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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.

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NASA NTRS1985

Solution of partial differential equations on vector and parallel computers

The present status of numerical methods for partial differential equations on vector and parallel computers was reviewed. The relevant aspects of these computers are discussed and a brief review of their development is included, with particular attention paid to those characteristics that influence algorithm selection. Both direct and iterative methods are given for elliptic equations as well as explicit and implicit methods for initial boundary value problems. The intent is to point out attractive methods as well as areas where this class of computer architecture cannot be fully utilized because of either hardware restrictions or the lack of adequate algorithms. Application areas utilizing these computers are briefly discussed.

Ortega, J. M.↗
NASA NTRS1992

An implementation of the QMR method based on coupled two-term recurrences

The authors have proposed a new Krylov subspace iteration, the quasi-minimal residual algorithm (QMR), for solving non-Hermitian linear systems. In the original implementation of the QMR method, the Lanczos process with look-ahead is used to generate basis vectors for the underlying Krylov subspaces. In the Lanczos algorithm, these basis vectors are computed by means of three-term recurrences. It has been observed that, in finite precision arithmetic, vector iterations based on three-term recursions are usually less robust than mathematically equivalent coupled two-term vector recurrences. This paper presents a look-ahead algorithm that constructs the Lanczos basis vectors by means of coupled two-term recursions. Implementation details are given, and the look-ahead strategy is described. A new implementation of the QMR method, based on this coupled two-term algorithm, is described. A simplified version of the QMR algorithm without look-ahead is also presented, and the special case of QMR for complex symmetric linear systems is considered. Results of numerical experiments comparing the original and the new implementations of the QMR method are reported.

Freund, Roland W.↗
NASA NTRS1974

Rapid finite-difference computation of subsonic and transonic aerodynamic flows

Rapid iterative (or semidirect) computation methods are developed for the finite-difference solution of the nonlinear equations of subsonic and transonic aerodynamics. At each iteration, a fast, direct elliptic algorithm solves the entire computation field. In an application to subsonic flow over a lifting airfoil, the full nonlinear stream-function equation is solved. Finally, a direct Cauchy-Riemann solver is used for the nonlinear transonic small-disturbance equations for a biconvex airfoil. At M = 0.7, t/c = 0.1 (subcritical), three iterations on a 39 x 32 mesh (totaling 2.45 sec on an IBM 360/67 computer) obtain convergence within 0.1%. A slightly supercritical case requires seven iterations (6.75 sec) for convergence within 1%.

Martin, E. D.↗
NASA NTRS1993

Uniform convergence of multigrid V-cycle iterations for indefinite and nonsymmetric problems

In this paper, we present an analysis of a multigrid method for nonsymmetric and/or indefinite elliptic problems. In this multigrid method various types of smoothers may be used. One type of smoother which we consider is defined in terms of an associated symmetric problem and includes point and line, Jacobi, and Gauss-Seidel iterations. We also study smoothers based entirely on the original operator. One is based on the normal form, that is, the product of the operator and its transpose. Other smoothers studied include point and line, Jacobi, and Gauss-Seidel. We show that the uniform estimates for symmetric positive definite problems carry over to these algorithms. More precisely, the multigrid iteration for the nonsymmetric and/or indefinite problem is shown to converge at a uniform rate provided that the coarsest grid in the multilevel iteration is sufficiently fine (but not depending on the number of multigrid levels).

Bramble, James H.↗
NASA NTRS1986

An efficient algorithm for solution of the unsteady transonic small-disturbance equation

A time accurate approximate factorization (AF) algorithm is formulated for solution of the three dimensional unsteady transonic small-disturbance equation. The AF algorithm consists of a time linearization procedure coupled with a Newton iteration technique. Superior stability characteristics of the new algorithm are demonstrated through applications to steady and oscillatory flows at subsonic and supersonic freestream conditions for an F-5 fighter wing. For steady flow calculations, the size of the time step is cycled to achieve rapid convergence. For unsteady flow calculations, the AF algorithm is sufficiently robust to allow the step size to be selected based on accuracy rather than on stability considerations. Therefore, accurate solutions are obtained in only several hundred time steps yielding a significant computational cost savings when compared to alternative methods.

Batina, John T.↗
NASA NTRS1987

An efficient algorithm for solution of the unsteady transonic small-disturbance equation

A time accurate approximation factorization (AF) algorithm is formulated for solution of the three-dimensional unsteady transonic small-disturbance equation. The AF algorithm consists of a time linearization procedure coupled with a Newton iteration technique. Superior stability characteristics of the new algorithm are demonstrated through applications to steady and oscillatory flows at subsonic and supersonic freestream conditions for an F-5 fighter wing. For steady flow calculations, the size of the time step is cycled to achieve rapid convergence. For unsteady flow calculations, the AF algorithm is sufficiently robust to allow the step size to be selected based on accuracy rather than on stability considerations. Therefore, accurate solutions are obtained in only several hundred time steps yielding a significant computational cost savings when compared to alternative methods.

Batina, John T.↗
NASA NTRS1999

Optimized System Identification

In system identification, one usually cares most about finding a model whose outputs are as close as possible to the true system outputs when the same input is applied to both. However, most system identification algorithms do not minimize this output error. Often they minimize model equation error instead, as in typical least-squares fits using a finite-difference model, and it is seen here that this distinction is significant. Here, we develop a set of system identification algorithms that minimize output error for multi-input/multi-output and multi-input/single-output systems. This is done with sequential quadratic programming iterations on the nonlinear least-squares problems, with an eigendecomposition to handle indefinite second partials. This optimization minimizes a nonlinear function of many variables, and hence can converge to local minima. To handle this problem, we start the iterations from the OKID (Observer/Kalman Identification) algorithm result. Not only has OKID proved very effective in practice, it minimizes an output error of an observer which has the property that as the data set gets large, it converges to minimizing the criterion of interest here. Hence, it is a particularly good starting point for the nonlinear iterations here. Examples show that the methods developed here eliminate the bias that is often observed using any system identification methods of either over-estimating or under-estimating the damping of vibration modes in lightly damped structures.

Juang, Jer-Nan↗
NASA NTRS1990

On domains of convergence in optimization problems

Numerical optimization algorithms require the knowledge of an initial set of design variables. Starting from an initial design x(sup 0), improved solutions are obtained by updating the design iteratively in a way prescribed by the particular algorithm used. If the algorithm is successful, convergence is achieved to a local optimal solution. Let A denote the iterative procedure that characterizes a typical optimization algorithm, applied to the problem: Find x belonging to R(sup n) that maximizes f(x) subject to x belonging to Omega contained in R(sup n). We are interested in problems with several local maxima (x(sub j))(sup *), j=1, ..., m, in the feasible design space Omega. In general, convergence of the algorithm A to a specific solution (x(sub j))(sup *) is determined by the choice of initial design x(sup 0). The domain of convergence D(sub j) of A associated with a local maximum (x(sub j))(sup *) is a subset of initial designs x(sup 0) in Omega such that the sequence (x(sup k)), k=0,1,2,... defined by x(sup k+1) = A(x(sup k)), k=0,1,... converges to (x(sub j))(sup *). The set D(sub j) is also called the basin of attraction of (x(sub j))(sup *). Cayley first proposed the problem of finding the basin of attraction for Newton's method in 1897. It has been shown that the basin of attraction for Newton's method exhibits chaotic behavior in problems with polynomial objective. This implies that there may be regions in the feasible design space where arbitrarily close starting points will converge to different local optimal solutions. Furthermore, the boundaries of the domains of convergence may have a very complex, even fractal structure. In this paper we show that even simple structural optimization problems solved using standard gradient based (first order) algorithms exhibit similar features.

Diaz, Alejandro R.↗
NASA NTRS2009

Constructing LDPC Codes from Loop-Free Encoding Modules

A method of constructing certain low-density parity-check (LDPC) codes by use of relatively simple loop-free coding modules has been developed. The subclasses of LDPC codes to which the method applies includes accumulate-repeat-accumulate (ARA) codes, accumulate-repeat-check-accumulate codes, and the codes described in Accumulate-Repeat-Accumulate-Accumulate Codes (NPO-41305), NASA Tech Briefs, Vol. 31, No. 9 (September 2007), page 90. All of the affected codes can be characterized as serial/parallel (hybrid) concatenations of such relatively simple modules as accumulators, repetition codes, differentiators, and punctured single-parity check codes. These are error-correcting codes suitable for use in a variety of wireless data-communication systems that include noisy channels. These codes can also be characterized as hybrid turbolike codes that have projected graph or protograph representations (for example see figure); these characteristics make it possible to design high-speed iterative decoders that utilize belief-propagation algorithms. The present method comprises two related submethods for constructing LDPC codes from simple loop-free modules with circulant permutations. The first submethod is an iterative encoding method based on the erasure-decoding algorithm. The computations required by this method are well organized because they involve a parity-check matrix having a block-circulant structure. The second submethod involves the use of block-circulant generator matrices. The encoders of this method are very similar to those of recursive convolutional codes. Some encoders according to this second submethod have been implemented in a small field-programmable gate array that operates at a speed of 100 megasymbols per second. By use of density evolution (a computational- simulation technique for analyzing performances of LDPC codes), it has been shown through some examples that as the block size goes to infinity, low iterative decoding thresholds close to channel capacity limits can be achieved for the codes of the type in question having low maximum variable node degrees. The decoding thresholds in these examples are lower than those of the best-known unstructured irregular LDPC codes constrained to have the same maximum node degrees. Furthermore, the present method enables the construction of codes of any desired rate with thresholds that stay uniformly close to their respective channel capacity thresholds.

Divsalar, Dariush↗
NASA NTRS2015

Automated Point Cloud Correspondence Detection for Underwater Mapping Using AUVs

An algorithm for automating correspondence detection between point clouds composed of multibeam sonar data is presented. This allows accurate initialization for point cloud alignment techniques even in cases where accurate inertial navigation is not available, such as iceberg profiling or vehicles with low-grade inertial navigation systems. Techniques from computer vision literature are used to extract, label, and match keypoints between "pseudo-images" generated from these point clouds. Image matches are refined using RANSAC and information about the vehicle trajectory. The resulting correspondences can be used to initialize an iterative closest point (ICP) registration algorithm to estimate accumulated navigation error and aid in the creation of accurate, self-consistent maps. The results presented use multibeam sonar data obtained from multiple overlapping passes of an underwater canyon in Monterey Bay, California. Using strict matching criteria, the method detects 23 between-swath correspondence events in a set of 155 pseudo-images with zero false positives. Using less conservative matching criteria doubles the number of matches but introduces several false positive matches as well. Heuristics based on known vehicle trajectory information are used to eliminate these.

Sonar↗
NASA NTRS2012

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

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

Korkin, S.↗
NASA NTRS1995

Optimal Signal Processing of Frequency-Stepped CW Radar Data

An optimal signal processing algorithm is derived for estimating the time delay and amplitude of each scatterer reflection using a frequency-stepped CW system. The channel is assumed to be composed of abrupt changes in the reflection coefficient profile. The optimization technique is intended to maximize the target range resolution achievable from any set of frequency-stepped CW radar measurements made in such an environment. The algorithm is composed of an iterative two-step procedure. First, the amplitudes of the echoes are optimized by solving an overdetermined least squares set of equations. Then, a nonlinear objective function is scanned in an organized fashion to find its global minimum. The result is a set of echo strengths and time delay estimates. Although this paper addresses the specific problem of resolving the time delay between the two echoes, the derivation is general in the number of echoes. Performance of the optimization approach is illustrated using measured data obtained from an HP-851O network analyzer. It is demonstrated that the optimization approach offers a significant resolution enhancement over the standard processing approach that employs an IFFT. Degradation in the performance of the algorithm due to suboptimal model order selection and the effects of additive white Gaussion noise are addressed.

Ybarra, Gary A.↗
NASA NTRS1995

Optimal Signal Processing of Frequency-Stepped CW Radar Data

An optimal signal processing algorithm is derived for estimating the time delay and amplitude of each scatterer reflection using a frequency-stepped CW system. The channel is assumed to be composed of abrupt changes in the reflection coefficient profile. The optimization technique is intended to maximize the target range resolution achievable from any set of frequency-stepped CW radar measurements made in such an environment. The algorithm is composed of an iterative two-step procedure. First, the amplitudes of the echoes are optimized by solving an overdetermined least squares set of equations. Then, a nonlinear objective function is scanned in an organized fashion to find its global minimum. The result is a set of echo strengths and time delay estimates. Although this paper addresses the specific problem of resolving the time delay between the first two echoes, the derivation is general in the number of echoes. Performance of the optimization approach is illustrated using measured data obtained from an HP-X510 network analyzer. It is demonstrated that the optimization approach offers a significant resolution enhancement over the standard processing approach that employs an IFFT. Degradation in the performance of the algorithm due to suboptimal model order selection and the effects of additive white Gaussion noise are addressed.

Ybarra, Gary A.↗
NASA NTRS2000

A Parallel Genetic Algorithm for Automated Electronic Circuit Design

Parallelized versions of genetic algorithms (GAs) are popular primarily for three reasons: the GA is an inherently parallel algorithm, typical GA applications are very compute intensive, and powerful computing platforms, especially Beowulf-style computing clusters, are becoming more affordable and easier to implement. In addition, the low communication bandwidth required allows the use of inexpensive networking hardware such as standard office ethernet. In this paper we describe a parallel GA and its use in automated high-level circuit design. Genetic algorithms are a type of trial-and-error search technique that are guided by principles of Darwinian evolution. Just as the genetic material of two living organisms can intermix to produce offspring that are better adapted to their environment, GAs expose genetic material, frequently strings of 1s and Os, to the forces of artificial evolution: selection, mutation, recombination, etc. GAs start with a pool of randomly-generated candidate solutions which are then tested and scored with respect to their utility. Solutions are then bred by probabilistically selecting high quality parents and recombining their genetic representations to produce offspring solutions. Offspring are typically subjected to a small amount of random mutation. After a pool of offspring is produced, this process iterates until a satisfactory solution is found or an iteration limit is reached. Genetic algorithms have been applied to a wide variety of problems in many fields, including chemistry, biology, and many engineering disciplines. There are many styles of parallelism used in implementing parallel GAs. One such method is called the master-slave or processor farm approach. In this technique, slave nodes are used solely to compute fitness evaluations (the most time consuming part). The master processor collects fitness scores from the nodes and performs the genetic operators (selection, reproduction, variation, etc.). Because of dependency issues in the GA, it is possible to have idle processors. However, as long as the load at each processing node is similar, the processors are kept busy nearly all of the time. In applying GAs to circuit design, a suitable genetic representation 'is that of a circuit-construction program. We discuss one such circuit-construction programming language and show how evolution can generate useful analog circuit designs. This language has the desirable property that virtually all sets of combinations of primitives result in valid circuit graphs. Our system allows circuit size (number of devices), circuit topology, and device values to be evolved. Using a parallel genetic algorithm and circuit simulation software, we present experimental results as applied to three analog filter and two amplifier design tasks. For example, a figure shows an 85 dB amplifier design evolved by our system, and another figure shows the performance of that circuit (gain and frequency response). In all tasks, our system is able to generate circuits that achieve the target specifications.

Long, Jason D.↗
NASA NTRS2013

Mixed-Strategy Chance Constrained Optimal Control

This paper presents a novel chance constrained optimal control (CCOC) algorithm that chooses a control action probabilistically. A CCOC problem is to find a control input that minimizes the expected cost while guaranteeing that the probability of violating a set of constraints is below a user-specified threshold. We show that a probabilistic control approach, which we refer to as a mixed control strategy, enables us to obtain a cost that is better than what deterministic control strategies can achieve when the CCOC problem is nonconvex. The resulting mixed-strategy CCOC problem turns out to be a convexification of the original nonconvex CCOC problem. Furthermore, we also show that a mixed control strategy only needs to "mix" up to two deterministic control actions in order to achieve optimality. Building upon an iterative dual optimization, the proposed algorithm quickly converges to the optimal mixed control strategy with a user-specified tolerance.

Ono, Masahiro↗
NASA NTRS1989

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

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.

Freund, Roland↗
NASA NTRS1986

Communications oriented programming of parallel iterative solutions of sparse linear systems

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.

Patrick, M. L.↗
NASA NTRS1989

Upwind relaxation methods for the Navier-Stokes equations using inner iterations

A supersonic and subsonic test problem is solved using an upwind line relaxation algorithm for the Navier-Stokes equations which employs inner iterations. In the supersonic test case, the inner iteration method was found to require only about 65 percent of the CPU time which was required by the most efficient line relaxation method without inner iterations. In the subsonic test case, poor matrix conditioning resulted in less efficiency than line relaxation methods employing a more conventional CPU-saving strategy.

Taylor, Arthur C., III↗