand sides, we give an algorithm that computes incrementally more eigenvalues while solving the first few systems andmore » then uses the computed eigenvectors to deflate BiCGStab for the remaining systems. Our experiments on various test problems, including Lattice QCD, show the remarkable ability of EigBiCG to compute spectral approximations with accuracy comparable to that of the unrestarted, nonsymmetric Lanczos. Furthermore, our incremental EigBiCG followed by appropriately restarted and deflated BiCGStab provides a competitive method for systems with multiple right-hand sides.« less

Linear CCD attitude measurement system based on the identification of the auxiliary array CCD

NASA Astrophysics Data System (ADS)

Hu, Yinghui; Yuan, Feng; Li, Kai; Wang, Yan

2015-10-01

Object to the high precision flying target attitude measurement issues of a large space and large field of view, comparing existing measurement methods, the idea is proposed of using two array CCD to assist in identifying the three linear CCD with multi-cooperative target attitude measurement system, and to address the existing nonlinear system errors and calibration parameters and more problems with nine linear CCD spectroscopic test system of too complicated constraints among camera position caused by excessive. The mathematical model of binocular vision and three linear CCD test system are established, co-spot composition triangle utilize three red LED position light, three points' coordinates are given in advance by Cooperate Measuring Machine, the red LED in the composition of the three sides of a triangle adds three blue LED light points as an auxiliary, so that array CCD is easier to identify three red LED light points, and linear CCD camera is installed of a red filter to filter out the blue LED light points while reducing stray light. Using array CCD to measure the spot, identifying and calculating the spatial coordinates solutions of red LED light points, while utilizing linear CCD to measure three red LED spot for solving linear CCD test system, which can be drawn from 27 solution. Measured with array CCD coordinates auxiliary linear CCD has achieved spot identification, and has solved the difficult problems of multi-objective linear CCD identification. Unique combination of linear CCD imaging features, linear CCD special cylindrical lens system is developed using telecentric optical design, the energy center of the spot position in the depth range of convergence in the direction is perpendicular to the optical axis of the small changes ensuring highprecision image quality, and the entire test system improves spatial object attitude measurement speed and precision.

Nonlinearity measure and internal model control based linearization in anti-windup design

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

Perev, Kamen

2013-12-18

This paper considers the problem of internal model control based linearization in anti-windup design. The nonlinearity measure concept is used for quantifying the control system degree of nonlinearity. The linearizing effect of a modified internal model control structure is presented by comparing the nonlinearity measures of the open-loop and closed-loop systems. It is shown that the linearization properties are improved by increasing the control system local feedback gain. However, it is emphasized that at the same time the stability of the system deteriorates. The conflicting goals of stability and linearization are resolved by solving the design problem in different frequencymore » ranges.« less

Flipping an Algebra Classroom: Analyzing, Modeling, and Solving Systems of Linear Equations

ERIC Educational Resources Information Center

Kirvan, Rebecca; Rakes, Christopher R.; Zamora, Regie

2015-01-01

The present study investigated whether flipping an algebra classroom led to a stronger focus on conceptual understanding and improved learning of systems of linear equations for 54 seventh- and eighth-grade students using teacher journal data and district-mandated unit exam items. Multivariate analysis of covariance was used to compare scores on…

Conjugate gradient type methods for linear systems with complex symmetric coefficient matrices

NASA Technical Reports Server (NTRS)

Freund, Roland

1989-01-01

We consider conjugate gradient type methods for the solution of large sparse linear system Ax equals b with complex symmetric coefficient matrices A equals A(T). Such linear systems arise in important applications, such as the numerical solution of the complex Helmholtz equation. Furthermore, most complex non-Hermitian linear systems which occur in practice are actually complex symmetric. We investigate conjugate gradient type iterations which are based on a variant of the nonsymmetric Lanczos algorithm for complex symmetric matrices. We propose a new approach with iterates defined by a quasi-minimal residual property. The resulting algorithm presents several advantages over the standard biconjugate gradient method. We also include some remarks on the obvious approach to general complex linear systems by solving equivalent real linear systems for the real and imaginary parts of x. Finally, numerical experiments for linear systems arising from the complex Helmholtz equation are reported.

ALPS: A Linear Program Solver

NASA Technical Reports Server (NTRS)

Ferencz, Donald C.; Viterna, Larry A.

1991-01-01

ALPS is a computer program which can be used to solve general linear program (optimization) problems. ALPS was designed for those who have minimal linear programming (LP) knowledge and features a menu-driven scheme to guide the user through the process of creating and solving LP formulations. Once created, the problems can be edited and stored in standard DOS ASCII files to provide portability to various word processors or even other linear programming packages. Unlike many math-oriented LP solvers, ALPS contains an LP parser that reads through the LP formulation and reports several types of errors to the user. ALPS provides a large amount of solution data which is often useful in problem solving. In addition to pure linear programs, ALPS can solve for integer, mixed integer, and binary type problems. Pure linear programs are solved with the revised simplex method. Integer or mixed integer programs are solved initially with the revised simplex, and the completed using the branch-and-bound technique. Binary programs are solved with the method of implicit enumeration. This manual describes how to use ALPS to create, edit, and solve linear programming problems. Instructions for installing ALPS on a PC compatible computer are included in the appendices along with a general introduction to linear programming. A programmers guide is also included for assistance in modifying and maintaining the program.

All-optical computation system for solving differential equations based on optical intensity differentiator.

PubMed

Tan, Sisi; Wu, Zhao; Lei, Lei; Hu, Shoujin; Dong, Jianji; Zhang, Xinliang

2013-03-25

We propose and experimentally demonstrate an all-optical differentiator-based computation system used for solving constant-coefficient first-order linear ordinary differential equations. It consists of an all-optical intensity differentiator and a wavelength converter, both based on a semiconductor optical amplifier (SOA) and an optical filter (OF). The equation is solved for various values of the constant-coefficient and two considered input waveforms, namely, super-Gaussian and Gaussian signals. An excellent agreement between the numerical simulation and the experimental results is obtained.

Iterative color-multiplexed, electro-optical processor.

PubMed

Psaltis, D; Casasent, D; Carlotto, M

1979-11-01

A noncoherent optical vector-matrix multiplier using a linear LED source array and a linear P-I-N photodiode detector array has been combined with a 1-D adder in a feedback loop. The resultant iterative optical processor and its use in solving simultaneous linear equations are described. Operation on complex data is provided by a novel color-multiplexing system.

A fast direct method for block triangular Toeplitz-like with tri-diagonal block systems from time-fractional partial differential equations

NASA Astrophysics Data System (ADS)

Ke, Rihuan; Ng, Michael K.; Sun, Hai-Wei

2015-12-01

In this paper, we study the block lower triangular Toeplitz-like with tri-diagonal blocks system which arises from the time-fractional partial differential equation. Existing fast numerical solver (e.g., fast approximate inversion method) cannot handle such linear system as the main diagonal blocks are different. The main contribution of this paper is to propose a fast direct method for solving this linear system, and to illustrate that the proposed method is much faster than the classical block forward substitution method for solving this linear system. Our idea is based on the divide-and-conquer strategy and together with the fast Fourier transforms for calculating Toeplitz matrix-vector multiplication. The complexity needs O (MNlog2 ⁡ M) arithmetic operations, where M is the number of blocks (the number of time steps) in the system and N is the size (number of spatial grid points) of each block. Numerical examples from the finite difference discretization of time-fractional partial differential equations are also given to demonstrate the efficiency of the proposed method.

A coupling method for a cardiovascular simulation model which includes the Kalman filter.

PubMed

Hasegawa, Yuki; Shimayoshi, Takao; Amano, Akira; Matsuda, Tetsuya

2012-01-01

Multi-scale models of the cardiovascular system provide new insight that was unavailable with in vivo and in vitro experiments. For the cardiovascular system, multi-scale simulations provide a valuable perspective in analyzing the interaction of three phenomenons occurring at different spatial scales: circulatory hemodynamics, ventricular structural dynamics, and myocardial excitation-contraction. In order to simulate these interactions, multiscale cardiovascular simulation systems couple models that simulate different phenomena. However, coupling methods require a significant amount of calculation, since a system of non-linear equations must be solved for each timestep. Therefore, we proposed a coupling method which decreases the amount of calculation by using the Kalman filter. In our method, the Kalman filter calculates approximations for the solution to the system of non-linear equations at each timestep. The approximations are then used as initial values for solving the system of non-linear equations. The proposed method decreases the number of iterations required by 94.0% compared to the conventional strong coupling method. When compared with a smoothing spline predictor, the proposed method required 49.4% fewer iterations.

Stabilisation of time-varying linear systems via Lyapunov differential equations

NASA Astrophysics Data System (ADS)

Zhou, Bin; Cai, Guang-Bin; Duan, Guang-Ren

2013-02-01

This article studies stabilisation problem for time-varying linear systems via state feedback. Two types of controllers are designed by utilising solutions to Lyapunov differential equations. The first type of feedback controllers involves the unique positive-definite solution to a parametric Lyapunov differential equation, which can be solved when either the state transition matrix of the open-loop system is exactly known, or the future information of the system matrices are accessible in advance. Different from the first class of controllers which may be difficult to implement in practice, the second type of controllers can be easily implemented by solving a state-dependent Lyapunov differential equation with a given positive-definite initial condition. In both cases, explicit conditions are obtained to guarantee the exponentially asymptotic stability of the associated closed-loop systems. Numerical examples show the effectiveness of the proposed approaches.

Problems of systems dataware using optoelectronic measuring means of linear displacement

NASA Astrophysics Data System (ADS)

Bazykin, S. N.; Bazykina, N. A.; Samohina, K. S.

2017-10-01

Problems of the dataware of the systems with the use of optoelectronic means of the linear displacement are considered in the article. The classification of the known physical effects, realized by the means of information-measuring systems, is given. The organized analysis of information flows in technical systems from the standpoint of determination of inaccuracies of measurement and management was conducted. In spite of achieved successes in automation of machine-building and instruments-building equipment in the field of dataware of the technical systems, there are unresolved problems, concerning the qualitative aspect of the production process. It was shown that the given problem can be solved using optoelectronic lazer information-measuring systems. Such information-measuring systems are capable of not only executing the measuring functions, but also solving the problems of management and control during processing, thereby guaranteeing the quality of final products.

SUBOPT: A CAD program for suboptimal linear regulators

NASA Technical Reports Server (NTRS)

Fleming, P. J.

1985-01-01

An interactive software package which provides design solutions for both standard linear quadratic regulator (LQR) and suboptimal linear regulator problems is described. Intended for time-invariant continuous systems, the package is easily modified to include sampled-data systems. LQR designs are obtained by established techniques while the large class of suboptimal problems containing controller and/or performance index options is solved using a robust gradient minimization technique. Numerical examples demonstrate features of the package and recent developments are described.

A Flexible CUDA LU-based Solver for Small, Batched Linear Systems

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

Tumeo, Antonino; Gawande, Nitin A.; Villa, Oreste

This chapter presents the implementation of a batched CUDA solver based on LU factorization for small linear systems. This solver may be used in applications such as reactive flow transport models, which apply the Newton-Raphson technique to linearize and iteratively solve the sets of non linear equations that represent the reactions for ten of thousands to millions of physical locations. The implementation exploits somewhat counterintuitive GPGPU programming techniques: it assigns the solution of a matrix (representing a system) to a single CUDA thread, does not exploit shared memory and employs dynamic memory allocation on the GPUs. These techniques enable ourmore » implementation to simultaneously solve sets of systems with over 100 equations and to employ LU decomposition with complete pivoting, providing the higher numerical accuracy required by certain applications. Other currently available solutions for batched linear solvers are limited by size and only support partial pivoting, although they may result faster in certain conditions. We discuss the code of our implementation and present a comparison with the other implementations, discussing the various tradeoffs in terms of performance and flexibility. This work will enable developers that need batched linear solvers to choose whichever implementation is more appropriate to the features and the requirements of their applications, and even to implement dynamic switching approaches that can choose the best implementation depending on the input data.« less

A high-accuracy optical linear algebra processor for finite element applications

NASA Technical Reports Server (NTRS)

Casasent, D.; Taylor, B. K.

1984-01-01

Optical linear processors are computationally efficient computers for solving matrix-matrix and matrix-vector oriented problems. Optical system errors limit their dynamic range to 30-40 dB, which limits their accuray to 9-12 bits. Large problems, such as the finite element problem in structural mechanics (with tens or hundreds of thousands of variables) which can exploit the speed of optical processors, require the 32 bit accuracy obtainable from digital machines. To obtain this required 32 bit accuracy with an optical processor, the data can be digitally encoded, thereby reducing the dynamic range requirements of the optical system (i.e., decreasing the effect of optical errors on the data) while providing increased accuracy. This report describes a new digitally encoded optical linear algebra processor architecture for solving finite element and banded matrix-vector problems. A linear static plate bending case study is described which quantities the processor requirements. Multiplication by digital convolution is explained, and the digitally encoded optical processor architecture is advanced.

A computational algorithm for spacecraft control and momentum management

NASA Technical Reports Server (NTRS)

Dzielski, John; Bergmann, Edward; Paradiso, Joseph

1990-01-01

Developments in the area of nonlinear control theory have shown how coordinate changes in the state and input spaces of a dynamical system can be used to transform certain nonlinear differential equations into equivalent linear equations. These techniques are applied to the control of a spacecraft equipped with momentum exchange devices. An optimal control problem is formulated that incorporates a nonlinear spacecraft model. An algorithm is developed for solving the optimization problem using feedback linearization to transform to an equivalent problem involving a linear dynamical constraint and a functional approximation technique to solve for the linear dynamics in terms of the control. The original problem is transformed into an unconstrained nonlinear quadratic program that yields an approximate solution to the original problem. Two examples are presented to illustrate the results.

Iterative-method performance evaluation for multiple vectors associated with a large-scale sparse matrix

NASA Astrophysics Data System (ADS)

Imamura, Seigo; Ono, Kenji; Yokokawa, Mitsuo

2016-07-01

Ensemble computing, which is an instance of capacity computing, is an effective computing scenario for exascale parallel supercomputers. In ensemble computing, there are multiple linear systems associated with a common coefficient matrix. We improve the performance of iterative solvers for multiple vectors by solving them at the same time, that is, by solving for the product of the matrices. We implemented several iterative methods and compared their performance. The maximum performance on Sparc VIIIfx was 7.6 times higher than that of a naïve implementation. Finally, to deal with the different convergence processes of linear systems, we introduced a control method to eliminate the calculation of already converged vectors.

Algorithms for solving large sparse systems of simultaneous linear equations on vector processors

NASA Technical Reports Server (NTRS)

David, R. E.

1984-01-01

Very efficient algorithms for solving large sparse systems of simultaneous linear equations have been developed for serial processing computers. These involve a reordering of matrix rows and columns in order to obtain a near triangular pattern of nonzero elements. Then an LU factorization is developed to represent the matrix inverse in terms of a sequence of elementary Gaussian eliminations, or pivots. In this paper it is shown how these algorithms are adapted for efficient implementation on vector processors. Results obtained on the CYBER 200 Model 205 are presented for a series of large test problems which show the comparative advantages of the triangularization and vector processing algorithms.

Parallel computation using boundary elements in solid mechanics

NASA Technical Reports Server (NTRS)

Chien, L. S.; Sun, C. T.

1990-01-01

The inherent parallelism of the boundary element method is shown. The boundary element is formulated by assuming the linear variation of displacements and tractions within a line element. Moreover, MACSYMA symbolic program is employed to obtain the analytical results for influence coefficients. Three computational components are parallelized in this method to show the speedup and efficiency in computation. The global coefficient matrix is first formed concurrently. Then, the parallel Gaussian elimination solution scheme is applied to solve the resulting system of equations. Finally, and more importantly, the domain solutions of a given boundary value problem are calculated simultaneously. The linear speedups and high efficiencies are shown for solving a demonstrated problem on Sequent Symmetry S81 parallel computing system.

On supporting students' understanding of solving linear equation by using flowchart

NASA Astrophysics Data System (ADS)

Toyib, Muhamad; Kusmayadi, Tri Atmojo; Riyadi

2017-05-01

The aim of this study was to support 7th graders to gradually understand the concepts and procedures of solving linear equation. Thirty-two 7th graders of a Junior High School in Surakarta, Indonesia were involved in this study. Design research was used as the research approach to achieve the aim. A set of learning activities in solving linear equation with one unknown were designed based on Realistic Mathematics Education (RME) approach. The activities were started by playing LEGO to find a linear equation then solve the equation by using flowchart. The results indicate that using the realistic problems, playing LEGO could stimulate students to construct linear equation. Furthermore, Flowchart used to encourage students' reasoning and understanding on the concepts and procedures of solving linear equation with one unknown.

Digital program for solving the linear stochastic optimal control and estimation problem

NASA Technical Reports Server (NTRS)

Geyser, L. C.; Lehtinen, B.

1975-01-01

A computer program is described which solves the linear stochastic optimal control and estimation (LSOCE) problem by using a time-domain formulation. The LSOCE problem is defined as that of designing controls for a linear time-invariant system which is disturbed by white noise in such a way as to minimize a performance index which is quadratic in state and control variables. The LSOCE problem and solution are outlined; brief descriptions are given of the solution algorithms, and complete descriptions of each subroutine, including usage information and digital listings, are provided. A test case is included, as well as information on the IBM 7090-7094 DCS time and storage requirements.

Application of a local linearization technique for the solution of a system of stiff differential equations associated with the simulation of a magnetic bearing assembly

NASA Technical Reports Server (NTRS)

Kibler, K. S.; Mcdaniel, G. A.

1981-01-01

A digital local linearization technique was used to solve a system of stiff differential equations which simulate a magnetic bearing assembly. The results prove the technique to be accurate, stable, and efficient when compared to a general purpose variable order Adams method with a stiff option.

Examining the Differences of Linear Systems between Finnish and Taiwanese Textbooks

ERIC Educational Resources Information Center

Yang, Der-Ching; Lin, Yung-Chi

2015-01-01

The purpose of this study was to examine the differences between Finnish and Taiwanese textbooks for grades 7 to 9 on the topic of solving systems of linear equations (simultaneous equations). The specific textbooks examined were TK in Taiwan and FL in Finland. The content analysis method was used to examine (a) the teaching sequence, (b)…

Optimal Control of Stochastic Systems Driven by Fractional Brownian Motions

DTIC Science & Technology

2014-10-09

problems for stochastic partial differential equations driven by fractional Brownian motions are explicitly solved. For the control of a continuous time...linear systems with Brownian motion or a discrete time linear system with a white Gaussian noise and costs 1. REPORT DATE (DD-MM-YYYY) 4. TITLE AND...Army Research Office P.O. Box 12211 Research Triangle Park, NC 27709-2211 stochastic optimal control, fractional Brownian motion , stochastic

Unsteady Flow Simulation: A Numerical Challenge

DTIC Science & Technology

2003-03-01

drive to convergence the numerical unsteady term. The time marching procedure is based on the approximate implicit Newton method for systems of non...computed through analytical derivatives of S. The linear system stemming from equation (3) is solved at each integration step by the same iterative method...significant reduction of memory usage, thanks to the reduced dimensions of the linear system matrix during the implicit marching of the solution. The

Method of Conjugate Radii for Solving Linear and Nonlinear Systems

NASA Technical Reports Server (NTRS)

Nachtsheim, Philip R.

1999-01-01

This paper describes a method to solve a system of N linear equations in N steps. A quadratic form is developed involving the sum of the squares of the residuals of the equations. Equating the quadratic form to a constant yields a surface which is an ellipsoid. For different constants, a family of similar ellipsoids can be generated. Starting at an arbitrary point an orthogonal basis is constructed and the center of the family of similar ellipsoids is found in this basis by a sequence of projections. The coordinates of the center in this basis are the solution of linear system of equations. A quadratic form in N variables requires N projections. That is, the current method is an exact method. It is shown that the sequence of projections is equivalent to a special case of the Gram-Schmidt orthogonalization process. The current method enjoys an advantage not shared by the classic Method of Conjugate Gradients. The current method can be extended to nonlinear systems without modification. For nonlinear equations the Method of Conjugate Gradients has to be augmented with a line-search procedure. Results for linear and nonlinear problems are presented.

Original Recipes for Matrix Multiplication

ERIC Educational Resources Information Center

Hallman-Thrasher, Allyson; Litchfield, Erin T.; Dael, Kevin E.

2016-01-01

Matrices occupy an awkward spot in a typical algebra 2 textbook: sandwiched between solving linear systems and solving quadratics. Even teachers who do not base their course timeline and pacing on the class textbook may find a disconnect between how matrices are taught (procedurally) and how other topics are taught (conceptually or with real-world…

A scalable approach to solving dense linear algebra problems on hybrid CPU-GPU systems

DOE PAGES

Song, Fengguang; Dongarra, Jack

2014-10-01

Aiming to fully exploit the computing power of all CPUs and all graphics processing units (GPUs) on hybrid CPU-GPU systems to solve dense linear algebra problems, in this paper we design a class of heterogeneous tile algorithms to maximize the degree of parallelism, to minimize the communication volume, and to accommodate the heterogeneity between CPUs and GPUs. The new heterogeneous tile algorithms are executed upon our decentralized dynamic scheduling runtime system, which schedules a task graph dynamically and transfers data between compute nodes automatically. The runtime system uses a new distributed task assignment protocol to solve data dependencies between tasksmore » without any coordination between processing units. By overlapping computation and communication through dynamic scheduling, we are able to attain scalable performance for the double-precision Cholesky factorization and QR factorization. Finally, our approach demonstrates a performance comparable to Intel MKL on shared-memory multicore systems and better performance than both vendor (e.g., Intel MKL) and open source libraries (e.g., StarPU) in the following three environments: heterogeneous clusters with GPUs, conventional clusters without GPUs, and shared-memory systems with multiple GPUs.« less

A scalable approach to solving dense linear algebra problems on hybrid CPU-GPU systems

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

Song, Fengguang; Dongarra, Jack

Aiming to fully exploit the computing power of all CPUs and all graphics processing units (GPUs) on hybrid CPU-GPU systems to solve dense linear algebra problems, in this paper we design a class of heterogeneous tile algorithms to maximize the degree of parallelism, to minimize the communication volume, and to accommodate the heterogeneity between CPUs and GPUs. The new heterogeneous tile algorithms are executed upon our decentralized dynamic scheduling runtime system, which schedules a task graph dynamically and transfers data between compute nodes automatically. The runtime system uses a new distributed task assignment protocol to solve data dependencies between tasksmore » without any coordination between processing units. By overlapping computation and communication through dynamic scheduling, we are able to attain scalable performance for the double-precision Cholesky factorization and QR factorization. Finally, our approach demonstrates a performance comparable to Intel MKL on shared-memory multicore systems and better performance than both vendor (e.g., Intel MKL) and open source libraries (e.g., StarPU) in the following three environments: heterogeneous clusters with GPUs, conventional clusters without GPUs, and shared-memory systems with multiple GPUs.« less

Multigrid Methods for Fully Implicit Oil Reservoir Simulation

NASA Technical Reports Server (NTRS)

Molenaar, J.

1996-01-01

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

Mathematical Modeling of Chemical Stoichiometry

ERIC Educational Resources Information Center

Croteau, Joshua; Fox, William P.; Varazo, Kristofoland

2007-01-01

In beginning chemistry classes, students are taught a variety of techniques for balancing chemical equations. The most common method is inspection. This paper addresses using a system of linear mathematical equations to solve for the stoichiometric coefficients. Many linear algebra books carry the standard balancing of chemical equations as an…

Linear quadratic regulators with eigenvalue placement in a horizontal strip

NASA Technical Reports Server (NTRS)

Shieh, Leang S.; Dib, Hani M.; Ganesan, Sekar

1987-01-01

A method for optimally shifting the imaginary parts of the open-loop poles of a multivariable control system to the desirable closed-loop locations is presented. The optimal solution with respect to a quadratic performance index is obtained by solving a linear matrix Liapunov equation.

Robust shrinking ellipsoid model predictive control for linear parameter varying system

PubMed Central

Yan, Yan

2017-01-01

In this paper, a new off-line model predictive control strategy is presented for a kind of linear parameter varying system with polytopic uncertainty. A nest of shrinking ellipsoids is constructed by solving linear matrix inequality. By splitting the objective function into two parts, the proposed strategy moves most computations off-line. The on-line computation is only calculating the current control to assure the system shrinking into the smaller ellipsoid. With the proposed formulation, the stability of the closed system is proved, followed with two numerical examples to demonstrate the proposed method’s effectiveness in the end. PMID:28575028

A Method to Solve Interior and Exterior Camera Calibration Parameters for Image Resection

NASA Technical Reports Server (NTRS)

Samtaney, Ravi

1999-01-01

An iterative method is presented to solve the internal and external camera calibration parameters, given model target points and their images from one or more camera locations. The direct linear transform formulation was used to obtain a guess for the iterative method, and herein lies one of the strengths of the present method. In all test cases, the method converged to the correct solution. In general, an overdetermined system of nonlinear equations is solved in the least-squares sense. The iterative method presented is based on Newton-Raphson for solving systems of nonlinear algebraic equations. The Jacobian is analytically derived and the pseudo-inverse of the Jacobian is obtained by singular value decomposition.

Adaptive macro finite elements for the numerical solution of monodomain equations in cardiac electrophysiology.

PubMed

Heidenreich, Elvio A; Ferrero, José M; Doblaré, Manuel; Rodríguez, José F

2010-07-01

Many problems in biology and engineering are governed by anisotropic reaction-diffusion equations with a very rapidly varying reaction term. This usually implies the use of very fine meshes and small time steps in order to accurately capture the propagating wave while avoiding the appearance of spurious oscillations in the wave front. This work develops a family of macro finite elements amenable for solving anisotropic reaction-diffusion equations with stiff reactive terms. The developed elements are incorporated on a semi-implicit algorithm based on operator splitting that includes adaptive time stepping for handling the stiff reactive term. A linear system is solved on each time step to update the transmembrane potential, whereas the remaining ordinary differential equations are solved uncoupled. The method allows solving the linear system on a coarser mesh thanks to the static condensation of the internal degrees of freedom (DOF) of the macroelements while maintaining the accuracy of the finer mesh. The method and algorithm have been implemented in parallel. The accuracy of the method has been tested on two- and three-dimensional examples demonstrating excellent behavior when compared to standard linear elements. The better performance and scalability of different macro finite elements against standard finite elements have been demonstrated in the simulation of a human heart and a heterogeneous two-dimensional problem with reentrant activity. Results have shown a reduction of up to four times in computational cost for the macro finite elements with respect to equivalent (same number of DOF) standard linear finite elements as well as good scalability properties.

Parallel Numerical Simulations of Water Reservoirs

NASA Astrophysics Data System (ADS)

Torres, Pedro; Mangiavacchi, Norberto

2010-11-01

The study of the water flow and scalar transport in water reservoirs is important for the determination of the water quality during the initial stages of the reservoir filling and during the life of the reservoir. For this scope, a parallel 2D finite element code for solving the incompressible Navier-Stokes equations coupled with scalar transport was implemented using the message-passing programming model, in order to perform simulations of hidropower water reservoirs in a computer cluster environment. The spatial discretization is based on the MINI element that satisfies the Babuska-Brezzi (BB) condition, which provides sufficient conditions for a stable mixed formulation. All the distributed data structures needed in the different stages of the code, such as preprocessing, solving and post processing, were implemented using the PETSc library. The resulting linear systems for the velocity and the pressure fields were solved using the projection method, implemented by an approximate block LU factorization. In order to increase the parallel performance in the solution of the linear systems, we employ the static condensation method for solving the intermediate velocity at vertex and centroid nodes separately. We compare performance results of the static condensation method with the approach of solving the complete system. In our tests the static condensation method shows better performance for large problems, at the cost of an increased memory usage. Performance results for other intensive parts of the code in a computer cluster are also presented.

An Efficient Multiscale Finite-Element Method for Frequency-Domain Seismic Wave Propagation

DOE PAGES

Gao, Kai; Fu, Shubin; Chung, Eric T.

2018-02-13

The frequency-domain seismic-wave equation, that is, the Helmholtz equation, has many important applications in seismological studies, yet is very challenging to solve, particularly for large geological models. Iterative solvers, domain decomposition, or parallel strategies can partially alleviate the computational burden, but these approaches may still encounter nontrivial difficulties in complex geological models where a sufficiently fine mesh is required to represent the fine-scale heterogeneities. We develop a novel numerical method to solve the frequency-domain acoustic wave equation on the basis of the multiscale finite-element theory. We discretize a heterogeneous model with a coarse mesh and employ carefully constructed high-order multiscalemore » basis functions to form the basis space for the coarse mesh. Solved from medium- and frequency-dependent local problems, these multiscale basis functions can effectively capture themedium’s fine-scale heterogeneity and the source’s frequency information, leading to a discrete system matrix with a much smaller dimension compared with those from conventional methods.We then obtain an accurate solution to the acoustic Helmholtz equation by solving only a small linear system instead of a large linear system constructed on the fine mesh in conventional methods.We verify our new method using several models of complicated heterogeneities, and the results show that our new multiscale method can solve the Helmholtz equation in complex models with high accuracy and extremely low computational costs.« less

An Efficient Multiscale Finite-Element Method for Frequency-Domain Seismic Wave Propagation

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

Gao, Kai; Fu, Shubin; Chung, Eric T.

The frequency-domain seismic-wave equation, that is, the Helmholtz equation, has many important applications in seismological studies, yet is very challenging to solve, particularly for large geological models. Iterative solvers, domain decomposition, or parallel strategies can partially alleviate the computational burden, but these approaches may still encounter nontrivial difficulties in complex geological models where a sufficiently fine mesh is required to represent the fine-scale heterogeneities. We develop a novel numerical method to solve the frequency-domain acoustic wave equation on the basis of the multiscale finite-element theory. We discretize a heterogeneous model with a coarse mesh and employ carefully constructed high-order multiscalemore » basis functions to form the basis space for the coarse mesh. Solved from medium- and frequency-dependent local problems, these multiscale basis functions can effectively capture themedium’s fine-scale heterogeneity and the source’s frequency information, leading to a discrete system matrix with a much smaller dimension compared with those from conventional methods.We then obtain an accurate solution to the acoustic Helmholtz equation by solving only a small linear system instead of a large linear system constructed on the fine mesh in conventional methods.We verify our new method using several models of complicated heterogeneities, and the results show that our new multiscale method can solve the Helmholtz equation in complex models with high accuracy and extremely low computational costs.« less

Bloch equation and atom-field entanglement scenario in three-level systems

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

Sen, Surajit; Nath, Mihir Ranjan; Dey, Tushar Kanti

2011-09-23

We study the exact solution of the lambda, vee and cascade type of three-level system with distinct Hamiltonian for each configuration expressed in the SU(3) basis. The semiclassical models are solved by solving respective Bloch equation and the existence of distinct non-linear constants are discussed which are different for different configuration. Apart from proposing a qutrit wave function, the atom-field entanglement is studied for the quantized three-level systems using the Phoenix-Knight formalism and corresponding population inversion are compared.

Improving the Energy Market: Algorithms, Market Implications, and Transmission Switching

NASA Astrophysics Data System (ADS)

Lipka, Paula Ann

This dissertation aims to improve ISO operations through a better real-time market solution algorithm that directly considers both real and reactive power, finds a feasible Alternating Current Optimal Power Flow solution, and allows for solving transmission switching problems in an AC setting. Most of the IEEE systems do not contain any thermal limits on lines, and the ones that do are often not binding. Chapter 3 modifies the thermal limits for the IEEE systems to create new, interesting test cases. Algorithms created to better solve the power flow problem often solve the IEEE cases without line limits. However, one of the factors that makes the power flow problem hard is thermal limits on the lines. The transmission networks in practice often have transmission lines that become congested, and it is unrealistic to ignore line limits. Modifying the IEEE test cases makes it possible for other researchers to be able to test their algorithms on a setup that is closer to the actual ISO setup. This thesis also examines how to convert limits given on apparent power---as is in the case in the Polish test systems---to limits on current. The main consideration in setting line limits is temperature, which linearly relates to current. Setting limits on real or apparent power is actually a proxy for using the limits on current. Therefore, Chapter 3 shows how to convert back to the best physical representation of line limits. A sequential linearization of the current-voltage formulation of the Alternating Current Optimal Power Flow (ACOPF) problem is used to find an AC-feasible generator dispatch. In this sequential linearization, there are parameters that are set to the previous optimal solution. Additionally, to improve accuracy of the Taylor series approximations that are used, the movement of the voltage is restricted. The movement of the voltage is allowed to be very large at the first iteration and is restricted further on each subsequent iteration, with the restriction corresponding to the accuracy and AC-feasiblity of the solution. This linearization was tested on the IEEE and Polish systems, which range from 14 to 3375 buses and 20 to 4161 transmission lines. It had an accuracy of 0.5% or less for all but the 30-bus system. It also solved in linear time with CPLEX, while the non-linear version solved in O(n1.11) to O(n1.39). The sequential linearization is slower than the nonlinear formulation for smaller problems, but faster for larger problems, and its linear computational time means it would continue solving faster for larger problems. A major consideration to implementing algorithms to solve the optimal generator dispatch is ensuring that the resulting prices from the algorithm will support the market. Since the sequential linearization is linear, it is convex, its marginal values are well-defined, and there is no duality gap. The prices and settlements obtained from the sequential linearization therefore can be used to run a market. This market will include extra prices and settlements for reactive power and voltage, compared to the present-day market, which is based on real power. An advantage of this is that there is a very clear pool that can be used for reactive power/voltage support payments, while presently there is not a clear pool to take them out of. This method also reveals how valuable reactive power and voltage are at different locations, which can enable better planning of reactive resource construction. Transmission switching increases the feasible region of the generator dispatch, which means there may be a better solution than without transmission switching. Power flows on transmission lines are not directly controllable; rather, the power flows according to how it is injected and the physical characteristics of the lines. Changing the network topology changes the physical characteristics, which changes the flows. This means that sets of generator dispatch that may have previously been infeasible due to the flow exceeding line constraints may be feasible, since the flows will be different and may meet line constraints. However, transmission switching is a mixed integer problem, which may have a very slow solution time. For economic switching, we examine a series of heuristics. We examine the congestion rent heuristic in detail and then examine many other heuristics at a higher level. Post-contingency corrective switching aims to fix issues in the power network after a line or generator outage. In Chapter 7, we show that using the sequential linear program with corrective switching helps solve voltage and excessive flow issues. (Abstract shortened by UMI.).

Scalable domain decomposition solvers for stochastic PDEs in high performance computing

DOE PAGES

Desai, Ajit; Khalil, Mohammad; Pettit, Chris; ...

2017-09-21

Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. And though these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolutionmore » in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. We also use parallel sparse matrix–vector operations to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.« less

Scalable domain decomposition solvers for stochastic PDEs in high performance computing

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

Desai, Ajit; Khalil, Mohammad; Pettit, Chris

Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. And though these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolutionmore » in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. We also use parallel sparse matrix–vector operations to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.« less

Algorithm for solving of two-level hierarchical minimax program control problem of final state the regional socio-economic system in the presence of risks

NASA Astrophysics Data System (ADS)

Shorikov, A. F.

2017-10-01

In this paper we study the problem of optimization of guaranteed result for program control by the final state of regional social and economic system in the presence of risks. For this problem we propose a mathematical model in the form of two-level hierarchical minimax program control problem of the final state of this process with incomplete information. For solving of its problem we constructed the common algorithm that has a form of a recurrent procedure of solving a linear programming and a finite optimization problems.

Linear Programming for Vocational Education Planning. Interim Report.

ERIC Educational Resources Information Center

Young, Robert C.; And Others

The purpose of the paper is to define for potential users of vocational education management information systems a quantitative analysis technique and its utilization to facilitate more effective planning of vocational education programs. Defining linear programming (LP) as a management technique used to solve complex resource allocation problems…

Control problem for a system of linear loaded differential equations

NASA Astrophysics Data System (ADS)

Barseghyan, V. R.; Barseghyan, T. V.

2018-04-01

The problem of control and optimal control for a system of linear loaded differential equations is considered. Necessary and sufficient conditions for complete controllability and conditions for the existence of a program control and the corresponding motion are formulated. The explicit form of control action for the control problem is constructed and a method for solving the problem of optimal control is proposed.

A computer program to find the kernel of a polynomial operator

NASA Technical Reports Server (NTRS)

Gejji, R. R.

1976-01-01

This paper presents a FORTRAN program written to solve for the kernel of a matrix of polynomials with real coefficients. It is an implementation of Sain's free modular algorithm for solving the minimal design problem of linear multivariable systems. The structure of the program is discussed, together with some features as they relate to questions of implementing the above method. An example of the use of the program to solve a design problem is included.

Linearization methods for optimizing the low thrust spacecraft trajectory: Theoretical aspects

NASA Astrophysics Data System (ADS)

Kazmerchuk, P. V.

2016-12-01

The theoretical aspects of the modified linearization method, which makes it possible to solve a wide class of nonlinear problems on optimizing low-thrust spacecraft trajectories (V. V. Efanov et al., 2009; V. V. Khartov et al., 2010) are examined. The main modifications of the linearization method are connected with its refinement for optimizing the main dynamic systems and design parameters of the spacecraft.

Numerical solution of distributed order fractional differential equations

NASA Astrophysics Data System (ADS)

Katsikadelis, John T.

2014-02-01

In this paper a method for the numerical solution of distributed order FDEs (fractional differential equations) of a general form is presented. The method applies to both linear and nonlinear equations. The Caputo type fractional derivative is employed. The distributed order FDE is approximated with a multi-term FDE, which is then solved by adjusting appropriately the numerical method developed for multi-term FDEs by Katsikadelis. Several example equations are solved and the response of mechanical systems described by such equations is studied. The convergence and the accuracy of the method for linear and nonlinear equations are demonstrated through well corroborated numerical results.

Seeking Space Aliens and the Strong Approximation Property: A (disjoint) Study in Dust Plumes on Planetary Satellites and Nonsymmetric Algebraic Multigrid

NASA Astrophysics Data System (ADS)

Southworth, Benjamin Scott

PART I: One of the most fascinating questions to humans has long been whether life exists outside of our planet. To our knowledge, water is a fundamental building block of life, which makes liquid water on other bodies in the universe a topic of great interest. In fact, there are large bodies of water right here in our solar system, underneath the icy crust of moons around Saturn and Jupiter. The NASA-ESA Cassini Mission spent two decades studying the Saturnian system. One of the many exciting discoveries was a "plume" on the south pole of Enceladus, emitting hundreds of kg/s of water vapor and frozen water-ice particles from Enceladus' subsurface ocean. It has since been determined that Enceladus likely has a global liquid water ocean separating its rocky core from icy surface, with conditions that are relatively favorable to support life. The plume is of particular interest because it gives direct access to ocean particles from space, by flying through the plume. Recently, evidence has been found for similar geological activity occurring on Jupiter's moon Europa, long considered one of the most likely candidate bodies to support life in our solar system. Here, a model for plume-particle dynamics is developed based on studies of the Enceladus plume and data from the Cassini Cosmic Dust Analyzer. A C++, OpenMP/MPI parallel software package is then built to run large scale simulations of dust plumes on planetary satellites. In the case of Enceladus, data from simulations and the Cassini mission provide insight into the structure of emissions on the surface, the total mass production of the plume, and the distribution of particles being emitted. Each of these are fundamental to understanding the plume and, for Europa and Enceladus, simulation data provide important results for the planning of future missions to these icy moons. In particular, this work has contributed to the Europa Clipper mission and proposed Enceladus Life Finder. PART II: Solving large, sparse linear systems arises often in the modeling of biological and physical phenomenon, data analysis through graphs and networks, and other scientific applications. This work focuses primarily on linear systems resulting from the discretization of partial differential equations (PDEs). Because solving linear systems is the bottleneck of many large simulation codes, there is a rich field of research in developing "fast" solvers, with the ultimate goal being a method that solves an n x n linear system in O(n) operations. One of the most effective classes of solvers is algebraic multigrid (AMG), which is a multilevel iterative method based on projecting the problem into progressively smaller spaces, and scales like O(n) or O(nlog n) for certain classes of problems. The field of AMG is well-developed for symmetric positive definite matrices, and is typically most effective on linear systems resulting from the discretization of scalar elliptic PDEs, such as the heat equation. Systems of PDEs can add additional difficulties, but the underlying linear algebraic theory is consistent and, in many cases, an elliptic system of PDEs can be handled well by AMG with appropriate modifications of the solver. Solving general, nonsymmetric linear systems remains the wild west of AMG (and other fast solvers), lacking significant results in convergence theory as well as robust methods. Here, we develop new theoretical motivation and practical variations of AMG to solve nonsymmetric linear systems, often resulting from the discretization of hyperbolic PDEs. In particular, multilevel convergence of AMG for nonsymmetric systems is proven for the first time. A new nonsymmetric AMG solver is also developed based on an approximate ideal restriction, referred to as AIR, which is able to solve advection-dominated, hyperbolic-type problems that are outside the scope of existing AMG solvers and other fast iterative methods. AIR demonstrates scalable convergence on unstructured meshes, in multiple dimensions, and with high-order finite elements, expanding the applicability of AMG to a new class of problems.

Nonlinear and parallel algorithms for finite element discretizations of the incompressible Navier-Stokes equations

NASA Astrophysics Data System (ADS)

Arteaga, Santiago Egido

1998-12-01

The steady-state Navier-Stokes equations are of considerable interest because they are used to model numerous common physical phenomena. The applications encountered in practice often involve small viscosities and complicated domain geometries, and they result in challenging problems in spite of the vast attention that has been dedicated to them. In this thesis we examine methods for computing the numerical solution of the primitive variable formulation of the incompressible equations on distributed memory parallel computers. We use the Galerkin method to discretize the differential equations, although most results are stated so that they apply also to stabilized methods. We also reformulate some classical results in a single framework and discuss some issues frequently dismissed in the literature, such as the implementation of pressure space basis and non- homogeneous boundary values. We consider three nonlinear methods: Newton's method, Oseen's (or Picard) iteration, and sequences of Stokes problems. All these iterative nonlinear methods require solving a linear system at every step. Newton's method has quadratic convergence while that of the others is only linear; however, we obtain theoretical bounds showing that Oseen's iteration is more robust, and we confirm it experimentally. In addition, although Oseen's iteration usually requires more iterations than Newton's method, the linear systems it generates tend to be simpler and its overall costs (in CPU time) are lower. The Stokes problems result in linear systems which are easier to solve, but its convergence is much slower, so that it is competitive only for large viscosities. Inexact versions of these methods are studied, and we explain why the best timings are obtained using relatively modest error tolerances in solving the corresponding linear systems. We also present a new damping optimization strategy based on the quadratic nature of the Navier-Stokes equations, which improves the robustness of all the linearization strategies considered and whose computational cost is negligible. The algebraic properties of these systems depend on both the discretization and nonlinear method used. We study in detail the positive definiteness and skewsymmetry of the advection submatrices (essentially, convection-diffusion problems). We propose a discretization based on a new trilinear form for Newton's method. We solve the linear systems using three Krylov subspace methods, GMRES, QMR and TFQMR, and compare the advantages of each. Our emphasis is on parallel algorithms, and so we consider preconditioners suitable for parallel computers such as line variants of the Jacobi and Gauss- Seidel methods, alternating direction implicit methods, and Chebyshev and least squares polynomial preconditioners. These work well for moderate viscosities (moderate Reynolds number). For small viscosities we show that effective parallel solution of the advection subproblem is a critical factor to improve performance. Implementation details on a CM-5 are presented.

Finite-time H∞ filtering for non-linear stochastic systems

NASA Astrophysics Data System (ADS)

Hou, Mingzhe; Deng, Zongquan; Duan, Guangren

2016-09-01

This paper describes the robust H∞ filtering analysis and the synthesis of general non-linear stochastic systems with finite settling time. We assume that the system dynamic is modelled by Itô-type stochastic differential equations of which the state and the measurement are corrupted by state-dependent noises and exogenous disturbances. A sufficient condition for non-linear stochastic systems to have the finite-time H∞ performance with gain less than or equal to a prescribed positive number is established in terms of a certain Hamilton-Jacobi inequality. Based on this result, the existence of a finite-time H∞ filter is given for the general non-linear stochastic system by a second-order non-linear partial differential inequality, and the filter can be obtained by solving this inequality. The effectiveness of the obtained result is illustrated by a numerical example.

A solid criterion based on strict LMI without invoking equality constraint for stabilization of continuous singular systems.

PubMed

Zhang, Xuefeng; Chen, YangQuan

2017-11-01

The paper considers the stabilization issue of linear continuous singular systems by dealing with strict linear matrix inequalities (LMIs) without invoking equality constraint and proposes a complete and effective solved LMIs formulation. The criterion is necessary and sufficient condition and can be directly solved the feasible solutions with LMI toolbox and is much more tractable and reliable in numerical simulation than existing results, which involve positive semi-definite LMIs with equality constraints. The most important property of the criterion proposed in the paper is that it can overcome the drawbacks of the invalidity caused by the singularity of Ω=PE T +SQ for stabilization of singular systems. Two counterexamples are presented to avoid the disadvantages of the existing condition of stabilization of continuous singular systems. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Weighted least squares phase unwrapping based on the wavelet transform

NASA Astrophysics Data System (ADS)

Chen, Jiafeng; Chen, Haiqin; Yang, Zhengang; Ren, Haixia

2007-01-01

The weighted least squares phase unwrapping algorithm is a robust and accurate method to solve phase unwrapping problem. This method usually leads to a large sparse linear equation system. Gauss-Seidel relaxation iterative method is usually used to solve this large linear equation. However, this method is not practical due to its extremely slow convergence. The multigrid method is an efficient algorithm to improve convergence rate. However, this method needs an additional weight restriction operator which is very complicated. For this reason, the multiresolution analysis method based on the wavelet transform is proposed. By applying the wavelet transform, the original system is decomposed into its coarse and fine resolution levels and an equivalent equation system with better convergence condition can be obtained. Fast convergence in separate coarse resolution levels speeds up the overall system convergence rate. The simulated experiment shows that the proposed method converges faster and provides better result than the multigrid method.

Real-time adaptive finite element solution of time-dependent Kohn-Sham equation

NASA Astrophysics Data System (ADS)

Bao, Gang; Hu, Guanghui; Liu, Di

2015-01-01

In our previous paper (Bao et al., 2012 [1]), a general framework of using adaptive finite element methods to solve the Kohn-Sham equation has been presented. This work is concerned with solving the time-dependent Kohn-Sham equations. The numerical methods are studied in the time domain, which can be employed to explain both the linear and the nonlinear effects. A Crank-Nicolson scheme and linear finite element space are employed for the temporal and spatial discretizations, respectively. To resolve the trouble regions in the time-dependent simulations, a heuristic error indicator is introduced for the mesh adaptive methods. An algebraic multigrid solver is developed to efficiently solve the complex-valued system derived from the semi-implicit scheme. A mask function is employed to remove or reduce the boundary reflection of the wavefunction. The effectiveness of our method is verified by numerical simulations for both linear and nonlinear phenomena, in which the effectiveness of the mesh adaptive methods is clearly demonstrated.

Linear-time reconstruction of zero-recombinant Mendelian inheritance on pedigrees without mating loops.

PubMed

Liu, Lan; Jiang, Tao

2007-01-01

With the launch of the international HapMap project, the haplotype inference problem has attracted a great deal of attention in the computational biology community recently. In this paper, we study the question of how to efficiently infer haplotypes from genotypes of individuals related by a pedigree without mating loops, assuming that the hereditary process was free of mutations (i.e. the Mendelian law of inheritance) and recombinants. We model the haplotype inference problem as a system of linear equations as in [10] and present an (optimal) linear-time (i.e. O(mn) time) algorithm to generate a particular solution (A particular solution of any linear system is an assignment of numerical values to the variables in the system which satisfies the equations in the system.) to the haplotype inference problem, where m is the number of loci (or markers) in a genotype and n is the number of individuals in the pedigree. Moreover, the algorithm also provides a general solution (A general solution of any linear system is denoted by the span of a basis in the solution space to its associated homogeneous system, offset from the origin by a vector, namely by any particular solution. A general solution for ZRHC is very useful in practice because it allows the end user to efficiently enumerate all solutions for ZRHC and performs tasks such as random sampling.) in O(mn2) time, which is optimal because the size of a general solution could be as large as Theta(mn2). The key ingredients of our construction are (i) a fast consistency checking procedure for the system of linear equations introduced in [10] based on a careful investigation of the relationship between the equations (ii) a novel linear-time method for solving linear equations without invoking the Gaussian elimination method. Although such a fast method for solving equations is not known for general systems of linear equations, we take advantage of the underlying loop-free pedigree graph and some special properties of the linear equations.

Computing Gröbner and Involutive Bases for Linear Systems of Difference Equations

NASA Astrophysics Data System (ADS)

Yanovich, Denis

2018-02-01

The computation of involutive bases and Gröbner bases for linear systems of difference equations is solved and its importance for physical and mathematical problems is discussed. The algorithm and issues concerning its implementation in C are presented and calculation times are compared with the competing programs. The paper ends with consideration on the parallel version of this implementation and its scalability.

Non-Linear Dynamics and Emergence in Laboratory Fusion Plasmas

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

Hnat, B.

2011-09-22

Turbulent behaviour of laboratory fusion plasma system is modelled using extended Hasegawa-Wakatani equations. The model is solved numerically using finite difference techniques. We discuss non-linear effects in such a system in the presence of the micro-instabilities, specifically a drift wave instability. We explore particle dynamics in different range of parameters and show that the transport changes from diffusive to non-diffusive when large directional flows are developed.

A Computationally Efficient Parallel Levenberg-Marquardt Algorithm for Large-Scale Big-Data Inversion

NASA Astrophysics Data System (ADS)

Lin, Y.; O'Malley, D.; Vesselinov, V. V.

2015-12-01

Inverse modeling seeks model parameters given a set of observed state variables. However, for many practical problems due to the facts that the observed data sets are often large and model parameters are often numerous, conventional methods for solving the inverse modeling can be computationally expensive. We have developed a new, computationally-efficient Levenberg-Marquardt method for solving large-scale inverse modeling. Levenberg-Marquardt methods require the solution of a dense linear system of equations which can be prohibitively expensive to compute for large-scale inverse problems. Our novel method projects the original large-scale linear problem down to a Krylov subspace, such that the dimensionality of the measurements can be significantly reduced. Furthermore, instead of solving the linear system for every Levenberg-Marquardt damping parameter, we store the Krylov subspace computed when solving the first damping parameter and recycle it for all the following damping parameters. The efficiency of our new inverse modeling algorithm is significantly improved by using these computational techniques. We apply this new inverse modeling method to invert for a random transitivity field. Our algorithm is fast enough to solve for the distributed model parameters (transitivity) at each computational node in the model domain. The inversion is also aided by the use regularization techniques. The algorithm is coded in Julia and implemented in the MADS computational framework (http://mads.lanl.gov). Julia is an advanced high-level scientific programing language that allows for efficient memory management and utilization of high-performance computational resources. By comparing with a Levenberg-Marquardt method using standard linear inversion techniques, our Levenberg-Marquardt method yields speed-up ratio of 15 in a multi-core computational environment and a speed-up ratio of 45 in a single-core computational environment. Therefore, our new inverse modeling method is a powerful tool for large-scale applications.

Should Pruning be a Pre-Processor of any Linear System?

NASA Technical Reports Server (NTRS)

Sen, Syamal K.; Shaykhian, Gholam Ali

2011-01-01

There are many real-world problems whose mathematical models turn out to be linear systems Ax = b , where A is an m by x n matrix. Each equation of the linear system is an information. An information, in a physical problem, such as 4 mangoes, 6 bananas, and 5 oranges cost $10, is mathematically modeled as 4x(sub 1) + 6x(sub 2) + 5x (sub 3) = 10, where x(sub 1), x(sub 2), x(sub 3) are each cost of one mango, that of one banana, and that of one orange, respectively. All the information put together in a specified context, constitutes the physical problem and need not be all distinct. Some of these could be redundant, which cannot be readily identified by inspection. The resulting mathematical model will thus have equations corresponding to this redundant information and hence are linearly dependent and thus superfluous. Consequently, these equations once identified should be better pruned in the process of solving the system. The benefits are (i) less computation and hence less error and consequently a better quality of solution and (ii) reduced storage requirements. In literature, the pruning concept is not in vogue so far although it is most desirable. In a numerical linear system, the system could be slightly inconsistent or inconsistent of varying degree. If the system is too inconsistent, then we should fall back on to the physical problem (PP), check the correctness of the PP derived from the material universe, modify it, if necessary, and then check the corresponding mathematical model (MM) and correct it. In nature/material universe, inconsistency is completely nonexistent. If the MM becomes inconsistent, it could be due to error introduced by the concerned measuring device and/or due to assumptions made on the PP to obtain an MM which is relatively easily solvable or simply due to human error. No measuring device can usually measure a quantity with an accuracy greater that 0.005% or, equivalently with a relative error less than 0.005%. Hence measurement error is unavoidable in a numerical linear system when the quantities are continuous (or even discrete with extremely large number). Assumptions, though not desirable, are usually made when we find the problem sufficiently difficult to be solved within the available means/tools/resources and hence distort the PP and the corresponding MM. The error thus introduced in the system could (not always necessarily though) make the system somewhat inconsistent. If the inconsistency (contradiction) is too much then one should definitely not proceed to solve the system in terms of getting a least-squares solution or a minimum norm solution or the minimum-norm least-squares solution. All these solutions will be invariably of no real-world use. If, on the other hand, inconsistency is reasonably low, i.e. the system is near-consistent or, equivalently, has near-linearly-dependent rows, then the foregoing solutions are useful. Pruning in such a near-consistent system should be performed based on the desired accuracy and on the definition of near-linear dependence. In this article, we discuss pruning over various kinds of linear systems and strongly suggest its use as a pre-processor or as a part of an algorithm. Ideally pruning should (i) be a part of the solution process (algorithm) of the system, (ii) reduce both computational error and complexity of the process, and (iii) take into account the numerical zero defined in the context. These are precisely what we achieve through our proposed O(mn2) algorithm presented in Matlab, that uses a subprogram of solving a single linear equation and that has embedded in it the pruning.

Should Pruning be a Pre-Processor of any Linear System?

NASA Technical Reports Server (NTRS)

Sen, Syamal K.; Ramakrishnan, Suja; Agarwal, Ravi P.; Shaykhian, Gholam Ali

2011-01-01

There are many real-world problems whose mathematical models turn out to be linear systems Ax = b, where A is an m x n matrix. Each equation of the linear system is an information. An information, in a physical problem, such as 4 mangoes, 6 bananas, and 5 oranges cost $10, is mathematically modeled as an equation 4x(sub 1) + 6x(sub 2) + 5x(sub 3) = 10 , where x(sub 1), x(sub 2), x(sub 3) are each cost of one mango, that of one banana, and that of one orange, respectively. All the information put together in a specified context, constitutes the physical problem and need not be all distinct. Some of these could be redundant, which cannot be readily identified by inspection. The resulting mathematical model will thus have equations corresponding to this redundant information and hence are linearly dependent and thus superfluous. Consequently, these equations once identified should be better pruned in the process of solving the system. The benefits are (i) less computation and hence less error and consequently a better quality of solution and (ii) reduced storage requirements. In literature, the pruning concept is not in vogue so far although it is most desirable. It is assumed that at least one information, i.e. one equation is known to be correct and which will be our first equation. In a numerical linear system, the system could be slightly inconsistent or inconsistent of varying degree. If the system is too inconsistent, then we should fall back on to the physical problem (PP), check the correctness of the PP derived from the material universe, modify it, if necessary, and then check the corresponding mathematical model (MM) and correct it. In nature/material universe, inconsistency is completely nonexistent. If the MM becomes inconsistent, it could be due to error introduced by the concerned measuring device and/or due to assumptions made on the PP to obtain an MM which is relatively easily solvable or simply due to human error. No measuring device can usually measure a quantity with an accuracy greater that 0.005% or, equivalently with a relative error less than 0.005%. Hence measurement error is unavoidable in a numerical linear system when the quantities are continuous (or even discrete with extremely large number). Assumptions, though not desirable, are usually made when we find the problem sufficiently difficult to be solved within the available means/tools/resources and hence distort the PP and the corresponding MM. The . error thus introduced in the system could (not always necessarily though) make the system somewhat inconsistent. If the inconsistency (contradiction) is too much then one should definitely not proceed to solve the system in terms of getting a least-squares solution or the minimum-norm least-squares solution. All these solutions will be invariably of no real-world use. If, on the other hand, inconsistency is reasonably low, i.e. the system is near-consistent or, equivalently, has near-linearly-dependent rows, then the foregoing solutions are useful. Pruning in such a near-consistent system should be performed based on the desired accuracy and on the definition of near-linear dependence. In this article, we discuss pruning over various kinds of linear systems and strongly suggest its use as a pre-processor or as a part of an algorithm. Ideally pruning should (i) be a part of the solution process (algorithm) of the system, (ii) reduce both computational error and complexity of the process, and (iii) take into account the numerical zero defined in the context. These are precisely what we achieve through our proposed O(mn2) algorithm presented in Matlab, that uses a subprogram of solving a single linear equation and that has embedded in it the pruning.

The value of continuity: Refined isogeometric analysis and fast direct solvers

DOE PAGES

Garcia, Daniel; Pardo, David; Dalcin, Lisandro; ...

2016-08-24

Here, we propose the use of highly continuous finite element spaces interconnected with low continuity hyperplanes to maximize the performance of direct solvers. Starting from a highly continuous Isogeometric Analysis (IGA) discretization, we introduce C0-separators to reduce the interconnection between degrees of freedom in the mesh. By doing so, both the solution time and best approximation errors are simultaneously improved. We call the resulting method “refined Isogeometric Analysis (rIGA)”. To illustrate the impact of the continuity reduction, we analyze the number of Floating Point Operations (FLOPs), computational times, and memory required to solve the linear system obtained by discretizing themore » Laplace problem with structured meshes and uniform polynomial orders. Theoretical estimates demonstrate that an optimal continuity reduction may decrease the total computational time by a factor between p 2 and p 3, with pp being the polynomial order of the discretization. Numerical results indicate that our proposed refined isogeometric analysis delivers a speed-up factor proportional to p 2. In a 2D mesh with four million elements and p=5, the linear system resulting from rIGA is solved 22 times faster than the one from highly continuous IGA. In a 3D mesh with one million elements and p=3, the linear system is solved 15 times faster for the refined than the maximum continuity isogeometric analysis.« less

A Higher Harmonic Optimal Controller to Optimise Rotorcraft Aeromechanical Behaviour

NASA Technical Reports Server (NTRS)

Leyland, Jane Anne

1996-01-01

Three methods to optimize rotorcraft aeromechanical behavior for those cases where the rotorcraft plant can be adequately represented by a linear model system matrix were identified and implemented in a stand-alone code. These methods determine the optimal control vector which minimizes the vibration metric subject to constraints at discrete time points, and differ from the commonly used non-optimal constraint penalty methods such as those employed by conventional controllers in that the constraints are handled as actual constraints to an optimization problem rather than as just additional terms in the performance index. The first method is to use a Non-linear Programming algorithm to solve the problem directly. The second method is to solve the full set of non-linear equations which define the necessary conditions for optimality. The third method is to solve each of the possible reduced sets of equations defining the necessary conditions for optimality when the constraints are pre-selected to be either active or inactive, and then to simply select the best solution. The effects of maneuvers and aeroelasticity on the systems matrix are modelled by using a pseudo-random pseudo-row-dependency scheme to define the systems matrix. Cases run to date indicate that the first method of solution is reliable, robust, and easiest to use, and that it was superior to the conventional controllers which were considered.

The intelligence of dual simplex method to solve linear fractional fuzzy transportation problem.

PubMed

Narayanamoorthy, S; Kalyani, S

2015-01-01

An approach is presented to solve a fuzzy transportation problem with linear fractional fuzzy objective function. In this proposed approach the fractional fuzzy transportation problem is decomposed into two linear fuzzy transportation problems. The optimal solution of the two linear fuzzy transportations is solved by dual simplex method and the optimal solution of the fractional fuzzy transportation problem is obtained. The proposed method is explained in detail with an example.

W-algebra for solving problems with fuzzy parameters

NASA Astrophysics Data System (ADS)

Shevlyakov, A. O.; Matveev, M. G.

2018-03-01

A method of solving the problems with fuzzy parameters by means of a special algebraic structure is proposed. The structure defines its operations through operations on real numbers, which simplifies its use. It avoids deficiencies limiting applicability of the other known structures. Examples for solution of a quadratic equation, a system of linear equations and a network planning problem are given.

Why Representations?

ERIC Educational Resources Information Center

Schultz, James E.; Waters, Michael S.

2000-01-01

Discusses representations in the context of solving a system of linear equations. Views representations (concrete, tables, graphs, algebraic, matrices) from perspectives of understanding, technology, generalization, exact versus approximate solution, and learning style. (KHR)

An extended harmonic balance method based on incremental nonlinear control parameters

NASA Astrophysics Data System (ADS)

Khodaparast, Hamed Haddad; Madinei, Hadi; Friswell, Michael I.; Adhikari, Sondipon; Coggon, Simon; Cooper, Jonathan E.

2017-02-01

A new formulation for calculating the steady-state responses of multiple-degree-of-freedom (MDOF) non-linear dynamic systems due to harmonic excitation is developed. This is aimed at solving multi-dimensional nonlinear systems using linear equations. Nonlinearity is parameterised by a set of 'non-linear control parameters' such that the dynamic system is effectively linear for zero values of these parameters and nonlinearity increases with increasing values of these parameters. Two sets of linear equations which are formed from a first-order truncated Taylor series expansion are developed. The first set of linear equations provides the summation of sensitivities of linear system responses with respect to non-linear control parameters and the second set are recursive equations that use the previous responses to update the sensitivities. The obtained sensitivities of steady-state responses are then used to calculate the steady state responses of non-linear dynamic systems in an iterative process. The application and verification of the method are illustrated using a non-linear Micro-Electro-Mechanical System (MEMS) subject to a base harmonic excitation. The non-linear control parameters in these examples are the DC voltages that are applied to the electrodes of the MEMS devices.

Tri-state oriented parallel processing system

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

Tenenbaum, J.; Wallach, Y.

1982-08-01

An alternating sequential/parallel system, the MOPPS was introduced a few years ago and is modified despite the fact that it solved satisfactorily a number of real-time problems. The new system, the TOPPS is described and compared to MOPPS and two applications are chosen to prove it to be superior. The advantage of having a third basic, the ring mode, is illustrated when solving sets of linear equations with band matrices. The advantage of having independent I/O for the slaves is illustrated for biomedical signal analysis. 11 references.

Systems of Inhomogeneous Linear Equations

NASA Astrophysics Data System (ADS)

Scherer, Philipp O. J.

Many problems in physics and especially computational physics involve systems of linear equations which arise e.g. from linearization of a general nonlinear problem or from discretization of differential equations. If the dimension of the system is not too large standard methods like Gaussian elimination or QR decomposition are sufficient. Systems with a tridiagonal matrix are important for cubic spline interpolation and numerical second derivatives. They can be solved very efficiently with a specialized Gaussian elimination method. Practical applications often involve very large dimensions and require iterative methods. Convergence of Jacobi and Gauss-Seidel methods is slow and can be improved by relaxation or over-relaxation. An alternative for large systems is the method of conjugate gradients.

ALPS - A LINEAR PROGRAM SOLVER

NASA Technical Reports Server (NTRS)

Viterna, L. A.

1994-01-01

Linear programming is a widely-used engineering and management tool. Scheduling, resource allocation, and production planning are all well-known applications of linear programs (LP's). Most LP's are too large to be solved by hand, so over the decades many computer codes for solving LP's have been developed. ALPS, A Linear Program Solver, is a full-featured LP analysis program. ALPS can solve plain linear programs as well as more complicated mixed integer and pure integer programs. ALPS also contains an efficient solution technique for pure binary (0-1 integer) programs. One of the many weaknesses of LP solvers is the lack of interaction with the user. ALPS is a menu-driven program with no special commands or keywords to learn. In addition, ALPS contains a full-screen editor to enter and maintain the LP formulation. These formulations can be written to and read from plain ASCII files for portability. For those less experienced in LP formulation, ALPS contains a problem "parser" which checks the formulation for errors. ALPS creates fully formatted, readable reports that can be sent to a printer or output file. ALPS is written entirely in IBM's APL2/PC product, Version 1.01. The APL2 workspace containing all the ALPS code can be run on any APL2/PC system (AT or 386). On a 32-bit system, this configuration can take advantage of all extended memory. The user can also examine and modify the ALPS code. The APL2 workspace has also been "packed" to be run on any DOS system (without APL2) as a stand-alone "EXE" file, but has limited memory capacity on a 640K system. A numeric coprocessor (80X87) is optional but recommended. The standard distribution medium for ALPS is a 5.25 inch 360K MS-DOS format diskette. IBM, IBM PC and IBM APL2 are registered trademarks of International Business Machines Corporation. MS-DOS is a registered trademark of Microsoft Corporation.

Linear network representation of multistate models of transport.

PubMed Central

Sandblom, J; Ring, A; Eisenman, G

1982-01-01

By introducing external driving forces in rate-theory models of transport we show how the Eyring rate equations can be transformed into Ohm's law with potentials that obey Kirchhoff's second law. From such a formalism the state diagram of a multioccupancy multicomponent system can be directly converted into linear network with resistors connecting nodal (branch) points and with capacitances connecting each nodal point with a reference point. The external forces appear as emf or current generators in the network. This theory allows the algebraic methods of linear network theory to be used in solving the flux equations for multistate models and is particularly useful for making proper simplifying approximation in models of complex membrane structure. Some general properties of linear network representation are also deduced. It is shown, for instance, that Maxwell's reciprocity relationships of linear networks lead directly to Onsager's relationships in the near equilibrium region. Finally, as an example of the procedure, the equivalent circuit method is used to solve the equations for a few transport models. PMID:7093425

Computer programs for the solution of systems of linear algebraic equations

NASA Technical Reports Server (NTRS)

Sequi, W. T.

1973-01-01

FORTRAN subprograms for the solution of systems of linear algebraic equations are described, listed, and evaluated in this report. Procedures considered are direct solution, iteration, and matrix inversion. Both incore methods and those which utilize auxiliary data storage devices are considered. Some of the subroutines evaluated require the entire coefficient matrix to be in core, whereas others account for banding or sparceness of the system. General recommendations relative to equation solving are made, and on the basis of tests, specific subprograms are recommended.

Conservation properties of numerical integration methods for systems of ordinary differential equations

NASA Technical Reports Server (NTRS)

Rosenbaum, J. S.

1976-01-01

If a system of ordinary differential equations represents a property conserving system that can be expressed linearly (e.g., conservation of mass), it is then desirable that the numerical integration method used conserve the same quantity. It is shown that both linear multistep methods and Runge-Kutta methods are 'conservative' and that Newton-type methods used to solve the implicit equations preserve the inherent conservation of the numerical method. It is further shown that a method used by several authors is not conservative.

Choosing order of operations to accelerate strip structure analysis in parameter range

NASA Astrophysics Data System (ADS)

Kuksenko, S. P.; Akhunov, R. R.; Gazizov, T. R.

2018-05-01

The paper considers the issue of using iteration methods in solving the sequence of linear algebraic systems obtained in quasistatic analysis of strip structures with the method of moments. Using the analysis of 4 strip structures, the authors have proved that additional acceleration (up to 2.21 times) of the iterative process can be obtained during the process of solving linear systems repeatedly by means of choosing a proper order of operations and a preconditioner. The obtained results can be used to accelerate the process of computer-aided design of various strip structures. The choice of the order of operations to accelerate the process is quite simple, universal and could be used not only for strip structure analysis but also for a wide range of computational problems.

The Intelligence of Dual Simplex Method to Solve Linear Fractional Fuzzy Transportation Problem

PubMed Central

Narayanamoorthy, S.; Kalyani, S.

2015-01-01

An approach is presented to solve a fuzzy transportation problem with linear fractional fuzzy objective function. In this proposed approach the fractional fuzzy transportation problem is decomposed into two linear fuzzy transportation problems. The optimal solution of the two linear fuzzy transportations is solved by dual simplex method and the optimal solution of the fractional fuzzy transportation problem is obtained. The proposed method is explained in detail with an example. PMID:25810713

An automated system for reduction of the firm's employees under maximal overall efficiency

NASA Astrophysics Data System (ADS)

Yonchev, Yoncho; Nikolov, Simeon; Baeva, Silvia

2012-11-01

Achieving maximal overall efficiency is a priority in all companies. This problem is formulated as a knap-sack problem and afterwards as a linear assignment problem. An automated system is created for solving of this problem.

Minimization of transmission cost in decentralized control systems

NASA Technical Reports Server (NTRS)

Wang, S.-H.; Davison, E. J.

1978-01-01

This paper considers the problem of stabilizing a linear time-invariant multivariable system by using local feedback controllers and some limited information exchange among local stations. The problem of achieving a given degree of stability with minimum transmission cost is solved.

An efficient closed-form solution for acoustic emission source location in three-dimensional structures

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

Li, Xibing; Dong, Longjun, E-mail: csudlj@163.com; Australian Centre for Geomechanics, The University of Western Australia, Crawley, 6009

This paper presents an efficient closed-form solution (ECS) for acoustic emission(AE) source location in three-dimensional structures using time difference of arrival (TDOA) measurements from N receivers, N ≥ 6. The nonlinear location equations of TDOA are simplified to linear equations. The unique analytical solution of AE sources for unknown velocity system is obtained by solving the linear equations. The proposed ECS method successfully solved the problems of location errors resulting from measured deviations of velocity as well as the existence and multiplicity of solutions induced by calculations of square roots in existed close-form methods.

P1 Nonconforming Finite Element Method for the Solution of Radiation Transport Problems

NASA Technical Reports Server (NTRS)

Kang, Kab S.

2002-01-01

The simulation of radiation transport in the optically thick flux-limited diffusion regime has been identified as one of the most time-consuming tasks within large simulation codes. Due to multimaterial complex geometry, the radiation transport system must often be solved on unstructured grids. In this paper, we investigate the behavior and the benefits of the unstructured P(sub 1) nonconforming finite element method, which has proven to be flexible and effective on related transport problems, in solving unsteady implicit nonlinear radiation diffusion problems using Newton and Picard linearization methods. Key words. nonconforrning finite elements, radiation transport, inexact Newton linearization, multigrid preconditioning

Stochastic Galerkin methods for the steady-state Navier–Stokes equations

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

Sousedík, Bedřich, E-mail: sousedik@umbc.edu; Elman, Howard C., E-mail: elman@cs.umd.edu

2016-07-01

We study the steady-state Navier–Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For the resulting stochastic problem, we formulate the model and linearization schemes using Picard and Newton iterations in the framework of the stochastic Galerkin method, and we explore properties of the resulting stochastic solutions. We also propose a preconditioner for solving the linear systems of equations arising at each step of the stochastic (Galerkin) nonlinear iteration and demonstrate its effectiveness for solving a set of benchmarkmore » problems.« less

Time-temperature effect in adhesively bonded joints

NASA Technical Reports Server (NTRS)

Delale, F.; Erdogan, F.

1981-01-01

The viscoelastic analysis of an adhesively bonded lap joint was reconsidered. The adherends are approximated by essentially Reissner plates and the adhesive is linearly viscoelastic. The hereditary integrals are used to model the adhesive. A linear integral differential equations system for the shear and the tensile stress in the adhesive is applied. The equations have constant coefficients and are solved by using Laplace transforms. It is shown that if the temperature variation in time can be approximated by a piecewise constant function, then the method of Laplace transforms can be used to solve the problem. A numerical example is given for a single lap joint under various loading conditions.

Stochastic Galerkin methods for the steady-state Navier–Stokes equations

DOE PAGES

Sousedík, Bedřich; Elman, Howard C.

2016-04-12

We study the steady-state Navier–Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For the resulting stochastic problem, we formulate the model and linearization schemes using Picard and Newton iterations in the framework of the stochastic Galerkin method, and we explore properties of the resulting stochastic solutions. We also propose a preconditioner for solving the linear systems of equations arising at each step of the stochastic (Galerkin) nonlinear iteration and demonstrate its effectiveness for solving a set of benchmarkmore » problems.« less

An efficient strongly coupled immersed boundary method for deforming bodies

NASA Astrophysics Data System (ADS)

Goza, Andres; Colonius, Tim

2016-11-01

Immersed boundary methods treat the fluid and immersed solid with separate domains. As a result, a nonlinear interface constraint must be satisfied when these methods are applied to flow-structure interaction problems. This typically results in a large nonlinear system of equations that is difficult to solve efficiently. Often, this system is solved with a block Gauss-Seidel procedure, which is easy to implement but can require many iterations to converge for small solid-to-fluid mass ratios. Alternatively, a Newton-Raphson procedure can be used to solve the nonlinear system. This typically leads to convergence in a small number of iterations for arbitrary mass ratios, but involves the use of large Jacobian matrices. We present an immersed boundary formulation that, like the Newton-Raphson approach, uses a linearization of the system to perform iterations. It therefore inherits the same favorable convergence behavior. However, we avoid large Jacobian matrices by using a block LU factorization of the linearized system. We derive our method for general deforming surfaces and perform verification on 2D test problems of flow past beams. These test problems involve large amplitude flapping and a wide range of mass ratios. This work was partially supported by the Jet Propulsion Laboratory and Air Force Office of Scientific Research.

On Rank and Nullity

ERIC Educational Resources Information Center

Dobbs, David E.

2012-01-01

This note explains how Emil Artin's proof that row rank equals column rank for a matrix with entries in a field leads naturally to the formula for the nullity of a matrix and also to an algorithm for solving any system of linear equations in any number of variables. This material could be used in any course on matrix theory or linear algebra.

Solving a mixture of many random linear equations by tensor decomposition and alternating minimization.

DOT National Transportation Integrated Search

2016-09-01

We consider the problem of solving mixed random linear equations with k components. This is the noiseless setting of mixed linear regression. The goal is to estimate multiple linear models from mixed samples in the case where the labels (which sample...

ADM For Solving Linear Second-Order Fredholm Integro-Differential Equations

NASA Astrophysics Data System (ADS)

Karim, Mohd F.; Mohamad, Mahathir; Saifullah Rusiman, Mohd; Che-Him, Norziha; Roslan, Rozaini; Khalid, Kamil

2018-04-01

In this paper, we apply Adomian Decomposition Method (ADM) as numerically analyse linear second-order Fredholm Integro-differential Equations. The approximate solutions of the problems are calculated by Maple package. Some numerical examples have been considered to illustrate the ADM for solving this equation. The results are compared with the existing exact solution. Thus, the Adomian decomposition method can be the best alternative method for solving linear second-order Fredholm Integro-Differential equation. It converges to the exact solution quickly and in the same time reduces computational work for solving the equation. The result obtained by ADM shows the ability and efficiency for solving these equations.

Discrete-time neural network for fast solving large linear L1 estimation problems and its application to image restoration.

PubMed

Xia, Youshen; Sun, Changyin; Zheng, Wei Xing

2012-05-01

There is growing interest in solving linear L1 estimation problems for sparsity of the solution and robustness against non-Gaussian noise. This paper proposes a discrete-time neural network which can calculate large linear L1 estimation problems fast. The proposed neural network has a fixed computational step length and is proved to be globally convergent to an optimal solution. Then, the proposed neural network is efficiently applied to image restoration. Numerical results show that the proposed neural network is not only efficient in solving degenerate problems resulting from the nonunique solutions of the linear L1 estimation problems but also needs much less computational time than the related algorithms in solving both linear L1 estimation and image restoration problems.

Encouraging Students to Think Strategically when Learning to Solve Linear Equations

ERIC Educational Resources Information Center

Robson, Daphne; Abell, Walt; Boustead, Therese

2012-01-01

Students who are preparing to study science and engineering need to understand equation solving but adult students returning to study can find this difficult. In this paper, the design of an online resource, Equations2go, for helping students learn to solve linear equations is investigated. Students learning to solve equations need to consider…

Analysis of separation test for automatic brake adjuster based on linear radon transformation

NASA Astrophysics Data System (ADS)

Luo, Zai; Jiang, Wensong; Guo, Bin; Fan, Weijun; Lu, Yi

2015-01-01

The linear Radon transformation is applied to extract inflection points for online test system under the noise conditions. The linear Radon transformation has a strong ability of anti-noise and anti-interference by fitting the online test curve in several parts, which makes it easy to handle consecutive inflection points. We applied the linear Radon transformation to the separation test system to solve the separating clearance of automatic brake adjuster. The experimental results show that the feature point extraction error of the gradient maximum optimal method is approximately equal to ±0.100, while the feature point extraction error of linear Radon transformation method can reach to ±0.010, which has a lower error than the former one. In addition, the linear Radon transformation is robust.

Method of mechanical quadratures for solving singular integral equations of various types

NASA Astrophysics Data System (ADS)

Sahakyan, A. V.; Amirjanyan, H. A.

2018-04-01

The method of mechanical quadratures is proposed as a common approach intended for solving the integral equations defined on finite intervals and containing Cauchy-type singular integrals. This method can be used to solve singular integral equations of the first and second kind, equations with generalized kernel, weakly singular equations, and integro-differential equations. The quadrature rules for several different integrals represented through the same coefficients are presented. This allows one to reduce the integral equations containing integrals of different types to a system of linear algebraic equations.

Recent advances in Lanczos-based iterative methods for nonsymmetric linear systems

NASA Technical Reports Server (NTRS)

Freund, Roland W.; Golub, Gene H.; Nachtigal, Noel M.

1992-01-01

In recent years, there has been a true revival of the nonsymmetric Lanczos method. On the one hand, the possible breakdowns in the classical algorithm are now better understood, and so-called look-ahead variants of the Lanczos process have been developed, which remedy this problem. On the other hand, various new Lanczos-based iterative schemes for solving nonsymmetric linear systems have been proposed. This paper gives a survey of some of these recent developments.

Generalized Lagrange Jacobi Gauss-Lobatto (GLJGL) Collocation Method for Solving Linear and Nonlinear Fokker-Planck Equations

NASA Astrophysics Data System (ADS)

Parand, K.; Latifi, S.; Moayeri, M. M.; Delkhosh, M.

2018-05-01

In this study, we have constructed a new numerical approach for solving the time-dependent linear and nonlinear Fokker-Planck equations. In fact, we have discretized the time variable with Crank-Nicolson method and for the space variable, a numerical method based on Generalized Lagrange Jacobi Gauss-Lobatto (GLJGL) collocation method is applied. It leads to in solving the equation in a series of time steps and at each time step, the problem is reduced to a problem consisting of a system of algebraic equations that greatly simplifies the problem. One can observe that the proposed method is simple and accurate. Indeed, one of its merits is that it is derivative-free and by proposing a formula for derivative matrices, the difficulty aroused in calculation is overcome, along with that it does not need to calculate the General Lagrange basis and matrices; they have Kronecker property. Linear and nonlinear Fokker-Planck equations are given as examples and the results amply demonstrate that the presented method is very valid, effective, reliable and does not require any restrictive assumptions for nonlinear terms.

The numerical solution of linear multi-term fractional differential equations: systems of equations

NASA Astrophysics Data System (ADS)

Edwards, John T.; Ford, Neville J.; Simpson, A. Charles

2002-11-01

In this paper, we show how the numerical approximation of the solution of a linear multi-term fractional differential equation can be calculated by reduction of the problem to a system of ordinary and fractional differential equations each of order at most unity. We begin by showing how our method applies to a simple class of problems and we give a convergence result. We solve the Bagley Torvik equation as an example. We show how the method can be applied to a general linear multi-term equation and give two further examples.

Description of a computer program and numerical techniques for developing linear perturbation models from nonlinear systems simulations

NASA Technical Reports Server (NTRS)

Dieudonne, J. E.

1978-01-01

A numerical technique was developed which generates linear perturbation models from nonlinear aircraft vehicle simulations. The technique is very general and can be applied to simulations of any system that is described by nonlinear differential equations. The computer program used to generate these models is discussed, with emphasis placed on generation of the Jacobian matrices, calculation of the coefficients needed for solving the perturbation model, and generation of the solution of the linear differential equations. An example application of the technique to a nonlinear model of the NASA terminal configured vehicle is included.

Students’ difficulties in solving linear equation problems

NASA Astrophysics Data System (ADS)

Wati, S.; Fitriana, L.; Mardiyana

2018-03-01

A linear equation is an algebra material that exists in junior high school to university. It is a very important material for students in order to learn more advanced mathematics topics. Therefore, linear equation material is essential to be mastered. However, the result of 2016 national examination in Indonesia showed that students’ achievement in solving linear equation problem was low. This fact became a background to investigate students’ difficulties in solving linear equation problems. This study used qualitative descriptive method. An individual written test on linear equation tasks was administered, followed by interviews. Twenty-one sample students of grade VIII of SMPIT Insan Kamil Karanganyar did the written test, and 6 of them were interviewed afterward. The result showed that students with high mathematics achievement donot have difficulties, students with medium mathematics achievement have factual difficulties, and students with low mathematics achievement have factual, conceptual, operational, and principle difficulties. Based on the result there is a need of meaningfulness teaching strategy to help students to overcome difficulties in solving linear equation problems.

GPU computing with Kaczmarz’s and other iterative algorithms for linear systems

PubMed Central

Elble, Joseph M.; Sahinidis, Nikolaos V.; Vouzis, Panagiotis

2009-01-01

The graphics processing unit (GPU) is used to solve large linear systems derived from partial differential equations. The differential equations studied are strongly convection-dominated, of various sizes, and common to many fields, including computational fluid dynamics, heat transfer, and structural mechanics. The paper presents comparisons between GPU and CPU implementations of several well-known iterative methods, including Kaczmarz’s, Cimmino’s, component averaging, conjugate gradient normal residual (CGNR), symmetric successive overrelaxation-preconditioned conjugate gradient, and conjugate-gradient-accelerated component-averaged row projections (CARP-CG). Computations are preformed with dense as well as general banded systems. The results demonstrate that our GPU implementation outperforms CPU implementations of these algorithms, as well as previously studied parallel implementations on Linux clusters and shared memory systems. While the CGNR method had begun to fall out of favor for solving such problems, for the problems studied in this paper, the CGNR method implemented on the GPU performed better than the other methods, including a cluster implementation of the CARP-CG method. PMID:20526446

Semilinear programming: applications and implementation

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

Mohan, S.

Semilinear programming is a method of solving optimization problems with linear constraints where the non-negativity restrictions on the variables are dropped and the objective function coefficients can take on different values depending on whether the variable is positive or negative. The simplex method for linear programming is modified in this thesis to solve general semilinear and piecewise linear programs efficiently without having to transform them into equivalent standard linear programs. Several models in widely different areas of optimization such as production smoothing, facility locations, goal programming and L/sub 1/ estimation are presented first to demonstrate the compact formulation that arisesmore » when such problems are formulated as semilinear programs. A code SLP is constructed using the semilinear programming techniques. Problems in aggregate planning and L/sub 1/ estimation are solved using SLP and equivalent linear programs using a linear programming simplex code. Comparisons of CPU times and number iterations indicate SLP to be far superior. The semilinear programming techniques are extended to piecewise linear programming in the implementation of the code PLP. Piecewise linear models in aggregate planning are solved using PLP and equivalent standard linear programs using a simple upper bounded linear programming code SUBLP.« less

Restart Operator Meta-heuristics for a Problem-Oriented Evolutionary Strategies Algorithm in Inverse Mathematical MISO Modelling Problem Solving

NASA Astrophysics Data System (ADS)

Ryzhikov, I. S.; Semenkin, E. S.

2017-02-01

This study is focused on solving an inverse mathematical modelling problem for dynamical systems based on observation data and control inputs. The mathematical model is being searched in the form of a linear differential equation, which determines the system with multiple inputs and a single output, and a vector of the initial point coordinates. The described problem is complex and multimodal and for this reason the proposed evolutionary-based optimization technique, which is oriented on a dynamical system identification problem, was applied. To improve its performance an algorithm restart operator was implemented.

Resolving Phase Ambiguities in the Calibration of Redundant Interferometric Arrays: Implications for Array Design

DTIC Science & Technology

2016-03-04

summary of the linear algebra involved. As we have seen, the RSC process begins with the interferometric phase measurement β, which due to wrapping will...mentary Divisors) in Section 2 and the following defi- nition of the matrix determinant. This definition is given in many linear algebra texts (see...principle solve for a particular solution of this system by arbitrarily setting two object phases (whose spatial frequencies are not co- linear ) and one

Algorithm 937: MINRES-QLP for Symmetric and Hermitian Linear Equations and Least-Squares Problems.

PubMed

Choi, Sou-Cheng T; Saunders, Michael A

2014-02-01

We describe algorithm MINRES-QLP and its FORTRAN 90 implementation for solving symmetric or Hermitian linear systems or least-squares problems. If the system is singular, MINRES-QLP computes the unique minimum-length solution (also known as the pseudoinverse solution), which generally eludes MINRES. In all cases, it overcomes a potential instability in the original MINRES algorithm. A positive-definite pre-conditioner may be supplied. Our FORTRAN 90 implementation illustrates a design pattern that allows users to make problem data known to the solver but hidden and secure from other program units. In particular, we circumvent the need for reverse communication. Example test programs input and solve real or complex problems specified in Matrix Market format. While we focus here on a FORTRAN 90 implementation, we also provide and maintain MATLAB versions of MINRES and MINRES-QLP.

Matrix algorithms for solving (in)homogeneous bound state equations

PubMed Central

Blank, M.; Krassnigg, A.

2011-01-01

In the functional approach to quantum chromodynamics, the properties of hadronic bound states are accessible via covariant integral equations, e.g. the Bethe–Salpeter equation for mesons. In particular, one has to deal with linear, homogeneous integral equations which, in sophisticated model setups, use numerical representations of the solutions of other integral equations as part of their input. Analogously, inhomogeneous equations can be constructed to obtain off-shell information in addition to bound-state masses and other properties obtained from the covariant analogue to a wave function of the bound state. These can be solved very efficiently using well-known matrix algorithms for eigenvalues (in the homogeneous case) and the solution of linear systems (in the inhomogeneous case). We demonstrate this by solving the homogeneous and inhomogeneous Bethe–Salpeter equations and find, e.g. that for the calculation of the mass spectrum it is as efficient or even advantageous to use the inhomogeneous equation as compared to the homogeneous. This is valuable insight, in particular for the study of baryons in a three-quark setup and more involved systems. PMID:21760640

Linear ordinary differential equations with constant coefficients. Revisiting the impulsive response method using factorization

NASA Astrophysics Data System (ADS)

Camporesi, Roberto

2011-06-01

We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of the other more advanced approaches: Laplace transform, linear systems, the general theory of linear equations with variable coefficients and the variation of constants method. The approach presented here can be used in a first course on differential equations for science and engineering majors.

The spectral applications of Beer-Lambert law for some biological and dosimetric materials

NASA Astrophysics Data System (ADS)

Içelli, Orhan; Yalçin, Zeynel; Karakaya, Vatan; Ilgaz, Işıl P.

2014-08-01

The aim of this study is to conduct quantitative and qualitative analysis of biological and dosimetric materials which contain organic and inorganic materials and to make the determination by using the spectral theorem Beer-Lambert law. Beer-Lambert law is a system of linear equations for the spectral theory. It is possible to solve linear equations with a non-zero coefficient matrix determinant forming linear equations. Characteristic matrix of the linear equation with zero determinant is called point spectrum at the spectral theory.

The fully actuated traffic control problem solved by global optimization and complementarity

NASA Astrophysics Data System (ADS)

Ribeiro, Isabel M.; de Lurdes de Oliveira Simões, Maria

2016-02-01

Global optimization and complementarity are used to determine the signal timing for fully actuated traffic control, regarding effective green and red times on each cycle. The average values of these parameters can be used to estimate the control delay of vehicles. In this article, a two-phase queuing system for a signalized intersection is outlined, based on the principle of minimization of the total waiting time for the vehicles. The underlying model results in a linear program with linear complementarity constraints, solved by a sequential complementarity algorithm. Departure rates of vehicles during green and yellow periods were treated as deterministic, while arrival rates of vehicles were assumed to follow a Poisson distribution. Several traffic scenarios were created and solved. The numerical results reveal that it is possible to use global optimization and complementarity over a reasonable number of cycles and determine with efficiency effective green and red times for a signalized intersection.

An efficient method for generalized linear multiplicative programming problem with multiplicative constraints.

PubMed

Zhao, Yingfeng; Liu, Sanyang

2016-01-01

We present a practical branch and bound algorithm for globally solving generalized linear multiplicative programming problem with multiplicative constraints. To solve the problem, a relaxation programming problem which is equivalent to a linear programming is proposed by utilizing a new two-phase relaxation technique. In the algorithm, lower and upper bounds are simultaneously obtained by solving some linear relaxation programming problems. Global convergence has been proved and results of some sample examples and a small random experiment show that the proposed algorithm is feasible and efficient.

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

Moryakov, A. V., E-mail: sailor@yauza.ru; Pylyov, S. S.

This paper presents the formulation of the problem and the methodical approach for solving large systems of linear differential equations describing nonstationary processes with the use of CUDA technology; this approach is implemented in the ANGEL program. Results for a test problem on transport of radioactive products over loops of a nuclear power plant are given. The possibilities for the use of the ANGEL program for solving various problems that simulate arbitrary nonstationary processes are discussed.

Differential geometric methods in system theory.

NASA Technical Reports Server (NTRS)

Brockett, R. W.

1971-01-01

Discussion of certain problems in system theory which have been or might be solved using some basic concepts from differential geometry. The problems considered involve differential equations, controllability, optimal control, qualitative behavior, stochastic processes, and bilinear systems. The main goal is to extend the essentials of linear theory to some nonlinear classes of problems.

Preconditioned conjugate gradient methods for the compressible Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Venkatakrishnan, V.

1990-01-01

The compressible Navier-Stokes equations are solved for a variety of two-dimensional inviscid and viscous problems by preconditioned conjugate gradient-like algorithms. Roe's flux difference splitting technique is used to discretize the inviscid fluxes. The viscous terms are discretized by using central differences. An algebraic turbulence model is also incorporated. The system of linear equations which arises out of the linearization of a fully implicit scheme is solved iteratively by the well known methods of GMRES (Generalized Minimum Residual technique) and Chebyschev iteration. Incomplete LU factorization and block diagonal factorization are used as preconditioners. The resulting algorithm is competitive with the best current schemes, but has wide applications in parallel computing and unstructured mesh computations.

A Novel Approach to Solve Linearized Stellar Pulsation Equations

NASA Astrophysics Data System (ADS)

Bard, Christopher; Teitler, S.

2011-01-01

We present a new approach to modeling linearized, non-radial pulsations in differentially rotating, massive stars. As a first step in this direction, we consider adiabatic pulsations and adopt the Cowling approximation that perturbations of the gravitational potential and its radial derivative are negligible. The angular dependence of the pulsation modes is expressed as a series expansion of associated Legendre polynomials; the resulting coupled system of differential equations is then solved by finding the eigenfrequencies at which the determinant of a characteristic matrix vanishes. Our method improves on previous treatments by removing the requirement that an arbitrary normalization be applied to the eigenfunctions; this brings the benefit of improved numerical robustness.

Finite-time H∞ control for linear continuous system with norm-bounded disturbance

NASA Astrophysics Data System (ADS)

Meng, Qingyi; Shen, Yanjun

2009-04-01

In this paper, the definition of finite-time H∞ control is presented. The system under consideration is subject to time-varying norm-bounded exogenous disturbance. The main aim of this paper is focused on the design a state feedback controller which ensures that the closed-loop system is finite-time bounded (FTB) and reduces the effect of the disturbance input on the controlled output to a prescribed level. A sufficient condition is presented for the solvability of this problem, which can be reduced to a feasibility problem involving linear matrix inequalities (LMIs). A detailed solving method is proposed for the restricted linear matrix inequalities. Finally, examples are given to show the validity of the methodology.

Solving the Problem of Linear Viscoelasticity for Piecewise-Homogeneous Anisotropic Plates

NASA Astrophysics Data System (ADS)

Kaloerov, S. A.; Koshkin, A. A.

2017-11-01

An approximate method for solving the problem of linear viscoelasticity for thin anisotropic plates subject to transverse bending is proposed. The method of small parameter is used to reduce the problem to a sequence of boundary problems of applied theory of bending of plates solved using complex potentials. The general form of complex potentials in approximations and the boundary conditions for determining them are obtained. Problems for a plate with elliptic elastic inclusions are solved as an example. The numerical results for a plate with one, two elliptical (circular), and linear inclusions are analyzed.

Solution of Volterra and Fredholm Classes of Equations via Triangular Orthogonal Function (A Combination of Right Hand Triangular Function and Left Hand Triangular Function) and Hybrid Orthogonal Function (A Combination of Sample Hold Function and Right Hand Triangular Function)

NASA Astrophysics Data System (ADS)

Mukhopadhyay, Anirban; Ganguly, Anindita; Chatterjee, Saumya Deep

2018-04-01

In this paper the authors have dealt with seven kinds of non-linear Volterra and Fredholm classes of equations. The authors have formulated an algorithm for solving the aforementioned equation types via Hybrid Function (HF) and Triangular Function (TF) piecewise-linear orthogonal approach. In this approach the authors have reduced integral equation or integro-differential equation into equivalent system of simultaneous non-linear equation and have employed either Newton's method or Broyden's method to solve the simultaneous non-linear equations. The authors have calculated the L2-norm error and the max-norm error for both HF and TF method for each kind of equations. Through the illustrated examples, the authors have shown that the HF based algorithm produces stable result, on the contrary TF-computational method yields either stable, anomalous or unstable results.

Experimental and Theoretical Results in Output Trajectory Redesign for Flexible Structures

NASA Technical Reports Server (NTRS)

Dewey, J. S.; Leang, K.; Devasia, S.

1998-01-01

In this paper we study the optimal redesign of output trajectories for linear invertible systems. This is particularly important for tracking control of flexible structures because the input-state trajectores, that achieve tracking of the required output may cause excessive vibrations in the structure. We pose and solve this problem, in the context of linear systems, as the minimization of a quadratic cost function. The theory is developed and applied to the output tracking of a flexible structure and experimental results are presented.

Why Should We Pivot in Gaussian Elimination?

ERIC Educational Resources Information Center

Rozema, Edward

1988-01-01

The article discusses the use of computers to teacher college level mathematics. In particular, the Gaussian elimination procedure for solving a system of n linear equations in n unknowns, using a computer, is examined. (PK)

AESOP- INTERACTIVE DESIGN OF LINEAR QUADRATIC REGULATORS AND KALMAN FILTERS

NASA Technical Reports Server (NTRS)

Lehtinen, B.

1994-01-01

AESOP was developed to solve a number of problems associated with the design of controls and state estimators for linear time-invariant systems. The systems considered are modeled in state-variable form by a set of linear differential and algebraic equations with constant coefficients. Two key problems solved by AESOP are the linear quadratic regulator (LQR) design problem and the steady-state Kalman filter design problem. AESOP is designed to be used in an interactive manner. The user can solve design problems and analyze the solutions in a single interactive session. Both numerical and graphical information are available to the user during the session. The AESOP program is structured around a list of predefined functions. Each function performs a single computation associated with control, estimation, or system response determination. AESOP contains over sixty functions and permits the easy inclusion of user defined functions. The user accesses these functions either by inputting a list of desired functions in the order they are to be performed, or by specifying a single function to be performed. The latter case is used when the choice of function and function order depends on the results of previous functions. The available AESOP functions are divided into several general areas including: 1) program control, 2) matrix input and revision, 3) matrix formation, 4) open-loop system analysis, 5) frequency response, 6) transient response, 7) transient function zeros, 8) LQR and Kalman filter design, 9) eigenvalues and eigenvectors, 10) covariances, and 11) user-defined functions. The most important functions are those that design linear quadratic regulators and Kalman filters. The user interacts with AESOP when using these functions by inputting design weighting parameters and by viewing displays of designed system response. Support functions obtain system transient and frequency responses, transfer functions, and covariance matrices. AESOP can also provide the user with open-loop system information including stability, controllability, and observability. The AESOP program is written in FORTRAN IV for interactive execution and has been implemented on an IBM 3033 computer using TSS 370. As currently configured, AESOP has a central memory requirement of approximately 2 Megs of 8 bit bytes. Memory requirements can be reduced by redimensioning arrays in the AESOP program. Graphical output requires adaptation of the AESOP plot routines to whatever device is available. The AESOP program was developed in 1984.

Multilevel Preconditioners for Reaction-Diffusion Problems with Discontinuous Coefficients

DOE PAGES

Kolev, Tzanio V.; Xu, Jinchao; Zhu, Yunrong

2015-08-23

In this study, we extend some of the multilevel convergence results obtained by Xu and Zhu, to the case of second order linear reaction-diffusion equations. Specifically, we consider the multilevel preconditioners for solving the linear systems arising from the linear finite element approximation of the problem, where both diffusion and reaction coefficients are piecewise-constant functions. We discuss in detail the influence of both the discontinuous reaction and diffusion coefficients to the performance of the classical BPX and multigrid V-cycle preconditioner.

Robust parallel iterative solvers for linear and least-squares problems, Final Technical Report

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

Saad, Yousef

2014-01-16

The primary goal of this project is to study and develop robust iterative methods for solving linear systems of equations and least squares systems. The focus of the Minnesota team is on algorithms development, robustness issues, and on tests and validation of the methods on realistic problems. 1. The project begun with an investigation on how to practically update a preconditioner obtained from an ILU-type factorization, when the coefficient matrix changes. 2. We investigated strategies to improve robustness in parallel preconditioners in a specific case of a PDE with discontinuous coefficients. 3. We explored ways to adapt standard preconditioners formore » solving linear systems arising from the Helmholtz equation. These are often difficult linear systems to solve by iterative methods. 4. We have also worked on purely theoretical issues related to the analysis of Krylov subspace methods for linear systems. 5. We developed an effective strategy for performing ILU factorizations for the case when the matrix is highly indefinite. The strategy uses shifting in some optimal way. The method was extended to the solution of Helmholtz equations by using complex shifts, yielding very good results in many cases. 6. We addressed the difficult problem of preconditioning sparse systems of equations on GPUs. 7. A by-product of the above work is a software package consisting of an iterative solver library for GPUs based on CUDA. This was made publicly available. It was the first such library that offers complete iterative solvers for GPUs. 8. We considered another form of ILU which blends coarsening techniques from Multigrid with algebraic multilevel methods. 9. We have released a new version on our parallel solver - called pARMS [new version is version 3]. As part of this we have tested the code in complex settings - including the solution of Maxwell and Helmholtz equations and for a problem of crystal growth.10. As an application of polynomial preconditioning we considered the problem of evaluating f(A)v which arises in statistical sampling. 11. As an application to the methods we developed, we tackled the problem of computing the diagonal of the inverse of a matrix. This arises in statistical applications as well as in many applications in physics. We explored probing methods as well as domain-decomposition type methods. 12. A collaboration with researchers from Toulouse, France, considered the important problem of computing the Schur complement in a domain-decomposition approach. 13. We explored new ways of preconditioning linear systems, based on low-rank approximations.« less

A new application of algebraic geometry to systems theory

NASA Technical Reports Server (NTRS)

Martin, C. F.; Hermann, R.

1976-01-01

Following an introduction to algebraic geometry, the dominant morphism theorem is stated, and the application of this theorem to systems-theoretic problems, such as the feedback problem, is discussed. The Gaussian elimination method used for solving linear equations is shown to be an example of a dominant morphism.

A Relaxation Method for Nonlocal and Non-Hermitian Operators

NASA Astrophysics Data System (ADS)

Lagaris, I. E.; Papageorgiou, D. G.; Braun, M.; Sofianos, S. A.

1996-06-01

We present a grid method to solve the time dependent Schrödinger equation (TDSE). It uses the Crank-Nicholson scheme to propagate the wavefunction forward in time and finite differences to approximate the derivative operators. The resulting sparse linear system is solved by the symmetric successive overrelaxation iterative technique. The method handles local and nonlocal interactions and Hamiltonians that correspond to either Hermitian or to non-Hermitian matrices with real eigenvalues. We test the method by solving the TDSE in the imaginary time domain, thus converting the time propagation to asymptotic relaxation. Benchmark problems solved are both in one and two dimensions, with local, nonlocal, Hermitian and non-Hermitian Hamiltonians.

Overview of Krylov subspace methods with applications to control problems

NASA Technical Reports Server (NTRS)

Saad, Youcef

1989-01-01

An overview of projection methods based on Krylov subspaces are given with emphasis on their application to solving matrix equations that arise in control problems. The main idea of Krylov subspace methods is to generate a basis of the Krylov subspace Span and seek an approximate solution the the original problem from this subspace. Thus, the original matrix problem of size N is approximated by one of dimension m typically much smaller than N. Krylov subspace methods have been very successful in solving linear systems and eigenvalue problems and are now just becoming popular for solving nonlinear equations. It is shown how they can be used to solve partial pole placement problems, Sylvester's equation, and Lyapunov's equation.

An Example of Competence-Based Learning: Use of Maxima in Linear Algebra for Engineers

ERIC Educational Resources Information Center

Diaz, Ana; Garcia, Alfonsa; de la Villa, Agustin

2011-01-01

This paper analyses the role of Computer Algebra Systems (CAS) in a model of learning based on competences. The proposal is an e-learning model Linear Algebra course for Engineering, which includes the use of a CAS (Maxima) and focuses on problem solving. A reference model has been taken from the Spanish Open University. The proper use of CAS is…

Extended Decentralized Linear-Quadratic-Gaussian Control

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell

2000-01-01

A straightforward extension of a solution to the decentralized linear-Quadratic-Gaussian problem is proposed that allows its use for commonly encountered classes of problems that are currently solved with the extended Kalman filter. This extension allows the system to be partitioned in such a way as to exclude the nonlinearities from the essential algebraic relationships that allow the estimation and control to be optimally decentralized.

The Seismic Tool-Kit (STK): an open source software for seismology and signal processing.

NASA Astrophysics Data System (ADS)

Reymond, Dominique

2016-04-01

We present an open source software project (GNU public license), named STK: Seismic ToolKit, that is dedicated mainly for seismology and signal processing. The STK project that started in 2007, is hosted by SourceForge.net, and count more than 19 500 downloads at the date of writing. The STK project is composed of two main branches: First, a graphical interface dedicated to signal processing (in the SAC format (SAC_ASCII and SAC_BIN): where the signal can be plotted, zoomed, filtered, integrated, derivated, ... etc. (a large variety of IFR and FIR filter is proposed). The estimation of spectral density of the signal are performed via the Fourier transform, with visualization of the Power Spectral Density (PSD) in linear or log scale, and also the evolutive time-frequency representation (or sonagram). The 3-components signals can be also processed for estimating their polarization properties, either for a given window, or either for evolutive windows along the time. This polarization analysis is useful for extracting the polarized noises, differentiating P waves, Rayleigh waves, Love waves, ... etc. Secondly, a panel of Utilities-Program are proposed for working in a terminal mode, with basic programs for computing azimuth and distance in spherical geometry, inter/auto-correlation, spectral density, time-frequency for an entire directory of signals, focal planes, and main components axis, radiation pattern of P waves, Polarization analysis of different waves (including noize), under/over-sampling the signals, cubic-spline smoothing, and linear/non linear regression analysis of data set. A MINimum library of Linear AlGebra (MIN-LINAG) is also provided for computing the main matrix process like: QR/QL decomposition, Cholesky solve of linear system, finding eigen value/eigen vectors, QR-solve/Eigen-solve of linear equations systems ... etc. STK is developed in C/C++, mainly under Linux OS, and it has been also partially implemented under MS-Windows. Usefull links: http://sourceforge.net/projects/seismic-toolkit/ http://sourceforge.net/p/seismic-toolkit/wiki/browse_pages/

Sum-of-Squares-Based Region of Attraction Analysis for Gain-Scheduled Three-Loop Autopilot

NASA Astrophysics Data System (ADS)

Seo, Min-Won; Kwon, Hyuck-Hoon; Choi, Han-Lim

2018-04-01

A conventional method of designing a missile autopilot is to linearize the original nonlinear dynamics at several trim points, then to determine linear controllers for each linearized model, and finally implement gain-scheduling technique. The validation of such a controller is often based on linear system analysis for the linear closed-loop system at the trim conditions. Although this type of gain-scheduled linear autopilot works well in practice, validation based solely on linear analysis may not be sufficient to fully characterize the closed-loop system especially when the aerodynamic coefficients exhibit substantial nonlinearity with respect to the flight condition. The purpose of this paper is to present a methodology for analyzing the stability of a gain-scheduled controller in a setting close to the original nonlinear setting. The method is based on sum-of-squares (SOS) optimization that can be used to characterize the region of attraction of a polynomial system by solving convex optimization problems. The applicability of the proposed SOS-based methodology is verified on a short-period autopilot of a skid-to-turn missile.

On the solution of the generalized wave and generalized sine-Gordon equations

NASA Technical Reports Server (NTRS)

Ablowitz, M. J.; Beals, R.; Tenenblat, K.

1986-01-01

The generalized wave equation and generalized sine-Gordon equations are known to be natural multidimensional differential geometric generalizations of the classical two-dimensional versions. In this paper, a system of linear differential equations is associated with these equations, and it is shown how the direct and inverse problems can be solved for appropriately decaying data on suitable lines. An initial-boundary value problem is solved for these equations.

Composite solvers for linear saddle point problems arising from the incompressible Stokes equations with highly heterogeneous viscosity structure

NASA Astrophysics Data System (ADS)

Sanan, P.; Schnepp, S. M.; May, D.; Schenk, O.

2014-12-01

Geophysical applications require efficient forward models for non-linear Stokes flow on high resolution spatio-temporal domains. The bottleneck in applying the forward model is solving the linearized, discretized Stokes problem which takes the form of a large, indefinite (saddle point) linear system. Due to the heterogeniety of the effective viscosity in the elliptic operator, devising effective preconditioners for saddle point problems has proven challenging and highly problem-dependent. Nevertheless, at least three approaches show promise for preconditioning these difficult systems in an algorithmically scalable way using multigrid and/or domain decomposition techniques. The first is to work with a hierarchy of coarser or smaller saddle point problems. The second is to use the Schur complement method to decouple and sequentially solve for the pressure and velocity. The third is to use the Schur decomposition to devise preconditioners for the full operator. These involve sub-solves resembling inexact versions of the sequential solve. The choice of approach and sub-methods depends crucially on the motivating physics, the discretization, and available computational resources. Here we examine the performance trade-offs for preconditioning strategies applied to idealized models of mantle convection and lithospheric dynamics, characterized by large viscosity gradients. Due to the arbitrary topological structure of the viscosity field in geodynamical simulations, we utilize low order, inf-sup stable mixed finite element spatial discretizations which are suitable when sharp viscosity variations occur in element interiors. Particular attention is paid to possibilities within the decoupled and approximate Schur complement factorization-based monolithic approaches to leverage recently-developed flexible, communication-avoiding, and communication-hiding Krylov subspace methods in combination with `heavy' smoothers, which require solutions of large per-node sub-problems, well-suited to solution on hybrid computational clusters. To manage the combinatorial explosion of solver options (which include hybridizations of all the approaches mentioned above), we leverage the modularity of the PETSc library.

Preconditioned alternating direction method of multipliers for inverse problems with constraints

NASA Astrophysics Data System (ADS)

Jiao, Yuling; Jin, Qinian; Lu, Xiliang; Wang, Weijie

2017-02-01

We propose a preconditioned alternating direction method of multipliers (ADMM) to solve linear inverse problems in Hilbert spaces with constraints, where the feature of the sought solution under a linear transformation is captured by a possibly non-smooth convex function. During each iteration step, our method avoids solving large linear systems by choosing a suitable preconditioning operator. In case the data is given exactly, we prove the convergence of our preconditioned ADMM without assuming the existence of a Lagrange multiplier. In case the data is corrupted by noise, we propose a stopping rule using information on noise level and show that our preconditioned ADMM is a regularization method; we also propose a heuristic rule when the information on noise level is unavailable or unreliable and give its detailed analysis. Numerical examples are presented to test the performance of the proposed method.

A decentralized process for finding equilibria given by linear equations.

PubMed Central

Reiter, S

1994-01-01

I present a decentralized process for finding the equilibria of an economy characterized by a finite number of linear equilibrium conditions. The process finds all equilibria or, if there are none, reports that, in a finite number of steps at most equal to the number of equations. The communication and computational complexity compare favorably with other decentralized processes. The process may also be interpreted as an algorithm for solving a distributed system of linear equations. Comparisons with the Linpack program for LU (lower and upper triangular decomposition of the matrix of the equation system, a version of Gaussian elimination) are presented. PMID:11607486

A composite step conjugate gradients squared algorithm for solving nonsymmetric linear systems

NASA Astrophysics Data System (ADS)

Chan, Tony; Szeto, Tedd

1994-03-01

We propose a new and more stable variant of the CGS method [27] for solving nonsymmetric linear systems. The method is based on squaring the Composite Step BCG method, introduced recently by Bank and Chan [1,2], which itself is a stabilized variant of BCG in that it skips over steps for which the BCG iterate is not defined and causes one kind of breakdown in BCG. By doing this, we obtain a method (Composite Step CGS or CSCGS) which not only handles the breakdowns described above, but does so with the advantages of CGS, namely, no multiplications by the transpose matrix and a faster convergence rate than BCG. Our strategy for deciding whether to skip a step does not involve any machine dependent parameters and is designed to skip near breakdowns as well as produce smoother iterates. Numerical experiments show that the new method does produce improved performance over CGS on practical problems.

Solving very large, sparse linear systems on mesh-connected parallel computers

NASA Technical Reports Server (NTRS)

Opsahl, Torstein; Reif, John

1987-01-01

The implementation of Pan and Reif's Parallel Nested Dissection (PND) algorithm on mesh connected parallel computers is described. This is the first known algorithm that allows very large, sparse linear systems of equations to be solved efficiently in polylog time using a small number of processors. How the processor bound of PND can be matched to the number of processors available on a given parallel computer by slowing down the algorithm by constant factors is described. Also, for the important class of problems where G(A) is a grid graph, a unique memory mapping that reduces the inter-processor communication requirements of PND to those that can be executed on mesh connected parallel machines is detailed. A description of an implementation on the Goodyear Massively Parallel Processor (MPP), located at Goddard is given. Also, a detailed discussion of data mappings and performance issues is given.

Solving Graph Laplacian Systems Through Recursive Bisections and Two-Grid Preconditioning

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

Ponce, Colin; Vassilevski, Panayot S.

2016-02-18

We present a parallelizable direct method for computing the solution to graph Laplacian-based linear systems derived from graphs that can be hierarchically bipartitioned with small edge cuts. For a graph of size n with constant-size edge cuts, our method decomposes a graph Laplacian in time O(n log n), and then uses that decomposition to perform a linear solve in time O(n log n). We then use the developed technique to design a preconditioner for graph Laplacians that do not have this property. Finally, we augment this preconditioner with a two-grid method that accounts for much of the preconditioner's weaknesses. Wemore » present an analysis of this method, as well as a general theorem for the condition number of a general class of two-grid support graph-based preconditioners. Numerical experiments illustrate the performance of the studied methods.« less

Algorithm 937: MINRES-QLP for Symmetric and Hermitian Linear Equations and Least-Squares Problems

PubMed Central

Choi, Sou-Cheng T.; Saunders, Michael A.

2014-01-01

We describe algorithm MINRES-QLP and its FORTRAN 90 implementation for solving symmetric or Hermitian linear systems or least-squares problems. If the system is singular, MINRES-QLP computes the unique minimum-length solution (also known as the pseudoinverse solution), which generally eludes MINRES. In all cases, it overcomes a potential instability in the original MINRES algorithm. A positive-definite pre-conditioner may be supplied. Our FORTRAN 90 implementation illustrates a design pattern that allows users to make problem data known to the solver but hidden and secure from other program units. In particular, we circumvent the need for reverse communication. Example test programs input and solve real or complex problems specified in Matrix Market format. While we focus here on a FORTRAN 90 implementation, we also provide and maintain MATLAB versions of MINRES and MINRES-QLP. PMID:25328255

Optimal control of coupled parabolic-hyperbolic non-autonomous PDEs: infinite-dimensional state-space approach

NASA Astrophysics Data System (ADS)

Aksikas, I.; Moghadam, A. Alizadeh; Forbes, J. F.

2018-04-01

This paper deals with the design of an optimal state-feedback linear-quadratic (LQ) controller for a system of coupled parabolic-hypebolic non-autonomous partial differential equations (PDEs). The infinite-dimensional state space representation and the corresponding operator Riccati differential equation are used to solve the control problem. Dynamical properties of the coupled system of interest are analysed to guarantee the existence and uniqueness of the solution of the LQ-optimal control problem and also to guarantee the exponential stability of the closed-loop system. Thanks to the eigenvalues and eigenfunctions of the parabolic operator and also the fact that the hyperbolic-associated operator Riccati differential equation can be converted to a scalar Riccati PDE, an algorithm to solve the LQ control problem has been presented. The results are applied to a non-isothermal packed-bed catalytic reactor. The LQ optimal controller designed in the early portion of the paper is implemented for the original non-linear model. Numerical simulations are performed to show the controller performances.

Parameterized LMI Based Diagonal Dominance Compensator Study for Polynomial Linear Parameter Varying System

NASA Astrophysics Data System (ADS)

Han, Xiaobao; Li, Huacong; Jia, Qiusheng

2017-12-01

For dynamic decoupling of polynomial linear parameter varying(PLPV) system, a robust dominance pre-compensator design method is given. The parameterized precompensator design problem is converted into an optimal problem constrained with parameterized linear matrix inequalities(PLMI) by using the conception of parameterized Lyapunov function(PLF). To solve the PLMI constrained optimal problem, the precompensator design problem is reduced into a normal convex optimization problem with normal linear matrix inequalities (LMI) constraints on a new constructed convex polyhedron. Moreover, a parameter scheduling pre-compensator is achieved, which satisfies robust performance and decoupling performances. Finally, the feasibility and validity of the robust diagonal dominance pre-compensator design method are verified by the numerical simulation on a turbofan engine PLPV model.

Parallel Dynamics Simulation Using a Krylov-Schwarz Linear Solution Scheme

DOE PAGES

Abhyankar, Shrirang; Constantinescu, Emil M.; Smith, Barry F.; ...

2016-11-07

Fast dynamics simulation of large-scale power systems is a computational challenge because of the need to solve a large set of stiff, nonlinear differential-algebraic equations at every time step. The main bottleneck in dynamic simulations is the solution of a linear system during each nonlinear iteration of Newton’s method. In this paper, we present a parallel Krylov- Schwarz linear solution scheme that uses the Krylov subspacebased iterative linear solver GMRES with an overlapping restricted additive Schwarz preconditioner. As a result, performance tests of the proposed Krylov-Schwarz scheme for several large test cases ranging from 2,000 to 20,000 buses, including amore » real utility network, show good scalability on different computing architectures.« less

Parallel Dynamics Simulation Using a Krylov-Schwarz Linear Solution Scheme

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

Abhyankar, Shrirang; Constantinescu, Emil M.; Smith, Barry F.

Fast dynamics simulation of large-scale power systems is a computational challenge because of the need to solve a large set of stiff, nonlinear differential-algebraic equations at every time step. The main bottleneck in dynamic simulations is the solution of a linear system during each nonlinear iteration of Newton’s method. In this paper, we present a parallel Krylov- Schwarz linear solution scheme that uses the Krylov subspacebased iterative linear solver GMRES with an overlapping restricted additive Schwarz preconditioner. As a result, performance tests of the proposed Krylov-Schwarz scheme for several large test cases ranging from 2,000 to 20,000 buses, including amore » real utility network, show good scalability on different computing architectures.« less

A fresh look at linear ordinary differential equations with constant coefficients. Revisiting the impulsive response method using factorization

NASA Astrophysics Data System (ADS)

Camporesi, Roberto

2016-01-01

We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations of any order based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of the other more advanced approaches: Laplace transform, linear systems, the general theory of linear equations with variable coefficients and variation of parameters. The approach presented here can be used in a first course on differential equations for science and engineering majors.

Model predictive control of non-linear systems over networks with data quantization and packet loss.

PubMed

Yu, Jimin; Nan, Liangsheng; Tang, Xiaoming; Wang, Ping

2015-11-01

This paper studies the approach of model predictive control (MPC) for the non-linear systems under networked environment where both data quantization and packet loss may occur. The non-linear controlled plant in the networked control system (NCS) is represented by a Tagaki-Sugeno (T-S) model. The sensed data and control signal are quantized in both links and described as sector bound uncertainties by applying sector bound approach. Then, the quantized data are transmitted in the communication networks and may suffer from the effect of packet losses, which are modeled as Bernoulli process. A fuzzy predictive controller which guarantees the stability of the closed-loop system is obtained by solving a set of linear matrix inequalities (LMIs). A numerical example is given to illustrate the effectiveness of the proposed method. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

A Chess-Like Game for Teaching Engineering Students to Solve Large System of Simultaneous Linear Equations

NASA Technical Reports Server (NTRS)

Nguyen, Duc T.; Mohammed, Ahmed Ali; Kadiam, Subhash

2010-01-01

Solving large (and sparse) system of simultaneous linear equations has been (and continues to be) a major challenging problem for many real-world engineering/science applications [1-2]. For many practical/large-scale problems, the sparse, Symmetrical and Positive Definite (SPD) system of linear equations can be conveniently represented in matrix notation as [A] {x} = {b} , where the square coefficient matrix [A] and the Right-Hand-Side (RHS) vector {b} are known. The unknown solution vector {x} can be efficiently solved by the following step-by-step procedures [1-2]: Reordering phase, Matrix Factorization phase, Forward solution phase, and Backward solution phase. In this research work, a Game-Based Learning (GBL) approach has been developed to help engineering students to understand crucial details about matrix reordering and factorization phases. A "chess-like" game has been developed and can be played by either a single player, or two players. Through this "chess-like" open-ended game, the players/learners will not only understand the key concepts involved in reordering algorithms (based on existing algorithms), but also have the opportunities to "discover new algorithms" which are better than existing algorithms. Implementing the proposed "chess-like" game for matrix reordering and factorization phases can be enhanced by FLASH [3] computer environments, where computer simulation with animated human voice, sound effects, visual/graphical/colorful displays of matrix tables, score (or monetary) awards for the best game players, etc. can all be exploited. Preliminary demonstrations of the developed GBL approach can be viewed by anyone who has access to the internet web-site [4]!

Numerical methods for solving moment equations in kinetic theory of neuronal network dynamics

NASA Astrophysics Data System (ADS)

Rangan, Aaditya V.; Cai, David; Tao, Louis

2007-02-01

Recently developed kinetic theory and related closures for neuronal network dynamics have been demonstrated to be a powerful theoretical framework for investigating coarse-grained dynamical properties of neuronal networks. The moment equations arising from the kinetic theory are a system of (1 + 1)-dimensional nonlinear partial differential equations (PDE) on a bounded domain with nonlinear boundary conditions. The PDEs themselves are self-consistently specified by parameters which are functions of the boundary values of the solution. The moment equations can be stiff in space and time. Numerical methods are presented here for efficiently and accurately solving these moment equations. The essential ingredients in our numerical methods include: (i) the system is discretized in time with an implicit Euler method within a spectral deferred correction framework, therefore, the PDEs of the kinetic theory are reduced to a sequence, in time, of boundary value problems (BVPs) with nonlinear boundary conditions; (ii) a set of auxiliary parameters is introduced to recast the original BVP with nonlinear boundary conditions as BVPs with linear boundary conditions - with additional algebraic constraints on the auxiliary parameters; (iii) a careful combination of two Newton's iterates for the nonlinear BVP with linear boundary condition, interlaced with a Newton's iterate for solving the associated algebraic constraints is constructed to achieve quadratic convergence for obtaining the solutions with self-consistent parameters. It is shown that a simple fixed-point iteration can only achieve a linear convergence for the self-consistent parameters. The practicability and efficiency of our numerical methods for solving the moment equations of the kinetic theory are illustrated with numerical examples. It is further demonstrated that the moment equations derived from the kinetic theory of neuronal network dynamics can very well capture the coarse-grained dynamical properties of integrate-and-fire neuronal networks.

On linearization and preconditioning for radiation diffusion coupled to material thermal conduction equations

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

Feng, Tao, E-mail: fengtao2@mail.ustc.edu.cn; Graduate School of China Academy Engineering Physics, Beijing 100083; An, Hengbin, E-mail: an_hengbin@iapcm.ac.cn

2013-03-01

Jacobian-free Newton–Krylov (JFNK) method is an effective algorithm for solving large scale nonlinear equations. One of the most important advantages of JFNK method is that there is no necessity to form and store the Jacobian matrix of the nonlinear system when JFNK method is employed. However, an approximation of the Jacobian is needed for the purpose of preconditioning. In this paper, JFNK method is employed to solve a class of non-equilibrium radiation diffusion coupled to material thermal conduction equations, and two preconditioners are designed by linearizing the equations in two methods. Numerical results show that the two preconditioning methods canmore » improve the convergence behavior and efficiency of JFNK method.« less

Three-dimensional unstructured grid Euler computations using a fully-implicit, upwind method

NASA Technical Reports Server (NTRS)

Whitaker, David L.

1993-01-01

A method has been developed to solve the Euler equations on a three-dimensional unstructured grid composed of tetrahedra. The method uses an upwind flow solver with a linearized, backward-Euler time integration scheme. Each time step results in a sparse linear system of equations which is solved by an iterative, sparse matrix solver. Local-time stepping, switched evolution relaxation (SER), preconditioning and reuse of the Jacobian are employed to accelerate the convergence rate. Implicit boundary conditions were found to be extremely important for fast convergence. Numerical experiments have shown that convergence rates comparable to that of a multigrid, central-difference scheme are achievable on the same mesh. Results are presented for several grids about an ONERA M6 wing.

Solving the Problem of Bending of Multiply Connected Plates with Elastic Inclusions

NASA Astrophysics Data System (ADS)

Kaloerov, S. A.; Koshkin, A. A.

2017-11-01

This paper describes a method for determining the strain state of a thin anisotropic plate with elastic arbitrarily arranged elliptical inclusions. Complex potentials are used to reduce the problem to determining functions of generalized complex variables, which, in turn, comes down to an overdetermined system of linear algebraic equations, solved by singular expansions. This paper presents the results of numerical calculations that helped establish the influence of rigidity of elastic inclusions, distances between inclusions, and their geometric characteristics on the bending moments occurring in the plate. It is found that the specific properties of distribution of moments near the apexes of linear elastic inclusions, characterized by moment intensity coefficients, occur only in the case of sufficiently rigid and elastic inclusions.

Robust H(infinity) tracking control of boiler-turbine systems.

PubMed

Wu, J; Nguang, S K; Shen, J; Liu, G; Li, Y G

2010-07-01

In this paper, the problem of designing a fuzzy H(infinity) state feedback tracking control of a boiler-turbine is solved. First, the Takagi and Sugeno fuzzy model is used to model a boiler-turbine system. Next, based on the Takagi and Sugeno fuzzy model, sufficient conditions for the existence of a fuzzy H(infinity) nonlinear state feedback tracking control are derived in terms of linear matrix inequalities. The advantage of the proposed tracking control design is that it does not involve feedback linearization technique and complicated adaptive scheme. An industrial boiler-turbine system is used to illustrate the effectiveness of the proposed design as compared with a linearized approach. 2010 ISA. Published by Elsevier Ltd. All rights reserved.

Computational methods of robust controller design for aerodynamic flutter suppression

NASA Technical Reports Server (NTRS)

Anderson, L. R.

1981-01-01

The development of Riccati iteration, a tool for the design and analysis of linear control systems is examined. First, Riccati iteration is applied to the problem of pole placement and order reduction in two-time scale control systems. Order reduction, yielding a good approximation to the original system, is demonstrated using a 16th order linear model of a turbofan engine. Next, a numerical method for solving the Riccati equation is presented and demonstrated for a set of eighth order random examples. A literature review of robust controller design methods follows which includes a number of methods for reducing the trajectory and performance index sensitivity in linear regulators. Lastly, robust controller design for large parameter variations is discussed.

Evaluating Simultaneous Integrals

ERIC Educational Resources Information Center

Kwong, Harris

2012-01-01

Many integrals require two successive applications of integration by parts. During the process, another integral of similar type is often invoked. We propose a method which can integrate these two integrals simultaneously. All we need is to solve a linear system of equations.

Solution of underdetermined systems of equations with gridded a priori constraints.

PubMed

Stiros, Stathis C; Saltogianni, Vasso

2014-01-01

The TOPINV, Topological Inversion algorithm (or TGS, Topological Grid Search) initially developed for the inversion of highly non-linear redundant systems of equations, can solve a wide range of underdetermined systems of non-linear equations. This approach is a generalization of a previous conclusion that this algorithm can be used for the solution of certain integer ambiguity problems in Geodesy. The overall approach is based on additional (a priori) information for the unknown variables. In the past, such information was used either to linearize equations around approximate solutions, or to expand systems of observation equations solved on the basis of generalized inverses. In the proposed algorithm, the a priori additional information is used in a third way, as topological constraints to the unknown n variables, leading to an R(n) grid containing an approximation of the real solution. The TOPINV algorithm does not focus on point-solutions, but exploits the structural and topological constraints in each system of underdetermined equations in order to identify an optimal closed space in the R(n) containing the real solution. The centre of gravity of the grid points defining this space corresponds to global, minimum-norm solutions. The rationale and validity of the overall approach are demonstrated on the basis of examples and case studies, including fault modelling, in comparison with SVD solutions and true (reference) values, in an accuracy-oriented approach.

Numerical methods in Markov chain modeling

NASA Technical Reports Server (NTRS)

Philippe, Bernard; Saad, Youcef; Stewart, William J.

1989-01-01

Several methods for computing stationary probability distributions of Markov chains are described and compared. The main linear algebra problem consists of computing an eigenvector of a sparse, usually nonsymmetric, matrix associated with a known eigenvalue. It can also be cast as a problem of solving a homogeneous singular linear system. Several methods based on combinations of Krylov subspace techniques are presented. The performance of these methods on some realistic problems are compared.

Gauss Elimination: Workhorse of Linear Algebra.

DTIC Science & Technology

1995-08-05

linear algebra computation for solving systems, computing determinants and determining the rank of matrix. All of these are discussed in varying contexts. These include different arithmetic or algebraic setting such as integer arithmetic or polynomial rings as well as conventional real (floating-point) arithmetic. These have effects on both accuracy and complexity analyses of the algorithm. These, too, are covered here. The impact of modern parallel computer architecture on GE is also

Multichannel myopic deconvolution in underwater acoustic channels via low-rank recovery

PubMed Central

Tian, Ning; Byun, Sung-Hoon; Sabra, Karim; Romberg, Justin

2017-01-01

This paper presents a technique for solving the multichannel blind deconvolution problem. The authors observe the convolution of a single (unknown) source with K different (unknown) channel responses; from these channel outputs, the authors want to estimate both the source and the channel responses. The authors show how this classical signal processing problem can be viewed as solving a system of bilinear equations, and in turn can be recast as recovering a rank-1 matrix from a set of linear observations. Results of prior studies in the area of low-rank matrix recovery have identified effective convex relaxations for problems of this type and efficient, scalable heuristic solvers that enable these techniques to work with thousands of unknown variables. The authors show how a priori information about the channels can be used to build a linear model for the channels, which in turn makes solving these systems of equations well-posed. This study demonstrates the robustness of this methodology to measurement noises and parametrization errors of the channel impulse responses with several stylized and shallow water acoustic channel simulations. The performance of this methodology is also verified experimentally using shipping noise recorded on short bottom-mounted vertical line arrays. PMID:28599565

Data Traffic Reduction Schemes for Cholesky Factorization on Asynchronous Multiprocessor Systems

DTIC Science & Technology

1989-06-01

Engineering NASA Langley Research Center Hampton, Virginia 23665-5225 Operated by the Universities Space Research Association DTIC ELECTE NASA jAUG 23...Hampton, VA 23665. ti- 1. Introduction Consider the problem of solving a system of linear equations Ax=b where .4 is an n x n symmetric, positive

SLFP: a stochastic linear fractional programming approach for sustainable waste management.

PubMed

Zhu, H; Huang, G H

2011-12-01

A stochastic linear fractional programming (SLFP) approach is developed for supporting sustainable municipal solid waste management under uncertainty. The SLFP method can solve ratio optimization problems associated with random information, where chance-constrained programming is integrated into a linear fractional programming framework. It has advantages in: (1) comparing objectives of two aspects, (2) reflecting system efficiency, (3) dealing with uncertainty expressed as probability distributions, and (4) providing optimal-ratio solutions under different system-reliability conditions. The method is applied to a case study of waste flow allocation within a municipal solid waste (MSW) management system. The obtained solutions are useful for identifying sustainable MSW management schemes with maximized system efficiency under various constraint-violation risks. The results indicate that SLFP can support in-depth analysis of the interrelationships among system efficiency, system cost and system-failure risk. Copyright © 2011 Elsevier Ltd. All rights reserved.

The method of Ritz applied to the equation of Hamilton. [for pendulum systems

NASA Technical Reports Server (NTRS)

Bailey, C. D.

1976-01-01

Without any reference to the theory of differential equations, the initial value problem of the nonlinear, nonconservative double pendulum system is solved by the application of the method of Ritz to the equation of Hamilton. Also shown is an example of the reduction of the traditional eigenvalue problem of linear, homogeneous, differential equations of motion to the solution of a set of nonhomogeneous algebraic equations. No theory of differential equations is used. Solution of the time-space path of the linear oscillator is demonstrated and compared to the exact solution.

A Study of Convergence of the PMARC Matrices Applicable to WICS Calculations

NASA Technical Reports Server (NTRS)

Ghosh, Amitabha

1997-01-01

This report discusses some analytical procedures to enhance the real time solutions of PMARC matrices applicable to the Wall Interference Correction Scheme (WICS) currently being implemented at the 12 foot Pressure Tunnel. WICS calculations involve solving large linear systems in a reasonably speedy manner necessitating exploring further improvement in solution time. This paper therefore presents some of the associated theory of the solution of linear systems. Then it discusses a geometrical interpretation of the residual correction schemes. Finally some results of the current investigation are presented.

A Study of Convergence of the PMARC Matrices Applicable to WICS Calculations

NASA Technical Reports Server (NTRS)

Ghosh, Amitabha

1997-01-01

This report discusses some analytical procedures to enhance the real time solutions of PMARC matrices applicable to the Wall Interference Correction Scheme (WICS) currently being implemented at the 12 foot Pressure Tunell. WICS calculations involve solving large linear systems in a reasonably speedy manner necessitating exploring further improvement in solution time. This paper therefore presents some of the associated theory of the solution of linear systems. Then it discusses a geometrical interpretation of the residual correction schemes. Finally, some results of the current investigation are presented.

STAR adaptation of QR algorithm. [program for solving over-determined systems of linear equations

NASA Technical Reports Server (NTRS)

Shah, S. N.

1981-01-01

The QR algorithm used on a serial computer and executed on the Control Data Corporation 6000 Computer was adapted to execute efficiently on the Control Data STAR-100 computer. How the scalar program was adapted for the STAR-100 and why these adaptations yielded an efficient STAR program is described. Program listings of the old scalar version and the vectorized SL/1 version are presented in the appendices. Execution times for the two versions applied to the same system of linear equations, are compared.

A numerical method for solving systems of linear ordinary differential equations with rapidly oscillating solutions

NASA Technical Reports Server (NTRS)

Bernstein, Ira B.; Brookshaw, Leigh; Fox, Peter A.

1992-01-01

The present numerical method for accurate and efficient solution of systems of linear equations proceeds by numerically developing a set of basis solutions characterized by slowly varying dependent variables. The solutions thus obtained are shown to have a computational overhead largely independent of the small size of the scale length which characterizes the solutions; in many cases, the technique obviates series solutions near singular points, and its known sources of error can be easily controlled without a substantial increase in computational time.

Two-dimensional computer simulation of EMVJ and grating solar cells under AMO illumination

NASA Technical Reports Server (NTRS)

Gray, J. L.; Schwartz, R. J.

1984-01-01

A computer program, SCAP2D (Solar Cell Analysis Program in 2-Dimensions), is used to evaluate the Etched Multiple Vertical Junction (EMVJ) and grating solar cells. The aim is to demonstrate how SCAP2D can be used to evaluate cell designs. The cell designs studied are by no means optimal designs. The SCAP2D program solves the three coupled, nonlinear partial differential equations, Poisson's Equation and the hole and electron continuity equations, simultaneously in two-dimensions using finite differences to discretize the equations and Newton's Method to linearize them. The variables solved for are the electrostatic potential and the hole and electron concentrations. Each linear system of equations is solved directly by Gaussian Elimination. Convergence of the Newton Iteration is assumed when the largest correction to the electrostatic potential or hole or electron quasi-potential is less than some predetermined error. A typical problem involves 2000 nodes with a Jacobi matrix of order 6000 and a bandwidth of 243.

The Use of Efficient Broadcast Protocols in Asynchronous Distributed Systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Schmuck, Frank Bernhard

1988-01-01

Reliable broadcast protocols are important tools in distributed and fault-tolerant programming. They are useful for sharing information and for maintaining replicated data in a distributed system. However, a wide range of such protocols has been proposed. These protocols differ in their fault tolerance and delivery ordering characteristics. There is a tradeoff between the cost of a broadcast protocol and how much ordering it provides. It is, therefore, desirable to employ protocols that support only a low degree of ordering whenever possible. This dissertation presents techniques for deciding how strongly ordered a protocol is necessary to solve a given application problem. It is shown that there are two distinct classes of application problems: problems that can be solved with efficient, asynchronous protocols, and problems that require global ordering. The concept of a linearization function that maps partially ordered sets of events to totally ordered histories is introduced. How to construct an asynchronous implementation that solves a given problem if a linearization function for it can be found is shown. It is proved that in general the question of whether a problem has an asynchronous solution is undecidable. Hence there exists no general algorithm that would automatically construct a suitable linearization function for a given problem. Therefore, an important subclass of problems that have certain commutativity properties are considered. Techniques for constructing asynchronous implementations for this class are presented. These techniques are useful for constructing efficient asynchronous implementations for a broad range of practical problems.

Numerical method for solution of systems of non-stationary spatially one-dimensional nonlinear differential equations

NASA Technical Reports Server (NTRS)

Morozov, S. K.; Krasitskiy, O. P.

1978-01-01

A computational scheme and a standard program is proposed for solving systems of nonstationary spatially one-dimensional nonlinear differential equations using Newton's method. The proposed scheme is universal in its applicability and its reduces to a minimum the work of programming. The program is written in the FORTRAN language and can be used without change on electronic computers of type YeS and BESM-6. The standard program described permits the identification of nonstationary (or stationary) solutions to systems of spatially one-dimensional nonlinear (or linear) partial differential equations. The proposed method may be used to solve a series of geophysical problems which take chemical reactions, diffusion, and heat conductivity into account, to evaluate nonstationary thermal fields in two-dimensional structures when in one of the geometrical directions it can take a small number of discrete levels, and to solve problems in nonstationary gas dynamics.

An implicit boundary integral method for computing electric potential of macromolecules in solvent

NASA Astrophysics Data System (ADS)

Zhong, Yimin; Ren, Kui; Tsai, Richard

2018-04-01

A numerical method using implicit surface representations is proposed to solve the linearized Poisson-Boltzmann equation that arises in mathematical models for the electrostatics of molecules in solvent. The proposed method uses an implicit boundary integral formulation to derive a linear system defined on Cartesian nodes in a narrowband surrounding the closed surface that separates the molecule and the solvent. The needed implicit surface is constructed from the given atomic description of the molecules, by a sequence of standard level set algorithms. A fast multipole method is applied to accelerate the solution of the linear system. A few numerical studies involving some standard test cases are presented and compared to other existing results.

Design of LPV fault-tolerant controller for pitch system of wind turbine

NASA Astrophysics Data System (ADS)

Wu, Dinghui; Zhang, Xiaolin

2017-07-01

To address failures of wind turbine pitch-angle sensors, traditional wind turbine linear parameter varying (LPV) model is transformed into a double-layer convex polyhedron LPV model. On the basis of this model, when the plurality of the sensor undergoes failure and details of the failure are inconvenient to obtain, each sub-controller is designed using distributed thought and gain scheduling method. The final controller is obtained using all of the sub-controllers by a convex combination. The design method corrects the errors of the linear model, improves the linear degree of the system, and solves the problem of multiple pitch angle faults to ensure stable operation of the wind turbine.

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

Wollaber, Allan Benton; Park, HyeongKae; Lowrie, Robert Byron

Moment-based acceleration via the development of “high-order, low-order” (HO-LO) algorithms has provided substantial accuracy and efficiency enhancements for solutions of the nonlinear, thermal radiative transfer equations by CCS-2 and T-3 staff members. Accuracy enhancements over traditional, linearized methods are obtained by solving a nonlinear, timeimplicit HO-LO system via a Jacobian-free Newton Krylov procedure. This also prevents the appearance of non-physical maximum principle violations (“temperature spikes”) associated with linearization. Efficiency enhancements are obtained in part by removing “effective scattering” from the linearized system. In this highlight, we summarize recent work in which we formally extended the HO-LO radiation algorithm to includemore » operator-split radiation-hydrodynamics.« less

Computing the Evans function via solving a linear boundary value ODE

NASA Astrophysics Data System (ADS)

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

2015-11-01

Determining the stability of traveling wave solutions to partial differential equations can oftentimes be computationally intensive but of great importance to understanding the effects of perturbations on the physical systems (chemical reactions, hydrodynamics, etc.) they model. For waves in one spatial dimension, one may linearize around the wave and form an Evans function - an analytic Wronskian-like function which has zeros that correspond in multiplicity to the eigenvalues of the linearized system. If eigenvalues with a positive real part do not exist, the traveling wave will be stable. Two methods exist for calculating the Evans function numerically: the exterior-product method and the method of continuous orthogonalization. The first is numerically expensive, and the second reformulates the originally linear system as a nonlinear system. We develop a new algorithm for computing the Evans function through appropriate linear boundary-value problems. This algorithm is cheaper than the previous methods, and we prove that it preserves analyticity of the Evans function. We also provide error estimates and implement it on some classical one- and two-dimensional systems, one being the Swift-Hohenberg equation in a channel, to show the advantages.

EZLP: An Interactive Computer Program for Solving Linear Programming Problems. Final Report.

ERIC Educational Resources Information Center

Jarvis, John J.; And Others

Designed for student use in solving linear programming problems, the interactive computer program described (EZLP) permits the student to input the linear programming model in exactly the same manner in which it would be written on paper. This report includes a brief review of the development of EZLP; narrative descriptions of program features,…

Recursive partitioned inversion of large (1500 x 1500) symmetric matrices

NASA Technical Reports Server (NTRS)

Putney, B. H.; Brownd, J. E.; Gomez, R. A.

1976-01-01

A recursive algorithm was designed to invert large, dense, symmetric, positive definite matrices using small amounts of computer core, i.e., a small fraction of the core needed to store the complete matrix. The described algorithm is a generalized Gaussian elimination technique. Other algorithms are also discussed for the Cholesky decomposition and step inversion techniques. The purpose of the inversion algorithm is to solve large linear systems of normal equations generated by working geodetic problems. The algorithm was incorporated into a computer program called SOLVE. In the past the SOLVE program has been used in obtaining solutions published as the Goddard earth models.

Automation of multi-agent control for complex dynamic systems in heterogeneous computational network

NASA Astrophysics Data System (ADS)

Oparin, Gennady; Feoktistov, Alexander; Bogdanova, Vera; Sidorov, Ivan

2017-01-01

The rapid progress of high-performance computing entails new challenges related to solving large scientific problems for various subject domains in a heterogeneous distributed computing environment (e.g., a network, Grid system, or Cloud infrastructure). The specialists in the field of parallel and distributed computing give the special attention to a scalability of applications for problem solving. An effective management of the scalable application in the heterogeneous distributed computing environment is still a non-trivial issue. Control systems that operate in networks, especially relate to this issue. We propose a new approach to the multi-agent management for the scalable applications in the heterogeneous computational network. The fundamentals of our approach are the integrated use of conceptual programming, simulation modeling, network monitoring, multi-agent management, and service-oriented programming. We developed a special framework for an automation of the problem solving. Advantages of the proposed approach are demonstrated on the parametric synthesis example of the static linear regulator for complex dynamic systems. Benefits of the scalable application for solving this problem include automation of the multi-agent control for the systems in a parallel mode with various degrees of its detailed elaboration.

Application of differential transformation method for solving dengue transmission mathematical model

NASA Astrophysics Data System (ADS)

Ndii, Meksianis Z.; Anggriani, Nursanti; Supriatna, Asep K.

2018-03-01

The differential transformation method (DTM) is a semi-analytical numerical technique which depends on Taylor series and has application in many areas including Biomathematics. The aim of this paper is to employ the differential transformation method (DTM) to solve system of non-linear differential equations for dengue transmission mathematical model. Analytical and numerical solutions are determined and the results are compared to that of Runge-Kutta method. We found a good agreement between DTM and Runge-Kutta method.

A variant of nested dissection for solving n by n grid problems

NASA Technical Reports Server (NTRS)

George, A.; Poole, W. G., Jr.; Voigt, R. G.

1976-01-01

Nested dissection orderings are known to be very effective for solving the sparse positive definite linear systems which arise from n by n grid problems. In this paper nested dissection is shown to be the final step of incomplete nested dissection, an ordering which corresponds to the premature termination of dissection. Analyses of the arithmetic and storage requirements for incomplete nested dissection are given, and the ordering is shown to be competitive with nested dissection under certain conditions.

An accurate method for solving a class of fractional Sturm-Liouville eigenvalue problems

NASA Astrophysics Data System (ADS)

Kashkari, Bothayna S. H.; Syam, Muhammed I.

2018-06-01

This article is devoted to both theoretical and numerical study of the eigenvalues of nonsingular fractional second-order Sturm-Liouville problem. In this paper, we implement a fractional-order Legendre Tau method to approximate the eigenvalues. This method transforms the Sturm-Liouville problem to a sparse nonsingular linear system which is solved using the continuation method. Theoretical results for the considered problem are provided and proved. Numerical results are presented to show the efficiency of the proposed method.

Linear and nonlinear response in sheared soft spheres

NASA Astrophysics Data System (ADS)

Tighe, Brian

2013-11-01

Packings of soft spheres provide an idealized model of foams, emulsions, and grains, while also serving as the canonical example of a system undergoing a jamming transition. Packings' mechanical response has now been studied exhaustively in the context of ``strict linear response,'' i.e. by linearizing about a stable static packing and solving the resulting equations of motion. Both because the system is close to a critical point and because the soft sphere pair potential is non-analytic at the point of contact, it is reasonable to ask under what circumstances strict linear response provides a good approximation to the actual response. We simulate sheared soft sphere packings close to jamming and identify two distinct strain scales: (i) the scale on which strict linear response fails, coinciding with a topological change in the packing's contact network; and (ii) the scale on which linear superposition of the averaged stress-strain curve breaks down. This latter scale provides a ``weak linear response'' criterion and is likely to be more experimentally relevant.

Minimax terminal approach problem in two-level hierarchical nonlinear discrete-time dynamical system

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

Shorikov, A. F., E-mail: afshorikov@mail.ru

We consider a discrete–time dynamical system consisting of three controllable objects. The motions of all objects are given by the corresponding vector nonlinear or linear discrete–time recurrent vector relations, and control system for its has two levels: basic (first or I level) that is dominating and subordinate level (second or II level) and both have different criterions of functioning and united a priori by determined informational and control connections defined in advance. For the dynamical system in question, we propose a mathematical formalization in the form of solving a multistep problem of two-level hierarchical minimax program control over the terminalmore » approach process with incomplete information and give a general scheme for its solving.« less

Systems of fuzzy equations in structural mechanics

NASA Astrophysics Data System (ADS)

Skalna, Iwona; Rama Rao, M. V.; Pownuk, Andrzej

2008-08-01

Systems of linear and nonlinear equations with fuzzy parameters are relevant to many practical problems arising in structure mechanics, electrical engineering, finance, economics and physics. In this paper three methods for solving such equations are discussed: method for outer interval solution of systems of linear equations depending linearly on interval parameters, fuzzy finite element method proposed by Rama Rao and sensitivity analysis method. The performance and advantages of presented methods are described with illustrative examples. Extended version of the present paper can be downloaded from the web page of the UTEP [I. Skalna, M.V. Rama Rao, A. Pownuk, Systems of fuzzy equations in structural mechanics, The University of Texas at El Paso, Department of Mathematical Sciences Research Reports Series, , Texas Research Report No. 2007-01, 2007].

Robustness of linear quadratic state feedback designs in the presence of system uncertainty. [application to Augmentor Wing Jet STOL Research Aircraft flare control autopilot design

NASA Technical Reports Server (NTRS)

Patel, R. V.; Toda, M.; Sridhar, B.

1977-01-01

The paper deals with the problem of expressing the robustness (stability) property of a linear quadratic state feedback (LQSF) design quantitatively in terms of bounds on the perturbations (modeling errors or parameter variations) in the system matrices so that the closed-loop system remains stable. Nonlinear time-varying and linear time-invariant perturbations are considered. The only computation required in obtaining a measure of the robustness of an LQSF design is to determine the eigenvalues of two symmetric matrices determined when solving the algebraic Riccati equation corresponding to the LQSF design problem. Results are applied to a complex dynamic system consisting of the flare control of a STOL aircraft. The design of the flare control is formulated as an LQSF tracking problem.

Can Linear Superiorization Be Useful for Linear Optimization Problems?

PubMed Central

Censor, Yair

2017-01-01

Linear superiorization considers linear programming problems but instead of attempting to solve them with linear optimization methods it employs perturbation resilient feasibility-seeking algorithms and steers them toward reduced (not necessarily minimal) target function values. The two questions that we set out to explore experimentally are (i) Does linear superiorization provide a feasible point whose linear target function value is lower than that obtained by running the same feasibility-seeking algorithm without superiorization under identical conditions? and (ii) How does linear superiorization fare in comparison with the Simplex method for solving linear programming problems? Based on our computational experiments presented here, the answers to these two questions are: “yes” and “very well”, respectively. PMID:29335660

Lattice enumeration for inverse molecular design using the signature descriptor.

PubMed

Martin, Shawn

2012-07-23

We describe an inverse quantitative structure-activity relationship (QSAR) framework developed for the design of molecular structures with desired properties. This framework uses chemical fragments encoded with a molecular descriptor known as a signature. It solves a system of linear constrained Diophantine equations to reorganize the fragments into novel molecular structures. The method has been previously applied to problems in drug and materials design but has inherent computational limitations due to the necessity of solving the Diophantine constraints. We propose a new approach to overcome these limitations using the Fincke-Pohst algorithm for lattice enumeration. We benchmark the new approach against previous results on LFA-1/ICAM-1 inhibitory peptides, linear homopolymers, and hydrofluoroether foam blowing agents. Software implementing the new approach is available at www.cs.otago.ac.nz/homepages/smartin.

Parametric optimal control of uncertain systems under an optimistic value criterion

NASA Astrophysics Data System (ADS)

Li, Bo; Zhu, Yuanguo

2018-01-01

It is well known that the optimal control of a linear quadratic model is characterized by the solution of a Riccati differential equation. In many cases, the corresponding Riccati differential equation cannot be solved exactly such that the optimal feedback control may be a complex time-oriented function. In this article, a parametric optimal control problem of an uncertain linear quadratic model under an optimistic value criterion is considered for simplifying the expression of optimal control. Based on the equation of optimality for the uncertain optimal control problem, an approximation method is presented to solve it. As an application, a two-spool turbofan engine optimal control problem is given to show the utility of the proposed model and the efficiency of the presented approximation method.

Quantum algorithms for Gibbs sampling and hitting-time estimation

DOE PAGES

Chowdhury, Anirban Narayan; Somma, Rolando D.

2017-02-01

In this paper, we present quantum algorithms for solving two problems regarding stochastic processes. The first algorithm prepares the thermal Gibbs state of a quantum system and runs in time almost linear in √Nβ/Ζ and polynomial in log(1/ϵ), where N is the Hilbert space dimension, β is the inverse temperature, Ζ is the partition function, and ϵ is the desired precision of the output state. Our quantum algorithm exponentially improves the dependence on 1/ϵ and quadratically improves the dependence on β of known quantum algorithms for this problem. The second algorithm estimates the hitting time of a Markov chain. Formore » a sparse stochastic matrix Ρ, it runs in time almost linear in 1/(ϵΔ 3/2), where ϵ is the absolute precision in the estimation and Δ is a parameter determined by Ρ, and whose inverse is an upper bound of the hitting time. Our quantum algorithm quadratically improves the dependence on 1/ϵ and 1/Δ of the analog classical algorithm for hitting-time estimation. Finally, both algorithms use tools recently developed in the context of Hamiltonian simulation, spectral gap amplification, and solving linear systems of equations.« less

Augmented switching linear dynamical system model for gas concentration estimation with MOX sensors in an open sampling system.

PubMed

Di Lello, Enrico; Trincavelli, Marco; Bruyninckx, Herman; De Laet, Tinne

2014-07-11

In this paper, we introduce a Bayesian time series model approach for gas concentration estimation using Metal Oxide (MOX) sensors in Open Sampling System (OSS). Our approach focuses on the compensation of the slow response of MOX sensors, while concurrently solving the problem of estimating the gas concentration in OSS. The proposed Augmented Switching Linear System model allows to include all the sources of uncertainty arising at each step of the problem in a single coherent probabilistic formulation. In particular, the problem of detecting on-line the current sensor dynamical regime and estimating the underlying gas concentration under environmental disturbances and noisy measurements is formulated and solved as a statistical inference problem. Our model improves, with respect to the state of the art, where system modeling approaches have been already introduced, but only provided an indirect relative measures proportional to the gas concentration and the problem of modeling uncertainty was ignored. Our approach is validated experimentally and the performances in terms of speed of and quality of the gas concentration estimation are compared with the ones obtained using a photo-ionization detector.

Augmented Switching Linear Dynamical System Model for Gas Concentration Estimation with MOX Sensors in an Open Sampling System

PubMed Central

Di Lello, Enrico; Trincavelli, Marco; Bruyninckx, Herman; De Laet, Tinne

2014-01-01

In this paper, we introduce a Bayesian time series model approach for gas concentration estimation using Metal Oxide (MOX) sensors in Open Sampling System (OSS). Our approach focuses on the compensation of the slow response of MOX sensors, while concurrently solving the problem of estimating the gas concentration in OSS. The proposed Augmented Switching Linear System model allows to include all the sources of uncertainty arising at each step of the problem in a single coherent probabilistic formulation. In particular, the problem of detecting on-line the current sensor dynamical regime and estimating the underlying gas concentration under environmental disturbances and noisy measurements is formulated and solved as a statistical inference problem. Our model improves, with respect to the state of the art, where system modeling approaches have been already introduced, but only provided an indirect relative measures proportional to the gas concentration and the problem of modeling uncertainty was ignored. Our approach is validated experimentally and the performances in terms of speed of and quality of the gas concentration estimation are compared with the ones obtained using a photo-ionization detector. PMID:25019637

Three-dimensional forward modeling and inversion of marine CSEM data in anisotropic conductivity structures

NASA Astrophysics Data System (ADS)

Han, B.; Li, Y.

2016-12-01

We present a three-dimensional (3D) forward and inverse modeling code for marine controlled-source electromagnetic (CSEM) surveys in anisotropic media. The forward solution is based on a primary/secondary field approach, in which secondary fields are solved using a staggered finite-volume (FV) method and primary fields are solved for 1D isotropic background models analytically. It is shown that it is rather straightforward to extend the isotopic 3D FV algorithm to a triaxial anisotropic one, while additional coefficients are required to account for full tensor conductivity. To solve the linear system resulting from FV discretization of Maxwell' s equations, both iterative Krylov solvers (e.g. BiCGSTAB) and direct solvers (e.g. MUMPS) have been implemented, makes the code flexible for different computing platforms and different problems. For iterative soloutions, the linear system in terms of electromagnetic potentials (A-Phi) is used to precondition the original linear system, transforming the discretized Curl-Curl equations to discretized Laplace-like equations, thus much more favorable numerical properties can be obtained. Numerical experiments suggest that this A-Phi preconditioner can dramatically improve the convergence rate of an iterative solver and high accuracy can be achieved without divergence correction even for low frequencies. To efficiently calculate the sensitivities, i.e. the derivatives of CSEM data with respect to tensor conductivity, the adjoint method is employed. For inverse modeling, triaxial anisotropy is taken into account. Since the number of model parameters to be resolved of triaxial anisotropic medias is twice or thrice that of isotropic medias, the data-space version of the Gauss-Newton (GN) minimization method is preferred due to its lower computational cost compared with the traditional model-space GN method. We demonstrate the effectiveness of the code with synthetic examples.

On the Numerical Formulation of Parametric Linear Fractional Transformation (LFT) Uncertainty Models for Multivariate Matrix Polynomial Problems

NASA Technical Reports Server (NTRS)

Belcastro, Christine M.

1998-01-01

Robust control system analysis and design is based on an uncertainty description, called a linear fractional transformation (LFT), which separates the uncertain (or varying) part of the system from the nominal system. These models are also useful in the design of gain-scheduled control systems based on Linear Parameter Varying (LPV) methods. Low-order LFT models are difficult to form for problems involving nonlinear parameter variations. This paper presents a numerical computational method for constructing and LFT model for a given LPV model. The method is developed for multivariate polynomial problems, and uses simple matrix computations to obtain an exact low-order LFT representation of the given LPV system without the use of model reduction. Although the method is developed for multivariate polynomial problems, multivariate rational problems can also be solved using this method by reformulating the rational problem into a polynomial form.

Dual solutions of three-dimensional flow and heat transfer over a non-linearly stretching/shrinking sheet

NASA Astrophysics Data System (ADS)

Naganthran, Kohilavani; Nazar, Roslinda; Pop, Ioan

2018-05-01

This study investigated the influence of the non-linearly stretching/shrinking sheet on the boundary layer flow and heat transfer. A proper similarity transformation simplified the system of partial differential equations into a system of ordinary differential equations. This system of similarity equations is then solved numerically by using the bvp4c function in the MATLAB software. The generated numerical results presented graphically and discussed in the relevance of the governing parameters. Dual solutions found as the sheet stretched and shrunk in the horizontal direction. Stability analysis showed that the first solution is physically realizable whereas the second solution is not practicable.

Computing the Moore-Penrose Inverse of a Matrix with a Computer Algebra System

ERIC Educational Resources Information Center

Schmidt, Karsten

2008-01-01

In this paper "Derive" functions are provided for the computation of the Moore-Penrose inverse of a matrix, as well as for solving systems of linear equations by means of the Moore-Penrose inverse. Making it possible to compute the Moore-Penrose inverse easily with one of the most commonly used Computer Algebra Systems--and to have the blueprint…

On a stochastic control method for weakly coupled linear systems. M.S. Thesis

NASA Technical Reports Server (NTRS)

Kwong, R. H.

1972-01-01

The stochastic control of two weakly coupled linear systems with different controllers is considered. Each controller only makes measurements about his own system; no information about the other system is assumed to be available. Based on the noisy measurements, the controllers are to generate independently suitable control policies which minimize a quadratic cost functional. To account for the effects of weak coupling directly, an approximate model, which involves replacing the influence of one system on the other by a white noise process is proposed. Simple suboptimal control problem for calculating the covariances of these noises is solved using the matrix minimum principle. The overall system performance based on this scheme is analyzed as a function of the degree of intersystem coupling.

A duality approach for solving bounded linear programming problems with fuzzy variables based on ranking functions and its application in bounded transportation problems

NASA Astrophysics Data System (ADS)

Ebrahimnejad, Ali

2015-08-01

There are several methods, in the literature, for solving fuzzy variable linear programming problems (fuzzy linear programming in which the right-hand-side vectors and decision variables are represented by trapezoidal fuzzy numbers). In this paper, the shortcomings of some existing methods are pointed out and to overcome these shortcomings a new method based on the bounded dual simplex method is proposed to determine the fuzzy optimal solution of that kind of fuzzy variable linear programming problems in which some or all variables are restricted to lie within lower and upper bounds. To illustrate the proposed method, an application example is solved and the obtained results are given. The advantages of the proposed method over existing methods are discussed. Also, one application of this algorithm in solving bounded transportation problems with fuzzy supplies and demands is dealt with. The proposed method is easy to understand and to apply for determining the fuzzy optimal solution of bounded fuzzy variable linear programming problems occurring in real-life situations.

Parallel numerical modeling of hybrid-dimensional compositional non-isothermal Darcy flows in fractured porous media

NASA Astrophysics Data System (ADS)

Xing, F.; Masson, R.; Lopez, S.

2017-09-01

This paper introduces a new discrete fracture model accounting for non-isothermal compositional multiphase Darcy flows and complex networks of fractures with intersecting, immersed and non-immersed fractures. The so called hybrid-dimensional model using a 2D model in the fractures coupled with a 3D model in the matrix is first derived rigorously starting from the equi-dimensional matrix fracture model. Then, it is discretized using a fully implicit time integration combined with the Vertex Approximate Gradient (VAG) finite volume scheme which is adapted to polyhedral meshes and anisotropic heterogeneous media. The fully coupled systems are assembled and solved in parallel using the Single Program Multiple Data (SPMD) paradigm with one layer of ghost cells. This strategy allows for a local assembly of the discrete systems. An efficient preconditioner is implemented to solve the linear systems at each time step and each Newton type iteration of the simulation. The numerical efficiency of our approach is assessed on different meshes, fracture networks, and physical settings in terms of parallel scalability, nonlinear convergence and linear convergence.

An Efficacious Multi-Objective Fuzzy Linear Programming Approach for Optimal Power Flow Considering Distributed Generation.

PubMed

Warid, Warid; Hizam, Hashim; Mariun, Norman; Abdul-Wahab, Noor Izzri

2016-01-01

This paper proposes a new formulation for the multi-objective optimal power flow (MOOPF) problem for meshed power networks considering distributed generation. An efficacious multi-objective fuzzy linear programming optimization (MFLP) algorithm is proposed to solve the aforementioned problem with and without considering the distributed generation (DG) effect. A variant combination of objectives is considered for simultaneous optimization, including power loss, voltage stability, and shunt capacitors MVAR reserve. Fuzzy membership functions for these objectives are designed with extreme targets, whereas the inequality constraints are treated as hard constraints. The multi-objective fuzzy optimal power flow (OPF) formulation was converted into a crisp OPF in a successive linear programming (SLP) framework and solved using an efficient interior point method (IPM). To test the efficacy of the proposed approach, simulations are performed on the IEEE 30-busand IEEE 118-bus test systems. The MFLP optimization is solved for several optimization cases. The obtained results are compared with those presented in the literature. A unique solution with a high satisfaction for the assigned targets is gained. Results demonstrate the effectiveness of the proposed MFLP technique in terms of solution optimality and rapid convergence. Moreover, the results indicate that using the optimal DG location with the MFLP algorithm provides the solution with the highest quality.

An Efficacious Multi-Objective Fuzzy Linear Programming Approach for Optimal Power Flow Considering Distributed Generation

PubMed Central

Warid, Warid; Hizam, Hashim; Mariun, Norman; Abdul-Wahab, Noor Izzri

2016-01-01

This paper proposes a new formulation for the multi-objective optimal power flow (MOOPF) problem for meshed power networks considering distributed generation. An efficacious multi-objective fuzzy linear programming optimization (MFLP) algorithm is proposed to solve the aforementioned problem with and without considering the distributed generation (DG) effect. A variant combination of objectives is considered for simultaneous optimization, including power loss, voltage stability, and shunt capacitors MVAR reserve. Fuzzy membership functions for these objectives are designed with extreme targets, whereas the inequality constraints are treated as hard constraints. The multi-objective fuzzy optimal power flow (OPF) formulation was converted into a crisp OPF in a successive linear programming (SLP) framework and solved using an efficient interior point method (IPM). To test the efficacy of the proposed approach, simulations are performed on the IEEE 30-busand IEEE 118-bus test systems. The MFLP optimization is solved for several optimization cases. The obtained results are compared with those presented in the literature. A unique solution with a high satisfaction for the assigned targets is gained. Results demonstrate the effectiveness of the proposed MFLP technique in terms of solution optimality and rapid convergence. Moreover, the results indicate that using the optimal DG location with the MFLP algorithm provides the solution with the highest quality. PMID:26954783

A Linear Programming Approach to Routing Control in Networks of Constrained Nonlinear Positive Systems with Concave Flow Rates

NASA Technical Reports Server (NTRS)

Arneson, Heather M.; Dousse, Nicholas; Langbort, Cedric

2014-01-01

We consider control design for positive compartmental systems in which each compartment's outflow rate is described by a concave function of the amount of material in the compartment.We address the problem of determining the routing of material between compartments to satisfy time-varying state constraints while ensuring that material reaches its intended destination over a finite time horizon. We give sufficient conditions for the existence of a time-varying state-dependent routing strategy which ensures that the closed-loop system satisfies basic network properties of positivity, conservation and interconnection while ensuring that capacity constraints are satisfied, when possible, or adjusted if a solution cannot be found. These conditions are formulated as a linear programming problem. Instances of this linear programming problem can be solved iteratively to generate a solution to the finite horizon routing problem. Results are given for the application of this control design method to an example problem. Key words: linear programming; control of networks; positive systems; controller constraints and structure.

A numerical method to solve the 1D and the 2D reaction diffusion equation based on Bessel functions and Jacobian free Newton-Krylov subspace methods

NASA Astrophysics Data System (ADS)

Parand, K.; Nikarya, M.

2017-11-01

In this paper a novel method will be introduced to solve a nonlinear partial differential equation (PDE). In the proposed method, we use the spectral collocation method based on Bessel functions of the first kind and the Jacobian free Newton-generalized minimum residual (JFNGMRes) method with adaptive preconditioner. In this work a nonlinear PDE has been converted to a nonlinear system of algebraic equations using the collocation method based on Bessel functions without any linearization, discretization or getting the help of any other methods. Finally, by using JFNGMRes, the solution of the nonlinear algebraic system is achieved. To illustrate the reliability and efficiency of the proposed method, we solve some examples of the famous Fisher equation. We compare our results with other methods.

Invariant algebraic surfaces for a virus dynamics

NASA Astrophysics Data System (ADS)

Valls, Claudia

2015-08-01

In this paper, we provide a complete classification of the invariant algebraic surfaces and of the rational first integrals for a well-known virus system. In the proofs, we use the weight-homogeneous polynomials and the method of characteristic curves for solving linear partial differential equations.

Randomly Sampled-Data Control Systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Han, Kuoruey

1990-01-01

The purpose is to solve the Linear Quadratic Regulator (LQR) problem with random time sampling. Such a sampling scheme may arise from imperfect instrumentation as in the case of sampling jitter. It can also model the stochastic information exchange among decentralized controllers to name just a few. A practical suboptimal controller is proposed with the nice property of mean square stability. The proposed controller is suboptimal in the sense that the control structure is limited to be linear. Because of i. i. d. assumption, this does not seem unreasonable. Once the control structure is fixed, the stochastic discrete optimal control problem is transformed into an equivalent deterministic optimal control problem with dynamics described by the matrix difference equation. The N-horizon control problem is solved using the Lagrange's multiplier method. The infinite horizon control problem is formulated as a classical minimization problem. Assuming existence of solution to the minimization problem, the total system is shown to be mean square stable under certain observability conditions. Computer simulations are performed to illustrate these conditions.

Active control of panel vibrations induced by boundary-layer flow

NASA Technical Reports Server (NTRS)

Chow, Pao-Liu

1991-01-01

Some problems in active control of panel vibration excited by a boundary layer flow over a flat plate are studied. In the first phase of the study, the optimal control problem of vibrating elastic panel induced by a fluid dynamical loading was studied. For a simply supported rectangular plate, the vibration control problem can be analyzed by a modal analysis. The control objective is to minimize the total cost functional, which is the sum of a vibrational energy and the control cost. By means of the modal expansion, the dynamical equation for the plate and the cost functional are reduced to a system of ordinary differential equations and the cost functions for the modes. For the linear elastic plate, the modes become uncoupled. The control of each modal amplitude reduces to the so-called linear regulator problem in control theory. Such problems can then be solved by the method of adjoint state. The optimality system of equations was solved numerically by a shooting method. The results are summarized.

On Solving Linear Recurrences

ERIC Educational Resources Information Center

Dobbs, David E.

2013-01-01

A direct method is given for solving first-order linear recurrences with constant coefficients. The limiting value of that solution is studied as "n to infinity." This classroom note could serve as enrichment material for the typical introductory course on discrete mathematics that follows a calculus course.

Structure and thermodynamics of asymmetric molecules: Application to linear triatomic dipolar molecules

NASA Astrophysics Data System (ADS)

Nichols, Albert L., III; Calef, Daniel F.

A new method to solve the reference HNC equations is developed to treat systems with both asymmetric short-range and long-range interactions. This method is motivated by the work of Patey and co-workers and uses Lado's free-energy minimizing optimization criteria for the reference HNC approximation. The properties of several fluids composed of linear triatomic molecules with various dipole moments or hard-sphere molecules with different-length dipoles are investigated.

Solving the Coupled System Improves Computational Efficiency of the Bidomain Equations

PubMed Central

Southern, James A.; Plank, Gernot; Vigmond, Edward J.; Whiteley, Jonathan P.

2017-01-01

The bidomain equations are frequently used to model the propagation of cardiac action potentials across cardiac tissue. At the whole organ level the size of the computational mesh required makes their solution a significant computational challenge. As the accuracy of the numerical solution cannot be compromised, efficiency of the solution technique is important to ensure that the results of the simulation can be obtained in a reasonable time whilst still encapsulating the complexities of the system. In an attempt to increase efficiency of the solver, the bidomain equations are often decoupled into one parabolic equation that is computationally very cheap to solve and an elliptic equation that is much more expensive to solve. In this study the performance of this uncoupled solution method is compared with an alternative strategy in which the bidomain equations are solved as a coupled system. This seems counter-intuitive as the alternative method requires the solution of a much larger linear system at each time step. However, in tests on two 3-D rabbit ventricle benchmarks it is shown that the coupled method is up to 80% faster than the conventional uncoupled method — and that parallel performance is better for the larger coupled problem. PMID:19457741

An improved conjugate gradient scheme to the solution of least squares SVM.

PubMed

Chu, Wei; Ong, Chong Jin; Keerthi, S Sathiya

2005-03-01

The least square support vector machines (LS-SVM) formulation corresponds to the solution of a linear system of equations. Several approaches to its numerical solutions have been proposed in the literature. In this letter, we propose an improved method to the numerical solution of LS-SVM and show that the problem can be solved using one reduced system of linear equations. Compared with the existing algorithm for LS-SVM, the approach used in this letter is about twice as efficient. Numerical results using the proposed method are provided for comparisons with other existing algorithms.

Optimal control of parametric oscillations of compressed flexible bars

NASA Astrophysics Data System (ADS)

Alesova, I. M.; Babadzanjanz, L. K.; Pototskaya, I. Yu.; Pupysheva, Yu. Yu.; Saakyan, A. T.

2018-05-01

In this paper the problem of damping of the linear systems oscillations with piece-wise constant control is solved. The motion of bar construction is reduced to the form described by Hill's differential equation using the Bubnov-Galerkin method. To calculate switching moments of the one-side control the method of sequential linear programming is used. The elements of the fundamental matrix of the Hill's equation are approximated by trigonometric series. Examples of the optimal control of the systems for various initial conditions and different number of control stages have been calculated. The corresponding phase trajectories and transient processes are represented.

The principle of superposition and its application in ground-water hydraulics

USGS Publications Warehouse

Reilly, Thomas E.; Franke, O. Lehn; Bennett, Gordon D.

1987-01-01

The principle of superposition, a powerful mathematical technique for analyzing certain types of complex problems in many areas of science and technology, has important applications in ground-water hydraulics and modeling of ground-water systems. The principle of superposition states that problem solutions can be added together to obtain composite solutions. This principle applies to linear systems governed by linear differential equations. This report introduces the principle of superposition as it applies to ground-water hydrology and provides background information, discussion, illustrative problems with solutions, and problems to be solved by the reader.

The principle of superposition and its application in ground-water hydraulics

USGS Publications Warehouse

Reilly, T.E.; Franke, O.L.; Bennett, G.D.

1984-01-01

The principle of superposition, a powerful methematical technique for analyzing certain types of complex problems in many areas of science and technology, has important application in ground-water hydraulics and modeling of ground-water systems. The principle of superposition states that solutions to individual problems can be added together to obtain solutions to complex problems. This principle applies to linear systems governed by linear differential equations. This report introduces the principle of superposition as it applies to groundwater hydrology and provides background information, discussion, illustrative problems with solutions, and problems to be solved by the reader. (USGS)

A model for rotorcraft flying qualities studies

NASA Technical Reports Server (NTRS)

Mittal, Manoj; Costello, Mark F.

1993-01-01

This paper outlines the development of a mathematical model that is expected to be useful for rotorcraft flying qualities research. A computer model is presented that can be applied to a range of different rotorcraft configurations. The algorithm computes vehicle trim and a linear state-space model of the aircraft. The trim algorithm uses non linear optimization theory to solve the nonlinear algebraic trim equations. The linear aircraft equations consist of an airframe model and a flight control system dynamic model. The airframe model includes coupled rotor and fuselage rigid body dynamics and aerodynamics. The aerodynamic model for the rotors utilizes blade element theory and a three state dynamic inflow model. Aerodynamics of the fuselage and fuselage empennages are included. The linear state-space description for the flight control system is developed using standard block diagram data.

The Use of Sparse Direct Solver in Vector Finite Element Modeling for Calculating Two Dimensional (2-D) Magnetotelluric Responses in Transverse Electric (TE) Mode

NASA Astrophysics Data System (ADS)

Yihaa Roodhiyah, Lisa’; Tjong, Tiffany; Nurhasan; Sutarno, D.

2018-04-01

The late research, linear matrices of vector finite element in two dimensional(2-D) magnetotelluric (MT) responses modeling was solved by non-sparse direct solver in TE mode. Nevertheless, there is some weakness which have to be improved especially accuracy in the low frequency (10-3 Hz-10-5 Hz) which is not achieved yet and high cost computation in dense mesh. In this work, the solver which is used is sparse direct solver instead of non-sparse direct solverto overcome the weaknesses of solving linear matrices of vector finite element metod using non-sparse direct solver. Sparse direct solver will be advantageous in solving linear matrices of vector finite element method because of the matrix properties which is symmetrical and sparse. The validation of sparse direct solver in solving linear matrices of vector finite element has been done for a homogen half-space model and vertical contact model by analytical solution. Thevalidation result of sparse direct solver in solving linear matrices of vector finite element shows that sparse direct solver is more stable than non-sparse direct solver in computing linear problem of vector finite element method especially in low frequency. In the end, the accuracy of 2D MT responses modelling in low frequency (10-3 Hz-10-5 Hz) has been reached out under the efficient allocation memory of array and less computational time consuming.

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.

A one-dimensional nonlinear problem of thermoelasticity in extended thermodynamics

NASA Astrophysics Data System (ADS)

Rawy, E. K.

2018-06-01

We solve a nonlinear, one-dimensional initial boundary-value problem of thermoelasticity in generalized thermodynamics. A Cattaneo-type evolution equation for the heat flux is used, which differs from the one used extensively in the literature. The hyperbolic nature of the associated linear system is clarified through a study of the characteristic curves. Progressive wave solutions with two finite speeds are noted. A numerical treatment is presented for the nonlinear system using a three-step, quasi-linearization, iterative finite-difference scheme for which the linear system of equations is the initial step in the iteration. The obtained results are discussed in detail. They clearly show the hyperbolic nature of the system, and may be of interest in investigating thermoelastic materials, not only at low temperatures, but also during high temperature processes involving rapid changes in temperature as in laser treatment of surfaces.

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

Luszczek, Piotr R; Tomov, Stanimire Z; Dongarra, Jack J

We present an efficient and scalable programming model for the development of linear algebra in heterogeneous multi-coprocessor environments. The model incorporates some of the current best design and implementation practices for the heterogeneous acceleration of dense linear algebra (DLA). Examples are given as the basis for solving linear systems' algorithms - the LU, QR, and Cholesky factorizations. To generate the extreme level of parallelism needed for the efficient use of coprocessors, algorithms of interest are redesigned and then split into well-chosen computational tasks. The tasks execution is scheduled over the computational components of a hybrid system of multi-core CPUs andmore » coprocessors using a light-weight runtime system. The use of lightweight runtime systems keeps scheduling overhead low, while enabling the expression of parallelism through otherwise sequential code. This simplifies the development efforts and allows the exploration of the unique strengths of the various hardware components.« less

Flatness-based control and Kalman filtering for a continuous-time macroeconomic model

NASA Astrophysics Data System (ADS)

Rigatos, G.; Siano, P.; Ghosh, T.; Busawon, K.; Binns, R.

2017-11-01

The article proposes flatness-based control for a nonlinear macro-economic model of the UK economy. The differential flatness properties of the model are proven. This enables to introduce a transformation (diffeomorphism) of the system's state variables and to express the state-space description of the model in the linear canonical (Brunowsky) form in which both the feedback control and the state estimation problem can be solved. For the linearized equivalent model of the macroeconomic system, stabilizing feedback control can be achieved using pole placement methods. Moreover, to implement stabilizing feedback control of the system by measuring only a subset of its state vector elements the Derivative-free nonlinear Kalman Filter is used. This consists of the Kalman Filter recursion applied on the linearized equivalent model of the financial system and of an inverse transformation that is based again on differential flatness theory. The asymptotic stability properties of the control scheme are confirmed.

NASTRAN computer system level 12.1

NASA Technical Reports Server (NTRS)

Butler, T. G.

1971-01-01

Program uses finite element displacement method for solving linear response of large, three-dimensional structures subject to static, dynamic, thermal, and random loadings. Program adapts to computers of different manufacture, permits up-dating and extention, allows interchange of output and input information between users, and is extensively documented.

Computational Methods for Sparse Solution of Linear Inverse Problems

DTIC Science & Technology

2009-03-01

this approach is that the algorithms take advantage of fast matrix–vector multiplications. An implementation is available as pdco and SolveBP in the...M. A. Saunders, “ PDCO : primal-dual interior-point method for con- vex objectives,” Systems Optimization Laboratory, Stanford University, Tech. Rep

Verification of Faulty Message Passing Systems with Continuous State Space in PVS

NASA Technical Reports Server (NTRS)

Pilotto, Concetta; White, Jerome

2010-01-01

We present a library of Prototype Verification System (PVS) meta-theories that verifies a class of distributed systems in which agent commu nication is through message-passing. The theoretic work, outlined in, consists of iterative schemes for solving systems of linear equations , such as message-passing extensions of the Gauss and Gauss-Seidel me thods. We briefly review that work and discuss the challenges in formally verifying it.

Can linear superiorization be useful for linear optimization problems?

NASA Astrophysics Data System (ADS)

Censor, Yair

2017-04-01

Linear superiorization (LinSup) considers linear programming problems but instead of attempting to solve them with linear optimization methods it employs perturbation resilient feasibility-seeking algorithms and steers them toward reduced (not necessarily minimal) target function values. The two questions that we set out to explore experimentally are: (i) does LinSup provide a feasible point whose linear target function value is lower than that obtained by running the same feasibility-seeking algorithm without superiorization under identical conditions? (ii) How does LinSup fare in comparison with the Simplex method for solving linear programming problems? Based on our computational experiments presented here, the answers to these two questions are: ‘yes’ and ‘very well’, respectively.

Development and Verification of the Charring Ablating Thermal Protection Implicit System Solver

NASA Technical Reports Server (NTRS)

Amar, Adam J.; Calvert, Nathan D.; Kirk, Benjamin S.

2010-01-01

The development and verification of the Charring Ablating Thermal Protection Implicit System Solver is presented. This work concentrates on the derivation and verification of the stationary grid terms in the equations that govern three-dimensional heat and mass transfer for charring thermal protection systems including pyrolysis gas flow through the porous char layer. The governing equations are discretized according to the Galerkin finite element method with first and second order implicit time integrators. The governing equations are fully coupled and are solved in parallel via Newton's method, while the fully implicit linear system is solved with the Generalized Minimal Residual method. Verification results from exact solutions and the Method of Manufactured Solutions are presented to show spatial and temporal orders of accuracy as well as nonlinear convergence rates.

Development and Verification of the Charring, Ablating Thermal Protection Implicit System Simulator

NASA Technical Reports Server (NTRS)

Amar, Adam J.; Calvert, Nathan; Kirk, Benjamin S.

2011-01-01

The development and verification of the Charring Ablating Thermal Protection Implicit System Solver (CATPISS) is presented. This work concentrates on the derivation and verification of the stationary grid terms in the equations that govern three-dimensional heat and mass transfer for charring thermal protection systems including pyrolysis gas flow through the porous char layer. The governing equations are discretized according to the Galerkin finite element method (FEM) with first and second order fully implicit time integrators. The governing equations are fully coupled and are solved in parallel via Newton s method, while the linear system is solved via the Generalized Minimum Residual method (GMRES). Verification results from exact solutions and Method of Manufactured Solutions (MMS) are presented to show spatial and temporal orders of accuracy as well as nonlinear convergence rates.

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 simple attitude control of quadrotor helicopter based on Ziegler-Nichols rules for tuning PD parameters.

PubMed

He, ZeFang; Zhao, Long

2014-01-01

An attitude control strategy based on Ziegler-Nichols rules for tuning PD (proportional-derivative) parameters of quadrotor helicopters is presented to solve the problem that quadrotor tends to be instable. This problem is caused by the narrow definition domain of attitude angles of quadrotor helicopters. The proposed controller is nonlinear and consists of a linear part and a nonlinear part. The linear part is a PD controller with PD parameters tuned by Ziegler-Nichols rules and acts on the quadrotor decoupled linear system after feedback linearization; the nonlinear part is a feedback linearization item which converts a nonlinear system into a linear system. It can be seen from the simulation results that the attitude controller proposed in this paper is highly robust, and its control effect is better than the other two nonlinear controllers. The nonlinear parts of the other two nonlinear controllers are the same as the attitude controller proposed in this paper. The linear part involves a PID (proportional-integral-derivative) controller with the PID controller parameters tuned by Ziegler-Nichols rules and a PD controller with the PD controller parameters tuned by GA (genetic algorithms). Moreover, this attitude controller is simple and easy to implement.

Almost output regulation of LFT systems via gain-scheduling control

NASA Astrophysics Data System (ADS)

Yuan, Chengzhi; Duan, Chang; Wu, Fen

2018-05-01

Output regulation of general uncertain systems is a meaningful yet challenging problem. In spite of the rich literature in the field, the problem has not yet been addressed adequately due to the lack of an effective design mechanism. In this paper, we propose a new design framework for almost output regulation of uncertain systems described in the general form of linear fractional transformation (LFT) with time-varying parametric uncertainties and unknown external perturbations. A novel semi-LFT gain-scheduling output regulator structure is proposed, such that the associated control synthesis conditions guaranteeing both output regulation and ? disturbance attenuation performance are formulated as a set of linear matrix inequalities (LMIs) plus parameter-dependent linear matrix equations, which can be solved separately. A numerical example has been used to demonstrate the effectiveness of the proposed approach.

Novel methods for Solving Economic Dispatch of Security-Constrained Unit Commitment Based on Linear Programming

NASA Astrophysics Data System (ADS)

Guo, Sangang

2017-09-01

There are two stages in solving security-constrained unit commitment problems (SCUC) within Lagrangian framework: one is to obtain feasible units’ states (UC), the other is power economic dispatch (ED) for each unit. The accurate solution of ED is more important for enhancing the efficiency of the solution to SCUC for the fixed feasible units’ statues. Two novel methods named after Convex Combinatorial Coefficient Method and Power Increment Method respectively based on linear programming problem for solving ED are proposed by the piecewise linear approximation to the nonlinear convex fuel cost functions. Numerical testing results show that the methods are effective and efficient.

Incomplete Gröbner basis as a preconditioner for polynomial systems

NASA Astrophysics Data System (ADS)

Sun, Yang; Tao, Yu-Hui; Bai, Feng-Shan

2009-04-01

Precondition plays a critical role in the numerical methods for large and sparse linear systems. It is also true for nonlinear algebraic systems. In this paper incomplete Gröbner basis (IGB) is proposed as a preconditioner of homotopy methods for polynomial systems of equations, which transforms a deficient system into a system with the same finite solutions, but smaller degree. The reduced system can thus be solved faster. Numerical results show the efficiency of the preconditioner.

Efficient convolutional sparse coding

DOEpatents

Wohlberg, Brendt

2017-06-20

Computationally efficient algorithms may be applied for fast dictionary learning solving the convolutional sparse coding problem in the Fourier domain. More specifically, efficient convolutional sparse coding may be derived within an alternating direction method of multipliers (ADMM) framework that utilizes fast Fourier transforms (FFT) to solve the main linear system in the frequency domain. Such algorithms may enable a significant reduction in computational cost over conventional approaches by implementing a linear solver for the most critical and computationally expensive component of the conventional iterative algorithm. The theoretical computational cost of the algorithm may be reduced from O(M.sup.3N) to O(MN log N), where N is the dimensionality of the data and M is the number of elements in the dictionary. This significant improvement in efficiency may greatly increase the range of problems that can practically be addressed via convolutional sparse representations.

Effect of curvature on stationary crossflow instability of a three-dimensional boundary layer

NASA Technical Reports Server (NTRS)

Lin, Ray-Sing; Reed, Helen L.

1993-01-01

An incompressible three-dimensional laminar boundary-layer flow over a swept wing is used as a model to study both the wall-curvature and streamline-curvature effects on the stationary crossflow instability. The basic state is obtained by solving the full Navier-Stokes (N-S) equations numerically. The linear disturbance equations are cast on a fixed, body-intrinsic, curvilinear coordinate system. Those nonparallel terms which contribute mainly to the streamline-curvature effect are retained in the formulation of the disturbance equations and approximated by their local finite difference values. The resulting eigenvalue problem is solved by a Chebyshev collocation method. The present results indicate that the convex wall curvature has a stabilizing effect, whereas the streamline curvature has a destabilizing effect. A validation of these effects with an N-S solution for the linear disturbance flow is provided.

Extended linear detection range for optical tweezers using image-plane detection scheme

NASA Astrophysics Data System (ADS)

Hajizadeh, Faegheh; Masoumeh Mousavi, S.; Khaksar, Zeinab S.; Reihani, S. Nader S.

2014-10-01

Ability to measure pico- and femto-Newton range forces using optical tweezers (OT) strongly relies on the sensitivity of its detection system. We show that the commonly used back-focal-plane detection method provides a linear response range which is shorter than that of the restoring force of OT for large beads. This limits measurable force range of OT. We show, both theoretically and experimentally, that utilizing a second laser beam for tracking could solve the problem. We also propose a new detection scheme in which the quadrant photodiode is positioned at the plane optically conjugate to the object plane (image plane). This method solves the problem without need for a second laser beam for the bead sizes that are commonly used in force spectroscopy applications of OT, such as biopolymer stretching.

Generalised Assignment Matrix Methodology in Linear Programming

ERIC Educational Resources Information Center

Jerome, Lawrence

2012-01-01

Discrete Mathematics instructors and students have long been struggling with various labelling and scanning algorithms for solving many important problems. This paper shows how to solve a wide variety of Discrete Mathematics and OR problems using assignment matrices and linear programming, specifically using Excel Solvers although the same…

A Fast Solver for Implicit Integration of the Vlasov--Poisson System in the Eulerian Framework

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

Garrett, C. Kristopher; Hauck, Cory D.

In this paper, we present a domain decomposition algorithm to accelerate the solution of Eulerian-type discretizations of the linear, steady-state Vlasov equation. The steady-state solver then forms a key component in the implementation of fully implicit or nearly fully implicit temporal integrators for the nonlinear Vlasov--Poisson system. The solver relies on a particular decomposition of phase space that enables the use of sweeping techniques commonly used in radiation transport applications. The original linear system for the phase space unknowns is then replaced by a smaller linear system involving only unknowns on the boundary between subdomains, which can then be solvedmore » efficiently with Krylov methods such as GMRES. Steady-state solves are combined to form an implicit Runge--Kutta time integrator, and the Vlasov equation is coupled self-consistently to the Poisson equation via a linearized procedure or a nonlinear fixed-point method for the electric field. Finally, numerical results for standard test problems demonstrate the efficiency of the domain decomposition approach when compared to the direct application of an iterative solver to the original linear system.« less

A Fast Solver for Implicit Integration of the Vlasov--Poisson System in the Eulerian Framework

DOE PAGES

Garrett, C. Kristopher; Hauck, Cory D.

2018-04-05

In this paper, we present a domain decomposition algorithm to accelerate the solution of Eulerian-type discretizations of the linear, steady-state Vlasov equation. The steady-state solver then forms a key component in the implementation of fully implicit or nearly fully implicit temporal integrators for the nonlinear Vlasov--Poisson system. The solver relies on a particular decomposition of phase space that enables the use of sweeping techniques commonly used in radiation transport applications. The original linear system for the phase space unknowns is then replaced by a smaller linear system involving only unknowns on the boundary between subdomains, which can then be solvedmore » efficiently with Krylov methods such as GMRES. Steady-state solves are combined to form an implicit Runge--Kutta time integrator, and the Vlasov equation is coupled self-consistently to the Poisson equation via a linearized procedure or a nonlinear fixed-point method for the electric field. Finally, numerical results for standard test problems demonstrate the efficiency of the domain decomposition approach when compared to the direct application of an iterative solver to the original linear system.« less

An efficient computer based wavelets approximation method to solve Fuzzy boundary value differential equations

NASA Astrophysics Data System (ADS)

Alam Khan, Najeeb; Razzaq, Oyoon Abdul

2016-03-01

In the present work a wavelets approximation method is employed to solve fuzzy boundary value differential equations (FBVDEs). Essentially, a truncated Legendre wavelets series together with the Legendre wavelets operational matrix of derivative are utilized to convert FB- VDE into a simple computational problem by reducing it into a system of fuzzy algebraic linear equations. The capability of scheme is investigated on second order FB- VDE considered under generalized H-differentiability. Solutions are represented graphically showing competency and accuracy of this method.

On a comparison of two schemes in sequential data assimilation

NASA Astrophysics Data System (ADS)

Grishina, Anastasiia A.; Penenko, Alexey V.

2017-11-01

This paper is focused on variational data assimilation as an approach to mathematical modeling. Realization of the approach requires a sequence of connected inverse problems with different sets of observational data to be solved. Two variational data assimilation schemes, "implicit" and "explicit", are considered in the article. Their equivalence is shown and the numerical results are given on a basis of non-linear Robertson system. To avoid the "inverse problem crime" different schemes were used to produce synthetic measurement and to solve the data assimilation problem.

Efficient Implementation of an Optimal Interpolator for Large Spatial Data Sets

NASA Technical Reports Server (NTRS)

Memarsadeghi, Nargess; Mount, David M.

2007-01-01

Interpolating scattered data points is a problem of wide ranging interest. A number of approaches for interpolation have been proposed both from theoretical domains such as computational geometry and in applications' fields such as geostatistics. Our motivation arises from geological and mining applications. In many instances data can be costly to compute and are available only at nonuniformly scattered positions. Because of the high cost of collecting measurements, high accuracy is required in the interpolants. One of the most popular interpolation methods in this field is called ordinary kriging. It is popular because it is a best linear unbiased estimator. The price for its statistical optimality is that the estimator is computationally very expensive. This is because the value of each interpolant is given by the solution of a large dense linear system. In practice, kriging problems have been solved approximately by restricting the domain to a small local neighborhood of points that lie near the query point. Determining the proper size for this neighborhood is a solved by ad hoc methods, and it has been shown that this approach leads to undesirable discontinuities in the interpolant. Recently a more principled approach to approximating kriging has been proposed based on a technique called covariance tapering. This process achieves its efficiency by replacing the large dense kriging system with a much sparser linear system. This technique has been applied to a restriction of our problem, called simple kriging, which is not unbiased for general data sets. In this paper we generalize these results by showing how to apply covariance tapering to the more general problem of ordinary kriging. Through experimentation we demonstrate the space and time efficiency and accuracy of approximating ordinary kriging through the use of covariance tapering combined with iterative methods for solving large sparse systems. We demonstrate our approach on large data sizes arising both from synthetic sources and from real applications.

A sequential linear optimization approach for controller design

NASA Technical Reports Server (NTRS)

Horta, L. G.; Juang, J.-N.; Junkins, J. L.

1985-01-01

A linear optimization approach with a simple real arithmetic algorithm is presented for reliable controller design and vibration suppression of flexible structures. Using first order sensitivity of the system eigenvalues with respect to the design parameters in conjunction with a continuation procedure, the method converts a nonlinear optimization problem into a maximization problem with linear inequality constraints. The method of linear programming is then applied to solve the converted linear optimization problem. The general efficiency of the linear programming approach allows the method to handle structural optimization problems with a large number of inequality constraints on the design vector. The method is demonstrated using a truss beam finite element model for the optimal sizing and placement of active/passive-structural members for damping augmentation. Results using both the sequential linear optimization approach and nonlinear optimization are presented and compared. The insensitivity to initial conditions of the linear optimization approach is also demonstrated.

Acceleration of incremental-pressure-correction incompressible flow computations using a coarse-grid projection method

NASA Astrophysics Data System (ADS)

Kashefi, Ali; Staples, Anne

2016-11-01

Coarse grid projection (CGP) methodology is a novel multigrid method for systems involving decoupled nonlinear evolution equations and linear elliptic equations. The nonlinear equations are solved on a fine grid and the linear equations are solved on a corresponding coarsened grid. Mapping functions transfer data between the two grids. Here we propose a version of CGP for incompressible flow computations using incremental pressure correction methods, called IFEi-CGP (implicit-time-integration, finite-element, incremental coarse grid projection). Incremental pressure correction schemes solve Poisson's equation for an intermediate variable and not the pressure itself. This fact contributes to IFEi-CGP's efficiency in two ways. First, IFEi-CGP preserves the velocity field accuracy even for a high level of pressure field grid coarsening and thus significant speedup is achieved. Second, because incremental schemes reduce the errors that arise from boundaries with artificial homogenous Neumann conditions, CGP generates undamped flows for simulations with velocity Dirichlet boundary conditions. Comparisons of the data accuracy and CPU times for the incremental-CGP versus non-incremental-CGP computations are presented.

Object matching using a locally affine invariant and linear programming techniques.

PubMed

Li, Hongsheng; Huang, Xiaolei; He, Lei

2013-02-01

In this paper, we introduce a new matching method based on a novel locally affine-invariant geometric constraint and linear programming techniques. To model and solve the matching problem in a linear programming formulation, all geometric constraints should be able to be exactly or approximately reformulated into a linear form. This is a major difficulty for this kind of matching algorithm. We propose a novel locally affine-invariant constraint which can be exactly linearized and requires a lot fewer auxiliary variables than other linear programming-based methods do. The key idea behind it is that each point in the template point set can be exactly represented by an affine combination of its neighboring points, whose weights can be solved easily by least squares. Errors of reconstructing each matched point using such weights are used to penalize the disagreement of geometric relationships between the template points and the matched points. The resulting overall objective function can be solved efficiently by linear programming techniques. Our experimental results on both rigid and nonrigid object matching show the effectiveness of the proposed algorithm.

Supporting second grade lower secondary school students’ understanding of linear equation system in two variables using ethnomathematics

NASA Astrophysics Data System (ADS)

Nursyahidah, F.; Saputro, B. A.; Rubowo, M. R.

2018-03-01

The aim of this research is to know the students’ understanding of linear equation system in two variables using Ethnomathematics and to acquire learning trajectory of linear equation system in two variables for the second grade of lower secondary school students. This research used methodology of design research that consists of three phases, there are preliminary design, teaching experiment, and retrospective analysis. Subject of this study is 28 second grade students of Sekolah Menengah Pertama (SMP) 37 Semarang. The result of this research shows that the students’ understanding in linear equation system in two variables can be stimulated by using Ethnomathematics in selling buying tradition in Peterongan traditional market in Central Java as a context. All of strategies and model that was applied by students and also their result discussion shows how construction and contribution of students can help them to understand concept of linear equation system in two variables. All the activities that were done by students produce learning trajectory to gain the goal of learning. Each steps of learning trajectory of students have an important role in understanding the concept from informal to the formal level. Learning trajectory using Ethnomathematics that is produced consist of watching video of selling buying activity in Peterongan traditional market to construct linear equation in two variables, determine the solution of linear equation in two variables, construct model of linear equation system in two variables from contextual problem, and solving a contextual problem related to linear equation system in two variables.

An extended GS method for dense linear systems

NASA Astrophysics Data System (ADS)

Niki, Hiroshi; Kohno, Toshiyuki; Abe, Kuniyoshi

2009-09-01

Davey and Rosindale [K. Davey, I. Rosindale, An iterative solution scheme for systems of boundary element equations, Internat. J. Numer. Methods Engrg. 37 (1994) 1399-1411] derived the GSOR method, which uses an upper triangular matrix [Omega] in order to solve dense linear systems. By applying functional analysis, the authors presented an expression for the optimum [Omega]. Moreover, Davey and Bounds [K. Davey, S. Bounds, A generalized SOR method for dense linear systems of boundary element equations, SIAM J. Comput. 19 (1998) 953-967] also introduced further interesting results. In this note, we employ a matrix analysis approach to investigate these schemes, and derive theorems that compare these schemes with existing preconditioners for dense linear systems. We show that the convergence rate of the Gauss-Seidel method with preconditioner PG is superior to that of the GSOR method. Moreover, we define some splittings associated with the iterative schemes. Some numerical examples are reported to confirm the theoretical analysis. We show that the EGS method with preconditioner produces an extremely small spectral radius in comparison with the other schemes considered.

Parallel iterative methods for sparse linear and nonlinear equations

NASA Technical Reports Server (NTRS)

Saad, Youcef

1989-01-01

As three-dimensional models are gaining importance, iterative methods will become almost mandatory. Among these, preconditioned Krylov subspace methods have been viewed as the most efficient and reliable, when solving linear as well as nonlinear systems of equations. There has been several different approaches taken to adapt iterative methods for supercomputers. Some of these approaches are discussed and the methods that deal more specifically with general unstructured sparse matrices, such as those arising from finite element methods, are emphasized.

Projection of angular momentum via linear algebra

DOE PAGES

Johnson, Calvin W.; O'Mara, Kevin D.

2017-12-01

Projection of many-body states with good angular momentum from an initial state is usually accomplished by a three-dimensional integral. Here, we show how projection can instead be done by solving a straightforward system of linear equations. We demonstrate the method and give sample applications tomore » $$^{48}$$Cr and $$^{60}$$Fe in the $pf$ shell. This new projection scheme, which is competitive against the standard numerical quadrature, should also be applicable to other quantum numbers such as isospin and particle number.« less

Projection of angular momentum via linear algebra

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

Johnson, Calvin W.; O'Mara, Kevin D.

Projection of many-body states with good angular momentum from an initial state is usually accomplished by a three-dimensional integral. Here, we show how projection can instead be done by solving a straightforward system of linear equations. We demonstrate the method and give sample applications tomore » $$^{48}$$Cr and $$^{60}$$Fe in the $pf$ shell. This new projection scheme, which is competitive against the standard numerical quadrature, should also be applicable to other quantum numbers such as isospin and particle number.« less

Matrix-Free Polynomial-Based Nonlinear Least Squares Optimized Preconditioning and its Application to Discontinuous Galerkin Discretizations of the Euler Equations

DTIC Science & Technology

2015-06-01

cient parallel code for applying the operator. Our method constructs a polynomial preconditioner using a nonlinear least squares (NLLS) algorithm. We show...apply the underlying operator. Such a preconditioner can be very attractive in scenarios where one has a highly efficient parallel code for applying...repeatedly solve a large system of linear equations where one has an extremely fast parallel code for applying an underlying fixed linear operator

Projection of angular momentum via linear algebra

NASA Astrophysics Data System (ADS)

Johnson, Calvin W.; O'Mara, Kevin D.

2017-12-01

Projection of many-body states with good angular momentum from an initial state is usually accomplished by a three-dimensional integral. We show how projection can instead be done by solving a straightforward system of linear equations. We demonstrate the method and give sample applications to 48Cr and 60Fe in the p f shell. This new projection scheme, which is competitive against the standard numerical quadrature, should also be applicable to other quantum numbers such as isospin and particle number.

Algebraic multigrid preconditioners for two-phase flow in porous media with phase transitions

NASA Astrophysics Data System (ADS)

Bui, Quan M.; Wang, Lu; Osei-Kuffuor, Daniel

2018-04-01

Multiphase flow is a critical process in a wide range of applications, including oil and gas recovery, carbon sequestration, and contaminant remediation. Numerical simulation of multiphase flow requires solving of a large, sparse linear system resulting from the discretization of the partial differential equations modeling the flow. In the case of multiphase multicomponent flow with miscible effect, this is a very challenging task. The problem becomes even more difficult if phase transitions are taken into account. A new approach to handle phase transitions is to formulate the system as a nonlinear complementarity problem (NCP). Unlike in the primary variable switching technique, the set of primary variables in this approach is fixed even when there is phase transition. Not only does this improve the robustness of the nonlinear solver, it opens up the possibility to use multigrid methods to solve the resulting linear system. The disadvantage of the complementarity approach, however, is that when a phase disappears, the linear system has the structure of a saddle point problem and becomes indefinite, and current algebraic multigrid (AMG) algorithms cannot be applied directly. In this study, we explore the effectiveness of a new multilevel strategy, based on the multigrid reduction technique, to deal with problems of this type. We demonstrate the effectiveness of the method through numerical results for the case of two-phase, two-component flow with phase appearance/disappearance. We also show that the strategy is efficient and scales optimally with problem size.

Planar Cubics Through a Point in a Direction

NASA Technical Reports Server (NTRS)

Chou, J. J.; Blake, M. W.

1993-01-01

It is shown that the planar cubics through three points and the associated tangent directions can be found by solving a cubic equation and a 2 x 2 system of linear equations. The result is combined with a previous published scheme to produce a better curve-fitting method.

An Application of Sylvester's Rank Inequality

ERIC Educational Resources Information Center

Kung, Sidney H.

2011-01-01

Using two well known criteria for the diagonalizability of a square matrix plus an extended form of Sylvester's Rank Inequality, the author presents a new condition for the diagonalization of a real matrix from which one can obtain the eigenvectors by simply multiplying some associated matrices without solving a linear system of simultaneous…

Cramer's Rule Revisited

ERIC Educational Resources Information Center

Ayoub, Ayoub B.

2005-01-01

In 1750, the Swiss mathematician Gabriel Cramer published a well-written algebra book entitled "Introduction a l'Analyse des Lignes Courbes Algebriques." In the appendix to this book, Cramer gave, without proof, the rule named after him for solving a linear system of equations using determinants (Kosinki, 2001). Since then several derivations of…

Isometric Non-Rigid Shape-from-Motion with Riemannian Geometry Solved in Linear Time.

PubMed

Parashar, Shaifali; Pizarro, Daniel; Bartoli, Adrien

2017-10-06

We study Isometric Non-Rigid Shape-from-Motion (Iso-NRSfM): given multiple intrinsically calibrated monocular images, we want to reconstruct the time-varying 3D shape of a thin-shell object undergoing isometric deformations. We show that Iso-NRSfM is solvable from local warps, the inter-image geometric transformations. We propose a new theoretical framework based on the Riemmanian manifold to represent the unknown 3D surfaces as embeddings of the camera's retinal plane. This allows us to use the manifold's metric tensor and Christoffel Symbol (CS) fields. These are expressed in terms of the first and second order derivatives of the inverse-depth of the 3D surfaces, which are the unknowns for Iso-NRSfM. We prove that the metric tensor and the CS are related across images by simple rules depending only on the warps. This forms a set of important theoretical results. We show that current solvers cannot solve for the first and second order derivatives of the inverse-depth simultaneously. We thus propose an iterative solution in two steps. 1) We solve for the first order derivatives assuming that the second order derivatives are known. We initialise the second order derivatives to zero, which is an infinitesimal planarity assumption. We derive a system of two cubics in two variables for each image pair. The sum-of-squares of these polynomials is independent of the number of images and can be solved globally, forming a well-posed problem for N ≥ 3 images. 2) We solve for the second order derivatives by initialising the first order derivatives from the previous step. We solve a linear system of 4N-4 equations in three variables. We iterate until the first order derivatives converge. The solution for the first order derivatives gives the surfaces' normal fields which we integrate to recover the 3D surfaces. The proposed method outperforms existing work in terms of accuracy and computation cost on synthetic and real datasets.

Off-policy reinforcement learning for H∞ control design.

PubMed

Luo, Biao; Wu, Huai-Ning; Huang, Tingwen

2015-01-01

The H∞ control design problem is considered for nonlinear systems with unknown internal system model. It is known that the nonlinear H∞ control problem can be transformed into solving the so-called Hamilton-Jacobi-Isaacs (HJI) equation, which is a nonlinear partial differential equation that is generally impossible to be solved analytically. Even worse, model-based approaches cannot be used for approximately solving HJI equation, when the accurate system model is unavailable or costly to obtain in practice. To overcome these difficulties, an off-policy reinforcement leaning (RL) method is introduced to learn the solution of HJI equation from real system data instead of mathematical system model, and its convergence is proved. In the off-policy RL method, the system data can be generated with arbitrary policies rather than the evaluating policy, which is extremely important and promising for practical systems. For implementation purpose, a neural network (NN)-based actor-critic structure is employed and a least-square NN weight update algorithm is derived based on the method of weighted residuals. Finally, the developed NN-based off-policy RL method is tested on a linear F16 aircraft plant, and further applied to a rotational/translational actuator system.

Unmitigated numerical solution to the diffraction term in the parabolic nonlinear ultrasound wave equation.

PubMed

Hasani, Mojtaba H; Gharibzadeh, Shahriar; Farjami, Yaghoub; Tavakkoli, Jahan

2013-09-01

Various numerical algorithms have been developed to solve the Khokhlov-Kuznetsov-Zabolotskaya (KZK) parabolic nonlinear wave equation. In this work, a generalized time-domain numerical algorithm is proposed to solve the diffraction term of the KZK equation. This algorithm solves the transverse Laplacian operator of the KZK equation in three-dimensional (3D) Cartesian coordinates using a finite-difference method based on the five-point implicit backward finite difference and the five-point Crank-Nicolson finite difference discretization techniques. This leads to a more uniform discretization of the Laplacian operator which in turn results in fewer calculation gridding nodes without compromising accuracy in the diffraction term. In addition, a new empirical algorithm based on the LU decomposition technique is proposed to solve the system of linear equations obtained from this discretization. The proposed empirical algorithm improves the calculation speed and memory usage, while the order of computational complexity remains linear in calculation of the diffraction term in the KZK equation. For evaluating the accuracy of the proposed algorithm, two previously published algorithms are used as comparison references: the conventional 2D Texas code and its generalization for 3D geometries. The results show that the accuracy/efficiency performance of the proposed algorithm is comparable with the established time-domain methods.

Simulating Chemical Kinetics Without Differential Equations: A Quantitative Theory Based on Chemical Pathways.

PubMed

Bai, Shirong; Skodje, Rex T

2017-08-17

A new approach is presented for simulating the time-evolution of chemically reactive systems. This method provides an alternative to conventional modeling of mass-action kinetics that involves solving differential equations for the species concentrations. The method presented here avoids the need to solve the rate equations by switching to a representation based on chemical pathways. In the Sum Over Histories Representation (or SOHR) method, any time-dependent kinetic observable, such as concentration, is written as a linear combination of probabilities for chemical pathways leading to a desired outcome. In this work, an iterative method is introduced that allows the time-dependent pathway probabilities to be generated from a knowledge of the elementary rate coefficients, thus avoiding the pitfalls involved in solving the differential equations of kinetics. The method is successfully applied to the model Lotka-Volterra system and to a realistic H 2 combustion model.

Technology, Linear Equations, and Buying a Car.

ERIC Educational Resources Information Center

Sandefur, James T.

1992-01-01

Discusses the use of technology in solving compound interest-rate problems that can be modeled by linear relationships. Uses a graphing calculator to solve the specific problem of determining the amount of money that can be borrowed to buy a car for a given monthly payment and interest rate. (MDH)

Second derivative time integration methods for discontinuous Galerkin solutions of unsteady compressible flows

NASA Astrophysics Data System (ADS)

Nigro, A.; De Bartolo, C.; Crivellini, A.; Bassi, F.

2017-12-01

In this paper we investigate the possibility of using the high-order accurate A (α) -stable Second Derivative (SD) schemes proposed by Enright for the implicit time integration of the Discontinuous Galerkin (DG) space-discretized Navier-Stokes equations. These multistep schemes are A-stable up to fourth-order, but their use results in a system matrix difficult to compute. Furthermore, the evaluation of the nonlinear function is computationally very demanding. We propose here a Matrix-Free (MF) implementation of Enright schemes that allows to obtain a method without the costs of forming, storing and factorizing the system matrix, which is much less computationally expensive than its matrix-explicit counterpart, and which performs competitively with other implicit schemes, such as the Modified Extended Backward Differentiation Formulae (MEBDF). The algorithm makes use of the preconditioned GMRES algorithm for solving the linear system of equations. The preconditioner is based on the ILU(0) factorization of an approximated but computationally cheaper form of the system matrix, and it has been reused for several time steps to improve the efficiency of the MF Newton-Krylov solver. We additionally employ a polynomial extrapolation technique to compute an accurate initial guess to the implicit nonlinear system. The stability properties of SD schemes have been analyzed by solving a linear model problem. For the analysis on the Navier-Stokes equations, two-dimensional inviscid and viscous test cases, both with a known analytical solution, are solved to assess the accuracy properties of the proposed time integration method for nonlinear autonomous and non-autonomous systems, respectively. The performance of the SD algorithm is compared with the ones obtained by using an MF-MEBDF solver, in order to evaluate its effectiveness, identifying its limitations and suggesting possible further improvements.

Well-posedness, linear perturbations, and mass conservation for the axisymmetric Einstein equations

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

Dain, Sergio; Ortiz, Omar E.; Facultad de Matematica, Astronomia y Fisica, FaMAF, Universidad Nacional de Cordoba, Instituto de Fisica Enrique Gaviola, IFEG, CONICET, Ciudad Universitaria

2010-02-15

For axially symmetric solutions of Einstein equations there exists a gauge which has the remarkable property that the total mass can be written as a conserved, positive definite, integral on the spacelike slices. The mass integral provides a nonlinear control of the variables along the whole evolution. In this gauge, Einstein equations reduce to a coupled hyperbolic-elliptic system which is formally singular at the axis. As a first step in analyzing this system of equations we study linear perturbations on a flat background. We prove that the linear equations reduce to a very simple system of equations which provide, thoughmore » the mass formula, useful insight into the structure of the full system. However, the singular behavior of the coefficients at the axis makes the study of this linear system difficult from the analytical point of view. In order to understand the behavior of the solutions, we study the numerical evolution of them. We provide strong numerical evidence that the system is well-posed and that its solutions have the expected behavior. Finally, this linear system allows us to formulate a model problem which is physically interesting in itself, since it is connected with the linear stability of black hole solutions in axial symmetry. This model can contribute significantly to solve the nonlinear problem and at the same time it appears to be tractable.« less

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.

Transfer matrix method for dynamics modeling and independent modal space vibration control design of linear hybrid multibody system

NASA Astrophysics Data System (ADS)

Rong, Bao; Rui, Xiaoting; Lu, Kun; Tao, Ling; Wang, Guoping; Ni, Xiaojun

2018-05-01

In this paper, an efficient method of dynamics modeling and vibration control design of a linear hybrid multibody system (MS) is studied based on the transfer matrix method. The natural vibration characteristics of a linear hybrid MS are solved by using low-order transfer equations. Then, by constructing the brand-new body dynamics equation, augmented operator and augmented eigenvector, the orthogonality of augmented eigenvector of a linear hybrid MS is satisfied, and its state space model expressed in each independent model space is obtained easily. According to this dynamics model, a robust independent modal space-fuzzy controller is designed for vibration control of a general MS, and the genetic optimization of some critical control parameters of fuzzy tuners is also presented. Two illustrative examples are performed, which results show that this method is computationally efficient and with perfect control performance.

A comparison of Heuristic method and Llewellyn’s rules for identification of redundant constraints

NASA Astrophysics Data System (ADS)

Estiningsih, Y.; Farikhin; Tjahjana, R. H.

2018-03-01

Important techniques in linear programming is modelling and solving practical optimization. Redundant constraints are consider for their effects on general linear programming problems. Identification and reduce redundant constraints are for avoidance of all the calculations associated when solving an associated linear programming problems. Many researchers have been proposed for identification redundant constraints. This paper a compararison of Heuristic method and Llewellyn’s rules for identification of redundant constraints.

A linear complementarity method for the solution of vertical vehicle-track interaction

NASA Astrophysics Data System (ADS)

Zhang, Jian; Gao, Qiang; Wu, Feng; Zhong, Wan-Xie

2018-02-01

A new method is proposed for the solution of the vertical vehicle-track interaction including a separation between wheel and rail. The vehicle is modelled as a multi-body system using rigid bodies, and the track is treated as a three-layer beam model in which the rail is considered as an Euler-Bernoulli beam and both the sleepers and the ballast are represented by lumped masses. A linear complementarity formulation is directly established using a combination of the wheel-rail normal contact condition and the generalised-α method. This linear complementarity problem is solved using the Lemke algorithm, and the wheel-rail contact force can be obtained. Then the dynamic responses of the vehicle and the track are solved without iteration based on the generalised-α method. The same equations of motion for the vehicle and track are adopted at the different wheel-rail contact situations. This method can remove some restrictions, that is, time-dependent mass, damping and stiffness matrices of the coupled system, multiple equations of motion for the different contact situations and the effect of the contact stiffness. Numerical results demonstrate that the proposed method is effective for simulating the vehicle-track interaction including a separation between wheel and rail.

Implicit–explicit (IMEX) Runge–Kutta methods for non-hydrostatic atmospheric models

DOE PAGES

Gardner, David J.; Guerra, Jorge E.; Hamon, François P.; ...

2018-04-17

The efficient simulation of non-hydrostatic atmospheric dynamics requires time integration methods capable of overcoming the explicit stability constraints on time step size arising from acoustic waves. In this work, we investigate various implicit–explicit (IMEX) additive Runge–Kutta (ARK) methods for evolving acoustic waves implicitly to enable larger time step sizes in a global non-hydrostatic atmospheric model. The IMEX formulations considered include horizontally explicit – vertically implicit (HEVI) approaches as well as splittings that treat some horizontal dynamics implicitly. In each case, the impact of solving nonlinear systems in each implicit ARK stage in a linearly implicit fashion is also explored.The accuracymore » and efficiency of the IMEX splittings, ARK methods, and solver options are evaluated on a gravity wave and baroclinic wave test case. HEVI splittings that treat some vertical dynamics explicitly do not show a benefit in solution quality or run time over the most implicit HEVI formulation. While splittings that implicitly evolve some horizontal dynamics increase the maximum stable step size of a method, the gains are insufficient to overcome the additional cost of solving a globally coupled system. Solving implicit stage systems in a linearly implicit manner limits the solver cost but this is offset by a reduction in step size to achieve the desired accuracy for some methods. Overall, the third-order ARS343 and ARK324 methods performed the best, followed by the second-order ARS232 and ARK232 methods.« less

Implicit-explicit (IMEX) Runge-Kutta methods for non-hydrostatic atmospheric models

NASA Astrophysics Data System (ADS)

Gardner, David J.; Guerra, Jorge E.; Hamon, François P.; Reynolds, Daniel R.; Ullrich, Paul A.; Woodward, Carol S.

2018-04-01

The efficient simulation of non-hydrostatic atmospheric dynamics requires time integration methods capable of overcoming the explicit stability constraints on time step size arising from acoustic waves. In this work, we investigate various implicit-explicit (IMEX) additive Runge-Kutta (ARK) methods for evolving acoustic waves implicitly to enable larger time step sizes in a global non-hydrostatic atmospheric model. The IMEX formulations considered include horizontally explicit - vertically implicit (HEVI) approaches as well as splittings that treat some horizontal dynamics implicitly. In each case, the impact of solving nonlinear systems in each implicit ARK stage in a linearly implicit fashion is also explored. The accuracy and efficiency of the IMEX splittings, ARK methods, and solver options are evaluated on a gravity wave and baroclinic wave test case. HEVI splittings that treat some vertical dynamics explicitly do not show a benefit in solution quality or run time over the most implicit HEVI formulation. While splittings that implicitly evolve some horizontal dynamics increase the maximum stable step size of a method, the gains are insufficient to overcome the additional cost of solving a globally coupled system. Solving implicit stage systems in a linearly implicit manner limits the solver cost but this is offset by a reduction in step size to achieve the desired accuracy for some methods. Overall, the third-order ARS343 and ARK324 methods performed the best, followed by the second-order ARS232 and ARK232 methods.

Implicit–explicit (IMEX) Runge–Kutta methods for non-hydrostatic atmospheric models

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

Gardner, David J.; Guerra, Jorge E.; Hamon, François P.

The efficient simulation of non-hydrostatic atmospheric dynamics requires time integration methods capable of overcoming the explicit stability constraints on time step size arising from acoustic waves. In this work, we investigate various implicit–explicit (IMEX) additive Runge–Kutta (ARK) methods for evolving acoustic waves implicitly to enable larger time step sizes in a global non-hydrostatic atmospheric model. The IMEX formulations considered include horizontally explicit – vertically implicit (HEVI) approaches as well as splittings that treat some horizontal dynamics implicitly. In each case, the impact of solving nonlinear systems in each implicit ARK stage in a linearly implicit fashion is also explored.The accuracymore » and efficiency of the IMEX splittings, ARK methods, and solver options are evaluated on a gravity wave and baroclinic wave test case. HEVI splittings that treat some vertical dynamics explicitly do not show a benefit in solution quality or run time over the most implicit HEVI formulation. While splittings that implicitly evolve some horizontal dynamics increase the maximum stable step size of a method, the gains are insufficient to overcome the additional cost of solving a globally coupled system. Solving implicit stage systems in a linearly implicit manner limits the solver cost but this is offset by a reduction in step size to achieve the desired accuracy for some methods. Overall, the third-order ARS343 and ARK324 methods performed the best, followed by the second-order ARS232 and ARK232 methods.« less

The fastclime Package for Linear Programming and Large-Scale Precision Matrix Estimation in R.

PubMed

Pang, Haotian; Liu, Han; Vanderbei, Robert

2014-02-01

We develop an R package fastclime for solving a family of regularized linear programming (LP) problems. Our package efficiently implements the parametric simplex algorithm, which provides a scalable and sophisticated tool for solving large-scale linear programs. As an illustrative example, one use of our LP solver is to implement an important sparse precision matrix estimation method called CLIME (Constrained L 1 Minimization Estimator). Compared with existing packages for this problem such as clime and flare, our package has three advantages: (1) it efficiently calculates the full piecewise-linear regularization path; (2) it provides an accurate dual certificate as stopping criterion; (3) it is completely coded in C and is highly portable. This package is designed to be useful to statisticians and machine learning researchers for solving a wide range of problems.

Global stability and quadratic Hamiltonian structure in Lotka-Volterra and quasi-polynomial systems

NASA Astrophysics Data System (ADS)

Szederkényi, Gábor; Hangos, Katalin M.

2004-04-01

We show that the global stability of quasi-polynomial (QP) and Lotka-Volterra (LV) systems with the well-known logarithmic Lyapunov function is equivalent to the existence of a local generalized dissipative Hamiltonian description of the LV system with a diagonal quadratic form as a Hamiltonian function. The Hamiltonian function can be calculated and the quadratic dissipativity neighborhood of the origin can be estimated by solving linear matrix inequalities.

How linear response shaped models of neural circuits and the quest for alternatives.

PubMed

Herfurth, Tim; Tchumatchenko, Tatjana

2017-10-01

In the past decades, many mathematical approaches to solve complex nonlinear systems in physics have been successfully applied to neuroscience. One of these tools is the concept of linear response functions. However, phenomena observed in the brain emerge from fundamentally nonlinear interactions and feedback loops rather than from a composition of linear filters. Here, we review the successes achieved by applying the linear response formalism to topics, such as rhythm generation and synchrony and by incorporating it into models that combine linear and nonlinear transformations. We also discuss the challenges encountered in the linear response applications and argue that new theoretical concepts are needed to tackle feedback loops and non-equilibrium dynamics which are experimentally observed in neural networks but are outside of the validity regime of the linear response formalism. Copyright © 2017 Elsevier Ltd. All rights reserved.

A new Newton-like method for solving nonlinear equations.

PubMed

Saheya, B; Chen, Guo-Qing; Sui, Yun-Kang; Wu, Cai-Ying

2016-01-01

This paper presents an iterative scheme for solving nonline ar equations. We establish a new rational approximation model with linear numerator and denominator which has generalizes the local linear model. We then employ the new approximation for nonlinear equations and propose an improved Newton's method to solve it. The new method revises the Jacobian matrix by a rank one matrix each iteration and obtains the quadratic convergence property. The numerical performance and comparison show that the proposed method is efficient.

Time evolution of linearized gauge field fluctuations on a real-time lattice

NASA Astrophysics Data System (ADS)

Kurkela, A.; Lappi, T.; Peuron, J.

2016-12-01

Classical real-time lattice simulations play an important role in understanding non-equilibrium phenomena in gauge theories and are used in particular to model the prethermal evolution of heavy-ion collisions. Due to instabilities, small quantum fluctuations on top of the classical background may significantly affect the dynamics of the system. In this paper we argue for the need for a numerical calculation of a system of classical gauge fields and small linearized fluctuations in a way that keeps the separation between the two manifest. We derive and test an explicit algorithm to solve these equations on the lattice, maintaining gauge invariance and Gauss' law.

Output Consensus of Heterogeneous Linear Multi-Agent Systems by Distributed Event-Triggered/Self-Triggered Strategy.

PubMed

Hu, Wenfeng; Liu, Lu; Feng, Gang

2016-09-02

This paper addresses the output consensus problem of heterogeneous linear multi-agent systems. We first propose a novel distributed event-triggered control scheme. It is shown that, with the proposed control scheme, the output consensus problem can be solved if two matrix equations are satisfied. Then, we further propose a novel self-triggered control scheme, with which continuous monitoring is avoided. By introducing a fixed timer into both event- and self-triggered control schemes, Zeno behavior can be ruled out for each agent. The effectiveness of the event- and self-triggered control schemes is illustrated by an example.

Formally biorthogonal polynomials and a look-ahead Levinson algorithm for general Toeplitz systems

NASA Technical Reports Server (NTRS)

Freund, Roland W.; Zha, Hongyuan

1992-01-01

Systems of linear equations with Toeplitz coefficient matrices arise in many important applications. The classical Levinson algorithm computes solutions of Toeplitz systems with only O(n(sub 2)) arithmetic operations, as compared to O(n(sub 3)) operations that are needed for solving general linear systems. However, the Levinson algorithm in its original form requires that all leading principal submatrices are nonsingular. An extension of the Levinson algorithm to general Toeplitz systems is presented. The algorithm uses look-ahead to skip over exactly singular, as well as ill-conditioned leading submatrices, and, at the same time, it still fully exploits the Toeplitz structure. In our derivation of this algorithm, we make use of the intimate connection of Toeplitz matrices with formally biorthogonal polynomials.

The use of Galerkin finite-element methods to solve mass-transport equations

USGS Publications Warehouse

Grove, David B.

1977-01-01

The partial differential equation that describes the transport and reaction of chemical solutes in porous media was solved using the Galerkin finite-element technique. These finite elements were superimposed over finite-difference cells used to solve the flow equation. Both convection and flow due to hydraulic dispersion were considered. Linear and Hermite cubic approximations (basis functions) provided satisfactory results: however, the linear functions were computationally more efficient for two-dimensional problems. Successive over relaxation (SOR) and iteration techniques using Tchebyschef polynomials were used to solve the sparce matrices generated using the linear and Hermite cubic functions, respectively. Comparisons of the finite-element methods to the finite-difference methods, and to analytical results, indicated that a high degree of accuracy may be obtained using the method outlined. The technique was applied to a field problem involving an aquifer contaminated with chloride, tritium, and strontium-90. (Woodard-USGS)

Genetics-based control of a mimo boiler-turbine plant

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

Dimeo, R.M.; Lee, K.Y.

1994-12-31

A genetic algorithm is used to develop an optimal controller for a non-linear, multi-input/multi-output boiler-turbine plant. The algorithm is used to train a control system for the plant over a wide operating range in an effort to obtain better performance. The results of the genetic algorithm`s controller designed from the linearized plant model at a nominal operating point. Because the genetic algorithm is well-suited to solving traditionally difficult optimization problems it is found that the algorithm is capable of developing the controller based on input/output information only. This controller achieves a performance comparable to the standard linear quadratic regulator.

The research of radar target tracking observed information linear filter method

NASA Astrophysics Data System (ADS)

Chen, Zheng; Zhao, Xuanzhi; Zhang, Wen

2018-05-01

Aiming at the problems of low precision or even precision divergent is caused by nonlinear observation equation in radar target tracking, a new filtering algorithm is proposed in this paper. In this algorithm, local linearization is carried out on the observed data of the distance and angle respectively. Then the kalman filter is performed on the linearized data. After getting filtered data, a mapping operation will provide the posteriori estimation of target state. A large number of simulation results show that this algorithm can solve above problems effectively, and performance is better than the traditional filtering algorithm for nonlinear dynamic systems.

Plasmonic modes in nanowire dimers: A study based on the hydrodynamic Drude model including nonlocal and nonlinear effects

NASA Astrophysics Data System (ADS)

Moeferdt, Matthias; Kiel, Thomas; Sproll, Tobias; Intravaia, Francesco; Busch, Kurt

2018-02-01

A combined analytical and numerical study of the modes in two distinct plasmonic nanowire systems is presented. The computations are based on a discontinuous Galerkin time-domain approach, and a fully nonlinear and nonlocal hydrodynamic Drude model for the metal is utilized. In the linear regime, these computations demonstrate the strong influence of nonlocality on the field distributions as well as on the scattering and absorption spectra. Based on these results, second-harmonic-generation efficiencies are computed over a frequency range that covers all relevant modes of the linear spectra. In order to interpret the physical mechanisms that lead to corresponding field distributions, the associated linear quasielectrostatic problem is solved analytically via conformal transformation techniques. This provides an intuitive classification of the linear excitations of the systems that is then applied to the full Maxwell case. Based on this classification, group theory facilitates the determination of the selection rules for the efficient excitation of modes in both the linear and nonlinear regimes. This leads to significantly enhanced second-harmonic generation via judiciously exploiting the system symmetries. These results regarding the mode structure and second-harmonic generation are of direct relevance to other nanoantenna systems.

The Multifaceted Variable Approach: Selection of Method in Solving Simple Linear Equations

ERIC Educational Resources Information Center

Tahir, Salma; Cavanagh, Michael

2010-01-01

This paper presents a comparison of the solution strategies used by two groups of Year 8 students as they solved linear equations. The experimental group studied algebra following a multifaceted variable approach, while the comparison group used a traditional approach. Students in the experimental group employed different solution strategies,…

Secondary Pre-Service Teachers' Algebraic Reasoning about Linear Equation Solving

ERIC Educational Resources Information Center

Alvey, Christina; Hudson, Rick A.; Newton, Jill; Males, Lorraine M.

2016-01-01

This study analyzes the responses of 12 secondary pre-service teachers on two tasks focused on reasoning when solving linear equations. By documenting the choices PSTs made while engaging in these tasks, we gain insight into how new teachers work mathematically, reason algebraically, communicate their thinking, and make pedagogical decisions. We…

Synthesizing Strategies Creatively: Solving Linear Equations

ERIC Educational Resources Information Center

Ponce, Gregorio A.; Tuba, Imre

2015-01-01

New strategies can ignite teachers' imagination to create new lessons or adapt lessons created by others. In this article, the authors present the experience of an algebra teacher and his students solving linear and literal equations and explain how the use of ideas found in past NCTM journals helped bring this lesson to life. The…

Effects of acute beta-adrenergic antagonism on verbal problem solving in autism spectrum disorder and exploration of treatment response markers.

PubMed

Zamzow, Rachel M; Ferguson, Bradley J; Ragsdale, Alexandra S; Lewis, Morgan L; Beversdorf, David Q

2017-08-01

Autism spectrum disorder (ASD) is characterized by impairments in social communication as well as restricted, repetitive behaviors. Evidence suggests that some individuals with ASD have cognitive impairments related to weak central coherence and hyperrestricted processing. Reducing noradrenergic activity may improve aspects of network processing and thus improve cognitive abilities, such as verbal problem solving, in individuals with ASD. The present pilot study explores the effects of acute administration of the beta-adrenergic antagonist propranolol on verbal problem solving in adults and adolescents with ASD. In a within-subject crossover-design, 20 participants with ASD received a single dose of propranolol or placebo on one of two sessions in a double-blinded, counterbalanced manner. Verbal problem solving was assessed via an anagram task. Baseline measurements of autonomic nervous system functioning were obtained, and anxiety was assessed at baseline and following drug administration. Participants solved the anagrams more quickly in the propranolol condition, as compared to the placebo condition, suggesting a potential cognitive benefit of this agent. Additionally, we observed a negative linear relationship between response to propranolol on the anagram task and two measures of baseline autonomic activity, as well as a positive linear relationship between drug response and baseline anxiety. These relationships propose potential markers for treatment response, as propranolol influences both autonomic functioning and anxiety. Further investigation is needed to expand on the present single-dose psychopharmacological challenge and explore the observed effects of propranolol in a serial-dose setting.

A new neural network model for solving random interval linear programming problems.

PubMed

Arjmandzadeh, Ziba; Safi, Mohammadreza; Nazemi, Alireza

2017-05-01

This paper presents a neural network model for solving random interval linear programming problems. The original problem involving random interval variable coefficients is first transformed into an equivalent convex second order cone programming problem. A neural network model is then constructed for solving the obtained convex second order cone problem. Employing Lyapunov function approach, it is also shown that the proposed neural network model is stable in the sense of Lyapunov and it is globally convergent to an exact satisfactory solution of the original problem. Several illustrative examples are solved in support of this technique. Copyright © 2017 Elsevier Ltd. All rights reserved.

Fast solution of elliptic partial differential equations using linear combinations of plane waves.

PubMed

Pérez-Jordá, José M

2016-02-01

Given an arbitrary elliptic partial differential equation (PDE), a procedure for obtaining its solution is proposed based on the method of Ritz: the solution is written as a linear combination of plane waves and the coefficients are obtained by variational minimization. The PDE to be solved is cast as a system of linear equations Ax=b, where the matrix A is not sparse, which prevents the straightforward application of standard iterative methods in order to solve it. This sparseness problem can be circumvented by means of a recursive bisection approach based on the fast Fourier transform, which makes it possible to implement fast versions of some stationary iterative methods (such as Gauss-Seidel) consuming O(NlogN) memory and executing an iteration in O(Nlog(2)N) time, N being the number of plane waves used. In a similar way, fast versions of Krylov subspace methods and multigrid methods can also be implemented. These procedures are tested on Poisson's equation expressed in adaptive coordinates. It is found that the best results are obtained with the GMRES method using a multigrid preconditioner with Gauss-Seidel relaxation steps.

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.

Efficient computation of optimal actions.

PubMed

Todorov, Emanuel

2009-07-14

Optimal choice of actions is a fundamental problem relevant to fields as diverse as neuroscience, psychology, economics, computer science, and control engineering. Despite this broad relevance the abstract setting is similar: we have an agent choosing actions over time, an uncertain dynamical system whose state is affected by those actions, and a performance criterion that the agent seeks to optimize. Solving problems of this kind remains hard, in part, because of overly generic formulations. Here, we propose a more structured formulation that greatly simplifies the construction of optimal control laws in both discrete and continuous domains. An exhaustive search over actions is avoided and the problem becomes linear. This yields algorithms that outperform Dynamic Programming and Reinforcement Learning, and thereby solve traditional problems more efficiently. Our framework also enables computations that were not possible before: composing optimal control laws by mixing primitives, applying deterministic methods to stochastic systems, quantifying the benefits of error tolerance, and inferring goals from behavioral data via convex optimization. Development of a general class of easily solvable problems tends to accelerate progress--as linear systems theory has done, for example. Our framework may have similar impact in fields where optimal choice of actions is relevant.

Some optimal considerations in attitude control systems. [evaluation of value of relative weighting between time and fuel for relay control law

NASA Technical Reports Server (NTRS)

Boland, J. S., III

1973-01-01

The conventional six-engine reaction control jet relay attitude control law with deadband is shown to be a good linear approximation to a weighted time-fuel optimal control law. Techniques for evaluating the value of the relative weighting between time and fuel for a particular relay control law is studied along with techniques to interrelate other parameters for the two control laws. Vehicle attitude control laws employing control moment gyros are then investigated. Steering laws obtained from the expression for the reaction torque of the gyro configuration are compared to a total optimal attitude control law that is derived from optimal linear regulator theory. This total optimal attitude control law has computational disadvantages in the solving of the matrix Riccati equation. Several computational algorithms for solving the matrix Riccati equation are investigated with respect to accuracy, computational storage requirements, and computational speed.

Regularization strategies for hyperplane classifiers: application to cancer classification with gene expression data.

PubMed

Andries, Erik; Hagstrom, Thomas; Atlas, Susan R; Willman, Cheryl

2007-02-01

Linear discrimination, from the point of view of numerical linear algebra, can be treated as solving an ill-posed system of linear equations. In order to generate a solution that is robust in the presence of noise, these problems require regularization. Here, we examine the ill-posedness involved in the linear discrimination of cancer gene expression data with respect to outcome and tumor subclasses. We show that a filter factor representation, based upon Singular Value Decomposition, yields insight into the numerical ill-posedness of the hyperplane-based separation when applied to gene expression data. We also show that this representation yields useful diagnostic tools for guiding the selection of classifier parameters, thus leading to improved performance.

Axial calibration methods of piezoelectric load sharing dynamometer

NASA Astrophysics Data System (ADS)

Zhang, Jun; Chang, Qingbing; Ren, Zongjin; Shao, Jun; Wang, Xinlei; Tian, Yu

2018-06-01

The relationship between input and output of load sharing dynamometer is seriously non-linear in different loading points of a plane, so it's significant for accutately measuring force to precisely calibrate the non-linear relationship. In this paper, firstly, based on piezoelectric load sharing dynamometer, calibration experiments of different loading points are performed in a plane. And then load sharing testing system is respectively calibrated based on BP algorithm and ELM (Extreme Learning Machine) algorithm. Finally, the results show that the calibration result of ELM is better than BP for calibrating the non-linear relationship between input and output of loading sharing dynamometer in the different loading points of a plane, which verifies that ELM algorithm is feasible in solving force non-linear measurement problem.

Dissemination of the Phasor Method in Electrical Engineering in China

ERIC Educational Resources Information Center

Zhang, Liangliang; Lei, Yinzhao

2014-01-01

Synchrophasors, widely used in the monitoring and analysis of power systems, evolved from the phasor method presented by Charles Proteus Steinmetz in 1893. The phasor method is a mathematical method for solving linear sinusoidal steady-state circuits and time-varying electromagnetic fields. This paper traces the history and diffusion of the phasor…

Estimating the Resources for Quantum Computation with the QuRE Toolbox

DTIC Science & Technology

2013-05-31

quantum computing. Quantum Info. Comput., 9(7):666–682, July 2009. [13] M. Saffman, T. G. Walker, and K. Mølmer. Quantum information with rydberg atoms...109(5):735–750, 2011. [24] Aram Harrow , Avinatan Hassidim, and Seth Lloyd. Quantum algorithm for solving linear systems of equations. Phys. Rev

An Improved Heaviside Approach to Partial Fraction Expansion and Its Applications

ERIC Educational Resources Information Center

Man, Yiu-Kwong

2009-01-01

In this note, we present an improved Heaviside approach to compute the partial fraction expansions of proper rational functions. This method uses synthetic divisions to determine the unknown partial fraction coefficients successively, without the need to use differentiation or to solve a system of linear equations. Examples of its applications in…

Periodic Methods for Controlling a Satellite in Formation

DTIC Science & Technology

2002-03-01

5 5. Clohessy - Wiltshire Reference Frame................................................................... 10 6...techniques to study relative position errors within a satellite cluster [19, 24]. The dynamics were based on Clohessy - Wiltshire equations with near...dynamics model by solving the time periodic, linearized system using Floquet Theory. More accurate than the Clohessy - Wiltshire solutions used in previous

Fortran Programs for Weapon Systems Analysis

DTIC Science & Technology

1990-06-01

interested in ballistics and related work. The programs include skeletal combat models , a set of discrete-event timing routines, mathematical and...32 4.3 LinEqs: Solve Linear Equations Like a Textbook ........................................................................... 34...military applications as it is of computer science. This crisis occurs in all fields, including the modeling of logistics, mobility, ballistics, and combat

Control system estimation and design for aerospace vehicles with time delay

NASA Technical Reports Server (NTRS)

Allgaier, G. R.; Williams, T. L.

1972-01-01

The problems of estimation and control of discrete, linear, time-varying systems are considered. Previous solutions to these problems involved either approximate techniques, open-loop control solutions, or results which required excessive computation. The estimation problem is solved by two different methods, both of which yield the identical algorithm for determining the optimal filter. The partitioned results achieve a substantial reduction in computation time and storage requirements over the expanded solution, however. The results reduce to the Kalman filter when no delays are present in the system. The control problem is also solved by two different methods, both of which yield identical algorithms for determining the optimal control gains. The stochastic control is shown to be identical to the deterministic control, thus extending the separation principle to time delay systems. The results obtained reduce to the familiar optimal control solution when no time delays are present in the system.

Proposed solution methodology for the dynamically coupled nonlinear geared rotor mechanics equations

NASA Technical Reports Server (NTRS)

Mitchell, L. D.; David, J. W.

1983-01-01

The equations which describe the three-dimensional motion of an unbalanced rigid disk in a shaft system are nonlinear and contain dynamic-coupling terms. Traditionally, investigators have used an order analysis to justify ignoring the nonlinear terms in the equations of motion, producing a set of linear equations. This paper will show that, when gears are included in such a rotor system, the nonlinear dynamic-coupling terms are potentially as large as the linear terms. Because of this, one must attempt to solve the nonlinear rotor mechanics equations. A solution methodology is investigated to obtain approximate steady-state solutions to these equations. As an example of the use of the technique, a simpler set of equations is solved and the results compared to numerical simulations. These equations represent the forced, steady-state response of a spring-supported pendulum. These equations were chosen because they contain the type of nonlinear terms found in the dynamically-coupled nonlinear rotor equations. The numerical simulations indicate this method is reasonably accurate even when the nonlinearities are large.

Advanced Computational Methods for Security Constrained Financial Transmission Rights: Structure and Parallelism

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

Elbert, Stephen T.; Kalsi, Karanjit; Vlachopoulou, Maria

Financial Transmission Rights (FTRs) help power market participants reduce price risks associated with transmission congestion. FTRs are issued based on a process of solving a constrained optimization problem with the objective to maximize the FTR social welfare under power flow security constraints. Security constraints for different FTR categories (monthly, seasonal or annual) are usually coupled and the number of constraints increases exponentially with the number of categories. Commercial software for FTR calculation can only provide limited categories of FTRs due to the inherent computational challenges mentioned above. In this paper, a novel non-linear dynamical system (NDS) approach is proposed tomore » solve the optimization problem. The new formulation and performance of the NDS solver is benchmarked against widely used linear programming (LP) solvers like CPLEX™ and tested on large-scale systems using data from the Western Electricity Coordinating Council (WECC). The NDS is demonstrated to outperform the widely used CPLEX algorithms while exhibiting superior scalability. Furthermore, the NDS based solver can be easily parallelized which results in significant computational improvement.« less

Asymptotic theory of neutral stability of the Couette flow of a vibrationally excited gas

NASA Astrophysics Data System (ADS)

Grigor'ev, Yu. N.; Ershov, I. V.

2017-01-01

An asymptotic theory of the neutral stability curve for a supersonic plane Couette flow of a vibrationally excited gas is developed. The initial mathematical model consists of equations of two-temperature viscous gas dynamics, which are used to derive a spectral problem for a linear system of eighth-order ordinary differential equations within the framework of the classical linear stability theory. Unified transformations of the system for all shear flows are performed in accordance with the classical Lin scheme. The problem is reduced to an algebraic secular equation with separation into the "inviscid" and "viscous" parts, which is solved numerically. It is shown that the thus-calculated neutral stability curves agree well with the previously obtained results of the direct numerical solution of the original spectral problem. In particular, the critical Reynolds number increases with excitation enhancement, and the neutral stability curve is shifted toward the domain of higher wave numbers. This is also confirmed by means of solving an asymptotic equation for the critical Reynolds number at the Mach number M ≤ 4.

Improving Strategies via SMT Solving

NASA Astrophysics Data System (ADS)

Gawlitza, Thomas Martin; Monniaux, David

We consider the problem of computing numerical invariants of programs by abstract interpretation. Our method eschews two traditional sources of imprecision: (i) the use of widening operators for enforcing convergence within a finite number of iterations (ii) the use of merge operations (often, convex hulls) at the merge points of the control flow graph. It instead computes the least inductive invariant expressible in the domain at a restricted set of program points, and analyzes the rest of the code en bloc. We emphasize that we compute this inductive invariant precisely. For that we extend the strategy improvement algorithm of Gawlitza and Seidl [17]. If we applied their method directly, we would have to solve an exponentially sized system of abstract semantic equations, resulting in memory exhaustion. Instead, we keep the system implicit and discover strategy improvements using SAT modulo real linear arithmetic (SMT). For evaluating strategies we use linear programming. Our algorithm has low polynomial space complexity and performs for contrived examples in the worst case exponentially many strategy improvement steps; this is unsurprising, since we show that the associated abstract reachability problem is Π2 P -complete.

The most precise computations using Euler's method in standard floating-point arithmetic applied to modelling of biological systems.

PubMed

Kalinina, Elizabeth A

2013-08-01

The explicit Euler's method is known to be very easy and effective in implementation for many applications. This article extends results previously obtained for the systems of linear differential equations with constant coefficients to arbitrary systems of ordinary differential equations. Optimal (providing minimum total error) step size is calculated at each step of Euler's method. Several examples of solving stiff systems are included. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.

A feasible DY conjugate gradient method for linear equality constraints

NASA Astrophysics Data System (ADS)

LI, Can

2017-09-01

In this paper, we propose a feasible conjugate gradient method for solving linear equality constrained optimization problem. The method is an extension of the Dai-Yuan conjugate gradient method proposed by Dai and Yuan to linear equality constrained optimization problem. It can be applied to solve large linear equality constrained problem due to lower storage requirement. An attractive property of the method is that the generated direction is always feasible and descent direction. Under mild conditions, the global convergence of the proposed method with exact line search is established. Numerical experiments are also given which show the efficiency of the method.

A Simple Attitude Control of Quadrotor Helicopter Based on Ziegler-Nichols Rules for Tuning PD Parameters

PubMed Central

He, ZeFang

2014-01-01

An attitude control strategy based on Ziegler-Nichols rules for tuning PD (proportional-derivative) parameters of quadrotor helicopters is presented to solve the problem that quadrotor tends to be instable. This problem is caused by the narrow definition domain of attitude angles of quadrotor helicopters. The proposed controller is nonlinear and consists of a linear part and a nonlinear part. The linear part is a PD controller with PD parameters tuned by Ziegler-Nichols rules and acts on the quadrotor decoupled linear system after feedback linearization; the nonlinear part is a feedback linearization item which converts a nonlinear system into a linear system. It can be seen from the simulation results that the attitude controller proposed in this paper is highly robust, and its control effect is better than the other two nonlinear controllers. The nonlinear parts of the other two nonlinear controllers are the same as the attitude controller proposed in this paper. The linear part involves a PID (proportional-integral-derivative) controller with the PID controller parameters tuned by Ziegler-Nichols rules and a PD controller with the PD controller parameters tuned by GA (genetic algorithms). Moreover, this attitude controller is simple and easy to implement. PMID:25614879

A computational study of the use of an optimization-based method for simulating large multibody systems.

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

Petra, C.; Gavrea, B.; Anitescu, M.

2009-01-01

The present work aims at comparing the performance of several quadratic programming (QP) solvers for simulating large-scale frictional rigid-body systems. Traditional time-stepping schemes for simulation of multibody systems are formulated as linear complementarity problems (LCPs) with copositive matrices. Such LCPs are generally solved by means of Lemke-type algorithms and solvers such as the PATH solver proved to be robust. However, for large systems, the PATH solver or any other pivotal algorithm becomes unpractical from a computational point of view. The convex relaxation proposed by one of the authors allows the formulation of the integration step as a QPD, for whichmore » a wide variety of state-of-the-art solvers are available. In what follows we report the results obtained solving that subproblem when using the QP solvers MOSEK, OOQP, TRON, and BLMVM. OOQP is presented with both the symmetric indefinite solver MA27 and our Cholesky reformulation using the CHOLMOD package. We investigate computational performance and address the correctness of the results from a modeling point of view. We conclude that the OOQP solver, particularly with the CHOLMOD linear algebra solver, has predictable performance and memory use patterns and is far more competitive for these problems than are the other solvers.« less

Implementation of Rosenbrock methods

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

Shampine, L. F.

1980-11-01

Rosenbrock formulas have shown promise in research codes for the solution of initial-value problems for stiff systems of ordinary differential equations (ODEs). To help assess their practical value, the author wrote an item of mathematical software based on such a formula. This required a variety of algorithmic and software developments. Those of general interest are reported in this paper. Among them is a way to select automatically, at every step, an explicit Runge-Kutta formula or a Rosenbrock formula according to the stiffness of the problem. Solving linear systems is important to methods for stiff ODEs, and is rather special formore » Rosenbrock methods. A cheap, effective estimate of the condition of the linear systems is derived. Some numerical results are presented to illustrate the developments.« less

Discretized energy minimization in a wave guide with point sources

NASA Technical Reports Server (NTRS)

Propst, G.

1994-01-01

An anti-noise problem on a finite time interval is solved by minimization of a quadratic functional on the Hilbert space of square integrable controls. To this end, the one-dimensional wave equation with point sources and pointwise reflecting boundary conditions is decomposed into a system for the two propagating components of waves. Wellposedness of this system is proved for a class of data that includes piecewise linear initial conditions and piecewise constant forcing functions. It is shown that for such data the optimal piecewise constant control is the solution of a sparse linear system. Methods for its computational treatment are presented as well as examples of their applicability. The convergence of discrete approximations to the general optimization problem is demonstrated by finite element methods.

Insights into the School Mathematics Tradition from Solving Linear Equations

ERIC Educational Resources Information Center

Buchbinder, Orly; Chazan, Daniel; Fleming, Elizabeth

2015-01-01

In this article, we explore how the solving of linear equations is represented in English­-language algebra text books from the early nineteenth century when schooling was becoming institutionalized, and then survey contemporary teachers. In the text books, we identify the increasing presence of a prescribed order of steps (a canonical method) for…

Investigating High-School Students' Reasoning Strategies when They Solve Linear Equations

ERIC Educational Resources Information Center

Huntley, Mary Ann; Marcus, Robin; Kahan, Jeremy; Miller, Jane Lincoln

2007-01-01

A cross-curricular structured-probe task-based clinical interview study with 44 pairs of third-year high-school mathematics students, most of whom were high achieving, was conducted to investigate their approaches to a variety of algebra problems. This paper presents results from one problem that involved solving a set of three linear equations of…

General purpose computer programs for numerically analyzing linear ac electrical and electronic circuits for steady-state conditions

NASA Technical Reports Server (NTRS)

Egebrecht, R. A.; Thorbjornsen, A. R.

1967-01-01

Digital computer programs determine steady-state performance characteristics of active and passive linear circuits. The ac analysis program solves the basic circuit parameters. The compiler program solves these circuit parameters and in addition provides a more versatile program by allowing the user to perform mathematical and logical operations.

The Use of Generalized Laguerre Polynomials in Spectral Methods for Solving Fractional Delay Differential Equations.

PubMed

Khader, M M

2013-10-01

In this paper, an efficient numerical method for solving the fractional delay differential equations (FDDEs) is considered. The fractional derivative is described in the Caputo sense. The proposed method is based on the derived approximate formula of the Laguerre polynomials. The properties of Laguerre polynomials are utilized to reduce FDDEs to a linear or nonlinear system of algebraic equations. Special attention is given to study the error and the convergence analysis of the proposed method. Several numerical examples are provided to confirm that the proposed method is in excellent agreement with the exact solution.

A Simulation Study of the Overdetermined Geodetic Boundary Value Problem Using Collocation

DTIC Science & Technology

1989-03-01

9 APPROVED FOR PUBLIC RELEASE; DISTRIBUTION UNLIMITED GEOPHYSICS LABORATORY AIR FORCE SYSTEMS COMMAND UNITED STATES AIR FORCE HANSCOM AIR FORCE BASE...linearized integral equation is obtained through an infinite system of integral equations which is solved step by step by means of Stokes’ function. The...computed. Since 9 and W = W(9) 4 are known on the boundary, then the boundary is known in the new coordinate system . The serious disadvantage of this

Solving large-scale fixed cost integer linear programming models for grid-based location problems with heuristic techniques

NASA Astrophysics Data System (ADS)

Noor-E-Alam, Md.; Doucette, John

2015-08-01

Grid-based location problems (GBLPs) can be used to solve location problems in business, engineering, resource exploitation, and even in the field of medical sciences. To solve these decision problems, an integer linear programming (ILP) model is designed and developed to provide the optimal solution for GBLPs considering fixed cost criteria. Preliminary results show that the ILP model is efficient in solving small to moderate-sized problems. However, this ILP model becomes intractable in solving large-scale instances. Therefore, a decomposition heuristic is proposed to solve these large-scale GBLPs, which demonstrates significant reduction of solution runtimes. To benchmark the proposed heuristic, results are compared with the exact solution via ILP. The experimental results show that the proposed method significantly outperforms the exact method in runtime with minimal (and in most cases, no) loss of optimality.

Solving systems of linear equations by GPU-based matrix factorization in a Science Ground Segment

NASA Astrophysics Data System (ADS)

Legendre, Maxime; Schmidt, Albrecht; Moussaoui, Saïd; Lammers, Uwe

2013-11-01

Recently, Graphics Cards have been used to offload scientific computations from traditional CPUs for greater efficiency. This paper investigates the adaptation of a real-world linear system solver, which plays a central role in the data processing of the Science Ground Segment of ESA's astrometric Gaia mission. The paper quantifies the resource trade-offs between traditional CPU implementations and modern CUDA based GPU implementations. It also analyses the impact on the pipeline architecture and system development. The investigation starts from both a selected baseline algorithm with a reference implementation and a traditional linear system solver and then explores various modifications to control flow and data layout to achieve higher resource efficiency. It turns out that with the current state of the art, the modifications impact non-technical system attributes. For example, the control flow of the original modified Cholesky transform is modified so that locality of the code and verifiability deteriorate. The maintainability of the system is affected as well. On the system level, users will have to deal with more complex configuration control and testing procedures.

H∞ robust fault-tolerant controller design for an autonomous underwater vehicle's navigation control system

NASA Astrophysics Data System (ADS)

Cheng, Xiang-Qin; Qu, Jing-Yuan; Yan, Zhe-Ping; Bian, Xin-Qian

2010-03-01

In order to improve the security and reliability for autonomous underwater vehicle (AUV) navigation, an H∞ robust fault-tolerant controller was designed after analyzing variations in state-feedback gain. Operating conditions and the design method were then analyzed so that the control problem could be expressed as a mathematical optimization problem. This permitted the use of linear matrix inequalities (LMI) to solve for the H∞ controller for the system. When considering different actuator failures, these conditions were then also mathematically expressed, allowing the H∞ robust controller to solve for these events and thus be fault-tolerant. Finally, simulation results showed that the H∞ robust fault-tolerant controller could provide precise AUV navigation control with strong robustness.

Algebraic multigrid preconditioners for two-phase flow in porous media with phase transitions [Algebraic multigrid preconditioners for multiphase flow in porous media with phase transitions

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

Bui, Quan M.; Wang, Lu; Osei-Kuffuor, Daniel

Multiphase flow is a critical process in a wide range of applications, including oil and gas recovery, carbon sequestration, and contaminant remediation. Numerical simulation of multiphase flow requires solving of a large, sparse linear system resulting from the discretization of the partial differential equations modeling the flow. In the case of multiphase multicomponent flow with miscible effect, this is a very challenging task. The problem becomes even more difficult if phase transitions are taken into account. A new approach to handle phase transitions is to formulate the system as a nonlinear complementarity problem (NCP). Unlike in the primary variable switchingmore » technique, the set of primary variables in this approach is fixed even when there is phase transition. Not only does this improve the robustness of the nonlinear solver, it opens up the possibility to use multigrid methods to solve the resulting linear system. The disadvantage of the complementarity approach, however, is that when a phase disappears, the linear system has the structure of a saddle point problem and becomes indefinite, and current algebraic multigrid (AMG) algorithms cannot be applied directly. In this study, we explore the effectiveness of a new multilevel strategy, based on the multigrid reduction technique, to deal with problems of this type. We demonstrate the effectiveness of the method through numerical results for the case of two-phase, two-component flow with phase appearance/disappearance. In conclusion, we also show that the strategy is efficient and scales optimally with problem size.« less

Algebraic multigrid preconditioners for two-phase flow in porous media with phase transitions [Algebraic multigrid preconditioners for multiphase flow in porous media with phase transitions

DOE PAGES

Bui, Quan M.; Wang, Lu; Osei-Kuffuor, Daniel

2018-02-06

Multiphase flow is a critical process in a wide range of applications, including oil and gas recovery, carbon sequestration, and contaminant remediation. Numerical simulation of multiphase flow requires solving of a large, sparse linear system resulting from the discretization of the partial differential equations modeling the flow. In the case of multiphase multicomponent flow with miscible effect, this is a very challenging task. The problem becomes even more difficult if phase transitions are taken into account. A new approach to handle phase transitions is to formulate the system as a nonlinear complementarity problem (NCP). Unlike in the primary variable switchingmore » technique, the set of primary variables in this approach is fixed even when there is phase transition. Not only does this improve the robustness of the nonlinear solver, it opens up the possibility to use multigrid methods to solve the resulting linear system. The disadvantage of the complementarity approach, however, is that when a phase disappears, the linear system has the structure of a saddle point problem and becomes indefinite, and current algebraic multigrid (AMG) algorithms cannot be applied directly. In this study, we explore the effectiveness of a new multilevel strategy, based on the multigrid reduction technique, to deal with problems of this type. We demonstrate the effectiveness of the method through numerical results for the case of two-phase, two-component flow with phase appearance/disappearance. In conclusion, we also show that the strategy is efficient and scales optimally with problem size.« less

ORACLS- OPTIMAL REGULATOR ALGORITHMS FOR THE CONTROL OF LINEAR SYSTEMS (CDC VERSION)

NASA Technical Reports Server (NTRS)

Armstrong, E. S.

1994-01-01

This control theory design package, called Optimal Regulator Algorithms for the Control of Linear Systems (ORACLS), was developed to aid in the design of controllers and optimal filters for systems which can be modeled by linear, time-invariant differential and difference equations. Optimal linear quadratic regulator theory, currently referred to as the Linear-Quadratic-Gaussian (LQG) problem, has become the most widely accepted method of determining optimal control policy. Within this theory, the infinite duration time-invariant problems, which lead to constant gain feedback control laws and constant Kalman-Bucy filter gains for reconstruction of the system state, exhibit high tractability and potential ease of implementation. A variety of new and efficient methods in the field of numerical linear algebra have been combined into the ORACLS program, which provides for the solution to time-invariant continuous or discrete LQG problems. The ORACLS package is particularly attractive to the control system designer because it provides a rigorous tool for dealing with multi-input and multi-output dynamic systems in both continuous and discrete form. The ORACLS programming system is a collection of subroutines which can be used to formulate, manipulate, and solve various LQG design problems. The ORACLS program is constructed in a manner which permits the user to maintain considerable flexibility at each operational state. This flexibility is accomplished by providing primary operations, analysis of linear time-invariant systems, and control synthesis based on LQG methodology. The input-output routines handle the reading and writing of numerical matrices, printing heading information, and accumulating output information. The basic vector-matrix operations include addition, subtraction, multiplication, equation, norm construction, tracing, transposition, scaling, juxtaposition, and construction of null and identity matrices. The analysis routines provide for the following computations: the eigenvalues and eigenvectors of real matrices; the relative stability of a given matrix; matrix factorization; the solution of linear constant coefficient vector-matrix algebraic equations; the controllability properties of a linear time-invariant system; the steady-state covariance matrix of an open-loop stable system forced by white noise; and the transient response of continuous linear time-invariant systems. The control law design routines of ORACLS implement some of the more common techniques of time-invariant LQG methodology. For the finite-duration optimal linear regulator problem with noise-free measurements, continuous dynamics, and integral performance index, a routine is provided which implements the negative exponential method for finding both the transient and steady-state solutions to the matrix Riccati equation. For the discrete version of this problem, the method of backwards differencing is applied to find the solutions to the discrete Riccati equation. A routine is also included to solve the steady-state Riccati equation by the Newton algorithms described by Klein, for continuous problems, and by Hewer, for discrete problems. Another routine calculates the prefilter gain to eliminate control state cross-product terms in the quadratic performance index and the weighting matrices for the sampled data optimal linear regulator problem. For cases with measurement noise, duality theory and optimal regulator algorithms are used to calculate solutions to the continuous and discrete Kalman-Bucy filter problems. Finally, routines are included to implement the continuous and discrete forms of the explicit (model-in-the-system) and implicit (model-in-the-performance-index) model following theory. These routines generate linear control laws which cause the output of a dynamic time-invariant system to track the output of a prescribed model. In order to apply ORACLS, the user must write an executive (driver) program which inputs the problem coefficients, formulates and selects the routines to be used to solve the problem, and specifies the desired output. There are three versions of ORACLS source code available for implementation: CDC, IBM, and DEC. The CDC version has been implemented on a CDC 6000 series computer with a central memory of approximately 13K (octal) of 60 bit words. The CDC version is written in FORTRAN IV, was developed in 1978, and last updated in 1989. The IBM version has been implemented on an IBM 370 series computer with a central memory requirement of approximately 300K of 8 bit bytes. The IBM version is written in FORTRAN IV and was generated in 1981. The DEC version has been implemented on a VAX series computer operating under VMS. The VAX version is written in FORTRAN 77 and was generated in 1986.

ORACLS- OPTIMAL REGULATOR ALGORITHMS FOR THE CONTROL OF LINEAR SYSTEMS (DEC VAX VERSION)

NASA Technical Reports Server (NTRS)

Frisch, H.

1994-01-01

This control theory design package, called Optimal Regulator Algorithms for the Control of Linear Systems (ORACLS), was developed to aid in the design of controllers and optimal filters for systems which can be modeled by linear, time-invariant differential and difference equations. Optimal linear quadratic regulator theory, currently referred to as the Linear-Quadratic-Gaussian (LQG) problem, has become the most widely accepted method of determining optimal control policy. Within this theory, the infinite duration time-invariant problems, which lead to constant gain feedback control laws and constant Kalman-Bucy filter gains for reconstruction of the system state, exhibit high tractability and potential ease of implementation. A variety of new and efficient methods in the field of numerical linear algebra have been combined into the ORACLS program, which provides for the solution to time-invariant continuous or discrete LQG problems. The ORACLS package is particularly attractive to the control system designer because it provides a rigorous tool for dealing with multi-input and multi-output dynamic systems in both continuous and discrete form. The ORACLS programming system is a collection of subroutines which can be used to formulate, manipulate, and solve various LQG design problems. The ORACLS program is constructed in a manner which permits the user to maintain considerable flexibility at each operational state. This flexibility is accomplished by providing primary operations, analysis of linear time-invariant systems, and control synthesis based on LQG methodology. The input-output routines handle the reading and writing of numerical matrices, printing heading information, and accumulating output information. The basic vector-matrix operations include addition, subtraction, multiplication, equation, norm construction, tracing, transposition, scaling, juxtaposition, and construction of null and identity matrices. The analysis routines provide for the following computations: the eigenvalues and eigenvectors of real matrices; the relative stability of a given matrix; matrix factorization; the solution of linear constant coefficient vector-matrix algebraic equations; the controllability properties of a linear time-invariant system; the steady-state covariance matrix of an open-loop stable system forced by white noise; and the transient response of continuous linear time-invariant systems. The control law design routines of ORACLS implement some of the more common techniques of time-invariant LQG methodology. For the finite-duration optimal linear regulator problem with noise-free measurements, continuous dynamics, and integral performance index, a routine is provided which implements the negative exponential method for finding both the transient and steady-state solutions to the matrix Riccati equation. For the discrete version of this problem, the method of backwards differencing is applied to find the solutions to the discrete Riccati equation. A routine is also included to solve the steady-state Riccati equation by the Newton algorithms described by Klein, for continuous problems, and by Hewer, for discrete problems. Another routine calculates the prefilter gain to eliminate control state cross-product terms in the quadratic performance index and the weighting matrices for the sampled data optimal linear regulator problem. For cases with measurement noise, duality theory and optimal regulator algorithms are used to calculate solutions to the continuous and discrete Kalman-Bucy filter problems. Finally, routines are included to implement the continuous and discrete forms of the explicit (model-in-the-system) and implicit (model-in-the-performance-index) model following theory. These routines generate linear control laws which cause the output of a dynamic time-invariant system to track the output of a prescribed model. In order to apply ORACLS, the user must write an executive (driver) program which inputs the problem coefficients, formulates and selects the routines to be used to solve the problem, and specifies the desired output. There are three versions of ORACLS source code available for implementation: CDC, IBM, and DEC. The CDC version has been implemented on a CDC 6000 series computer with a central memory of approximately 13K (octal) of 60 bit words. The CDC version is written in FORTRAN IV, was developed in 1978, and last updated in 1986. The IBM version has been implemented on an IBM 370 series computer with a central memory requirement of approximately 300K of 8 bit bytes. The IBM version is written in FORTRAN IV and was generated in 1981. The DEC version has been implemented on a VAX series computer operating under VMS. The VAX version is written in FORTRAN 77 and was generated in 1986.

A scalable parallel algorithm for multiple objective linear programs

NASA Technical Reports Server (NTRS)

Wiecek, Malgorzata M.; Zhang, Hong

1994-01-01

This paper presents an ADBASE-based parallel algorithm for solving multiple objective linear programs (MOLP's). Job balance, speedup and scalability are of primary interest in evaluating efficiency of the new algorithm. Implementation results on Intel iPSC/2 and Paragon multiprocessors show that the algorithm significantly speeds up the process of solving MOLP's, which is understood as generating all or some efficient extreme points and unbounded efficient edges. The algorithm gives specially good results for large and very large problems. Motivation and justification for solving such large MOLP's are also included.

Same Old Problem, New Name? Alerting Students to the Nature of the Problem-Solving Process

ERIC Educational Resources Information Center

Yerushalmi, Edit; Magen, Esther

2006-01-01

Students frequently misconceive the process of problem-solving, expecting the linear process required for solving an exercise, rather than the convoluted search process required to solve a genuine problem. In this paper we present an activity designed to foster in students realization and appreciation of the nature of the problem-solving process,…

AN ADA LINEAR ALGEBRA PACKAGE MODELED AFTER HAL/S

NASA Technical Reports Server (NTRS)

Klumpp, A. R.

1994-01-01

This package extends the Ada programming language to include linear algebra capabilities similar to those of the HAL/S programming language. The package is designed for avionics applications such as Space Station flight software. In addition to the HAL/S built-in functions, the package incorporates the quaternion functions used in the Shuttle and Galileo projects, and routines from LINPAK that solve systems of equations involving general square matrices. Language conventions in this package follow those of HAL/S to the maximum extent practical and minimize the effort required for writing new avionics software and translating existent software into Ada. Valid numeric types in this package include scalar, vector, matrix, and quaternion declarations. (Quaternions are fourcomponent vectors used in representing motion between two coordinate frames). Single precision and double precision floating point arithmetic is available in addition to the standard double precision integer manipulation. Infix operators are used instead of function calls to define dot products, cross products, quaternion products, and mixed scalar-vector, scalar-matrix, and vector-matrix products. The package contains two generic programs: one for floating point, and one for integer. The actual component type is passed as a formal parameter to the generic linear algebra package. The procedures for solving systems of linear equations defined by general matrices include GEFA, GECO, GESL, and GIDI. The HAL/S functions include ABVAL, UNIT, TRACE, DET, INVERSE, TRANSPOSE, GET, PUT, FETCH, PLACE, and IDENTITY. This package is written in Ada (Version 1.2) for batch execution and is machine independent. The linear algebra software depends on nothing outside the Ada language except for a call to a square root function for floating point scalars (such as SQRT in the DEC VAX MATHLIB library). This program was developed in 1989, and is a copyrighted work with all copyright vested in NASA.

An exact noniterative linear method for locating sources based on measuring receiver arrival times.

PubMed

Militello, C; Buenafuente, S R

2007-06-01

In this paper an exact, linear solution to the source localization problem based on the time of arrival at the receivers is presented. The method is unique in that the source's position can be obtained by solving a system of linear equations, three for a plane and four for a volume. This simplification means adding an additional receiver to the minimum mathematically required (3+1 in two dimensions and 4+1 in three dimensions). The equations are easily worked out for any receiver configuration and their geometrical interpretation is straightforward. Unlike other methods, the system of reference used to describe the receivers' positions is completely arbitrary. The relationship between this method and previously published ones is discussed, showing how the present, more general, method overcomes nonlinearity and unknown dependency issues.

Control Law Design in a Computational Aeroelasticity Environment

NASA Technical Reports Server (NTRS)

Newsom, Jerry R.; Robertshaw, Harry H.; Kapania, Rakesh K.

2003-01-01

A methodology for designing active control laws in a computational aeroelasticity environment is given. The methodology involves employing a systems identification technique to develop an explicit state-space model for control law design from the output of a computational aeroelasticity code. The particular computational aeroelasticity code employed in this paper solves the transonic small disturbance aerodynamic equation using a time-accurate, finite-difference scheme. Linear structural dynamics equations are integrated simultaneously with the computational fluid dynamics equations to determine the time responses of the structure. These structural responses are employed as the input to a modern systems identification technique that determines the Markov parameters of an "equivalent linear system". The Eigensystem Realization Algorithm is then employed to develop an explicit state-space model of the equivalent linear system. The Linear Quadratic Guassian control law design technique is employed to design a control law. The computational aeroelasticity code is modified to accept control laws and perform closed-loop simulations. Flutter control of a rectangular wing model is chosen to demonstrate the methodology. Various cases are used to illustrate the usefulness of the methodology as the nonlinearity of the aeroelastic system is increased through increased angle-of-attack changes.

Methodology for sensitivity analysis, approximate analysis, and design optimization in CFD for multidisciplinary applications

NASA Technical Reports Server (NTRS)

Taylor, Arthur C., III; Hou, Gene W.

1993-01-01

In this study involving advanced fluid flow codes, an incremental iterative formulation (also known as the delta or correction form) together with the well-known spatially-split approximate factorization algorithm, is presented for solving the very large sparse systems of linear equations which are associated with aerodynamic sensitivity analysis. For smaller 2D problems, a direct method can be applied to solve these linear equations in either the standard or the incremental form, in which case the two are equivalent. Iterative methods are needed for larger 2D and future 3D applications, however, because direct methods require much more computer memory than is currently available. Iterative methods for solving these equations in the standard form are generally unsatisfactory due to an ill-conditioning of the coefficient matrix; this problem can be overcome when these equations are cast in the incremental form. These and other benefits are discussed. The methodology is successfully implemented and tested in 2D using an upwind, cell-centered, finite volume formulation applied to the thin-layer Navier-Stokes equations. Results are presented for two sample airfoil problems: (1) subsonic low Reynolds number laminar flow; and (2) transonic high Reynolds number turbulent flow.

PROTEUS two-dimensional Navier-Stokes computer code, version 1.0. Volume 1: Analysis description

NASA Technical Reports Server (NTRS)

Towne, Charles E.; Schwab, John R.; Benson, Thomas J.; Suresh, Ambady

1990-01-01

A new computer code was developed to solve the two-dimensional or axisymmetric, Reynolds averaged, unsteady compressible Navier-Stokes equations in strong conservation law form. The thin-layer or Euler equations may also be solved. Turbulence is modeled using an algebraic eddy viscosity model. The objective was to develop a code for aerospace applications that is easy to use and easy to modify. Code readability, modularity, and documentation were emphasized. The equations are written in nonorthogonal body-fitted coordinates, and solved by marching in time using a fully-coupled alternating direction-implicit procedure with generalized first- or second-order time differencing. All terms are linearized using second-order Taylor series. The boundary conditions are treated implicitly, and may be steady, unsteady, or spatially periodic. Simple Cartesian or polar grids may be generated internally by the program. More complex geometries require an externally generated computational coordinate system. The documentation is divided into three volumes. Volume 1 is the Analysis Description, and describes in detail the governing equations, the turbulence model, the linearization of the equations and boundary conditions, the time and space differencing formulas, the ADI solution procedure, and the artificial viscosity models.

Parameter estimation of Monod model by the Least-Squares method for microalgae Botryococcus Braunii sp

NASA Astrophysics Data System (ADS)

See, J. J.; Jamaian, S. S.; Salleh, R. M.; Nor, M. E.; Aman, F.

2018-04-01

This research aims to estimate the parameters of Monod model of microalgae Botryococcus Braunii sp growth by the Least-Squares method. Monod equation is a non-linear equation which can be transformed into a linear equation form and it is solved by implementing the Least-Squares linear regression method. Meanwhile, Gauss-Newton method is an alternative method to solve the non-linear Least-Squares problem with the aim to obtain the parameters value of Monod model by minimizing the sum of square error ( SSE). As the result, the parameters of the Monod model for microalgae Botryococcus Braunii sp can be estimated by the Least-Squares method. However, the estimated parameters value obtained by the non-linear Least-Squares method are more accurate compared to the linear Least-Squares method since the SSE of the non-linear Least-Squares method is less than the linear Least-Squares method.

Linear SFM: A hierarchical approach to solving structure-from-motion problems by decoupling the linear and nonlinear components

NASA Astrophysics Data System (ADS)

Zhao, Liang; Huang, Shoudong; Dissanayake, Gamini

2018-07-01

This paper presents a novel hierarchical approach to solving structure-from-motion (SFM) problems. The algorithm begins with small local reconstructions based on nonlinear bundle adjustment (BA). These are then joined in a hierarchical manner using a strategy that requires solving a linear least squares optimization problem followed by a nonlinear transform. The algorithm can handle ordered monocular and stereo image sequences. Two stereo images or three monocular images are adequate for building each initial reconstruction. The bulk of the computation involves solving a linear least squares problem and, therefore, the proposed algorithm avoids three major issues associated with most of the nonlinear optimization algorithms currently used for SFM: the need for a reasonably accurate initial estimate, the need for iterations, and the possibility of being trapped in a local minimum. Also, by summarizing all the original observations into the small local reconstructions with associated information matrices, the proposed Linear SFM manages to preserve all the information contained in the observations. The paper also demonstrates that the proposed problem formulation results in a sparse structure that leads to an efficient numerical implementation. The experimental results using publicly available datasets show that the proposed algorithm yields solutions that are very close to those obtained using a global BA starting with an accurate initial estimate. The C/C++ source code of the proposed algorithm is publicly available at https://github.com/LiangZhaoPKUImperial/LinearSFM.

An upwind multigrid method for solving viscous flows on unstructured triangular meshes. M.S. Thesis

NASA Technical Reports Server (NTRS)

Bonhaus, Daryl Lawrence

1993-01-01

A multigrid algorithm is combined with an upwind scheme for solving the two dimensional Reynolds averaged Navier-Stokes equations on triangular meshes resulting in an efficient, accurate code for solving complex flows around multiple bodies. The relaxation scheme uses a backward-Euler time difference and relaxes the resulting linear system using a red-black procedure. Roe's flux-splitting scheme is used to discretize convective and pressure terms, while a central difference is used for the diffusive terms. The multigrid scheme is demonstrated for several flows around single and multi-element airfoils, including inviscid, laminar, and turbulent flows. The results show an appreciable speed up of the scheme for inviscid and laminar flows, and dramatic increases in efficiency for turbulent cases, especially those on increasingly refined grids.

Three-Dimensional Incompressible Navier-Stokes Flow Computations about Complete Configurations Using a Multiblock Unstructured Grid Approach

NASA Technical Reports Server (NTRS)

Sheng, Chunhua; Hyams, Daniel G.; Sreenivas, Kidambi; Gaither, J. Adam; Marcum, David L.; Whitfield, David L.

2000-01-01

A multiblock unstructured grid approach is presented for solving three-dimensional incompressible inviscid and viscous turbulent flows about complete configurations. The artificial compressibility form of the governing equations is solved by a node-based, finite volume implicit scheme which uses a backward Euler time discretization. Point Gauss-Seidel relaxations are used to solve the linear system of equations at each time step. This work employs a multiblock strategy to the solution procedure, which greatly improves the efficiency of the algorithm by significantly reducing the memory requirements by a factor of 5 over the single-grid algorithm while maintaining a similar convergence behavior. The numerical accuracy of solutions is assessed by comparing with the experimental data for a submarine with stem appendages and a high-lift configuration.

How to help intelligent systems with different uncertainty representations cooperate with each other

NASA Technical Reports Server (NTRS)

Kreinovich, Vladik YA.; Kumar, Sundeep

1991-01-01

In order to solve a complicated problem one must use the knowledge from different domains. Therefore, if one wants to automatize the solution of these problems, one has to help the knowledge-based systems that correspond to these domains cooperate, that is, communicate facts and conclusions to each other in the process of decision making. One of the main obstacles to such cooperation is the fact that different intelligent systems use different methods of knowledge acquisition and different methods and formalisms for uncertainty representation. So an interface f is needed, 'translating' the values x, y, which represent uncertainty of the experts' knowledge in one system, into the values f(x), f(y) appropriate for another one. The problem of designing such an interface as a mathematical problem is formulated and solved. It is shown that the interface must be fractionally linear: f(x) = (ax + b)/(cx + d).

Convergence Results on Iteration Algorithms to Linear Systems

PubMed Central

Wang, Zhuande; Yang, Chuansheng; Yuan, Yubo

2014-01-01

In order to solve the large scale linear systems, backward and Jacobi iteration algorithms are employed. The convergence is the most important issue. In this paper, a unified backward iterative matrix is proposed. It shows that some well-known iterative algorithms can be deduced with it. The most important result is that the convergence results have been proved. Firstly, the spectral radius of the Jacobi iterative matrix is positive and the one of backward iterative matrix is strongly positive (lager than a positive constant). Secondly, the mentioned two iterations have the same convergence results (convergence or divergence simultaneously). Finally, some numerical experiments show that the proposed algorithms are correct and have the merit of backward methods. PMID:24991640

Model Order Reduction Algorithm for Estimating the Absorption Spectrum

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

Van Beeumen, Roel; Williams-Young, David B.; Kasper, Joseph M.

The ab initio description of the spectral interior of the absorption spectrum poses both a theoretical and computational challenge for modern electronic structure theory. Due to the often spectrally dense character of this domain in the quantum propagator’s eigenspectrum for medium-to-large sized systems, traditional approaches based on the partial diagonalization of the propagator often encounter oscillatory and stagnating convergence. Electronic structure methods which solve the molecular response problem through the solution of spectrally shifted linear systems, such as the complex polarization propagator, offer an alternative approach which is agnostic to the underlying spectral density or domain location. This generality comesmore » at a seemingly high computational cost associated with solving a large linear system for each spectral shift in some discretization of the spectral domain of interest. In this work, we present a novel, adaptive solution to this high computational overhead based on model order reduction techniques via interpolation. Model order reduction reduces the computational complexity of mathematical models and is ubiquitous in the simulation of dynamical systems and control theory. The efficiency and effectiveness of the proposed algorithm in the ab initio prediction of X-ray absorption spectra is demonstrated using a test set of challenging water clusters which are spectrally dense in the neighborhood of the oxygen K-edge. On the basis of a single, user defined tolerance we automatically determine the order of the reduced models and approximate the absorption spectrum up to the given tolerance. We also illustrate that, for the systems studied, the automatically determined model order increases logarithmically with the problem dimension, compared to a linear increase of the number of eigenvalues within the energy window. Furthermore, we observed that the computational cost of the proposed algorithm only scales quadratically with respect to the problem dimension.« less

Shifting the closed-loop spectrum in the optimal linear quadratic regulator problem for hereditary systems

NASA Technical Reports Server (NTRS)

Gibson, J. S.; Rosen, I. G.

1985-01-01

In the optimal linear quadratic regulator problem for finite dimensional systems, the method known as an alpha-shift can be used to produce a closed-loop system whose spectrum lies to the left of some specified vertical line; that is, a closed-loop system with a prescribed degree of stability. This paper treats the extension of the alpha-shift to hereditary systems. As infinite dimensions, the shift can be accomplished by adding alpha times the identity to the open-loop semigroup generator and then solving an optimal regulator problem. However, this approach does not work with a new approximation scheme for hereditary control problems recently developed by Kappel and Salamon. Since this scheme is among the best to date for the numerical solution of the linear regulator problem for hereditary systems, an alternative method for shifting the closed-loop spectrum is needed. An alpha-shift technique that can be used with the Kappel-Salamon approximation scheme is developed. Both the continuous-time and discrete-time problems are considered. A numerical example which demonstrates the feasibility of the method is included.

Shifting the closed-loop spectrum in the optimal linear quadratic regulator problem for hereditary systems

NASA Technical Reports Server (NTRS)

Gibson, J. S.; Rosen, I. G.

1987-01-01

In the optimal linear quadratic regulator problem for finite dimensional systems, the method known as an alpha-shift can be used to produce a closed-loop system whose spectrum lies to the left of some specified vertical line; that is, a closed-loop system with a prescribed degree of stability. This paper treats the extension of the alpha-shift to hereditary systems. As infinite dimensions, the shift can be accomplished by adding alpha times the identity to the open-loop semigroup generator and then solving an optimal regulator problem. However, this approach does not work with a new approximation scheme for hereditary control problems recently developed by Kappel and Salamon. Since this scheme is among the best to date for the numerical solution of the linear regulator problem for hereditary systems, an alternative method for shifting the closed-loop spectrum is needed. An alpha-shift technique that can be used with the Kappel-Salamon approximation scheme is developed. Both the continuous-time and discrete-time problems are considered. A numerical example which demonstrates the feasibility of the method is included.

Fuzzy Model-based Pitch Stabilization and Wing Vibration Suppression of Flexible Wing Aircraft.

NASA Technical Reports Server (NTRS)

Ayoubi, Mohammad A.; Swei, Sean Shan-Min; Nguyen, Nhan T.

2014-01-01

This paper presents a fuzzy nonlinear controller to regulate the longitudinal dynamics of an aircraft and suppress the bending and torsional vibrations of its flexible wings. The fuzzy controller utilizes full-state feedback with input constraint. First, the Takagi-Sugeno fuzzy linear model is developed which approximates the coupled aeroelastic aircraft model. Then, based on the fuzzy linear model, a fuzzy controller is developed to utilize a full-state feedback and stabilize the system while it satisfies the control input constraint. Linear matrix inequality (LMI) techniques are employed to solve the fuzzy control problem. Finally, the performance of the proposed controller is demonstrated on the NASA Generic Transport Model (GTM).

Tracking control of concentration profiles in a fed-batch bioreactor using a linear algebra methodology.

PubMed

Rómoli, Santiago; Serrano, Mario Emanuel; Ortiz, Oscar Alberto; Vega, Jorge Rubén; Eduardo Scaglia, Gustavo Juan

2015-07-01

Based on a linear algebra approach, this paper aims at developing a novel control law able to track reference profiles that were previously-determined in the literature. A main advantage of the proposed strategy is that the control actions are obtained by solving a system of linear equations. The optimal controller parameters are selected through Monte Carlo Randomized Algorithm in order to minimize a proposed cost index. The controller performance is evaluated through several tests, and compared with other controller reported in the literature. Finally, a Monte Carlo Randomized Algorithm is conducted to assess the performance of the proposed controller. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

A meshless approach to thermomechanics of DC casting of aluminium billets

NASA Astrophysics Data System (ADS)

Mavrič, B.; Šarler, B.

2016-03-01

The ability to model thermomechanics in DC casting is important due to the technological challenges caused by physical phenomena such as different ingot distortions, cracking, hot tearing and residual stress. Many thermomechanical models already exist and usually take into account three contributions: elastic, thermal expansion, and viscoplastic to model the mushy zone. These models are, in a vast majority, solved by the finite element method. In the present work the elastic model that accounts for linear thermal expansion is considered. The method used for solving the model is of a novel meshless type and extends our previous meshless attempts in solving fluid mechanics problems. The solution to the problem is constructed using collocation on the overlapping subdomains, which are composed of computational nodes. Multiquadric radial basis functions, augmented by monomials, are used for the displacement interpolation. The interpolation is constructed in such a manner that it readily satisfies the boundary conditions. The discretization results in construction of a global square sparse matrix representing the system of linear equations for the displacement field. The developed method has many advantages. The system of equations can be easily constructed and efficiently solved. There is no need to perform expensive meshing of the domain and the formulation of the method is similar in two and three dimensions. Since no meshing is required, the nodes can easily be added or removed, which allows for efficient adaption of the node arrangement density. The order of convergence, estimated through an analytically solvable test, can be adjusted through the number of interpolation nodes in the subdomain, with 6 nodes being enough for the second order convergence. Simulations of axisymmetric mechanical problems, associated with low frequency electromagnetic DC casting are presented.

Solving Fuzzy Optimization Problem Using Hybrid Ls-Sa Method

NASA Astrophysics Data System (ADS)

Vasant, Pandian

2011-06-01

Fuzzy optimization problem has been one of the most and prominent topics inside the broad area of computational intelligent. It's especially relevant in the filed of fuzzy non-linear programming. It's application as well as practical realization can been seen in all the real world problems. In this paper a large scale non-linear fuzzy programming problem has been solved by hybrid optimization techniques of Line Search (LS), Simulated Annealing (SA) and Pattern Search (PS). As industrial production planning problem with cubic objective function, 8 decision variables and 29 constraints has been solved successfully using LS-SA-PS hybrid optimization techniques. The computational results for the objective function respect to vagueness factor and level of satisfaction has been provided in the form of 2D and 3D plots. The outcome is very promising and strongly suggests that the hybrid LS-SA-PS algorithm is very efficient and productive in solving the large scale non-linear fuzzy programming problem.

Towards lexicographic multi-objective linear programming using grossone methodology

NASA Astrophysics Data System (ADS)

Cococcioni, Marco; Pappalardo, Massimo; Sergeyev, Yaroslav D.

2016-10-01

Lexicographic Multi-Objective Linear Programming (LMOLP) problems can be solved in two ways: preemptive and nonpreemptive. The preemptive approach requires the solution of a series of LP problems, with changing constraints (each time the next objective is added, a new constraint appears). The nonpreemptive approach is based on a scalarization of the multiple objectives into a single-objective linear function by a weighted combination of the given objectives. It requires the specification of a set of weights, which is not straightforward and can be time consuming. In this work we present both mathematical and software ingredients necessary to solve LMOLP problems using a recently introduced computational methodology (allowing one to work numerically with infinities and infinitesimals) based on the concept of grossone. The ultimate goal of such an attempt is an implementation of a simplex-like algorithm, able to solve the original LMOLP problem by solving only one single-objective problem and without the need to specify finite weights. The expected advantages are therefore obvious.

Variance approach for multi-objective linear programming with fuzzy random of objective function coefficients

NASA Astrophysics Data System (ADS)

Indarsih, Indrati, Ch. Rini

2016-02-01

In this paper, we define variance of the fuzzy random variables through alpha level. We have a theorem that can be used to know that the variance of fuzzy random variables is a fuzzy number. We have a multi-objective linear programming (MOLP) with fuzzy random of objective function coefficients. We will solve the problem by variance approach. The approach transform the MOLP with fuzzy random of objective function coefficients into MOLP with fuzzy of objective function coefficients. By weighted methods, we have linear programming with fuzzy coefficients and we solve by simplex method for fuzzy linear programming.

A Linear-Elasticity Solver for Higher-Order Space-Time Mesh Deformation

NASA Technical Reports Server (NTRS)

Diosady, Laslo T.; Murman, Scott M.

2018-01-01

A linear-elasticity approach is presented for the generation of meshes appropriate for a higher-order space-time discontinuous finite-element method. The equations of linear-elasticity are discretized using a higher-order, spatially-continuous, finite-element method. Given an initial finite-element mesh, and a specified boundary displacement, we solve for the mesh displacements to obtain a higher-order curvilinear mesh. Alternatively, for moving-domain problems we use the linear-elasticity approach to solve for a temporally discontinuous mesh velocity on each time-slab and recover a continuous mesh deformation by integrating the velocity. The applicability of this methodology is presented for several benchmark test cases.

Aztec user`s guide. Version 1

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

Hutchinson, S.A.; Shadid, J.N.; Tuminaro, R.S.

1995-10-01

Aztec is an iterative library that greatly simplifies the parallelization process when solving the linear systems of equations Ax = b where A is a user supplied n x n sparse matrix, b is a user supplied vector of length n and x is a vector of length n to be computed. Aztec is intended as a software tool for users who want to avoid cumbersome parallel programming details but who have large sparse linear systems which require an efficiently utilized parallel processing system. A collection of data transformation tools are provided that allow for easy creation of distributed sparsemore » unstructured matrices for parallel solution. Once the distributed matrix is created, computation can be performed on any of the parallel machines running Aztec: nCUBE 2, IBM SP2 and Intel Paragon, MPI platforms as well as standard serial and vector platforms. Aztec includes a number of Krylov iterative methods such as conjugate gradient (CG), generalized minimum residual (GMRES) and stabilized biconjugate gradient (BICGSTAB) to solve systems of equations. These Krylov methods are used in conjunction with various preconditioners such as polynomial or domain decomposition methods using LU or incomplete LU factorizations within subdomains. Although the matrix A can be general, the package has been designed for matrices arising from the approximation of partial differential equations (PDEs). In particular, the Aztec package is oriented toward systems arising from PDE applications.« less

An M-step preconditioned conjugate gradient method for parallel computation

NASA Technical Reports Server (NTRS)

Adams, L.

1983-01-01

This paper describes a preconditioned conjugate gradient method that can be effectively implemented on both vector machines and parallel arrays to solve sparse symmetric and positive definite systems of linear equations. The implementation on the CYBER 203/205 and on the Finite Element Machine is discussed and results obtained using the method on these machines are given.

Parallel Symmetric Eigenvalue Problem Solvers

DTIC Science & Technology

2015-05-01

get research, tutoring, and mentoring experience as an undergraduate. Last but not least, I thank my family for their love and support. v TABLE OF...32 4.6.2 Choice of the Ritz shifts . . . . . . . . . . . . . . . . . . . . 37 4.7 Relationship between...pencil. I will conclude with a discussion of the relationship between Trace- Min and simultaneous iteration. If both methods solve the linear systems

FLORA

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

1985-04-01

FLORA solves, in a 2D domain for the linearized stability of a long-thin (paraxial)axisymmetric equilibrium. This is of interest for determining the magnetohydrodynamic stability of a magnetic mirror plasma confinement system including finite-Larmor radius and rotation effects. An axisymmetric plasma equilibrium is specified by providing pressure profiles, the plasma mass density, the vacuum magnetic fields, and plasma electric potential as functions of (?).

Mathematics. Unit 6: A Core Curriculum of Related Instruction for Apprentices.

ERIC Educational Resources Information Center

New York State Education Dept., Albany. Bureau of Occupational and Career Curriculum Development.

The mathematics unit is presented to assist apprentices to acquire a general knowledge of mathematic skills. The unit consists of nine modules: (1) basic addition, subtraction, multiplication, and division; (2) conventional linear measure; (3) using the metric system, (4) steps to take in solving problems, (5) how to calculate areas and volumes,…

AQMAN; linear and quadratic programming matrix generator using two-dimensional ground-water flow simulation for aquifer management modeling

USGS Publications Warehouse

Lefkoff, L.J.; Gorelick, S.M.

1987-01-01

A FORTRAN-77 computer program code that helps solve a variety of aquifer management problems involving the control of groundwater hydraulics. It is intended for use with any standard mathematical programming package that uses Mathematical Programming System input format. The computer program creates the input files to be used by the optimization program. These files contain all the hydrologic information and management objectives needed to solve the management problem. Used in conjunction with a mathematical programming code, the computer program identifies the pumping or recharge strategy that achieves a user 's management objective while maintaining groundwater hydraulic conditions within desired limits. The objective may be linear or quadratic, and may involve the minimization of pumping and recharge rates or of variable pumping costs. The problem may contain constraints on groundwater heads, gradients, and velocities for a complex, transient hydrologic system. Linear superposition of solutions to the transient, two-dimensional groundwater flow equation is used by the computer program in conjunction with the response matrix optimization method. A unit stress is applied at each decision well and transient responses at all control locations are computed using a modified version of the U.S. Geological Survey two dimensional aquifer simulation model. The program also computes discounted cost coefficients for the objective function and accounts for transient aquifer conditions. (Author 's abstract)

Non-linear dynamic characteristics and optimal control of giant magnetostrictive film subjected to in-plane stochastic excitation

NASA Astrophysics Data System (ADS)

Zhu, Z. W.; Zhang, W. D.; Xu, J.

2014-03-01

The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.

On controllability of homogeneous and inhomogeneous discrete-time multi-input bilinear systems in dimension two

NASA Astrophysics Data System (ADS)

Tie, Lin

2017-08-01

In this paper, the controllability problem of two-dimensional discrete-time multi-input bilinear systems is completely solved. The homogeneous and the inhomogeneous cases are studied separately and necessary and sufficient conditions for controllability are established by using a linear algebraic method, which are easy to apply. Moreover, for the uncontrollable systems, near-controllability is considered and similar necessary and sufficient conditions are also obtained. Finally, examples are provided to demonstrate the results of this paper.

High profile students’ growth of mathematical understanding in solving linier programing problems

NASA Astrophysics Data System (ADS)

Utomo; Kusmayadi, TA; Pramudya, I.

2018-04-01

Linear program has an important role in human’s life. This linear program is learned in senior high school and college levels. This material is applied in economy, transportation, military and others. Therefore, mastering linear program is useful for provision of life. This research describes a growth of mathematical understanding in solving linear programming problems based on the growth of understanding by the Piere-Kieren model. Thus, this research used qualitative approach. The subjects were students of grade XI in Salatiga city. The subjects of this study were two students who had high profiles. The researcher generally chose the subjects based on the growth of understanding from a test result in the classroom; the mark from the prerequisite material was ≥ 75. Both of the subjects were interviewed by the researcher to know the students’ growth of mathematical understanding in solving linear programming problems. The finding of this research showed that the subjects often folding back to the primitive knowing level to go forward to the next level. It happened because the subjects’ primitive understanding was not comprehensive.

Time-periodic solutions of the Benjamin-Ono equation

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

Ambrose , D.M.; Wilkening, Jon

2008-04-01

We present a spectrally accurate numerical method for finding non-trivial time-periodic solutions of non-linear partial differential equations. The method is based on minimizing a functional (of the initial condition and the period) that is positive unless the solution is periodic, in which case it is zero. We solve an adjoint PDE to compute the gradient of this functional with respect to the initial condition. We include additional terms in the functional to specify the free parameters, which, in the case of the Benjamin-Ono equation, are the mean, a spatial phase, a temporal phase and the real part of one ofmore » the Fourier modes at t = 0. We use our method to study global paths of non-trivial time-periodic solutions connecting stationary and traveling waves of the Benjamin-Ono equation. As a starting guess for each path, we compute periodic solutions of the linearized problem by solving an infinite dimensional eigenvalue problem in closed form. We then use our numerical method to continue these solutions beyond the realm of linear theory until another traveling wave is reached (or until the solution blows up). By experimentation with data fitting, we identify the analytical form of the solutions on the path connecting the one-hump stationary solution to the two-hump traveling wave. We then derive exact formulas for these solutions by explicitly solving the system of ODE's governing the evolution of solitons using the ansatz suggested by the numerical simulations.« less

Computational complexities and storage requirements of some Riccati equation solvers

NASA Technical Reports Server (NTRS)

Utku, Senol; Garba, John A.; Ramesh, A. V.

1989-01-01

The linear optimal control problem of an nth-order time-invariant dynamic system with a quadratic performance functional is usually solved by the Hamilton-Jacobi approach. This leads to the solution of the differential matrix Riccati equation with a terminal condition. The bulk of the computation for the optimal control problem is related to the solution of this equation. There are various algorithms in the literature for solving the matrix Riccati equation. However, computational complexities and storage requirements as a function of numbers of state variables, control variables, and sensors are not available for all these algorithms. In this work, the computational complexities and storage requirements for some of these algorithms are given. These expressions show the immensity of the computational requirements of the algorithms in solving the Riccati equation for large-order systems such as the control of highly flexible space structures. The expressions are also needed to compute the speedup and efficiency of any implementation of these algorithms on concurrent machines.

Response statistics of rotating shaft with non-linear elastic restoring forces by path integration

NASA Astrophysics Data System (ADS)

Gaidai, Oleg; Naess, Arvid; Dimentberg, Michael

2017-07-01

Extreme statistics of random vibrations is studied for a Jeffcott rotor under uniaxial white noise excitation. Restoring force is modelled as elastic non-linear; comparison is done with linearized restoring force to see the force non-linearity effect on the response statistics. While for the linear model analytical solutions and stability conditions are available, it is not generally the case for non-linear system except for some special cases. The statistics of non-linear case is studied by applying path integration (PI) method, which is based on the Markov property of the coupled dynamic system. The Jeffcott rotor response statistics can be obtained by solving the Fokker-Planck (FP) equation of the 4D dynamic system. An efficient implementation of PI algorithm is applied, namely fast Fourier transform (FFT) is used to simulate dynamic system additive noise. The latter allows significantly reduce computational time, compared to the classical PI. Excitation is modelled as Gaussian white noise, however any kind distributed white noise can be implemented with the same PI technique. Also multidirectional Markov noise can be modelled with PI in the same way as unidirectional. PI is accelerated by using Monte Carlo (MC) estimated joint probability density function (PDF) as initial input. Symmetry of dynamic system was utilized to afford higher mesh resolution. Both internal (rotating) and external damping are included in mechanical model of the rotor. The main advantage of using PI rather than MC is that PI offers high accuracy in the probability distribution tail. The latter is of critical importance for e.g. extreme value statistics, system reliability, and first passage probability.

Modification of 2-D Time-Domain Shallow Water Wave Equation using Asymptotic Expansion Method

NASA Astrophysics Data System (ADS)

Khairuman, Teuku; Nasruddin, MN; Tulus; Ramli, Marwan

2018-01-01

Generally, research on the tsunami wave propagation model can be conducted by using a linear model of shallow water theory, where a non-linear side on high order is ignored. In line with research on the investigation of the tsunami waves, the Boussinesq equation model underwent a change aimed to obtain an improved quality of the dispersion relation and non-linearity by increasing the order to be higher. To solve non-linear sides at high order is used a asymptotic expansion method. This method can be used to solve non linear partial differential equations. In the present work, we found that this method needs much computational time and memory with the increase of the number of elements.

Efficient Parallel Formulations of Hierarchical Methods and Their Applications

NASA Astrophysics Data System (ADS)

Grama, Ananth Y.

1996-01-01

Hierarchical methods such as the Fast Multipole Method (FMM) and Barnes-Hut (BH) are used for rapid evaluation of potential (gravitational, electrostatic) fields in particle systems. They are also used for solving integral equations using boundary element methods. The linear systems arising from these methods are dense and are solved iteratively. Hierarchical methods reduce the complexity of the core matrix-vector product from O(n^2) to O(n log n) and the memory requirement from O(n^2) to O(n). We have developed highly scalable parallel formulations of a hybrid FMM/BH method that are capable of handling arbitrarily irregular distributions. We apply these formulations to astrophysical simulations of Plummer and Gaussian galaxies. We have used our parallel formulations to solve the integral form of the Laplace equation. We show that our parallel hierarchical mat-vecs yield high efficiency and overall performance even on relatively small problems. A problem containing approximately 200K nodes takes under a second to compute on 256 processors and yet yields over 85% efficiency. The efficiency and raw performance is expected to increase for bigger problems. For the 200K node problem, our code delivers about 5 GFLOPS of performance on a 256 processor T3D. This is impressive considering the fact that the problem has floating point divides and roots, and very little locality resulting in poor cache performance. A dense matrix-vector product of the same dimensions would require about 0.5 TeraBytes of memory and about 770 TeraFLOPS of computing speed. Clearly, if the loss in accuracy resulting from the use of hierarchical methods is acceptable, our code yields significant savings in time and memory. We also study the convergence of a GMRES solver built around this mat-vec. We accelerate the convergence of the solver using three preconditioning techniques: diagonal scaling, block-diagonal preconditioning, and inner-outer preconditioning. We study the performance and parallel efficiency of these preconditioned solvers. Using this solver, we solve dense linear systems with hundreds of thousands of unknowns. Solving a 105K unknown problem takes about 10 minutes on a 64 processor T3D. Until very recently, boundary element problems of this magnitude could not even be generated, let alone solved.

A Mixed Integer Efficient Global Optimization Framework: Applied to the Simultaneous Aircraft Design, Airline Allocation and Revenue Management Problem

NASA Astrophysics Data System (ADS)

Roy, Satadru

Traditional approaches to design and optimize a new system, often, use a system-centric objective and do not take into consideration how the operator will use this new system alongside of other existing systems. This "hand-off" between the design of the new system and how the new system operates alongside other systems might lead to a sub-optimal performance with respect to the operator-level objective. In other words, the system that is optimal for its system-level objective might not be best for the system-of-systems level objective of the operator. Among the few available references that describe attempts to address this hand-off, most follow an MDO-motivated subspace decomposition approach of first designing a very good system and then provide this system to the operator who decides the best way to use this new system along with the existing systems. The motivating example in this dissertation presents one such similar problem that includes aircraft design, airline operations and revenue management "subspaces". The research here develops an approach that could simultaneously solve these subspaces posed as a monolithic optimization problem. The monolithic approach makes the problem a Mixed Integer/Discrete Non-Linear Programming (MINLP/MDNLP) problem, which are extremely difficult to solve. The presence of expensive, sophisticated engineering analyses further aggravate the problem. To tackle this challenge problem, the work here presents a new optimization framework that simultaneously solves the subspaces to capture the "synergism" in the problem that the previous decomposition approaches may not have exploited, addresses mixed-integer/discrete type design variables in an efficient manner, and accounts for computationally expensive analysis tools. The framework combines concepts from efficient global optimization, Kriging partial least squares, and gradient-based optimization. This approach then demonstrates its ability to solve an 11 route airline network problem consisting of 94 decision variables including 33 integer and 61 continuous type variables. This application problem is a representation of an interacting group of systems and provides key challenges to the optimization framework to solve the MINLP problem, as reflected by the presence of a moderate number of integer and continuous type design variables and expensive analysis tool. The result indicates simultaneously solving the subspaces could lead to significant improvement in the fleet-level objective of the airline when compared to the previously developed sequential subspace decomposition approach. In developing the approach to solve the MINLP/MDNLP challenge problem, several test problems provided the ability to explore performance of the framework. While solving these test problems, the framework showed that it could solve other MDNLP problems including categorically discrete variables, indicating that the framework could have broader application than the new aircraft design-fleet allocation-revenue management problem.

A linear programming manual

NASA Technical Reports Server (NTRS)

Tuey, R. C.

1972-01-01

Computer solutions of linear programming problems are outlined. Information covers vector spaces, convex sets, and matrix algebra elements for solving simultaneous linear equations. Dual problems, reduced cost analysis, ranges, and error analysis are illustrated.

A formulation of rotor-airframe coupling for design analysis of vibrations of helicopter airframes

NASA Technical Reports Server (NTRS)

Kvaternik, R. G.; Walton, W. C., Jr.

1982-01-01

A linear formulation of rotor airframe coupling intended for vibration analysis in airframe structural design is presented. The airframe is represented by a finite element analysis model; the rotor is represented by a general set of linear differential equations with periodic coefficients; and the connections between the rotor and airframe are specified through general linear equations of constraint. Coupling equations are applied to the rotor and airframe equations to produce one set of linear differential equations governing vibrations of the combined rotor airframe system. These equations are solved by the harmonic balance method for the system steady state vibrations. A feature of the solution process is the representation of the airframe in terms of forced responses calculated at the rotor harmonics of interest. A method based on matrix partitioning is worked out for quick recalculations of vibrations in design studies when only relatively few airframe members are varied. All relations are presented in forms suitable for direct computer implementation.

A novel technique to solve nonlinear higher-index Hessenberg differential-algebraic equations by Adomian decomposition method.

PubMed

Benhammouda, Brahim

2016-01-01

Since 1980, the Adomian decomposition method (ADM) has been extensively used as a simple powerful tool that applies directly to solve different kinds of nonlinear equations including functional, differential, integro-differential and algebraic equations. However, for differential-algebraic equations (DAEs) the ADM is applied only in four earlier works. There, the DAEs are first pre-processed by some transformations like index reductions before applying the ADM. The drawback of such transformations is that they can involve complex algorithms, can be computationally expensive and may lead to non-physical solutions. The purpose of this paper is to propose a novel technique that applies the ADM directly to solve a class of nonlinear higher-index Hessenberg DAEs systems efficiently. The main advantage of this technique is that; firstly it avoids complex transformations like index reductions and leads to a simple general algorithm. Secondly, it reduces the computational work by solving only linear algebraic systems with a constant coefficient matrix at each iteration, except for the first iteration where the algebraic system is nonlinear (if the DAE is nonlinear with respect to the algebraic variable). To demonstrate the effectiveness of the proposed technique, we apply it to a nonlinear index-three Hessenberg DAEs system with nonlinear algebraic constraints. This technique is straightforward and can be programmed in Maple or Mathematica to simulate real application problems.

A new modal superposition method for nonlinear vibration analysis of structures using hybrid mode shapes

NASA Astrophysics Data System (ADS)

Ferhatoglu, Erhan; Cigeroglu, Ender; Özgüven, H. Nevzat

2018-07-01

In this paper, a new modal superposition method based on a hybrid mode shape concept is developed for the determination of steady state vibration response of nonlinear structures. The method is developed specifically for systems having nonlinearities where the stiffness of the system may take different limiting values. Stiffness variation of these nonlinear systems enables one to define different linear systems corresponding to each value of the limiting equivalent stiffness. Moreover, the response of the nonlinear system is bounded by the confinement of these linear systems. In this study, a modal superposition method utilizing novel hybrid mode shapes which are defined as linear combinations of the modal vectors of the limiting linear systems is proposed to determine periodic response of nonlinear systems. In this method the response of the nonlinear system is written in terms of hybrid modes instead of the modes of the underlying linear system. This provides decrease of the number of modes that should be retained for an accurate solution, which in turn reduces the number of nonlinear equations to be solved. In this way, computational time for response calculation is directly curtailed. In the solution, the equations of motion are converted to a set of nonlinear algebraic equations by using describing function approach, and the numerical solution is obtained by using Newton's method with arc-length continuation. The method developed is applied on two different systems: a lumped parameter model and a finite element model. Several case studies are performed and the accuracy and computational efficiency of the proposed modal superposition method with hybrid mode shapes are compared with those of the classical modal superposition method which utilizes the mode shapes of the underlying linear system.

Review on solving the forward problem in EEG source analysis

PubMed Central

Hallez, Hans; Vanrumste, Bart; Grech, Roberta; Muscat, Joseph; De Clercq, Wim; Vergult, Anneleen; D'Asseler, Yves; Camilleri, Kenneth P; Fabri, Simon G; Van Huffel, Sabine; Lemahieu, Ignace

2007-01-01

Background The aim of electroencephalogram (EEG) source localization is to find the brain areas responsible for EEG waves of interest. It consists of solving forward and inverse problems. The forward problem is solved by starting from a given electrical source and calculating the potentials at the electrodes. These evaluations are necessary to solve the inverse problem which is defined as finding brain sources which are responsible for the measured potentials at the EEG electrodes. Methods While other reviews give an extensive summary of the both forward and inverse problem, this review article focuses on different aspects of solving the forward problem and it is intended for newcomers in this research field. Results It starts with focusing on the generators of the EEG: the post-synaptic potentials in the apical dendrites of pyramidal neurons. These cells generate an extracellular current which can be modeled by Poisson's differential equation, and Neumann and Dirichlet boundary conditions. The compartments in which these currents flow can be anisotropic (e.g. skull and white matter). In a three-shell spherical head model an analytical expression exists to solve the forward problem. During the last two decades researchers have tried to solve Poisson's equation in a realistically shaped head model obtained from 3D medical images, which requires numerical methods. The following methods are compared with each other: the boundary element method (BEM), the finite element method (FEM) and the finite difference method (FDM). In the last two methods anisotropic conducting compartments can conveniently be introduced. Then the focus will be set on the use of reciprocity in EEG source localization. It is introduced to speed up the forward calculations which are here performed for each electrode position rather than for each dipole position. Solving Poisson's equation utilizing FEM and FDM corresponds to solving a large sparse linear system. Iterative methods are required to solve these sparse linear systems. The following iterative methods are discussed: successive over-relaxation, conjugate gradients method and algebraic multigrid method. Conclusion Solving the forward problem has been well documented in the past decades. In the past simplified spherical head models are used, whereas nowadays a combination of imaging modalities are used to accurately describe the geometry of the head model. Efforts have been done on realistically describing the shape of the head model, as well as the heterogenity of the tissue types and realistically determining the conductivity. However, the determination and validation of the in vivo conductivity values is still an important topic in this field. In addition, more studies have to be done on the influence of all the parameters of the head model and of the numerical techniques on the solution of the forward problem. PMID:18053144

Some Issues about the Introduction of First Concepts in Linear Algebra during Tutorial Sessions at the Beginning of University

ERIC Educational Resources Information Center

Grenier-Boley, Nicolas

2014-01-01

Certain mathematical concepts were not introduced to solve a specific open problem but rather to solve different problems with the same tools in an economic formal way or to unify several approaches: such concepts, as some of those of linear algebra, are presumably difficult to introduce to students as they are potentially interwoven with many…

Optimal control problem for linear fractional-order systems, described by equations with Hadamard-type derivative

NASA Astrophysics Data System (ADS)

Postnov, Sergey

2017-11-01

Two kinds of optimal control problem are investigated for linear time-invariant fractional-order systems with lumped parameters which dynamics described by equations with Hadamard-type derivative: the problem of control with minimal norm and the problem of control with minimal time at given restriction on control norm. The problem setting with nonlocal initial conditions studied. Admissible controls allowed to be the p-integrable functions (p > 1) at half-interval. The optimal control problem studied by moment method. The correctness and solvability conditions for the corresponding moment problem are derived. For several special cases the optimal control problems stated are solved analytically. Some analogies pointed for results obtained with the results which are known for integer-order systems and fractional-order systems describing by equations with Caputo- and Riemann-Liouville-type derivatives.

Advanced Computational Methods for Security Constrained Financial Transmission Rights

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

Kalsi, Karanjit; Elbert, Stephen T.; Vlachopoulou, Maria

Financial Transmission Rights (FTRs) are financial insurance tools to help power market participants reduce price risks associated with transmission congestion. FTRs are issued based on a process of solving a constrained optimization problem with the objective to maximize the FTR social welfare under power flow security constraints. Security constraints for different FTR categories (monthly, seasonal or annual) are usually coupled and the number of constraints increases exponentially with the number of categories. Commercial software for FTR calculation can only provide limited categories of FTRs due to the inherent computational challenges mentioned above. In this paper, first an innovative mathematical reformulationmore » of the FTR problem is presented which dramatically improves the computational efficiency of optimization problem. After having re-formulated the problem, a novel non-linear dynamic system (NDS) approach is proposed to solve the optimization problem. The new formulation and performance of the NDS solver is benchmarked against widely used linear programming (LP) solvers like CPLEX™ and tested on both standard IEEE test systems and large-scale systems using data from the Western Electricity Coordinating Council (WECC). The performance of the NDS is demonstrated to be comparable and in some cases is shown to outperform the widely used CPLEX algorithms. The proposed formulation and NDS based solver is also easily parallelizable enabling further computational improvement.« less

Highly efficient and exact method for parallelization of grid-based algorithms and its implementation in DelPhi

PubMed Central

Li, Chuan; Li, Lin; Zhang, Jie; Alexov, Emil

2012-01-01

The Gauss-Seidel method is a standard iterative numerical method widely used to solve a system of equations and, in general, is more efficient comparing to other iterative methods, such as the Jacobi method. However, standard implementation of the Gauss-Seidel method restricts its utilization in parallel computing due to its requirement of using updated neighboring values (i.e., in current iteration) as soon as they are available. Here we report an efficient and exact (not requiring assumptions) method to parallelize iterations and to reduce the computational time as a linear/nearly linear function of the number of CPUs. In contrast to other existing solutions, our method does not require any assumptions and is equally applicable for solving linear and nonlinear equations. This approach is implemented in the DelPhi program, which is a finite difference Poisson-Boltzmann equation solver to model electrostatics in molecular biology. This development makes the iterative procedure on obtaining the electrostatic potential distribution in the parallelized DelPhi several folds faster than that in the serial code. Further we demonstrate the advantages of the new parallelized DelPhi by computing the electrostatic potential and the corresponding energies of large supramolecular structures. PMID:22674480

HFEM3D

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

Weiss, Chester J

Software solves the three-dimensional Poisson equation div(k(grad(u)) = f, by the finite element method for the case when material properties, k, are distributed over hierarchy of edges, facets and tetrahedra in the finite element mesh. Method is described in Weiss, CJ, Finite element analysis for model parameters distributed on a hierarchy of geometric simplices, Geophysics, v82, E155-167, doi:10.1190/GEO2017-0058.1 (2017). A standard finite element method for solving Poisson’s equation is augmented by including in the 3D stiffness matrix additional 2D and 1D stiffness matrices representing the contributions from material properties associated with mesh faces and edges, respectively. The resulting linear systemmore » is solved iteratively using the conjugate gradient method with Jacobi preconditioning. To minimize computer storage for program execution, the linear solver computes matrix-vector contractions element-by-element over the mesh, without explicit storage of the global stiffness matrix. Program output vtk compliant for visualization and rendering by 3rd party software. Program uses dynamic memory allocation and as such there are no hard limits on problem size outside of those imposed by the operating system and configuration on which the software is run. Dimension, N, of the finite element solution vector is constrained by the the addressable space in 32-vs-64 bit operating systems. Total storage requirements for the problem. Total working space required for the program is approximately 13*N double precision words.« less

Two Legendre-Dual-Petrov-Galerkin Algorithms for Solving the Integrated Forms of High Odd-Order Boundary Value Problems

PubMed Central

Abd-Elhameed, Waleed M.; Doha, Eid H.; Bassuony, Mahmoud A.

2014-01-01

Two numerical algorithms based on dual-Petrov-Galerkin method are developed for solving the integrated forms of high odd-order boundary value problems (BVPs) governed by homogeneous and nonhomogeneous boundary conditions. Two different choices of trial functions and test functions which satisfy the underlying boundary conditions of the differential equations and the dual boundary conditions are used for this purpose. These choices lead to linear systems with specially structured matrices that can be efficiently inverted, hence greatly reducing the cost. The various matrix systems resulting from these discretizations are carefully investigated, especially their complexities and their condition numbers. Numerical results are given to illustrate the efficiency of the proposed algorithms, and some comparisons with some other methods are made. PMID:24616620

A neuro approach to solve fuzzy Riccati differential equations

NASA Astrophysics Data System (ADS)

Shahrir, Mohammad Shazri; Kumaresan, N.; Kamali, M. Z. M.; Ratnavelu, Kurunathan

2015-10-01

There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4.

Communications oriented programming of parallel iterative solutions of sparse linear systems

NASA Technical Reports Server (NTRS)

Patrick, M. L.; Pratt, T. W.

1986-01-01

Parallel algorithms are developed for a class of scientific computational problems by partitioning the problems into smaller problems which may be solved concurrently. The effectiveness of the resulting parallel solutions is determined by the amount and frequency of communication and synchronization and the extent to which communication can be overlapped with computation. Three different parallel algorithms for solving the same class of problems are presented, and their effectiveness is analyzed from this point of view. The algorithms are programmed using a new programming environment. Run-time statistics and experience obtained from the execution of these programs assist in measuring the effectiveness of these algorithms.

Effective Methods for Solving Band SLEs after Parabolic Nonlinear PDEs

NASA Astrophysics Data System (ADS)

Veneva, Milena; Ayriyan, Alexander

2018-04-01

A class of models of heat transfer processes in a multilayer domain is considered. The governing equation is a nonlinear heat-transfer equation with different temperature-dependent densities and thermal coefficients in each layer. Homogeneous Neumann boundary conditions and ideal contact ones are applied. A finite difference scheme on a special uneven mesh with a second-order approximation in the case of a piecewise constant spatial step is built. This discretization leads to a pentadiagonal system of linear equations (SLEs) with a matrix which is neither diagonally dominant, nor positive definite. Two different methods for solving such a SLE are developed - diagonal dominantization and symbolic algorithms.

Application of Least-Squares Adjustment Technique to Geometric Camera Calibration and Photogrammetric Flow Visualization

NASA Technical Reports Server (NTRS)

Chen, Fang-Jenq

1997-01-01

Flow visualization produces data in the form of two-dimensional images. If the optical components of a camera system are perfect, the transformation equations between the two-dimensional image and the three-dimensional object space are linear and easy to solve. However, real camera lenses introduce nonlinear distortions that affect the accuracy of transformation unless proper corrections are applied. An iterative least-squares adjustment algorithm is developed to solve the nonlinear transformation equations incorporated with distortion corrections. Experimental applications demonstrate that a relative precision on the order of 40,000 is achievable without tedious laboratory calibrations of the camera.

A neuro approach to solve fuzzy Riccati differential equations

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

Shahrir, Mohammad Shazri, E-mail: mshazri@gmail.com; Telekom Malaysia, R&D TM Innovation Centre, LingkaranTeknokrat Timur, 63000 Cyberjaya, Selangor; Kumaresan, N., E-mail: drnk2008@gmail.com

There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4.

Optimal Full Information Synthesis for Flexible Structures Implemented on Cray Supercomputers

NASA Technical Reports Server (NTRS)

Lind, Rick; Balas, Gary J.

1995-01-01

This paper considers an algorithm for synthesis of optimal controllers for full information feedback. The synthesis procedure reduces to a single linear matrix inequality which may be solved via established convex optimization algorithms. The computational cost of the optimization is investigated. It is demonstrated the problem dimension and corresponding matrices can become large for practical engineering problems. This algorithm represents a process that is impractical for standard workstations for large order systems. A flexible structure is presented as a design example. Control synthesis requires several days on a workstation but may be solved in a reasonable amount of time using a Cray supercomputer.

On optimal control of linear systems in the presence of multiplicative noise

NASA Technical Reports Server (NTRS)

Joshi, S. M.

1976-01-01

This correspondence considers the problem of optimal regulator design for discrete time linear systems subjected to white state-dependent and control-dependent noise in addition to additive white noise in the input and the observations. A pseudo-deterministic problem is first defined in which multiplicative and additive input disturbances are present, but noise-free measurements of the complete state vector are available. This problem is solved via discrete dynamic programming. Next is formulated the problem in which the number of measurements is less than that of the state variables and the measurements are contaminated with state-dependent noise. The inseparability of control and estimation is brought into focus, and an 'enforced separation' solution is obtained via heuristic reasoning in which the control gains are shown to be the same as those in the pseudo-deterministic problem. An optimal linear state estimator is given in order to implement the controller.

H∞ control for uncertain linear system over networks with Bernoulli data dropout and actuator saturation.

PubMed

Yu, Jimin; Yang, Chenchen; Tang, Xiaoming; Wang, Ping

2018-03-01

This paper investigates the H ∞ control problems for uncertain linear system over networks with random communication data dropout and actuator saturation. The random data dropout process is modeled by a Bernoulli distributed white sequence with a known conditional probability distribution and the actuator saturation is confined in a convex hull by introducing a group of auxiliary matrices. By constructing a quadratic Lyapunov function, effective conditions for the state feedback-based H ∞ controller and the observer-based H ∞ controller are proposed in the form of non-convex matrix inequalities to take the random data dropout and actuator saturation into consideration simultaneously, and the problem of non-convex feasibility is solved by applying cone complementarity linearization (CCL) procedure. Finally, two simulation examples are given to demonstrate the effectiveness of the proposed new design techniques. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Burgers approximation for two-dimensional flow past an ellipse

NASA Technical Reports Server (NTRS)

Dorrepaal, J. M.

1982-01-01

A linearization of the Navier-Stokes equation due to Burgers in which vorticity is transported by the velocity field corresponding to continuous potential flow is examined. The governing equations are solved exactly for the two dimensional steady flow past an ellipse of arbitrary aspect ratio. The requirement of no slip along the surface of the ellipse results in an infinite algebraic system of linear equations for coefficients appearing in the solution. The system is truncated at a point which gives reliable results for Reynolds numbers R in the range 0 R 5. Predictions of the Burgers approximation regarding separation, drag and boundary layer behavior are investigated. In particular, Burgers linearization gives drag coefficients which are closer to observed experimental values than those obtained from Oseen's approximation. In the special case of flow past a circular cylinder, Burgers approximation predicts a boundary layer whose thickness is roughly proportional to R-1/2.

Fast, Nonlinear, Fully Probabilistic Inversion of Large Geophysical Problems

NASA Astrophysics Data System (ADS)

Curtis, A.; Shahraeeni, M.; Trampert, J.; Meier, U.; Cho, G.

2010-12-01

Almost all Geophysical inverse problems are in reality nonlinear. Fully nonlinear inversion including non-approximated physics, and solving for probability distribution functions (pdf’s) that describe the solution uncertainty, generally requires sampling-based Monte-Carlo style methods that are computationally intractable in most large problems. In order to solve such problems, physical relationships are usually linearized leading to efficiently-solved, (possibly iterated) linear inverse problems. However, it is well known that linearization can lead to erroneous solutions, and in particular to overly optimistic uncertainty estimates. What is needed across many Geophysical disciplines is a method to invert large inverse problems (or potentially tens of thousands of small inverse problems) fully probabilistically and without linearization. This talk shows how very large nonlinear inverse problems can be solved fully probabilistically and incorporating any available prior information using mixture density networks (driven by neural network banks), provided the problem can be decomposed into many small inverse problems. In this talk I will explain the methodology, compare multi-dimensional pdf inversion results to full Monte Carlo solutions, and illustrate the method with two applications: first, inverting surface wave group and phase velocities for a fully-probabilistic global tomography model of the Earth’s crust and mantle, and second inverting industrial 3D seismic data for petrophysical properties throughout and around a subsurface hydrocarbon reservoir. The latter problem is typically decomposed into 104 to 105 individual inverse problems, each solved fully probabilistically and without linearization. The results in both cases are sufficiently close to the Monte Carlo solution to exhibit realistic uncertainty, multimodality and bias. This provides far greater confidence in the results, and in decisions made on their basis.

Quantum computation for solving linear systems

NASA Astrophysics Data System (ADS)

Cao, Yudong

Quantum computation is a subject born out of the combination between physics and computer science. It studies how the laws of quantum mechanics can be exploited to perform computations much more efficiently than current computers (termed classical computers as oppose to quantum computers). The thesis starts by introducing ideas from quantum physics and theoretical computer science and based on these ideas, introducing the basic concepts in quantum computing. These introductory discussions are intended for non-specialists to obtain the essential knowledge needed for understanding the new results presented in the subsequent chapters. After introducing the basics of quantum computing, we focus on the recently proposed quantum algorithm for linear systems. The new results include i) special instances of quantum circuits that can be implemented using current experimental resources; ii) detailed quantum algorithms that are suitable for a broader class of linear systems. We show that for some particular problems the quantum algorithm is able to achieve exponential speedup over their classical counterparts.

Accommodation of practical constraints by a linear programming jet select. [for Space Shuttle

NASA Technical Reports Server (NTRS)

Bergmann, E.; Weiler, P.

1983-01-01

An experimental spacecraft control system will be incorporated into the Space Shuttle flight software and exercised during a forthcoming mission to evaluate its performance and handling qualities. The control system incorporates a 'phase space' control law to generate rate change requests and a linear programming jet select to compute jet firings. Posed as a linear programming problem, jet selection must represent the rate change request as a linear combination of jet acceleration vectors where the coefficients are the jet firing times, while minimizing the fuel expended in satisfying that request. This problem is solved in real time using a revised Simplex algorithm. In order to implement the jet selection algorithm in the Shuttle flight control computer, it was modified to accommodate certain practical features of the Shuttle such as limited computer throughput, lengthy firing times, and a large number of control jets. To the authors' knowledge, this is the first such application of linear programming. It was made possible by careful consideration of the jet selection problem in terms of the properties of linear programming and the Simplex algorithm. These modifications to the jet select algorithm may by useful for the design of reaction controlled spacecraft.

Conjunctive management of multi-reservoir network system and groundwater system

NASA Astrophysics Data System (ADS)

Mani, A.; Tsai, F. T. C.

2015-12-01

This study develops a successive mixed-integer linear fractional programming (successive MILFP) method to conjunctively manage water resources provided by a multi-reservoir network system and a groundwater system. The conjunctive management objectives are to maximize groundwater withdrawals and maximize reservoir storages while satisfying water demands and raising groundwater level to a target level. The decision variables in the management problem are reservoir releases and spills, network flows and groundwater pumping rates. Using the fractional programming approach, the objective function is defined as a ratio of total groundwater withdraws to total reservoir storage deficits from the maximum storages. Maximizing this ratio function tends to maximizing groundwater use and minimizing surface water use. This study introduces a conditional constraint on groundwater head in order to sustain aquifers from overpumping: if current groundwater level is less than a target level, groundwater head at the next time period has to be raised; otherwise, it is allowed to decrease up to a certain extent. This conditional constraint is formulated into a set of mixed binary nonlinear constraints and results in a mixed-integer nonlinear fractional programming (MINLFP) problem. To solve the MINLFP problem, we first use the response matrix approach to linearize groundwater head with respect to pumping rate and reduce the problem to an MILFP problem. Using the Charnes-Cooper transformation, the MILFP is transformed to an equivalent mixed-integer linear programming (MILP). The solution of the MILP is successively updated by updating the response matrix in every iteration. The study uses IBM CPLEX to solve the MILP problem. The methodology is applied to water resources management in northern Louisiana. This conjunctive management approach aims to recover the declining groundwater level of the stressed Sparta aquifer by using surface water from a network of four reservoirs as an alternative source of supply.

The generalized quadratic knapsack problem. A neuronal network approach.

PubMed

Talaván, Pedro M; Yáñez, Javier

2006-05-01

The solution of an optimization problem through the continuous Hopfield network (CHN) is based on some energy or Lyapunov function, which decreases as the system evolves until a local minimum value is attained. A new energy function is proposed in this paper so that any 0-1 linear constrains programming with quadratic objective function can be solved. This problem, denoted as the generalized quadratic knapsack problem (GQKP), includes as particular cases well-known problems such as the traveling salesman problem (TSP) and the quadratic assignment problem (QAP). This new energy function generalizes those proposed by other authors. Through this energy function, any GQKP can be solved with an appropriate parameter setting procedure, which is detailed in this paper. As a particular case, and in order to test this generalized energy function, some computational experiments solving the traveling salesman problem are also included.

Scheduled Relaxation Jacobi method: Improvements and applications

NASA Astrophysics Data System (ADS)

Adsuara, J. E.; Cordero-Carrión, I.; Cerdá-Durán, P.; Aloy, M. A.

2016-09-01

Elliptic partial differential equations (ePDEs) appear in a wide variety of areas of mathematics, physics and engineering. Typically, ePDEs must be solved numerically, which sets an ever growing demand for efficient and highly parallel algorithms to tackle their computational solution. The Scheduled Relaxation Jacobi (SRJ) is a promising class of methods, atypical for combining simplicity and efficiency, that has been recently introduced for solving linear Poisson-like ePDEs. The SRJ methodology relies on computing the appropriate parameters of a multilevel approach with the goal of minimizing the number of iterations needed to cut down the residuals below specified tolerances. The efficiency in the reduction of the residual increases with the number of levels employed in the algorithm. Applying the original methodology to compute the algorithm parameters with more than 5 levels notably hinders obtaining optimal SRJ schemes, as the mixed (non-linear) algebraic-differential system of equations from which they result becomes notably stiff. Here we present a new methodology for obtaining the parameters of SRJ schemes that overcomes the limitations of the original algorithm and provide parameters for SRJ schemes with up to 15 levels and resolutions of up to 215 points per dimension, allowing for acceleration factors larger than several hundreds with respect to the Jacobi method for typical resolutions and, in some high resolution cases, close to 1000. Most of the success in finding SRJ optimal schemes with more than 10 levels is based on an analytic reduction of the complexity of the previously mentioned system of equations. Furthermore, we extend the original algorithm to apply it to certain systems of non-linear ePDEs.

Customized Steady-State Constraints for Parameter Estimation in Non-Linear Ordinary Differential Equation Models

PubMed Central

Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

2016-01-01

Ordinary differential equation models have become a wide-spread approach to analyze dynamical systems and understand underlying mechanisms. Model parameters are often unknown and have to be estimated from experimental data, e.g., by maximum-likelihood estimation. In particular, models of biological systems contain a large number of parameters. To reduce the dimensionality of the parameter space, steady-state information is incorporated in the parameter estimation process. For non-linear models, analytical steady-state calculation typically leads to higher-order polynomial equations for which no closed-form solutions can be obtained. This can be circumvented by solving the steady-state equations for kinetic parameters, which results in a linear equation system with comparatively simple solutions. At the same time multiplicity of steady-state solutions is avoided, which otherwise is problematic for optimization. When solved for kinetic parameters, however, steady-state constraints tend to become negative for particular model specifications, thus, generating new types of optimization problems. Here, we present an algorithm based on graph theory that derives non-negative, analytical steady-state expressions by stepwise removal of cyclic dependencies between dynamical variables. The algorithm avoids multiple steady-state solutions by construction. We show that our method is applicable to most common classes of biochemical reaction networks containing inhibition terms, mass-action and Hill-type kinetic equations. Comparing the performance of parameter estimation for different analytical and numerical methods of incorporating steady-state information, we show that our approach is especially well-tailored to guarantee a high success rate of optimization. PMID:27243005

Customized Steady-State Constraints for Parameter Estimation in Non-Linear Ordinary Differential Equation Models.

PubMed

Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

2016-01-01

Ordinary differential equation models have become a wide-spread approach to analyze dynamical systems and understand underlying mechanisms. Model parameters are often unknown and have to be estimated from experimental data, e.g., by maximum-likelihood estimation. In particular, models of biological systems contain a large number of parameters. To reduce the dimensionality of the parameter space, steady-state information is incorporated in the parameter estimation process. For non-linear models, analytical steady-state calculation typically leads to higher-order polynomial equations for which no closed-form solutions can be obtained. This can be circumvented by solving the steady-state equations for kinetic parameters, which results in a linear equation system with comparatively simple solutions. At the same time multiplicity of steady-state solutions is avoided, which otherwise is problematic for optimization. When solved for kinetic parameters, however, steady-state constraints tend to become negative for particular model specifications, thus, generating new types of optimization problems. Here, we present an algorithm based on graph theory that derives non-negative, analytical steady-state expressions by stepwise removal of cyclic dependencies between dynamical variables. The algorithm avoids multiple steady-state solutions by construction. We show that our method is applicable to most common classes of biochemical reaction networks containing inhibition terms, mass-action and Hill-type kinetic equations. Comparing the performance of parameter estimation for different analytical and numerical methods of incorporating steady-state information, we show that our approach is especially well-tailored to guarantee a high success rate of optimization.

Simulation of violent free surface flow by AMR method

NASA Astrophysics Data System (ADS)

Hu, Changhong; Liu, Cheng

2018-05-01

A novel CFD approach based on adaptive mesh refinement (AMR) technique is being developed for numerical simulation of violent free surface flows. CIP method is applied to the flow solver and tangent of hyperbola for interface capturing with slope weighting (THINC/SW) scheme is implemented as the free surface capturing scheme. The PETSc library is adopted to solve the linear system. The linear solver is redesigned and modified to satisfy the requirement of the AMR mesh topology. In this paper, our CFD method is outlined and newly obtained results on numerical simulation of violent free surface flows are presented.

A Crank–Nicolson Leapfrog stabilization: Unconditional stability and two applications

DOE PAGES

Jiang, Nan; Kubacki, Michaela; Layton, William; ...

2014-12-09

We propose and analyze a linear stabilization of the Crank-Nicolson Leapfrog (CNLF) method that removes all time step/CFL conditions for stability and controls the unstable mode. It also increases the SPD part of the linear system to be solved at each time step while increasing solution accuracy. We give a proof of unconditional stability of the method as well as a proof of unconditional, asymptotic stability of both the stable and unstable modes. As a result, we illustrate two applications of the method: uncoupling groundwater-surface water flows and Stokes flow plus a Coriolis term.

PAN AIR: A computer program for predicting subsonic or supersonic linear potential flows about arbitrary configurations using a higher order panel method. Volume 1: Theory document (version 1.1)

NASA Technical Reports Server (NTRS)

Magnus, A. E.; Epton, M. A.

1981-01-01

Panel aerodynamics (PAN AIR) is a system of computer programs designed to analyze subsonic and supersonic inviscid flows about arbitrary configurations. A panel method is a program which solves a linear partial differential equation by approximating the configuration surface by a set of panels. An overview of the theory of potential flow in general and PAN AIR in particular is given along with detailed mathematical formulations. Fluid dynamics, the Navier-Stokes equation, and the theory of panel methods were also discussed.

An Ada Linear-Algebra Software Package Modeled After HAL/S

NASA Technical Reports Server (NTRS)

Klumpp, Allan R.; Lawson, Charles L.

1990-01-01

New avionics software written more easily. Software package extends Ada programming language to include linear-algebra capabilities similar to those of HAL/S programming language. Designed for such avionics applications as Space Station flight software. In addition to built-in functions of HAL/S, package incorporates quaternion functions used in Space Shuttle and Galileo projects and routines from LINPAK solving systems of equations involving general square matrices. Contains two generic programs: one for floating-point computations and one for integer computations. Written on IBM/AT personal computer running under PC DOS, v.3.1.

Simulation of creep effects in framework of a geometrically nonlinear endochronic theory of inelasticity

NASA Astrophysics Data System (ADS)

Zabavnikova, T. A.; Kadashevich, Yu. I.; Pomytkin, S. P.

2018-05-01

A geometric non-linear endochronic theory of inelasticity in tensor parametric form is considered. In the framework of this theory, the creep strains are modelled. The effect of various schemes of applying stresses and changing of material properties on the development of creep strains is studied. The constitutive equations of the model are represented by non-linear systems of ordinary differential equations which are solved in MATLAB environment by implicit difference method. Presented results demonstrate a good qualitative agreement of theoretical data and experimental observations including the description of the tertiary creep and pre-fracture of materials.

Observers for Systems with Nonlinearities Satisfying an Incremental Quadratic Inequality

NASA Technical Reports Server (NTRS)

Acikmese, Ahmet Behcet; Corless, Martin

2004-01-01

We consider the problem of state estimation for nonlinear time-varying systems whose nonlinearities satisfy an incremental quadratic inequality. These observer results unifies earlier results in the literature; and extend it to some additional classes of nonlinearities. Observers are presented which guarantee that the state estimation error exponentially converges to zero. Observer design involves solving linear matrix inequalities for the observer gain matrices. Results are illustrated by application to a simple model of an underwater.

Levels of Arithmetic Reasoning in Solving an Open-Ended Problem

ERIC Educational Resources Information Center

Kosyvas, Georgios

2016-01-01

This paper presents the results of an experimental teaching carried out on 12-year-old students. An open-ended task was given to them and they had not been taught the algorithmic process leading to the solution. The formal solution to the problem refers to a system of two linear equations with two unknown quantities. In this mathematical activity,…

Linear- and Repetitive-Feature Detection Within Remotely Sensed Imagery

DTIC Science & Technology

2017-04-01

public release; distribution is unlimited. The U.S. Army Engineer Research and Development Center (ERDC) solves the nation’s toughest...Imagery Brendan West U.S. Army Engineer Research and Development Center (ERDC) Cold Regions Research and Engineering Laboratory (CRREL) 72 Lyme Road...and Intelligence System (ARTEMIS) U.S. Army Engineer Research and Development Center (ERDC) Cold Regions Research and Engineering Laboratory (CRREL

Stable Numerical Approach for Fractional Delay Differential Equations

NASA Astrophysics Data System (ADS)

Singh, Harendra; Pandey, Rajesh K.; Baleanu, D.

2017-12-01

In this paper, we present a new stable numerical approach based on the operational matrix of integration of Jacobi polynomials for solving fractional delay differential equations (FDDEs). The operational matrix approach converts the FDDE into a system of linear equations, and hence the numerical solution is obtained by solving the linear system. The error analysis of the proposed method is also established. Further, a comparative study of the approximate solutions is provided for the test examples of the FDDE by varying the values of the parameters in the Jacobi polynomials. As in special case, the Jacobi polynomials reduce to the well-known polynomials such as (1) Legendre polynomial, (2) Chebyshev polynomial of second kind, (3) Chebyshev polynomial of third and (4) Chebyshev polynomial of fourth kind respectively. Maximum absolute error and root mean square error are calculated for the illustrated examples and presented in form of tables for the comparison purpose. Numerical stability of the presented method with respect to all four kind of polynomials are discussed. Further, the obtained numerical results are compared with some known methods from the literature and it is observed that obtained results from the proposed method is better than these methods.

SFDBSI_GLS v. 1.0

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

Poppeliers, Christian

Matlab code for inversion of frequency domain, electrostatic geophysical data in terms of scalar scattering amplitudes in the subsurface. The data is assumed to be the difference between two measurements: electric field measurements prior to the injection of an electrically conductive proppant, and the electric field measurements after proppant injection. The proppant is injected into the subsurface via a well, and its purpose is to prop open fractures created by hydraulic fracturing. In both cases the illuminating electric field is assumed to be a vertically incident plane wave. The inversion strategy is to solve a set of linear system ofmore » equations, where each equation defines the amplitude of a candidate scattering volume. The model space is defined by M potential scattering locations and the frequency domain (of which there are k frequencies) data are recorded on N receivers. The solution thus solves a kN x M system of linear equations for M scalar amplitudes within the user-defined solution space. Practical Application: Oilfield environments where observed electrostatic geophysical data can reasonably be assumed to be scattered by subsurface proppant volumes. No field validation examples have so far been provided.« less

A game theoretic approach to a finite-time disturbance attenuation problem

NASA Technical Reports Server (NTRS)

Rhee, Ihnseok; Speyer, Jason L.

1991-01-01

A disturbance attenuation problem over a finite-time interval is considered by a game theoretic approach where the control, restricted to a function of the measurement history, plays against adversaries composed of the process and measurement disturbances, and the initial state. A zero-sum game, formulated as a quadratic cost criterion subject to linear time-varying dynamics and measurements, is solved by a calculus of variation technique. By first maximizing the quadratic cost criterion with respect to the process disturbance and initial state, a full information game between the control and the measurement residual subject to the estimator dynamics results. The resulting solution produces an n-dimensional compensator which expresses the controller as a linear combination of the measurement history. A disturbance attenuation problem is solved based on the results of the game problem. For time-invariant systems it is shown that under certain conditions the time-varying controller becomes time-invariant on the infinite-time interval. The resulting controller satisfies an H(infinity) norm bound.

An efficient model for coupling structural vibrations with acoustic radiation

NASA Technical Reports Server (NTRS)

Frendi, Abdelkader; Maestrello, Lucio; Ting, LU

1993-01-01

The scattering of an incident wave by a flexible panel is studied. The panel vibration is governed by the nonlinear plate equations while the loading on the panel, which is the pressure difference across the panel, depends on the reflected and transmitted waves. Two models are used to calculate this structural-acoustic interaction problem. One solves the three dimensional nonlinear Euler equations for the flow-field coupled with the plate equations (the fully coupled model). The second uses the linear wave equation for the acoustic field and expresses the load as a double integral involving the panel oscillation (the decoupled model). The panel oscillation governed by a system of integro-differential equations is solved numerically and the acoustic field is then defined by an explicit formula. Numerical results are obtained using the two models for linear and nonlinear panel vibrations. The predictions given by these two models are in good agreement but the computational time needed for the 'fully coupled model' is 60 times longer than that for 'the decoupled model'.

Operating Quantum States in Single Magnetic Molecules: Implementation of Grover's Quantum Algorithm.

PubMed

Godfrin, C; Ferhat, A; Ballou, R; Klyatskaya, S; Ruben, M; Wernsdorfer, W; Balestro, F

2017-11-03

Quantum algorithms use the principles of quantum mechanics, such as, for example, quantum superposition, in order to solve particular problems outperforming standard computation. They are developed for cryptography, searching, optimization, simulation, and solving large systems of linear equations. Here, we implement Grover's quantum algorithm, proposed to find an element in an unsorted list, using a single nuclear 3/2 spin carried by a Tb ion sitting in a single molecular magnet transistor. The coherent manipulation of this multilevel quantum system (qudit) is achieved by means of electric fields only. Grover's search algorithm is implemented by constructing a quantum database via a multilevel Hadamard gate. The Grover sequence then allows us to select each state. The presented method is of universal character and can be implemented in any multilevel quantum system with nonequal spaced energy levels, opening the way to novel quantum search algorithms.

Operating Quantum States in Single Magnetic Molecules: Implementation of Grover's Quantum Algorithm

NASA Astrophysics Data System (ADS)

Godfrin, C.; Ferhat, A.; Ballou, R.; Klyatskaya, S.; Ruben, M.; Wernsdorfer, W.; Balestro, F.

2017-11-01

Quantum algorithms use the principles of quantum mechanics, such as, for example, quantum superposition, in order to solve particular problems outperforming standard computation. They are developed for cryptography, searching, optimization, simulation, and solving large systems of linear equations. Here, we implement Grover's quantum algorithm, proposed to find an element in an unsorted list, using a single nuclear 3 /2 spin carried by a Tb ion sitting in a single molecular magnet transistor. The coherent manipulation of this multilevel quantum system (qudit) is achieved by means of electric fields only. Grover's search algorithm is implemented by constructing a quantum database via a multilevel Hadamard gate. The Grover sequence then allows us to select each state. The presented method is of universal character and can be implemented in any multilevel quantum system with nonequal spaced energy levels, opening the way to novel quantum search algorithms.

Augmented Lagrange Hopfield network for solving economic dispatch problem in competitive environment

NASA Astrophysics Data System (ADS)

Vo, Dieu Ngoc; Ongsakul, Weerakorn; Nguyen, Khai Phuc

2012-11-01

This paper proposes an augmented Lagrange Hopfield network (ALHN) for solving economic dispatch (ED) problem in the competitive environment. The proposed ALHN is a continuous Hopfield network with its energy function based on augmented Lagrange function for efficiently dealing with constrained optimization problems. The ALHN method can overcome the drawbacks of the conventional Hopfield network such as local optimum, long computational time, and linear constraints. The proposed method is used for solving the ED problem with two revenue models of revenue based on payment for power delivered and payment for reserve allocated. The proposed ALHN has been tested on two systems of 3 units and 10 units for the two considered revenue models. The obtained results from the proposed methods are compared to those from differential evolution (DE) and particle swarm optimization (PSO) methods. The result comparison has indicated that the proposed method is very efficient for solving the problem. Therefore, the proposed ALHN could be a favorable tool for ED problem in the competitive environment.

Enhanced algorithms for stochastic programming

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

Krishna, Alamuru S.

1993-09-01

In this dissertation, we present some of the recent advances made in solving two-stage stochastic linear programming problems of large size and complexity. Decomposition and sampling are two fundamental components of techniques to solve stochastic optimization problems. We describe improvements to the current techniques in both these areas. We studied different ways of using importance sampling techniques in the context of Stochastic programming, by varying the choice of approximation functions used in this method. We have concluded that approximating the recourse function by a computationally inexpensive piecewise-linear function is highly efficient. This reduced the problem from finding the mean ofmore » a computationally expensive functions to finding that of a computationally inexpensive function. Then we implemented various variance reduction techniques to estimate the mean of a piecewise-linear function. This method achieved similar variance reductions in orders of magnitude less time than, when we directly applied variance-reduction techniques directly on the given problem. In solving a stochastic linear program, the expected value problem is usually solved before a stochastic solution and also to speed-up the algorithm by making use of the information obtained from the solution of the expected value problem. We have devised a new decomposition scheme to improve the convergence of this algorithm.« less

Final Report: Subcontract B623868 Algebraic Multigrid solvers for coupled PDE systems

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

Brannick, J.

The Pennsylvania State University (“Subcontractor”) continued to work on the design of algebraic multigrid solvers for coupled systems of partial differential equations (PDEs) arising in numerical modeling of various applications, with a main focus on solving the Dirac equation arising in Quantum Chromodynamics (QCD). The goal of the proposed work was to develop combined geometric and algebraic multilevel solvers that are robust and lend themselves to efficient implementation on massively parallel heterogeneous computers for these QCD systems. The research in these areas built on previous works, focusing on the following three topics: (1) the development of parallel full-multigrid (PFMG) andmore » non-Galerkin coarsening techniques in this frame work for solving the Wilson Dirac system; (2) the use of these same Wilson MG solvers for preconditioning the Overlap and Domain Wall formulations of the Dirac equation; and (3) the design and analysis of algebraic coarsening algorithms for coupled PDE systems including Stokes equation, Maxwell equation and linear elasticity.« less

Adaptive Neural Networks Prescribed Performance Control Design for Switched Interconnected Uncertain Nonlinear Systems.

PubMed

Li, Yongming; Tong, Shaocheng

2017-06-28

In this paper, an adaptive neural networks (NNs)-based decentralized control scheme with the prescribed performance is proposed for uncertain switched nonstrict-feedback interconnected nonlinear systems. It is assumed that nonlinear interconnected terms and nonlinear functions of the concerned systems are unknown, and also the switching signals are unknown and arbitrary. A linear state estimator is constructed to solve the problem of unmeasured states. The NNs are employed to approximate unknown interconnected terms and nonlinear functions. A new output feedback decentralized control scheme is developed by using the adaptive backstepping design technique. The control design problem of nonlinear interconnected switched systems with unknown switching signals can be solved by the proposed scheme, and only a tuning parameter is needed for each subsystem. The proposed scheme can ensure that all variables of the control systems are semi-globally uniformly ultimately bounded and the tracking errors converge to a small residual set with the prescribed performance bound. The effectiveness of the proposed control approach is verified by some simulation results.

Realization of preconditioned Lanczos and conjugate gradient algorithms on optical linear algebra processors.

PubMed

Ghosh, A

1988-08-01

Lanczos and conjugate gradient algorithms are important in computational linear algebra. In this paper, a parallel pipelined realization of these algorithms on a ring of optical linear algebra processors is described. The flow of data is designed to minimize the idle times of the optical multiprocessor and the redundancy of computations. The effects of optical round-off errors on the solutions obtained by the optical Lanczos and conjugate gradient algorithms are analyzed, and it is shown that optical preconditioning can improve the accuracy of these algorithms substantially. Algorithms for optical preconditioning and results of numerical experiments on solving linear systems of equations arising from partial differential equations are discussed. Since the Lanczos algorithm is used mostly with sparse matrices, a folded storage scheme to represent sparse matrices on spatial light modulators is also described.

Wide-angle full-vector beam propagation method based on an alternating direction implicit preconditioner

NASA Astrophysics Data System (ADS)

Chui, Siu Lit; Lu, Ya Yan

2004-03-01

Wide-angle full-vector beam propagation methods (BPMs) for three-dimensional wave-guiding structures can be derived on the basis of rational approximants of a square root operator or its exponential (i.e., the one-way propagator). While the less accurate BPM based on the slowly varying envelope approximation can be efficiently solved by the alternating direction implicit (ADI) method, the wide-angle variants involve linear systems that are more difficult to handle. We present an efficient solver for these linear systems that is based on a Krylov subspace method with an ADI preconditioner. The resulting wide-angle full-vector BPM is used to simulate the propagation of wave fields in a Y branch and a taper.

Wide-angle full-vector beam propagation method based on an alternating direction implicit preconditioner.

PubMed

Chui, Siu Lit; Lu, Ya Yan

2004-03-01

Wide-angle full-vector beam propagation methods (BPMs) for three-dimensional wave-guiding structures can be derived on the basis of rational approximants of a square root operator or its exponential (i.e., the one-way propagator). While the less accurate BPM based on the slowly varying envelope approximation can be efficiently solved by the alternating direction implicit (ADI) method, the wide-angle variants involve linear systems that are more difficult to handle. We present an efficient solver for these linear systems that is based on a Krylov subspace method with an ADI preconditioner. The resulting wide-angle full-vector BPM is used to simulate the propagation of wave fields in a Y branch and a taper.

Multi-GPU Accelerated Admittance Method for High-Resolution Human Exposure Evaluation.

PubMed

Xiong, Zubiao; Feng, Shi; Kautz, Richard; Chandra, Sandeep; Altunyurt, Nevin; Chen, Ji

2015-12-01

A multi-graphics processing unit (GPU) accelerated admittance method solver is presented for solving the induced electric field in high-resolution anatomical models of human body when exposed to external low-frequency magnetic fields. In the solver, the anatomical model is discretized as a three-dimensional network of admittances. The conjugate orthogonal conjugate gradient (COCG) iterative algorithm is employed to take advantage of the symmetric property of the complex-valued linear system of equations. Compared against the widely used biconjugate gradient stabilized method, the COCG algorithm can reduce the solving time by 3.5 times and reduce the storage requirement by about 40%. The iterative algorithm is then accelerated further by using multiple NVIDIA GPUs. The computations and data transfers between GPUs are overlapped in time by using asynchronous concurrent execution design. The communication overhead is well hidden so that the acceleration is nearly linear with the number of GPU cards. Numerical examples show that our GPU implementation running on four NVIDIA Tesla K20c cards can reach 90 times faster than the CPU implementation running on eight CPU cores (two Intel Xeon E5-2603 processors). The implemented solver is able to solve large dimensional problems efficiently. A whole adult body discretized in 1-mm resolution can be solved in just several minutes. The high efficiency achieved makes it practical to investigate human exposure involving a large number of cases with a high resolution that meets the requirements of international dosimetry guidelines.

Drive control and position measurement of RailCab vehicles driven by linear motors

NASA Astrophysics Data System (ADS)

Pottharst, Andreas; Henke, Christian; Schneider, Tobias; Böcker, Joachim; Grotstollen, Horst

2006-11-01

The novel railway system RailCab makes use of autonomous vehicles which are driven by an AC linear motor. Depending on the track-side motor part, long-stator or short-stator operations are possible. The paper deals with the operation of the doubly-fed induction motor which is used for motion control and for transferring the energy required onboard the vehicle. This type of linear motor synchronization of the traveling fields generated by the stationary primary and moving secondary windings is an important and demanding task because the instantaneous positions of the vehicle or the primary traveling wave must be determined with high accuracy. The paper shows how this task is solved at the moment and what improvements are under development.

ML 3.0 smoothed aggregation user's guide.

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

Sala, Marzio; Hu, Jonathan Joseph; Tuminaro, Raymond Stephen

2004-05-01

ML is a multigrid preconditioning package intended to solve linear systems of equations Az = b where A is a user supplied n x n sparse matrix, b is a user supplied vector of length n and x is a vector of length n to be computed. ML should be used on large sparse linear systems arising from partial differential equation (PDE) discretizations. While technically any linear system can be considered, ML should be used on linear systems that correspond to things that work well with multigrid methods (e.g. elliptic PDEs). ML can be used as a stand-alone package ormore » to generate preconditioners for a traditional iterative solver package (e.g. Krylov methods). We have supplied support for working with the AZTEC 2.1 and AZTECOO iterative package [15]. However, other solvers can be used by supplying a few functions. This document describes one specific algebraic multigrid approach: smoothed aggregation. This approach is used within several specialized multigrid methods: one for the eddy current formulation for Maxwell's equations, and a multilevel and domain decomposition method for symmetric and non-symmetric systems of equations (like elliptic equations, or compressible and incompressible fluid dynamics problems). Other methods exist within ML but are not described in this document. Examples are given illustrating the problem definition and exercising multigrid options.« less

ML 3.1 smoothed aggregation user's guide.

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

Sala, Marzio; Hu, Jonathan Joseph; Tuminaro, Raymond Stephen

2004-10-01

ML is a multigrid preconditioning package intended to solve linear systems of equations Ax = b where A is a user supplied n x n sparse matrix, b is a user supplied vector of length n and x is a vector of length n to be computed. ML should be used on large sparse linear systems arising from partial differential equation (PDE) discretizations. While technically any linear system can be considered, ML should be used on linear systems that correspond to things that work well with multigrid methods (e.g. elliptic PDEs). ML can be used as a stand-alone package ormore » to generate preconditioners for a traditional iterative solver package (e.g. Krylov methods). We have supplied support for working with the Aztec 2.1 and AztecOO iterative package [16]. However, other solvers can be used by supplying a few functions. This document describes one specific algebraic multigrid approach: smoothed aggregation. This approach is used within several specialized multigrid methods: one for the eddy current formulation for Maxwell's equations, and a multilevel and domain decomposition method for symmetric and nonsymmetric systems of equations (like elliptic equations, or compressible and incompressible fluid dynamics problems). Other methods exist within ML but are not described in this document. Examples are given illustrating the problem definition and exercising multigrid options.« less

Optimal blood glucose control in diabetes mellitus treatment using dynamic programming based on Ackerman’s linear model

NASA Astrophysics Data System (ADS)

Pradanti, Paskalia; Hartono

2018-03-01

Determination of insulin injection dose in diabetes mellitus treatment can be considered as an optimal control problem. This article is aimed to simulate optimal blood glucose control for patient with diabetes mellitus. The blood glucose regulation of diabetic patient is represented by Ackerman’s Linear Model. This problem is then solved using dynamic programming method. The desired blood glucose level is obtained by minimizing the performance index in Lagrange form. The results show that dynamic programming based on Ackerman’s Linear Model is quite good to solve the problem.

Program for the solution of multipoint boundary value problems of quasilinear differential equations

NASA Technical Reports Server (NTRS)

1973-01-01

Linear equations are solved by a method of superposition of solutions of a sequence of initial value problems. For nonlinear equations and/or boundary conditions, the solution is iterative and in each iteration a problem like the linear case is solved. A simple Taylor series expansion is used for the linearization of both nonlinear equations and nonlinear boundary conditions. The perturbation method of solution is used in preference to quasilinearization because of programming ease, and smaller storage requirements; and experiments indicate that the desired convergence properties exist although no proof or convergence is given.

A fast linearized conservative finite element method for the strongly coupled nonlinear fractional Schrödinger equations

NASA Astrophysics Data System (ADS)

Li, Meng; Gu, Xian-Ming; Huang, Chengming; Fei, Mingfa; Zhang, Guoyu

2018-04-01

In this paper, a fast linearized conservative finite element method is studied for solving the strongly coupled nonlinear fractional Schrödinger equations. We prove that the scheme preserves both the mass and energy, which are defined by virtue of some recursion relationships. Using the Sobolev inequalities and then employing the mathematical induction, the discrete scheme is proved to be unconditionally convergent in the sense of L2-norm and H α / 2-norm, which means that there are no any constraints on the grid ratios. Then, the prior bound of the discrete solution in L2-norm and L∞-norm are also obtained. Moreover, we propose an iterative algorithm, by which the coefficient matrix is independent of the time level, and thus it leads to Toeplitz-like linear systems that can be efficiently solved by Krylov subspace solvers with circulant preconditioners. This method can reduce the memory requirement of the proposed linearized finite element scheme from O (M2) to O (M) and the computational complexity from O (M3) to O (Mlog ⁡ M) in each iterative step, where M is the number of grid nodes. Finally, numerical results are carried out to verify the correction of the theoretical analysis, simulate the collision of two solitary waves, and show the utility of the fast numerical solution techniques.

Coupled variational formulations of linear elasticity and the DPG methodology

NASA Astrophysics Data System (ADS)

Fuentes, Federico; Keith, Brendan; Demkowicz, Leszek; Le Tallec, Patrick

2017-11-01

This article presents a general approach akin to domain-decomposition methods to solve a single linear PDE, but where each subdomain of a partitioned domain is associated to a distinct variational formulation coming from a mutually well-posed family of broken variational formulations of the original PDE. It can be exploited to solve challenging problems in a variety of physical scenarios where stability or a particular mode of convergence is desired in a part of the domain. The linear elasticity equations are solved in this work, but the approach can be applied to other equations as well. The broken variational formulations, which are essentially extensions of more standard formulations, are characterized by the presence of mesh-dependent broken test spaces and interface trial variables at the boundaries of the elements of the mesh. This allows necessary information to be naturally transmitted between adjacent subdomains, resulting in coupled variational formulations which are then proved to be globally well-posed. They are solved numerically using the DPG methodology, which is especially crafted to produce stable discretizations of broken formulations. Finally, expected convergence rates are verified in two different and illustrative examples.

Train repathing in emergencies based on fuzzy linear programming.

PubMed

Meng, Xuelei; Cui, Bingmou

2014-01-01

Train pathing is a typical problem which is to assign the train trips on the sets of rail segments, such as rail tracks and links. This paper focuses on the train pathing problem, determining the paths of the train trips in emergencies. We analyze the influencing factors of train pathing, such as transferring cost, running cost, and social adverse effect cost. With the overall consideration of the segment and station capability constraints, we build the fuzzy linear programming model to solve the train pathing problem. We design the fuzzy membership function to describe the fuzzy coefficients. Furthermore, the contraction-expansion factors are introduced to contract or expand the value ranges of the fuzzy coefficients, coping with the uncertainty of the value range of the fuzzy coefficients. We propose a method based on triangular fuzzy coefficient and transfer the train pathing (fuzzy linear programming model) to a determinate linear model to solve the fuzzy linear programming problem. An emergency is supposed based on the real data of the Beijing-Shanghai Railway. The model in this paper was solved and the computation results prove the availability of the model and efficiency of the algorithm.

The Laguerre finite difference one-way equation solver

NASA Astrophysics Data System (ADS)

Terekhov, Andrew V.

2017-05-01

This paper presents a new finite difference algorithm for solving the 2D one-way wave equation with a preliminary approximation of a pseudo-differential operator by a system of partial differential equations. As opposed to the existing approaches, the integral Laguerre transform instead of Fourier transform is used. After carrying out the approximation of spatial variables it is possible to obtain systems of linear algebraic equations with better computing properties and to reduce computer costs for their solution. High accuracy of calculations is attained at the expense of employing finite difference approximations of higher accuracy order that are based on the dispersion-relationship-preserving method and the Richardson extrapolation in the downward continuation direction. The numerical experiments have verified that as compared to the spectral difference method based on Fourier transform, the new algorithm allows one to calculate wave fields with a higher degree of accuracy and a lower level of numerical noise and artifacts including those for non-smooth velocity models. In the context of solving the geophysical problem the post-stack migration for velocity models of the types Syncline and Sigsbee2A has been carried out. It is shown that the images obtained contain lesser noise and are considerably better focused as compared to those obtained by the known Fourier Finite Difference and Phase-Shift Plus Interpolation methods. There is an opinion that purely finite difference approaches do not allow carrying out the seismic migration procedure with sufficient accuracy, however the results obtained disprove this statement. For the supercomputer implementation it is proposed to use the parallel dichotomy algorithm when solving systems of linear algebraic equations with block-tridiagonal matrices.

Finite-horizon differential games for missile-target interception system using adaptive dynamic programming with input constraints

NASA Astrophysics Data System (ADS)

Sun, Jingliang; Liu, Chunsheng

2018-01-01

In this paper, the problem of intercepting a manoeuvring target within a fixed final time is posed in a non-linear constrained zero-sum differential game framework. The Nash equilibrium solution is found by solving the finite-horizon constrained differential game problem via adaptive dynamic programming technique. Besides, a suitable non-quadratic functional is utilised to encode the control constraints into a differential game problem. The single critic network with constant weights and time-varying activation functions is constructed to approximate the solution of associated time-varying Hamilton-Jacobi-Isaacs equation online. To properly satisfy the terminal constraint, an additional error term is incorporated in a novel weight-updating law such that the terminal constraint error is also minimised over time. By utilising Lyapunov's direct method, the closed-loop differential game system and the estimation weight error of the critic network are proved to be uniformly ultimately bounded. Finally, the effectiveness of the proposed method is demonstrated by using a simple non-linear system and a non-linear missile-target interception system, assuming first-order dynamics for the interceptor and target.

A constrained robust least squares approach for contaminant release history identification

NASA Astrophysics Data System (ADS)

Sun, Alexander Y.; Painter, Scott L.; Wittmeyer, Gordon W.

2006-04-01

Contaminant source identification is an important type of inverse problem in groundwater modeling and is subject to both data and model uncertainty. Model uncertainty was rarely considered in the previous studies. In this work, a robust framework for solving contaminant source recovery problems is introduced. The contaminant source identification problem is first cast into one of solving uncertain linear equations, where the response matrix is constructed using a superposition technique. The formulation presented here is general and is applicable to any porous media flow and transport solvers. The robust least squares (RLS) estimator, which originated in the field of robust identification, directly accounts for errors arising from model uncertainty and has been shown to significantly reduce the sensitivity of the optimal solution to perturbations in model and data. In this work, a new variant of RLS, the constrained robust least squares (CRLS), is formulated for solving uncertain linear equations. CRLS allows for additional constraints, such as nonnegativity, to be imposed. The performance of CRLS is demonstrated through one- and two-dimensional test problems. When the system is ill-conditioned and uncertain, it is found that CRLS gave much better performance than its classical counterpart, the nonnegative least squares. The source identification framework developed in this work thus constitutes a reliable tool for recovering source release histories in real applications.

Fast global image smoothing based on weighted least squares.

PubMed

Min, Dongbo; Choi, Sunghwan; Lu, Jiangbo; Ham, Bumsub; Sohn, Kwanghoon; Do, Minh N

2014-12-01

This paper presents an efficient technique for performing a spatially inhomogeneous edge-preserving image smoothing, called fast global smoother. Focusing on sparse Laplacian matrices consisting of a data term and a prior term (typically defined using four or eight neighbors for 2D image), our approach efficiently solves such global objective functions. In particular, we approximate the solution of the memory-and computation-intensive large linear system, defined over a d-dimensional spatial domain, by solving a sequence of 1D subsystems. Our separable implementation enables applying a linear-time tridiagonal matrix algorithm to solve d three-point Laplacian matrices iteratively. Our approach combines the best of two paradigms, i.e., efficient edge-preserving filters and optimization-based smoothing. Our method has a comparable runtime to the fast edge-preserving filters, but its global optimization formulation overcomes many limitations of the local filtering approaches. Our method also achieves high-quality results as the state-of-the-art optimization-based techniques, but runs ∼10-30 times faster. Besides, considering the flexibility in defining an objective function, we further propose generalized fast algorithms that perform Lγ norm smoothing (0 < γ < 2) and support an aggregated (robust) data term for handling imprecise data constraints. We demonstrate the effectiveness and efficiency of our techniques in a range of image processing and computer graphics applications.

Application of Design Methodologies for Feedback Compensation Associated with Linear Systems

NASA Technical Reports Server (NTRS)

Smith, Monty J.

1996-01-01

The work that follows is concerned with the application of design methodologies for feedback compensation associated with linear systems. In general, the intent is to provide a well behaved closed loop system in terms of stability and robustness (internal signals remain bounded with a certain amount of uncertainty) and simultaneously achieve an acceptable level of performance. The approach here has been to convert the closed loop system and control synthesis problem into the interpolation setting. The interpolation formulation then serves as our mathematical representation of the design process. Lifting techniques have been used to solve the corresponding interpolation and control synthesis problems. Several applications using this multiobjective design methodology have been included to show the effectiveness of these techniques. In particular, the mixed H 2-H performance criteria with algorithm has been used on several examples including an F-18 HARV (High Angle of Attack Research Vehicle) for sensitivity performance.

Observer-based H∞ resilient control for a class of switched LPV systems and its application

NASA Astrophysics Data System (ADS)

Yang, Dong; Zhao, Jun

2016-11-01

This paper deals with the issue of observer-based H∞ resilient control for a class of switched linear parameter-varying (LPV) systems by utilising a multiple parameter-dependent Lyapunov functions method. First, attention is focused upon the design of a resilient observer, an observer-based resilient controller and a parameter and estimate state-dependent switching signal, which can stabilise and achieve the disturbance attenuation for the given systems. Then, a solvability condition of the H∞ resilient control problem is given in terms of matrix inequality for the switched LPV systems. This condition allows the H∞ resilient control problem for each individual subsystem to be unsolvable. The observer, controller, and switching signal are explicitly computed by solving linear matrix inequalities (LMIs). Finally, the effectiveness of the proposed control scheme is illustrated by its application to a turbofan engine, which can hardly be handled by the existing approaches.

The Adiabatic Theorem and Linear Response Theory for Extended Quantum Systems

NASA Astrophysics Data System (ADS)

Bachmann, Sven; De Roeck, Wojciech; Fraas, Martin

2018-03-01

The adiabatic theorem refers to a setup where an evolution equation contains a time-dependent parameter whose change is very slow, measured by a vanishing parameter ɛ. Under suitable assumptions the solution of the time-inhomogenous equation stays close to an instantaneous fixpoint. In the present paper, we prove an adiabatic theorem with an error bound that is independent of the number of degrees of freedom. Our setup is that of quantum spin systems where the manifold of ground states is separated from the rest of the spectrum by a spectral gap. One important application is the proof of the validity of linear response theory for such extended, genuinely interacting systems. In general, this is a long-standing mathematical problem, which can be solved in the present particular case of a gapped system, relevant e.g. for the integer quantum Hall effect.