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NASA NTRS2019

Efficient method for approximating nonlinear dynamics: applications to uncertainty propagation and estimation

High-order Taylor series expansions can be used to model nonlinear dynamics at the cost of integrating a large set of variational equations to obtain high-order state-transition tensors (STTs). This paper presents an innovative technique for approximating the high-order STTs that reduces significantly the computational cost by retaining only the dominant secular terms. We propagate the low-order partial derivatives of Kepler’s equation, which only requires the integration of six additional equations to extend an n-th order approximation to order (n + 1). The approximation stems from the Lindstedt-Poincare procedure and exploits the stability properties of orbital motion. Since the method makes no dynamical assumptions, it can accommodate any source of orbital perturbations. We show how the approximation of the second-order STT significantly increases the accuracy of the linear method for uncertainty propagation with only a small computational overhead. Finally, we derive a high-order approximate extended Kalman filter that implements the proposed approximation of the STT and improves the performance of linear filters. Examples of application with different perturbation sources include the heliocentric orbit of an asteroid, an orbiter around Europa, and an Earth-orbiting satellite.

Park, Ryan S↗

NASA NTRS1971

Approximate optimal atmospheric entry trajectories.

For a reentry glider, approximate solutions are found in closed form for the problem of maximizing a function of the terminal velocity, altitude, flight-path angle and heading angle subject to, at most, three terminal nonlinear constraints. The results given here extend the previous results in two important ways: (1) the second-order approximation of the entry dynamics of Loh is used instead of the first-order approximation of Allen and Eggers. This approximation is found to compare extremely well with an exact numerical optimal path. (2) A three-dimensional optimization problem is solved which includes Loh's second-order approximation where the roll angle as well as the lift coefficient are determined subject to constraints which include the terminal heading angle. Furthermore, closed-form solutions can also be obtained subject to in-flight constraints on the lift coefficient and roll angle.

Speyer, J. L.↗

NASA NTRS1973

Approximations to the plasma dispersion function

Two simple approximations to the plasma dispersion function are analyzed and compared. One, is the resonance distribution approximation which is based on the utilization of resonance velocity distributions; the other, is the two-pole approximation proposed by Fried, Hedrick, and McCune (1968). The approximations are applied to Landau and whistler waves. Possible means of improving the two-pole approximation are discussed.

Brinca, A. L.↗

NASA NTRS1979

Approximation methods for combined thermal/structural design

Two approximation concepts for combined thermal/structural design are evaluated. The first concept is an approximate thermal analysis based on the first derivatives of structural temperatures with respect to design variables. Two commonly used first-order Taylor series expansions are examined. The direct and reciprocal expansions are special members of a general family of approximations, and for some conditions other members of that family of approximations are more accurate. Several examples are used to compare the accuracy of the different expansions. The second approximation concept is the use of critical time points for combined thermal and stress analyses of structures with transient loading conditions. Significant time savings are realized by identifying critical time points and performing the stress analysis for those points only. The design of an insulated panel which is exposed to transient heating conditions is discussed.

Haftka, R. T.↗

NASA NTRS1981

Influence of boundary approximations and conditions on finite difference solutions

Numerical representations of boundary approximations and conditions for three problems are investigated to determine the resulting global accuracy of the steady state solution. Numerical accuracy with various boundary approximations is determined for quasi-one-dimensional inviscid flow in a duct with the interior grid points evaluated using the MacCormack scheme. When an extrapolation approximation with first order local truncation error is used, the global second order accuracy of the difference scheme can be destroyed. For one dimensional flow in a porous medium, an implicit midpoint difference scheme which is consistent with the boundary conditions is developed without the need of boundary approximations. A dissipative model problem is solved with the boundary conditions discretized with first and second order accuracy. The overall second order accuracy of the difference scheme is destroyed if first order numerical representation of one of the boundary conditions is used. With a boundary approximation, the second order global accuracy of the model problem is retained if either second order extrapolation or first order representation of the governing equation is used.

Blottner, F. G.↗

NASA NTRS1981

N-stream approximations to radiative transfer

Schuster's two-stream approximation (1905) is first derived from Chandrasekhar's radiative transfer equation (1950), and then extended to an arbitrary number of streams. The resulting technique for solving the transfer function similar to the discrete ordinate and spherical harmonic methods, is useful for modeling atmospheres with complicated phase functions and moderate optical depths. The resulting n coupled linear differential equations are simple and consume less computer time than other approximations, yet have the same required accuracy. The approximation is also flexible with respect to the choice of patch functions, and no approximations are made on the form of the phase function, other than its expansion into Legendre polynomials. A four-stream approximation is evaluated for a Henyey-Greenstein phase function with an asymmetry factor equal to 0.5.

Acquista, C.↗

NASA NTRS1983

The waiting point approximation in R-process calculations

The steady flow approximation to the r-process has been used to evaluate the validity of the waiting point assumption (that, for a given charge number Z, neutron captures become balanced by neutron photodisintegrations) under a variety of conditions. The criterion for the accuracy of the approximation for any set of nuclei with the same value of Z is that the ratio of the total rate of neutron photodisintegration in those nuclei to the total rate of neutron captures should be close to unity. No set of conditions involving neutron production by helium thermonuclear reactions (at temperatures up to 10 to the 9th K) could be found for which the waiting point approximation is useful for all values of Z, and it is recommended that all such r-process calculations not use this approximation. At higher temperatures, such as those characteristic of explosive carbon burning (2 x 10 to the 9th K), the waiting point approximation is much better.

Cameron, A. G. W.↗

NASA NTRS1984

Legendre-tau approximation for functional differential equations. Part 2: The linear quadratic optimal control problem

The numerical scheme based on the Legendre-tau approximation is proposed to approximate the feedback solution to the linear quadratic optimal control problem for hereditary differential systems. The convergence property is established using Trotter ideas. The method yields very good approximations at low orders and provides an approximation technique for computing closed-loop eigenvalues of the feedback system. A comparison with existing methods (based on averaging and spline approximations) is made.

Ito, K.↗

NASA NTRS1984

Discrete approximation methods for parameter identification in delay systems

Approximation schemes for parameter identification problems in which the governing state equation is a linear functional differential equation of retarded type are constructed. The basis of the schemes is the replacement of the parameter identification problem having an infinite dimensional state equation by a sequence of approximating parameter identification problems in which the states are given by finite dimensional discrete difference equations. The difference equations are constructed using linear semigroup theory and rational function approximations to the exponential. Sufficient conditions are given for the convergence of solutions to the approximating problems, which can be obtained using conventional methods, to solutions to the original parameter identification problem. Finite difference and spline based schemes using Paderational function approximations to the exponential are constructed, and shown to satisfy the sufficient conditions for convergence. A discussion and analysis of numerical results obtained through the application of the schemes to several examples is included.

Rosen, I. G.↗

NASA NTRS1987

Piecewise linear approximation for hereditary control problems

Finite dimensional approximations are presented for linear retarded functional differential equations by use of discontinuous piecewise linear functions. The approximation scheme is applied to optimal control problems when a quadratic cost integral has to be minimized subject to the controlled retarded system. It is shown that the approximate optimal feedback operators converge to the true ones both in case the cost integral ranges over a finite time interval as well as in the case it ranges over an infinite time interval. The arguments in the latter case rely on the fact that the piecewise linear approximations to stable systems are stable in a uniform sense. This feature is established using a vector-component stability criterion in the state space R(n) x L(2) and the favorable eigenvalue behavior of the piecewise linear approximations.

Propst, Georg↗

NASA NTRS1986

Stability of semidiscrete approximations for hyperbolic initial-boundary-value problems: An eigenvalue analysis

A hyperbolic initial-boundary-value problem can be approximated by a system of ordinary differential equations (ODEs) by replacing the spatial derivatives by finite-difference approximations. The resulting system of ODEs is called a semidiscrete approximation. A complication is the fact that more boundary conditions are required for the spatially discrete approximation than are specified for the partial differential equation. Consequently, additional numerical boundary conditions are required and improper treatment of these additional conditions can lead to instability. For a linear initial-boundary-value problem (IBVP) with homogeneous analytical boundary conditions, the semidiscrete approximation results in a system of ODEs of the form du/dt = Au whose solution can be written as u(t) = exp(At)u(O). Lax-Richtmyer stability requires that the matrix norm of exp(At) be uniformly bounded for O less than or = t less than or = T independent of the spatial mesh size. Although the classical Lax-Richtmyer stability definition involves a conventional vector norm, there is no known algebraic test for the uniform boundedness of the matrix norm of exp(At) for hyperbolic IBVPs. An alternative but more complicated stability definition is used in the theory developed by Gustafsson, Kreiss, and Sundstrom (GKS). The two methods are compared.

Warming, Robert F.↗

NASA NTRS1988

Error assessments of widely-used orbit error approximations in satellite altimetry

From simulations, the orbit error can be assumed to be a slowly varying sine wave with a predominant wavelength comparable to the Earth's circumference. Thus, one can derive analytically the error committed in representing the orbit error along a segment of the satellite ground track by a bias; by a bias and tilt (linear approximation); or by a bias, tilt, and curvature (quadratic approximation). The result clearly agrees with what is obvious intuitively, i.e., (1) the fit is better with more parameters, and (2) as the length of the segment increases, the approximation gets worse. But more importantly, it provides a quantitative basis to evaluate the accuracy of past results and, in the future, to select the best approximation according to the required precision and the efficiency of various approximations.

Tai, Chang-Kou↗

NASA NTRS1988

Stability of semidiscrete approximations for hyperbolic initial-boundary-value problems: Stationary modes

Spatially discrete difference approximations for hyperbolic initial-boundary-value problems (IBVPs) require numerical boundary conditions in addition to the analytical boundary conditions specified for the differential equations. Improper treatment of a numerical boundary condition can cause instability of the discrete IBVP even though the approximation is stable for the pure initial-value or Cauchy problem. In the discrete IBVP stability literature there exists a small class of discrete approximations called borderline cases. For nondissipative approximations, borderline cases are unstable according to the theory of the Gustafsson, Kreiss, and Sundstrom (GKS) but they may be Lax-Richtmyer stable or unstable in the L sub 2 norm on a finite domain. It is shown that borderline approximation can be characterized by the presence of a stationary mode for the finite-domain problem. A stationary mode has the property that it does not decay with time and a nontrivial stationary mode leads to algebraic growth of the solution norm with mesh refinement. An analytical condition is given which makes it easy to detect a stationary mode; several examples of numerical boundary conditions are investigated corresponding to borderline cases.

Warming, Robert F.↗

NASA NTRS1987

Legendre-tau approximation for functional differential equations. II - The linear quadratic optimal control problem

Ito, Kazufumi↗

NASA NTRS1988

Second order accurate finite difference approximations for the transonic small disturbance equation and the full potential equation

New shock-capturing finite difference approximations for solving two scalar conservation law nonlinear partial differential equations describing inviscid, isentropic, compressible flows of aerodynamics at transonic speeds are presented. A global linear stability theorem is applied to these schemes in order to derive a necessary and sufficient condition for the finite element method. A technique is proposed to render the described approximations total variation-stable by applying the flux limiters to the nonlinear terms of the difference equation dimension by dimension. An entropy theorem applying to the approximations is proved, and an implicit, forward Euler-type time discretization of the approximation is presented. Results of some numerical experiments using the approximations are reported.

Mostrel, M. M.↗

NASA NTRS1988

Parameter estimation in nonlinear distributed systems - Approximation theory and convergence results

An abstract approximation framework and convergence theory is described for Galerkin approximations applied to inverse problems involving nonlinear distributed parameter systems. Parameter estimation problems are considered and formulated as the minimization of a least-squares-like performance index over a compact admissible parameter set subject to state constraints given by an inhomogeneous nonlinear distributed system. The theory applies to systems whose dynamics can be described by either time-independent or nonstationary strongly maximal monotonic operators defined on a reflexive Banach space which is densely and continuously embedded in a Hilbert space. It is demonstrated that if readily verifiable conditions on the system's dependence on the unknown parameters are satisfied, and the usual Galerkin approximation assumption holds, then solutions to the approximating problems exist and approximate a solution to the original infinite-dimensional identification problem.

Banks, H. T.↗

NASA NTRS1990

An approximation theory for the identification of linear thermoelastic systems

An abstract approximation framework and convergence theory for the identification of thermoelastic systems is developed. Starting from an abstract operator formulation consisting of a coupled second order hyperbolic equation of elasticity and first order parabolic equation for heat conduction, well-posedness is established using linear semigroup theory in Hilbert space, and a class of parameter estimation problems is then defined involving mild solutions. The approximation framework is based upon generic Galerkin approximation of the mild solutions, and convergence of solutions of the resulting sequence of approximating finite dimensional parameter identification problems to a solution of the original infinite dimensional inverse problem is established using approximation results for operator semigroups. An example involving the basic equations of one dimensional linear thermoelasticity and a linear spline based scheme are discussed. Numerical results indicate how the approach might be used in a study of damping mechanisms in flexible structures.

Rosen, I. G.↗

NASA NTRS1990

The CFL condition for spectral approximations to hyperbolic initial-boundary value problems

The stability of spectral approximations to scalar hyperbolic initial-boundary value problems with variable coefficients are studied. Time is discretized by explicit multi-level or Runge-Kutta methods of order less than or equal to 3 (forward Euler time differencing is included), and spatial discretizations are studied by spectral and pseudospectral approximations associated with the general family of Jacobi polynomials. It is proved that these fully explicit spectral approximations are stable provided their time-step, delta t, is restricted by the CFL-like condition, delta t less than Const. N(exp-2), where N equals the spatial number of degrees of freedom. We give two independent proofs of this result, depending on two different choices of approximate L(exp 2)-weighted norms. In both approaches, the proofs hinge on a certain inverse inequality interesting for its own sake. The result confirms the commonly held belief that the above CFL stability restriction, which is extensively used in practical implementations, guarantees the stability (and hence the convergence) of fully-explicit spectral approximations in the nonperiodic case.

Gottlieb, David↗