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At least 217 records · Page 12

Adjoint Methods for Adjusting Three-Dimensional Atmosphere and Surface Properties to Fit Multi-Angle/Multi-Pixel Polarimetric Measurements

This paper derives an efficient procedure for using the three-dimensional (3D) vector radiative transfer equation (VRTE) to adjust atmosphere and surface properties and improve their fit with multi-angle/multi-pixel radiometric and polarimetric measurements of scattered sunlight. The proposed adjoint method uses the 3D VRTE to compute the measurement misfit function and the adjoint 3D VRTE to compute its gradient with respect to all unknown parameters. In the remote sensing problems of interest, the scalar-valued misfit function quantifies agreement with data as a function of atmosphere and surface properties, and its gradient guides the search through this parameter space. Remote sensing of the atmosphere and surface in a three-dimensional region may require thousands of unknown parameters and millions of data points. Many approaches would require calls to the 3D VRTE solver in proportion to the number of unknown parameters or measurements. To avoid this issue of scale, we focus on computing the gradient of the misfit function as an alternative to the Jacobian of the measurement operator. The resulting adjoint method provides a way to adjust 3D atmosphere and surface properties with only two calls to the 3D VRTE solver for each spectral channel, regardless of the number of retrieval parameters, measurement view angles or pixels. This gives a procedure for adjusting atmosphere and surface parameters that will scale to the large problems of 3D remote sensing. For certain types of multi-angle/multi-pixel polarimetric measurements, this encourages the development of a new class of three-dimensional retrieval algorithms with more flexible parametrizations of spatial heterogeneity, less reliance on data screening procedures, and improved coverage in terms of the resolved physical processes in the Earth's atmosphere.

linearization↗

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

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

Brozenec, Thomas F.↗

Modal identification of gyroscopic distributed-parameter systems

A new modal identification method for gyroscopic distributed-parameter systems is presented. The method represents an extension of previous work for the class of self-adjoint distributed-parameter systems. The modal identification method is formulated as a variational problem in which stationary values of a functional quotient are sought. The computation of the functional quotient is carried out using a set of admissible functions defined over the spatial domain of the system. As an illustration, the modal identification of a whirling shaft undergoing bending vibration is carried out and the effectiveness of the method is verified.

Norris, Mark A.↗

Optimal Control for Stochastic Delay Evolution Equations

In this paper, we investigate a class of infinite-dimensional optimal control problems, where the state equation is given by a stochastic delay evolution equation with random coefficients, and the corresponding adjoint equation is given by an anticipated backward stochastic evolution equation. We first prove the continuous dependence theorems for stochastic delay evolution equations and anticipated backward stochastic evolution equations, and show the existence and uniqueness of solutions to anticipated backward stochastic evolution equations. Then we establish necessary and sufficient conditions for optimality of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, we apply stochastic maximum principles to study two examples, an infinite-dimensional linear-quadratic control problem with delay and an optimal control of a Dirichlet problem for a stochastic partial differential equation with delay. Further applications of the two examples to a Cauchy problem for a controlled linear stochastic partial differential equation and an optimal harvesting problem are also considered.

97 MATHEMATICS AND COMPUTING↗

Upscaling of Mixed Finite Element Discretization Problems by the Spectral AMGe Method

Here, we propose two multilevel spectral techniques for constructing coarse discretization spaces for saddle-point problems corresponding to PDEs involving a divergence constraint, with a focus on mixed finite element discretizations of scalar self-adjoint second order elliptic equations on general unstructured grids. We use element agglomeration algebraic multigrid (AMGe), which employs coarse elements that can have nonstandard shape since they are agglomerates of fine-grid elements. The coarse basis associated with each agglomerated coarse element is constructed by solving local eigenvalue problems and local mixed finite element problems. This construction leads to stable upscaled coarse spaces and guarantees the inf-sup compatibility of the upscaled discretization. Also, the approximation properties of these upscaled spaces improve by adding more local eigenfunctions to the coarse spaces. The higher accuracy comes at the cost of additional computational effort, as the sparsity of the resulting upscaled coarse discretization (referred to as operator complexity) deteriorates when we introduce additional functions in the coarse space. We also provide an efficient solver for the coarse (upscaled) saddle-point system by employing hybridization, which leads to a symmetric positive definite (s.p.d.) reduced system for the Lagrange multipliers, and to solve the latter s.p.d. system, we use our previously developed spectral AMGe solver. Numerical experiments, in both two and three dimensions, are provided to illustrate the efficiency of the proposed upscaling technique.

97 MATHEMATICS AND COMPUTING↗

One shot methods for optimal control of distributed parameter systems 1: Finite dimensional control

The efficient numerical treatment of optimal control problems governed by elliptic partial differential equations (PDEs) and systems of elliptic PDEs, where the control is finite dimensional is discussed. Distributed control as well as boundary control cases are discussed. The main characteristic of the new methods is that they are designed to solve the full optimization problem directly, rather than accelerating a descent method by an efficient multigrid solver for the equations involved. The methods use the adjoint state in order to achieve efficient smoother and a robust coarsening strategy. The main idea is the treatment of the control variables on appropriate scales, i.e., control variables that correspond to smooth functions are solved for on coarse grids depending on the smoothness of these functions. Solution of the control problems is achieved with the cost of solving the constraint equations about two to three times (by a multigrid solver). Numerical examples demonstrate the effectiveness of the method proposed in distributed control case, pointwise control and boundary control problems.

Taasan, Shlomo↗

Eigenvalues of singular differential operators by finite difference methods. I.

Approximation of the eigenvalues of certain self-adjoint operators defined by a formal differential operator in a Hilbert space. In general, two problems are studied. The first is the problem of defining a suitable Hilbert space operator that has eigenvalues. The second problem concerns the finite difference operators to be used.

Baxley, J. V.↗

Sensitivity analysis of Lyapunov and Riccati equations with application to controls-structures integrated design

Controls-structure integrated design is a complicated multidisciplinary design optimization problem which involves the state equations pertaining to open-loop eigenvalues and control laws. In order to alleviate the intensity of the computation, this study uses the adjoint variable method to derive sensitivity equations for the eigenvalue, Liapunov, and Riccati equations. These individual sensitivity equations are then combined together to form the multidisciplinary sensitivity equations for the control structure integrated design problems. A set of linear sensitivity equations, proportional in number to the number of performance functions involved in the optimization process, are solved. This proposed approach may provide a great saving in computer resources. The validity of the newly developed sensitivity equations is verified by numerical examples.

Hou, Gene↗

Multi-Impulse to Time Optimal Finite Burn Trajectory Conversion

A novel algorithm is presented that provides an improvement over a traditional parameter optimization method when solving time-optimal, finite-burn pseudo-rendezvous spacecraft trajectory problems. A hybrid optimization procedure is described that converts a set of multiple-impulses, representing high- or low-thrust maneuvers, to an exact time-optimal finite-burn trajectory for a thrust limited, constant exhaust velocity spacecraft. The Hybrid Method applies a control law derived from the Euler-Lagrange system of equations within the classical Indirect Method to a modern Direct Method. An iterative adjoint-control transformation and an evolving constraint vector are introduced to solve the optimal control two-point boundary value problem. This method requires no prior knowledge of the solution, which adds simplicity to the trajectory design process and aids automation. Examples are shown for low-thrust apogee raise maneuvers, non-coplanar Earth orbit transfers, and a modified Deep Space 1 low-thrust trajectory. A numerically significant improvement to objective cost is shown across all application problems compared to a traditional solution method, as well as a significant improvement to convergence speed for a select class of problems.

Joshua A Fogel↗

A direct-adjoint approach for material point model calibration with application to plasticity

Here, this paper proposes a new approach for the calibration of material parameters in local elastoplastic constitutive models. The calibration is posed as a constrained optimization problem, where the constitutive model evolution equations for a single material point serve as constraints. The objective function quantifies the mismatch between the stress predicted by the model and corresponding experimental measurements. To improve calibration efficiency, a novel direct-adjoint approach is presented to compute the Hessian of the objective function, which enables the use of second-order optimization algorithms. Automatic differentiation is used for gradient and Hessian computations. Two numerical examples are employed to validate the Hessian matrices and to demonstrate that the Newton–Raphson algorithm consistently outperforms gradient-based algorithms such as L-BFGS-B.

36 MATERIALS SCIENCE↗

Level set topology optimization of structural problems with interface cohesion

Summary This paper presents a finite element topology optimization framework for the design of two‐phase structural systems considering contact and cohesion phenomena along the interface. The geometry of the material interface is described by an explicit level set method, and the structural response is predicted by the extended finite element method. In this work, the interface condition is described by a bilinear cohesive zone model on the basis of the traction‐separation constitutive relation. The non‐penetration condition in the presence of compressive interface forces is enforced by a stabilized Lagrange multiplier method. The mechanical model assumes a linear elastic isotropic material, infinitesimal strain theory, and a quasi‐static response. The optimization problem is solved by a nonlinear programming method, and the design sensitivities are computed by the adjoint method. The performance of the presented method is evaluated by 2D and 3D numerical examples. The results obtained from topology optimization reveal distinct design characteristics for the various interface phenomena considered. In addition, 3D examples demonstrate optimal geometries that cannot be fully captured by reduced dimensionality. The optimization framework presented is limited to two‐phase structural systems where the material interface is coincident in the undeformed configuration, and to structural responses that remain valid considering small strain kinematics. Copyright © 2017 John Wiley & Sons, Ltd.

Behrou, Reza↗

A Type II Hamiltonian Variational Principle and Adjoint Systems for Lie Groups

We present a novel Type II variational principle on the cotangent bundle of a Lie group which enforces Type II boundary conditions, i.e., fixed initial position and final momentum. In general, such Type II variational principles are only globally defined on vector spaces or locally defined on general manifolds; however, by left translation, we are able to define this variational principle globally on cotangent bundles of Lie groups. Type II boundary conditions are particularly important for adjoint sensitivity analysis, which is our motivating application. As such, we additionally discuss adjoint systems on Lie groups, their properties, and how they can be used to solve optimization problems subject to dynamics on Lie groups.

97 MATHEMATICS AND COMPUTING↗

A line search algorithm for wind field adjustment with incomplete data and RBF approximation

The problem of concern in this work is the construction of free divergence fields given scattered horizontal components. As customary, the problem is formulated as a PDE constrained least squares problem. The novelty of our approach is to construct the so-called adjusted field, as the unique solution along an appropriately chosen descent direction. The latter is obtained by the adjoint equation technique. It is shown that the classical adjusted field of Sasaki’s is a particular case. On choosing descent directions, the underlying mass consistent model leads to the solution of an elliptic problem which is solved by means of a radial basis functions method. Finally, some numerical results for wind field adjustment are presented.

97 MATHEMATICS AND COMPUTING↗

Optimal checkpointing for adjoint multistage time-stepping schemes

Here, we consider checkpointing strategies that minimize the number of recomputations needed when performing discrete adjoint computations using multistage time-stepping schemes that require computing several substeps within one complete time step. Specifically, we propose two algorithms that can generate optimal checkpoint-ing schedules under weak assumptions. The first is an extension of the seminal Revolve algorithm adapted to multistage schemes. The second algorithm, named CAMS, is developed based on dynamic programming, and it requires the least number of recomputations when compared with other algorithms. The CAMS algorithm is made publicly available in a library with bindings to C and Python. Numerical results show that the proposed algorithms can deliver up to two times the speedup compared with that of classical Revolve. Moreover, we discuss the utilization of the CAMS library in mature scientific computing libraries and demonstrate the ease of using it in an adjoint workflow. The proposed algorithms have been adopted by the PETSc TSAdjoint library. Their performance has been demonstrated with a large-scale PDE-constrained optimization problem on a leadership-class supercomputer. This work is a significant extension of the authors' conference paper.

97 MATHEMATICS AND COMPUTING↗

Adapting CLUTCH methodology to multigroup TSUNAMI-3D for eigenvalue sensitivity calculations

The sensitivity of the eigenvalue to uncertainties in nuclear data and its evaluation are important for nuclear criticality safety. TSUNAMI-3D sequences within the SCALE code system offer several options to the user community for calculating eigenvalue sensitivity coefficients with multigroup (MG) and continuous energy (CE) 3D transport capabilities. TSUNAMI-3D sequences implement the adjoint-based perturbation theory with MG KENO code, the Contributon Linked eigenvalue sensitivity/Uncertainty estimation via Track length importance CHaracterization (CLUTCH) method with CE KENO code, and the Iterated Fission Probability (IFP) method with CE KENO and Shift codes. Each method has benefits and limitations depending on the problem that is run. The work presented here aims to adapt the CLUTCH method, which enables the Contributon method's mesh-free, memory-efficient approach for calculating adjoint-weighted tallies for sensitivity calculations, to the MG TSUNAMI-3D sequence. This application would eliminate the explicit adjoint KENO calculation, as well as the memory-consuming mesh flux moment tallies required by the conventional MG TSUNAMI-3D. Smaller memory footprints in the CLUTCH methodology and relatively shorter runtimes in MG KENO transport can make MG TSUNAMI-3D a viable method for some complex problems. Moreover, this adaptation allows MG sensitivity calculations with Shift, ORNL's next-generation high-performance Monte Carlo transport code, which currently does not offer any sensitivity capabilities with MG particle transport simulations. Initial implementation of the new MG TSUNAMI-3D sequence and its preliminary results with a selected critical benchmark experiment in the Verified, Archived Library of Inputs and Data (VALID) are presented in this study.

KENO↗

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

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

Childs, A. G.↗

A Preconditioning Method for Shape Optimization Governed by the Euler Equations

We consider a classical aerodynamic shape optimization problem subject to the compressible Euler flow equations. The gradient of the cost functional with respect to the shape variables is derived with the adjoint method at the continuous level. The Hessian (second order derivative of the cost functional with respect to the shape variables) is approximated also at the continuous level, as first introduced by Arian and Ta'asan (1996). The approximation of the Hessian is used to approximate the Newton step which is essential to accelerate the numerical solution of the optimization problem. The design space is discretized in the maximum dimension, i.e., the location of each point on the intersection of the computational mesh with the airfoil is taken to be an independent design variable. We give numerical examples for 86 design variables in two different flow speeds and achieve an order of magnitude reduction in the cost functional at a computational effort of a full solution of the analysis partial differential equation (PDE).

Arian, Eyal↗