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NASA NTRS2019

Multilevel Monte Carlo Estimation of Unbiased Expectation via Sample Reuse and the Low Variance Estimation of Asymptotic Rates

A new variant of the multilevel Monte Carlo estimator [5, 3, 9, 12] is presented for the estimation of expectation statistics that utilizes sample reuse in specified levels, explicitly removes approximation error bias associated with numerically computed output quantities of interest that have an asymptotic limit behavior, and permits a low variance estimate of the asymptotic rate of convergence to that limit. In addition, it is shown that this new multilevel Monte Carlo variant can yield a computational cost savings. A review of Monte Carlo and multilevel Monte Carlo estimators is presented that includes analysis of expected value, expected mean squared error, and the calculation of optimized multilevel sample size parameters. The multilevel Monte Carlo estimator produces estimates of expectation for numerically approximated output quantities of interest that are biased by approximation error. When the quantity of interest can be modeled as the asymptotic limit of numerically approximated output quantities of interest, it is theoretically possible to remove this approximation error bias in the multilevel Monte Carlo estimator. In actual implementations, however, this procedure is unreliable due to statistical variability and inaccuracy in estimating the needed asymptotic limit. Analysis and numerical experiment show that the proposed variant of the multilevel Monte Carlo method greatly reduces (in some cases eliminates) the statistical variability in this limit estimation.

Barth, Timothy↗
NASA NTRS1994

Multilevel algorithms for nonlinear optimization

Multidisciplinary design optimization (MDO) gives rise to nonlinear optimization problems characterized by a large number of constraints that naturally occur in blocks. We propose a class of multilevel optimization methods motivated by the structure and number of constraints and by the expense of the derivative computations for MDO. The algorithms are an extension to the nonlinear programming problem of the successful class of local Brown-Brent algorithms for nonlinear equations. Our extensions allow the user to partition constraints into arbitrary blocks to fit the application, and they separately process each block and the objective function, restricted to certain subspaces. The methods use trust regions as a globalization strategy, and they have been shown to be globally convergent under reasonable assumptions. The multilevel algorithms can be applied to all classes of MDO formulations. Multilevel algorithms for solving nonlinear systems of equations are a special case of the multilevel optimization methods. In this case, they can be viewed as a trust-region globalization of the Brown-Brent class.

Alexandrov, Natalia↗
NASA NTRS1988

A strategy for reducing turnaround time in design optimization using a distributed computer system

There is a need to explore methods for reducing lengthly computer turnaround or clock time associated with engineering design problems. Different strategies can be employed to reduce this turnaround time. One strategy is to run validated analysis software on a network of existing smaller computers so that portions of the computation can be done in parallel. This paper focuses on the implementation of this method using two types of problems. The first type is a traditional structural design optimization problem, which is characterized by a simple data flow and a complicated analysis. The second type of problem uses an existing computer program designed to study multilevel optimization techniques. This problem is characterized by complicated data flow and a simple analysis. The paper shows that distributed computing can be a viable means for reducing computational turnaround time for engineering design problems that lend themselves to decomposition. Parallel computing can be accomplished with a minimal cost in terms of hardware and software.

Young, Katherine C.↗
NASA NTRS1996

Observations Regarding Use of Advanced CFD Analysis, Sensitivity Analysis, and Design Codes in MDO

Observations regarding the use of advanced computational fluid dynamics (CFD) analysis, sensitivity analysis (SA), and design codes in gradient-based multidisciplinary design optimization (MDO) reflect our perception of the interactions required of CFD and our experience in recent aerodynamic design optimization studies using CFD. Sample results from these latter studies are summarized for conventional optimization (analysis - SA codes) and simultaneous analysis and design optimization (design code) using both Euler and Navier-Stokes flow approximations. The amount of computational resources required for aerodynamic design using CFD via analysis - SA codes is greater than that required for design codes. Thus, an MDO formulation that utilizes the more efficient design codes where possible is desired. However, in the aerovehicle MDO problem, the various disciplines that are involved have different design points in the flight envelope; therefore, CFD analysis - SA codes are required at the aerodynamic 'off design' points. The suggested MDO formulation is a hybrid multilevel optimization procedure that consists of both multipoint CFD analysis - SA codes and multipoint CFD design codes that perform suboptimizations.

Newman, Perry A.↗
NASA NTRS1982

Damage tolerant design using collapse techniques

A new approach to the design of structures for improved global damage tolerance is presented. In its undamaged condition the structure is designed subject to strength, displacement and buckling constraints. In the damaged condition the only constraint is that the structure will not collapse. The collapse load calculation is formulated as a maximization problem and solved by an interior extended penalty function. The design for minimum weight subject to constraints on the undamaged structure and a specified level of the collapse load is a minimization problem which is also solved by a penalty function formulation. Thus the overall problem is of a nested or multilevel optimization. Examples are presented to demonstrate the difference between the present and more traditional approaches.

Haftka, R. T.↗
NASA NTRS1989

A knowledge-based tool for multilevel decomposition of a complex design problem

Although much work has been done in applying artificial intelligence (AI) tools and techniques to problems in different engineering disciplines, only recently has the application of these tools begun to spread to the decomposition of complex design problems. A new tool based on AI techniques has been developed to implement a decomposition scheme suitable for multilevel optimization and display of data in an N x N matrix format.

Rogers, James L.↗
NASA NTRS1989

Recent activities within the Aeroservoelasticity Branch at the NASA Langley Research Center

The objective of research in aeroservoelasticity at the NASA Langley Research Center is to enhance the modeling, analysis, and multidisciplinary design methodologies for obtaining multifunction digital control systems for application to flexible flight vehicles. Recent accomplishments are discussed, and a status report on current activities within the Aeroservoelasticity Branch is presented. In the area of modeling, improvements to the Minimum-State Method of approximating unsteady aerodynamics are shown to provide precise, low-order aeroservoelastic models for design and simulation activities. Analytical methods based on Matched Filter Theory and Random Process Theory to provide efficient and direct predictions of the critical gust profile and the time-correlated gust loads for linear structural design considerations are also discussed. Two research projects leading towards improved design methodology are summarized. The first program is developing an integrated structure/control design capability based on hierarchical problem decomposition, multilevel optimization and analytical sensitivities. The second program provides procedures for obtaining low-order, robust digital control laws for aeroelastic applications. In terms of methodology validation and application the current activities associated with the Active Flexible Wing project are reviewed.

Noll, Thomas E.↗
NASA NTRS1989

Recent activities within the aeroservoelasticity branch at the NASA Langley Research Center

The objective of research in aeroservoelasticity at the NASA Langley Research Center is to enhance the modeling, analysis, and multidisciplinary design methodologies for obtaining multifunction digital control systems for application to flexible flight vehicles. Recent accomplishments are discussed, and a status report on current activities within the Aeroservoelasticity Branch is presented. In the area of modeling, improvements to the Minimum-State Method of approximating unsteady aerodynamics are shown to provide precise, low-order aeroservoelastic models for design and simulation activities. Analytical methods based on Matched Filter Theory and Random Process Theory to provide efficient and direct predictions of the critical gust profile and the time-correlated gust loads for linear structural design considerations are also discussed. Two research projects leading towards improved design methodology are summarized. The first program is developing an integrated structure/control design capability based on hierarchical problem decomposition, multilevel optimization and analytical sensitivities. The second program provides procedures for obtaining low-order, robust digital control laws for aeroelastic applications. In terms of methodology validation and application the current activities associated with the Active Flexible Wing project are reviewed.

Noll, Thomas↗
NASA NTRS1994

Multilevel decomposition approach to integrated aerodynamic/dynamic/structural optimization of helicopter rotor blades

This paper describes an integrated aerodynamic, dynamic, and structural (IADS) optimization procedure for helicopter rotor blades. The procedure combines performance, dynamics, and structural analyses with a general purpose optimizer using multilevel decomposition techniques. At the upper level, the structure is defined in terms of local quantities (stiffnesses, mass, and average strains). At the lower level, the structure is defined in terms of local quantities (detailed dimensions of the blade structure and stresses). The IADS procedure provides an optimization technique that is compatible with industrial design practices in which the aerodynamic and dynamic design is performed at a global level and the structural design is carried out at a detailed level with considerable dialogue and compromise among the aerodynamic, dynamic, and structural groups. The IADS procedure is demonstrated for several cases.

Walsh, Joanne L.↗
NASA NTRS1995

Integrated aerodynamic/dynamic/structural optimization of helicopter rotor blades using multilevel decomposition

This paper describes an integrated aerodynamic/dynamic/structural (IADS) optimization procedure for helicopter rotor blades. The procedure combines performance, dynamics, and structural analyses with a general-purpose optimizer using multilevel decomposition techniques. At the upper level, the structure is defined in terms of global quantities (stiffness, mass, and average strains). At the lower level, the structure is defined in terms of local quantities (detailed dimensions of the blade structure and stresses). The IADS procedure provides an optimization technique that is compatible with industrial design practices in which the aerodynamic and dynamic designs are performed at a global level and the structural design is carried out at a detailed level with considerable dialog and compromise among the aerodynamic, dynamic, and structural groups. The IADS procedure is demonstrated for several examples.

Walsh, Joanne L.↗
NASA NTRS1987

A computer simulator for development of engineering system design methodologies

A computer program designed to simulate and improve engineering system design methodology is described. The simulator mimics the qualitative behavior and data couplings occurring among the subsystems of a complex engineering system. It eliminates the engineering analyses in the subsystems by replacing them with judiciously chosen analytical functions. With the cost of analysis eliminated, the simulator is used for experimentation with a large variety of candidate algorithms for multilevel design optimization to choose the best ones for the actual application. Thus, the simulator serves as a development tool for multilevel design optimization strategy. The simulator concept, implementation, and status are described and illustrated with examples.

Padula, S. L.↗
NASA NTRS1993

Optimization by decomposition in structural and multidisciplinary applications

An algorithm for a general, multilevel structural optimization by substructuring is derived, based on the linear decomposition concept that is rooted in the Bellman's Optimality Criterion enhanced with the optimum sensitivity derivatives used as a means to account for coupling among the subproblems, each of which is limited to optimization of a substructure. The algorithm applies also to those multidisciplinary problems whose subproblems form a hierarchy similar to that of substructures. In systems where the subproblems communicate with each other at the same level, the decomposition becomes non-hierarchic and the system may be optimized as a whole based on the derivatives of the system behavior with respect to the design variables computed by a method that bypasses finite differencing on the system analysis. When a multidisciplinary system includes a structure as its part, a hybrid, hierarchic/non-hierarchic decomposition applies. Numerical examples and references to computational experience accumulated to date illustrate the discussion.

Sobieszczanski-Sobieski, Jaroslaw↗
NASA NTRS1993

An integrated optimum design approach for high speed prop-rotors including acoustic constraints

The objective of this research is to develop optimization procedures to provide design trends in high speed prop-rotors. The necessary disciplinary couplings are all considered within a closed loop multilevel decomposition optimization process. The procedures involve the consideration of blade-aeroelastic aerodynamic performance, structural-dynamic design requirements, and acoustics. Further, since the design involves consideration of several different objective functions, multiobjective function formulation techniques are developed.

Chattopadhyay, Aditi↗
NASA NTRS1991

A parallel algorithm for multi-level logic synthesis using the transduction method

The Transduction Method has been shown to be a powerful tool in the optimization of multilevel networks. Many tools such as the SYLON synthesis system (X90), (CM89), (LM90) have been developed based on this method. A parallel implementation is presented of SYLON-XTRANS (XM89) on an eight processor Encore Multimax shared memory multiprocessor. It minimizes multilevel networks consisting of simple gates through parallel pruning, gate substitution, gate merging, generalized gate substitution, and gate input reduction. This implementation, called Parallel TRANSduction (PTRANS), also uses partitioning to break large circuits up and performs inter- and intra-partition dynamic load balancing. With this, good speedups and high processor efficiencies are achievable without sacrificing the resulting circuit quality.

Lim, Chieng-Fai↗
NASA NTRS1990

Conceptual design optimization study

The feasibility of applying multilevel functional decomposition and optimization techniques to conceptual design of advanced fighter aircraft was investigated. Applying the functional decomposition techniques to the conceptual design phase appears to be feasible. The initial implementation of the modified design process will optimize wing design variables. A hybrid approach, combining functional decomposition techniques for generation of aerodynamic and mass properties linear sensitivity derivatives with existing techniques for sizing mission performance and optimization, is proposed.

Hollowell, S. J.↗
NASA NTRS1992

Neural network based decomposition in optimal structural synthesis

The present paper describes potential applications of neural networks in the multilevel decomposition based optimal design of structural systems. The generic structural optimization problem of interest, if handled as a single problem, results in a large dimensionality problem. Decomposition strategies allow for this problem to be represented by a set of smaller, decoupled problems, for which solutions may either be obtained with greater ease or may be obtained in parallel. Neural network models derived through supervised training, are used in two distinct modes in this work. The first uses neural networks to make available efficient analysis models for use in repetitive function evaluations as required by the optimization algorithm. In the second mode, neural networks are used to represent the coupling that exists between the decomposed subproblems. The approach is illustrated by application to the multilevel decomposition-based synthesis of representative truss and frame structures.

Hajela, P.↗
NASA NTRS1989

The potential application of the blackboard model of problem solving to multidisciplinary design

The potential application of the blackboard model of problem solving to multidisciplinary design is discussed. Multidisciplinary design problems are complex, poorly structured, and lack a predetermined decision path from the initial starting point to the final solution. The final solution is achieved using data from different engineering disciplines. Ideally, for the final solution to be the optimum solution, there must be a significant amount of communication among the different disciplines plus intradisciplinary and interdisciplinary optimization. In reality, this is not what happens in today's sequential approach to multidisciplinary design. Therefore it is highly unlikely that the final solution is the true optimum solution from an interdisciplinary optimization standpoint. A multilevel decomposition approach is suggested as a technique to overcome the problems associated with the sequential approach, but no tool currently exists with which to fully implement this technique. A system based on the blackboard model of problem solving appears to be an ideal tool for implementing this technique because it offers an incremental problem solving approach that requires no a priori determined reasoning path. Thus it has the potential of finding a more optimum solution for the multidisciplinary design problems found in today's aerospace industries.

Rogers, James L.↗