Search NASA⌕ Search

SEARCH · Search NASA

Results for “Newton algorithm”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 235 records · Page 13
All sourcesNASA NTRSDOE OSTI
NASA NTRS1985

An Algorithm for Efficient Maximum Likelihood Estimation and Confidence Interval Determination in Nonlinear Estimation Problems

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The algorithm was developed for airplane parameter estimation problems but is well suited for most nonlinear, multivariable, dynamic systems. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort. MNRES determines the sensitivities with less computational effort than using either a finite-difference method or integrating the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, thus eliminating algorithm reformulation with each new model and providing flexibility to use model equations in any format that is convenient. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. It is observed that the degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. The CR bounds were found to be close to the bounds determined by the search when the degree of nonlinearity was small. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels for the parameter confidence limits. The primary utility of the measure, however, was found to be in predicting the degree of agreement between Cramer-Rao bounds and search estimates.

Murphy, Patrick Charles↗
NASA NTRS1978

Finite element concepts in computational aerodynamics

Finite element theory was employed to establish an implicit numerical solution algorithm for the time averaged unsteady Navier-Stokes equations. Both the multidimensional and a time-split form of the algorithm were considered, the latter of particular interest for problem specification on a regular mesh. A Newton matrix iteration procedure is outlined for solving the resultant nonlinear algebraic equation systems. Multidimensional discretization procedures are discussed with emphasis on automated generation of specific nonuniform solution grids and accounting of curved surfaces. The time-split algorithm was evaluated with regards to accuracy and convergence properties for hyperbolic equations on rectangular coordinates. An overall assessment of the viability of the finite element concept for computational aerodynamics is made.

Baker, A. J.↗
NASA NTRS1995

Parallel CFD Algorithms for Aerodynamical Flow Solvers on Unstructured Meshes

The Advisory Group for Aerospace Research and Development (AGARD) has requested my participation in the lecture series entitled Parallel Computing in Computational Fluid Dynamics to be held at the von Karman Institute in Brussels, Belgium on May 15-19, 1995. In addition, a request has been made from the US Coordinator for AGARD at the Pentagon for NASA Ames to hold a repetition of the lecture series on October 16-20, 1995. I have been asked to be a local coordinator for the Ames event. All AGARD lecture series events have attendance limited to NATO allied countries. A brief of the lecture series is provided in the attached enclosure. Specifically, I have been asked to give two lectures of approximately 75 minutes each on the subject of parallel solution techniques for the fluid flow equations on unstructured meshes. The title of my lectures is "Parallel CFD Algorithms for Aerodynamical Flow Solvers on Unstructured Meshes" (Parts I-II). The contents of these lectures will be largely review in nature and will draw upon previously published work in this area. Topics of my lectures will include: (1) Mesh partitioning algorithms. Recursive techniques based on coordinate bisection, Cuthill-McKee level structures, and spectral bisection. (2) Newton's method for large scale CFD problems. Size and complexity estimates for Newton's method, modifications for insuring global convergence. (3) Techniques for constructing the Jacobian matrix. Analytic and numerical techniques for Jacobian matrix-vector products, constructing the transposed matrix, extensions to optimization and homotopy theories. (4) Iterative solution algorithms. Practical experience with GIVIRES and BICG-STAB matrix solvers. (5) Parallel matrix preconditioning. Incomplete Lower-Upper (ILU) factorization, domain-decomposed ILU, approximate Schur complement strategies.

Barth, Timothy J.↗
NASA NTRS1973

An historical survey of computational methods in optimal control.

Review of some of the salient theoretical developments in the specific area of optimal control algorithms. The first algorithms for optimal control were aimed at unconstrained problems and were derived by using first- and second-variation methods of the calculus of variations. These methods have subsequently been recognized as gradient, Newton-Raphson, or Gauss-Newton methods in function space. A much more recent addition to the arsenal of unconstrained optimal control algorithms are several variations of conjugate-gradient methods. At first, constrained optimal control problems could only be solved by exterior penalty function methods. Later algorithms specifically designed for constrained problems have appeared. Among these are methods for solving the unconstrained linear quadratic regulator problem, as well as certain constrained minimum-time and minimum-energy problems. Differential-dynamic programming was developed from dynamic programming considerations. The conditional-gradient method, the gradient-projection method, and a couple of feasible directions methods were obtained as extensions or adaptations of related algorithms for finite-dimensional problems. Finally, the so-called epsilon-methods combine the Ritz method with penalty function techniques.

Polak, E.↗
DOE OSTI2016

Evaluation of the accuracy of an offline seasonally-varying matrix transport model for simulating ideal age

Newton-Krylov solvers for ocean tracers have the potential to greatly decrease the computational costs of spinning up deep-ocean tracers, which can take several thousand model years to reach equilibrium with surface processes. One version of the algorithm uses offline tracer transport matrices to simulate an annual cycle of tracer concentrations and applies Newton’s method to find concentrations that are periodic in time. Here we present the impact of time-averaging the transport matrices on the equilibrium values of an ideal-age tracer. We compared annually-averaged, monthly-averaged, and 5-day-averaged transport matrices to an online simulation using the ocean component of the Community Earth System Model (CESM) with a nominal horizontal resolution of 1° × 1° and 60 vertical levels. We found that increasing the time resolution of the offline transport model reduced a low age bias from 12% for the annually-averaged transport matrices, to 4% for the monthly-averaged transport matrices, and to less than 2% for the transport matrices constructed from 5-day averages. The largest differences were in areas with strong seasonal changes in the circulation, such as the Northern Indian Ocean. As a result, for many applications the relatively small bias obtained using the offline model makes the offline approach attractive because it uses significantly less computer resources and is simpler to set up and run.

54 ENVIRONMENTAL SCIENCES↗
NASA NTRS1983

Simulation of the Galileo spacecraft axial - Delta-V algorithm

Preliminary results are presented from the analysis of the Galileo spacecraft axial delta-V algorithm. The Galileo spacecraft is a dual spin interplanetary spacecraft which will study the four Galilean moons of Jupiter as well as the Jovian environment and atmosphere. In order to achieve orbit about Jupiter and accurately deliver the probe to the planet's upper atmosphere, the Galileo spacecraft must be capable of performing many trajectory corrections or delta-V maneuvers. Twelve 10 Newton thrusters and one 400 Newton engine are utilized for this purpose. There are many maneuver modes and control algorithms available to the spacecraft. In this paper only the analysis of the axial delta-V algorithm will be discussed. The analysis consists of two parts: an analytic study and a simulation study. The analytic results are based on rigid body dynamics, while the simulation includes the first order effect of the flexible magnetometer boom and nutation damper. The simulation utilizes a program developed at JPL which allows flexible body effects to be simulated by modeling a collection of rigid bodies attached together by hinges, springs and dampers. In this preliminary study of the Galileo only two rigid bodies were used in the simulation, but many more can and will be used in the final tests. In this analysis, the algorithm appears to be working correctly and the analytic and simulation results agree very well.

Longuski, J. M.↗
DOE OSTI2021

Parallel projection—An improved return mapping algorithm for finite element modeling of shape memory alloys

Here, we present a novel finite element analysis of inelastic structures containing Shape Memory Alloys (SMAs). Phenomenological constitutive models for SMAs lead to material nonlinearities, that require substantial computational effort to resolve. Finite element analysis methods, which rely on Gauss quadrature integration schemes, must solve two sets of coupled differential equations: one at the global level and the other at the local, i.e. Gauss point level. In contrast to the conventional return mapping algorithm, which solves these two sets of coupled differential equations separately using a nested Newton procedure, we propose a scheme to solve the local and global differential equations simultaneously. In the process we also derive closed-form expressions used to update the internal/constitutive state variables, and unify the popular closest-point and cutting plane methods with our formulas. Numerical testing indicates that our method allows for larger thermomechanical loading steps and provides increased computational efficiency, over the standard return mapping algorithm.

42 ENGINEERING↗
NASA NTRS1984

An algorithm for maximum likelihood estimation using an efficient method for approximating sensitivities

An algorithm for maximum likelihood (ML) estimation is developed primarily for multivariable dynamic systems. The algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). The method determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort compared with integrating the analytically determined sensitivity equations or using a finite-difference method. Different surface-fitting methods are discussed and demonstrated. Aircraft estimation problems are solved by using both simulated and real-flight data to compare MNRES with commonly used methods; in these solutions MNRES is found to be equally accurate and substantially faster. MNRES eliminates the need to derive sensitivity equations, thus producing a more generally applicable algorithm.

Murphy, P. C.↗
NASA NTRS1987

Experience in grid optimization

Two optimization methods for solving a variational problem in grid generation are described and evaluated. The smoothness, cell volumes, and orthogonality of the variational integrals are examined. The Jacobi-Newton iterative method is compared to the Fletcher-Reeves conjugate gradient method. It is observed that a combination of the Jacobi-Newton iteration and the direct solution of the variational problem produces an algorithm which is easy to program and requires less storage and computer time/iteration than the conjugate gradient method.

Mastin, C. W.↗
NASA NTRS1988

Forced periodic vibration of unsymmetric piecewise-linear systems

The forced steady response of a single degree of freedom system involving a large nonlinearity, represented by unsymmetric piecewise-linear stiffness, is determined by a harmonic balance Newton-Raphson method with the application of the fast Fourier transformation (FFT) algorithm. All possible subharmonic, harmonic, and superharmonic responses are sought. The responses of two systems involving subharmonic and superharmonic dominant motions are calculated by the newly developed method and compared with previously published findings. The results obtained by using this method reveal the details of the response of the systems more efficiently than previous methods.

Choi, Y. S.↗
NASA NTRS1989

Algorithm For Solution Of Navier-Stokes Equations

Advantages of two previous algorithms combined. Steady-state Navier-Stokes equations put in implicit finite-difference form solved by approximate Newton iteration. LU-SSOR scheme is new relaxation method combining advantages of LU factorization with Gauss-Seidel relaxation. Vectorizable LU-SSOR scheme, based on central differences, requires scalar diagonal inversions. Application of scheme to approximate Newton iteration of Navier-Stokes equations yields set of equations requiring no implicit smoothing on left side. Only adaptive, total-variation-diminishing, flux-limited dissipation terms added to right side. Algorithm used to predict laminar, turbulent, and hypersonic flows.

Yoon, Seokkwan↗
DOE OSTI2016

Conservative tightly-coupled simulations of stochastic multiscale systems

Multiphysics problems often involve components whose macroscopic dynamics is driven by microscopic random fluctuations. The fidelity of simulations of such systems depends on their ability to propagate these random fluctuations throughout a computational domain, including subdomains represented by deterministic solvers. When the constituent processes take place in nonoverlapping subdomains, system behavior can be modeled via a domain-decomposition approach that couples separate components at the interfaces between these subdomains. Its coupling algorithm has to maintain a stable and efficient numerical time integration even at high noise strength. We propose a conservative domain-decomposition algorithm in which tight coupling is achieved by employing either Picard's or Newton's iterative method. Coupled diffusion equations, one of which has a Gaussian white-noise source term, provide a computational testbed for analysis of these two coupling strategies. Fully-converged (“implicit”) coupling with Newton's method typically outperforms its Picard counterpart, especially at high noise levels. This is because the number of Newton iterations scales linearly with the amplitude of the Gaussian noise, while the number of Picard iterations can scale superlinearly. At large time intervals between two subsequent inter-solver communications, the solution error for single-iteration (“explicit”) Picard's coupling can be several orders of magnitude higher than that for implicit coupling. Increasing the explicit coupling's communication frequency reduces this difference, but the resulting increase in computational cost can make it less efficient than implicit coupling at similar levels of solution error, depending on the communication frequency of the latter and the noise strength. This trend carries over into higher dimensions, although at high noise strength explicit coupling may be the only computationally viable option.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2024

Large-scale harmonic balance simulations with Krylov subspace and preconditioner recycling

The multi-harmonic balance method combined with numerical continuation provides an efficient framework to compute a family of time-periodic solutions, or response curves, for large-scale, nonlinear mechanical systems. The predictor and corrector steps repeatedly solve a sequence of linear systems that scale by the model size and number of harmonics in the assumed Fourier series approximation. In this paper, a novel Newton–Krylov iterative method is embedded within the multi-harmonic balance and continuation algorithm to efficiently compute the approximate solutions from the sequence of linear systems that arise during the prediction and correction steps. Further, the method recycles, or reuses, both the preconditioner and the Krylov subspace generated by previous linear systems in the solution sequence. A delayed frequency preconditioner refactorizes the preconditioner only when the performance of the iterative solver deteriorates. The GCRO-DR iterative solver recycles a subset of harmonic Ritz vectors to initialize the solution subspace for the next linear system in the sequence. The performance of the iterative solver is demonstrated on two exemplars with contact-type nonlinearities and benchmarked against a direct solver with traditional Newton–Raphson iterations.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1991

Development of iterative techniques for the solution of unsteady compressible viscous flows

Efficient iterative solution methods are being developed for the numerical solution of two- and three-dimensional compressible Navier-Stokes equations. Iterative time marching methods have several advantages over classical multi-step explicit time marching schemes, and non-iterative implicit time marching schemes. Iterative schemes have better stability characteristics than non-iterative explicit and implicit schemes. Thus, the extra work required by iterative schemes can also be designed to perform efficiently on current and future generation scalable, missively parallel machines. An obvious candidate for iteratively solving the system of coupled nonlinear algebraic equations arising in CFD applications is the Newton method. Newton's method was implemented in existing finite difference and finite volume methods. Depending on the complexity of the problem, the number of Newton iterations needed per step to solve the discretized system of equations can, however, vary dramatically from a few to several hundred. Another popular approach based on the classical conjugate gradient method, known as the GMRES (Generalized Minimum Residual) algorithm is investigated. The GMRES algorithm was used in the past by a number of researchers for solving steady viscous and inviscid flow problems with considerable success. Here, the suitability of this algorithm is investigated for solving the system of nonlinear equations that arise in unsteady Navier-Stokes solvers at each time step. Unlike the Newton method which attempts to drive the error in the solution at each and every node down to zero, the GMRES algorithm only seeks to minimize the L2 norm of the error. In the GMRES algorithm the changes in the flow properties from one time step to the next are assumed to be the sum of a set of orthogonal vectors. By choosing the number of vectors to a reasonably small value N (between 5 and 20) the work required for advancing the solution from one time step to the next may be kept to (N+1) times that of a noniterative scheme. Many of the operations required by the GMRES algorithm such as matrix-vector multiplies, matrix additions and subtractions can all be vectorized and parallelized efficiently.

Sankar, Lakshmi N.↗
NASA NTRS1972

A modified secant method for unconstrained minimization

A gradient-secant algorithm for unconstrained optimization problems is presented. The algorithm uses Armijo gradient method iterations until it reaches a region where the Newton method is more efficient, and then switches over to a secant form of operation. It is concluded that an efficient method for unconstrained minimization has been developed, and that any convergent minimization method can be substituted for the Armijo gradient method.

Polak, E.↗
NASA NTRS1986

A methodology for airplane parameter estimation and confidence interval determination in nonlinear estimation problems

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. With the fitted surface, sensitivity information can be updated at each iteration with less computational effort than that required by either a finite-difference method or integration of the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, and thus provides flexibility to use model equations in any convenient format. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. The degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels and to predict the degree of agreement between CR bounds and search estimates.

Murphy, P. C.↗
NASA NTRS2006

The ST7-DRS Mission: Status and Plans

ST-7 is developing enabling drag-free control technology with low noise micro-thrusters and drag-free control algorithms. The flight computer & dynamic control software are complete, and colloid micro-newton thrusters are beginning ground-based performance testing.

LISA Pathfrinder↗
NASA NTRS2017

Dynamic Control System Mode Performance of the Space Technology-7 Disturbance Reduction System

The Space Technology-7 (ST-7) Disturbance Reduction System (DRS) is an experiment package aboard the European Space Agency (ESA) LISA Pathfinder spacecraft, launched on December 3, 2015. DRS consists of three primary components: Colloidal MicroNewton Thrusters (CMNTs), an Integrated Avionics Unit (IAU), and flight-software implementing the Command and Data Handling (C&DH) and Dynamic Control System (DCS) algorithms. The CMNTs were designed to provide thrust from 5 to 30 micro Newton, with thrust controllability and resolution of 0.1 micro Newton and thrust noise of 0.1 micro Newton/(square root of (Hz)) in the measurement band from 1-30 mHz. The IAU hosts the C&DH and DCS flight software, as well as interfaces with both the CMNT electronics and the LISA Pathfinder spacecraft. When in control, the DCS uses star tracker attitude data and capacitive or optically-measured position and attitude information from LISA Pathfinder and the LISA Technology Package (LTP) to control the attitude and position of the spacecraft and the two test masses inside the LTP. After completion of the nominal ESA LISA Pathfinder mission, the DRS experiment was commissioned followed by its nominal mission. DRS operations extended over the next five months, interspersed with station keeping, anomaly resolution, and periods where control was handed back to LISA Pathfinder for them to conduct further experiments. The primary DRS mission ended on December 6, 2016, with the experiment meeting all of its Level 1 requirements. The DCS, developed at the NASA Goddard Space Flight Center, consists of five spacecraft control modes and six test mass control modes, combined into six 'DRS Mission Modes'. Attitude Control and Zero-G were primarily used to control the spacecraft during initial handover and during many of the CMNT characterization experiments. The other Mission Modes, Drag Free Low Force, 18-DOF Transitional, and 18-DOF, were used to provide drag-free control of the spacecraft about the test masses. This paper will discuss the performance of these DCS spacecraft and test mass control modes. Flight data will be shown from each mode throughout the mission, both from nominal operations and during various flight experiments. The DCS team also made some changes to controller, filter, and limit parameters during operations; the motivation and results of these changes will be shown and discussed.

O'Donnell, James R., Jr.↗