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The observation of nonlinear systems from incomplete information is discussed in terms of the equations for expressing the known dynamic properties. The observation operations synthesized are the integral, differential, and combined.
The generalized minimal residual algorithm (GMRES) is a conjugate-gradient like method that applies directly to nonsymmetric linear systems of equations. In this paper, GMRES is modified to handle nonlinear equations characteristic of computational fluid dynamics. Attention is devoted to the concept of preconditioning and the role it plays in assuring rapid convergence. A formulation is developed that allows GMRES to be preconditioned by the solution procedures already built into existing computer codes. Examples are provided that demonstrate the ability of GMRES to greatly improve the robustness and rate of convergence of current state-of-the-art fluid dynamics codes. Theoretical aspects of GMRES are presented that explain why it works. Finally, the advantage GMRES enjoys over related methods such as conjugate gradients are discussed.
DART is a multibody dynamics code developed by Photon Research Associates for the Air Force Astronautics Laboratory (AFAL). The code is intended primarily to simulate the dynamics of large space structures, particularly during the deployment phase of their missions. DART integrates nonlinear equations of motion numerically. The number of bodies in the system being simulated is arbitrary. The bodies' interconnection joints can have an arbitrary number of degrees of freedom between 0 and 6. Motions across the joints can be large. Provision for simulating on-board control systems is provided. Conservation of energy and momentum, when applicable, are used to evaluate DART's performance. After a brief description of DART, studies made to test the program prior to its delivery to AFAL are described. The first is a large angle reorientating of a flexible spacecraft consisting of a rigid central hub and four flexible booms. Reorientation was accomplished by a single-cycle sine wave shape torque input. In the second study, an appendage, mounted on a spacecraft, was slewed through a large angle. Four closed-loop control systems provided control of this appendage and of the spacecraft's attitude. The third study simulated the deployment of the rim of a bicycle wheel configuration large space structure. This system contained 18 bodies. An interesting and unexpected feature of the dynamics was a pulsing phenomena experienced by the stays whole playout was used to control the deployment. A short description of the current status of DART is given.
A solution procedure for solving nonlinear time-marching problems is presented. The nonsymmetric systems of equations arising from a Newton-type linearization of these time-marching problems are solved using an iterative strategy based on the generalized minimal residual (GMRES) algorithm. Matrix-free techniques leading to reduction in storage are presented. Incorporation of a linesearch algorithm in the Newton-GMRES scheme is discussed. An automatic time-increment control strategy is developed to increase the stability of the time-marching process. High-speed flow computations demonstrate the effectiveness of these algorithms.
The cascade transfer which is the only function to describe the mode coupling as the result of the nonlinear hydrodynamic state of turbulence is discussed. A kinetic theory combined with a scaling procedure was developed. The transfer function governs the non-linear mode coupling in strong turbulence. The master equation is consistent with the hydrodynamical system that describes the microdynamic state of turbulence and has the advantages to be homogeneous and have fewer nonlinear terms. The modes are scaled into groups to decipher the governing transport processes and statistical characteristics. An equation of vorticity transport describes the microdynamic state of two dimensional, isotropic and homogeneous, geostrophic turbulence. The equation of evolution of the macrovorticity is derived from group scaling in the form of the Fokker-Planck equation with memory. The microdynamic state of turbulence is transformed into the Liouville equation to derive the kinetic equation of the singlet distribution in turbulence. The collision integral contains a memory, which is analyzed with pair collision and the multiple collision. Two other kinetic equations are developed in parallel for the propagator and the transition probability for the interaction among the groups.
Propellant slosh is a potential source of disturbance that can significantly impact the stability of space vehicles. The slosh dynamics are typically represented by a mechanical model of a spring-mass-damper. This mechanical model is then included in the equation of motion of the entire vehicle for Guidance, Navigation and Control analysis. The typical parameters required by the mechanical model include natural frequency of the slosh, slosh mass, slosh mass center location, and the critical damping ratio. A fundamental study has been undertaken at NASA MSFC to understand the fluid damping physics from a ring baffle in the barrel section of a propellant tank. An asymptotic damping equation and CFD blended equation have been derived by NASA MSFC team to complement the popularly used Miles equation at different flow regimes. The new development has found success in providing a nonlinear damping model for the Space Launch System. The purpose of this study is to further extend the semi-empirical damping equations into the oblate spheroidal dome section of the propellant tanks. First, previous experimental data from the spherical baffled tank are collected and analyzed. Several methods of taking the dome curvature effect, including a generalized Miles equation, area projection method, and equalized fill height method, are assessed. CFD simulation is used to shed light on the interaction of vorticity around the baffle with the locally curved wall and liquid-gas interface. The final damping equation will be validated by a recent subscale test with an oblate spheroidal dome conducted at NASA MSFC.
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.
A new method for the acceleration of linear and nonlinear time dependent calculations is presented. It is based on the Large Discretization Step (LDS) approximation, defined in this work, which employs an extended system of low accuracy schemes to approximate a high accuracy discrete approximation to a time dependent differential operator. Error bounds on such approximations are derived. These approximations are efficiently implemented in the LDS methods for linear and nonlinear hyperbolic equations, presented here. In these algorithms the high and low accuracy schemes are interpreted as the same discretization of a time dependent operator on fine and coarse grids, respectively. Thus, a system of correction terms and corresponding equations are derived and solved on the coarse grid to yield the fine grid accuracy. These terms are initialized by visiting the fine grid once in many coarse grid time steps. The resulting methods are very general, simple to implement and may be used to accelerate many existing time marching schemes.
The instrument pointing system concept discussed in the present paper was developed for Spacelab missions. The system is mounted on soft shockmounts to minimize Shuttle disturbances (such as man motion, thruster firings, etc.) and to reduce the effect of large center of mass offsets between the instrument and the pointing system gimbal axes. The instrument pointing system is soft mounted to the Spacelab pallet located in the Orbiter payload bay. The nonlinear model, incorporating the dynamic equations of motion, the controller equations and the definition of sensor dynamics and gimbal bearing friction, is given, along with a system of linearized equations of motion of the Space Shuttle Orbiter and instrument pointing system (linearized model).
A new method for the preliminary design of controlled space structures is presented. The method coordinates standard finite element structural analysis, multivariable controls, and nonlinear programming codes and allows simultaneous optimization of the structures and control systems of a spacecraft. Global sensitivity equations are a key feature of this method. The preliminary design of a generic geostationary platform is used to demonstrate the multidisciplinary optimization method. Fifteen design variables are used to optimize truss member sizes and feedback gain values. The goal is to reduce the total mass of the structure and the vibration control system while satisfying constraints on vibration decay rate. Incorporating the nonnegligible mass of actuators causes an essential coupling between structural design variables and control design variables. The solution of the demonstration problem is an important step toward a comprehensive preliminary design capability for structures and control systems. Use of global sensitivity equations helps solve optimization problems that have a large number of design variables and a high degree of coupling between disciplines.
Nonlinear parabolic-elliptic systems arise in many physical, biological, and chemical phenomena such as chemotaxis, ion transport, self-gravitating particles, and Brownian vortices. Existing methods struggle with the strong coupling and high nonlinearity and nonlocality of some of these systems, especially the ill-conditioned, convection-dominated problems. To overcome numerical difficulties, current approaches rely on initial guesses, preconditioning, or iterative techniques with no convergence guarantees. They might suffer from poor scalability, large memory usage, and difficulty to parallelize. Inspired by the connection of parabolic-elliptic systems to stochastic processes, we introduce a novel meshless, monolithic, and fully explicit method that naturally encapsulates the elliptic and parabolic operators into a single step which updates each node deterministically with global information. By being fully quadrature-based, it avoids solving systems of discretized equations and does not utilize initial guesses or preconditioning, while requiring little memory and being easy to parallelize. We first derive the method in an integral kernel formulation with quadratic complexity in the number of integration nodes and then leverage kernel-independent fast multipole methods (FMM) to present a scalable algorithm with linear complexity. We provide numerical examples for the Poisson-Nernst-Planck equations in one, two, and three dimensions, together with the derivation of the integral kernel for each case. Furthermore, the examples demonstrate the fast convergence and scalability of the FMM-accelerated algorithm, as well as its suitability for convection-dominated problems, making it competitive against traditional PDE solvers.
Here in this work we present a non-intrusive model reduction method to learn low-dimensional models of dynamical systems with non-polynomial nonlinear terms that are spatially local and that are given in analytic form. In contrast to state-of-the-art model reduction methods that are intrusive and thus require full knowledge of the governing equations and the operators of a full model of the discretized dynamical system, the proposed approach requires only the non-polynomial terms in analytic form and learns the rest of the dynamics from snapshots computed with a potentially black-box full-model solver. The proposed method learns operators for the linear and polynomially nonlinear dynamics via a least-squares problem, where the given non-polynomial terms are incorporated on the right-hand side. The least-squares problem is linear and thus can be solved efficiently in practice. The proposed method is demonstrated on three problems governed by partial differential equations, namely the diffusion–reaction Chafee–Infante model, a tubular reactor model for reactive flows, and a batch-chromatography model that describes a chemical separation process. The numerical results provide evidence that the proposed approach learns reduced models that achieve comparable accuracy as models constructed with state-of-the-art intrusive model reduction methods that require full knowledge of the governing equations.
Using measured values of two-dimensional forces in a magnetic actuator, equations of motion for an active magnetic bearing are presented. The presence of geometric coupling between coordinate directions causes the equations of motion to be nonlinear. Two methods are used to examine the unbalance response of the system: simulation by direct integration in time; and determination of approximate steady state solutions by harmonic balance. For relatively large values of the derivative control coefficient, the system behaves in an essentially linear manner, but for lower values of this parameter, or for higher values of the coupling coefficient, the response shows a split of amplitudes in the two principal directions. This bifurcation is sensitive to initial conditions. The harmonic balance solution shows that the separation of amplitudes actually corresponds to a change in stability of multiple coexisting solutions.
Modeling dynamical systems is crucial for a wide range of tasks, but it remains challenging due to complex nonlinear dynamics, limited observations, or lack of prior knowledge. Recently, data-driven approaches such as Neural Ordinary Differential Equations (NODE) have shown promising results by leveraging the expressive power of neural networks to model unknown dynamics. However, these approaches often suffer from limited labeled training data, leading to poor generalization and suboptimal predictions. On the other hand, semi-supervised algorithms can utilize abundant unlabeled data and have demonstrated good performance in classification and regression tasks. We propose TS-NODE, the first semi-supervised approach to modeling dynamical systems with NODE. TS-NODE explores cheaply generated synthetic pseudo rollouts to broaden exploration in the state space and to tackle the challenges brought by lack of ground-truth system data under a teacher-student model. TS-NODE employs an unified optimization framework that corrects the teacher model based on the student's feedback while mitigating the potential false system dynamics present in pseudo rollouts. TS-NODE demonstrates significant performance improvements over a baseline Neural ODE model on multiple dynamical system modeling tasks.
We study nonlinear wave phenomena in self-gravitating fluid systems, with a particular emphasis on applications to molecular clouds. This paper presents analytical results for one spatial dimension. We show that a large class of physical systems can be described by theories with a 'charge density' q(rho); this quantity replaces the density on the right-hand side of the Poisson equation for the gravitational potential. We use this formulation to prove general results about nonlinear wave motions in self-gravitating systems. We show that in order for stationary waves to exist, the total charge (the integral of the charge density over the wave profile) must vanish. This 'no-charge' property for solitary waves is related to the capability of a system to be stable to gravitational perturbations for arbitrarily long wavelengths. We find necessary and sufficient conditions on the charge density for the existence of solitary waves and stationary waves. We study nonlinear wave motions for Jeans-type theories (where q(rho) = rho-rho(sub 0)) and find that nonlinear waves of large amplitude are confined to a rather narrow range of wavelengths. We also study wave motions for molecular clouds threaded by magnetic fields and show how the allowed range of wavelengths is affected by the field strength. Since the gravitational force in one spatial dimension does not fall off with distance, we consider two classes of models with more realistic gravity: Yukawa potentials and a pseudo two-dimensional treatment. We study the allowed types of wave behavior for these models. Finally, we discuss the implications of this work for molecular cloud structure. We argue that molecular clouds can support a wide variety of wave motions and suggest that stationary waves (such as those considered in this paper) may have already been observed.
The development of an analytical model of a small turboshaft engine designed for helicopter propulsion systems is described. The model equations were implemented on a hybrid computer system to provide a real time nonlinear simulation of the engine performance over a wide operating range. The real time hybrid simulation of the engine was used to evaluate a microprocessor based digital control module. This digital control module was developed as part of an advanced rotorcraft control program. After tests with the hybrid engine simulation the digital control module was used to control a real engine in an experimental program. A hybrid simulation of the engine's electrical hydromechanical control system was developed. This allowed to vary the fuel flow and torque load inputs to the hybrid engine simulation for simulating transient operation. A steady-state data and the experimental tests are compared. Analytical model equations, analog computer diagrams, and a digital computer flow chart are included.
GridSTAGE (Spatio-Temporal Adversarial scenario GEneration) is a framework for the simulation of adversarial scenarios and the generation of multivariate spatio-temporal data in cyber-physical systems. GridSTAGE is developed based on Matlab and leverages Power System Toolbox (PST) where the evolution of the power network is governed by nonlinear differential equations. Using GridSTAGE, one can create several event scenarios that correspond to several operating states of the power network by enabling or disabling any of the following: faults, AGC control, PSS control, exciter control, load changes, generation changes, and different types of cyber-attacks. Standard IEEE bus system data is used to define the power system environment. GridSTAGE emulates the data from PMU and SCADA sensors. The rate of frequency and location of the sensors can be adjusted as well. Detailed instructions on generating data scenarios with different system topologies, attack characteristics, load characteristics, sensor configuration, control parameters are available in the Github repository - https://github.com/pnnl/GridSTAGE. There is no existing adversarial data-generation framework that can incorporate several attack characteristics and yield adversarial PMU data. The GridSTAGE framework currently supports simulation of False Data Injection attacks (such as a ramp, step, random, trapezoidal, multiplicative, replay, freezing) and Denial of Service attacks (such as time-delay, packet-loss) on PMU data. Furthermore, it supports generating spatio-temporal time-series data corresponding to several random load changes across the network or corresponding to several generation changes. A Koopman mode decomposition (KMD) based algorithm to detect and identify the false data attacks in real-time is proposed in https://ieeexplore.ieee.org/document/9303022. Machine learning-based predictive models are developed to capture the dynamics of the underlying power system with a high level of accuracy under various operating conditions for IEEE 68 bus system. The corresponding machine learning models are available at https://github.com/pnnl/grid_prediction.
The baseline stability margins for NASA's Space Launch System (SLS) launch vehicle were generated via the classical approach of linearizing the system equations of motion and determining the gain and phase margins from the resulting frequency domain model. To improve the fidelity of the classical methods, the linear frequency domain approach can be extended by replacing static, memoryless nonlinearities with describing functions. This technique, however, does not address the time varying nature of the dynamics of a launch vehicle in flight. An alternative technique for the evaluation of the stability of the nonlinear launch vehicle dynamics along its trajectory is to incrementally adjust the gain and/or time delay in the time domain simulation until the system exhibits unstable behavior. This technique has the added benefit of providing a direct comparison between the time domain and frequency domain tools in support of simulation validation. This technique was implemented by using the Stability Aerospace Vehicle Analysis Tool (SAVANT) computer simulation to evaluate the stability of the SLS system with the Adaptive Augmenting Control (AAC) active and inactive along its ascent trajectory. The gains for which the vehicle maintains apparent time-domain stability defines the gain margins, and the time delay similarly defines the phase margin. This method of extracting the control stability margins from the time-domain simulation is relatively straightforward and the resultant margins can be compared to the linearized system results. The sections herein describe the techniques employed to extract the time-domain margins, compare the results between these nonlinear and the linear methods, and provide explanations for observed discrepancies. The SLS ascent trajectory was simulated with SAVANT and the classical linear stability margins were evaluated at one second intervals. The linear analysis was performed with the AAC algorithm disabled to attain baseline stability margins. At each time point, the system was linearized about the current operating point using Simulink's built-in solver. Each linearized system in time was evaluated for its rigid-body gain margin (high frequency gain margin), rigid-body phase margin, and aero gain margin (low frequency gain margin) for each control axis. Using the stability margins derived from the baseline linearization approach, the time domain derived stability margins were determined by executing time domain simulations in which axis-specific incremental gain and phase adjustments were made to the nominal system about the expected neutral stability point at specific flight times. The baseline stability margin time histories were used to shift the system gain to various values around the zero margin point such that a precise amount of expected gain margin was maintained throughout flight. When assessing the gain margins, the gain was applied starting at the time point under consideration, thereafter following the variation in the margin found in the linear analysis. When assessing the rigid-body phase margin, a constant time delay was applied to the system starting at the time point under consideration. If the baseline stability margins were correctly determined via the linear analysis, the time domain simulation results should contain unstable behavior at certain gain and phase values. Examples will be shown from repeated simulations with variable added gain and phase lag. Faithfulness of margins calculated from the linear analysis to the nonlinear system will be demonstrated.