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86 records · Page 5

Reliable numerical computation in an optimal output-feedback design

A reliable algorithm is presented for the evaluation of a quadratic performance index and its gradients with respect to the controller design parameters. The algorithm is a part of a design algorithm for optimal linear dynamic output-feedback controller that minimizes a finite-time quadratic performance index. The numerical scheme is particularly robust when it is applied to the control-law synthesis for systems with densely packed modes and where there is a high likelihood of encountering degeneracies in the closed-loop eigensystem. This approach through the use of an accurate Pade series approximation does not require the closed-loop system matrix to be diagonalizable. The algorithm was included in a control design package for optimal robust low-order controllers. Usefulness of the proposed numerical algorithm was demonstrated using numerous practical design cases where degeneracies occur frequently in the closed-loop system under an arbitrary controller design initialization and during the numerical search.

Vansteenwyk, Brett↗

Advanced rotorcraft control using parameter optimization

A reliable algorithm for the evaluation of a quadratic performance index and its gradients with respect to the controller design parameters is presented. The algorithm is part of a design algorithm for an optimal linear dynamic output feedback controller that minimizes a finite time quadratic performance index. The numerical scheme is particularly robust when it is applied to the control law synthesis for systems with densely packed modes and where there is a high likelihood of encountering degeneracies in the closed loop eigensystem. This approach through the use of a accurate Pade series approximation does not require the closed loop system matrix to be diagonalizable. The algorithm has been included in a control design package for optimal robust low order controllers. Usefulness of the proposed numerical algorithm has been demonstrated using numerous practical design cases where degeneracies occur frequently in the closed loop system under an arbitrary controller design initialization and during the numerical search.

Vansteenwyk, Brett↗

A reliable algorithm for optimal control synthesis

In recent years, powerful design tools for linear time-invariant multivariable control systems have been developed based on direct parameter optimization. In this report, an algorithm for reliable optimal control synthesis using parameter optimization is presented. Specifically, a robust numerical algorithm is developed for the evaluation of the H(sup 2)-like cost functional and its gradients with respect to the controller design parameters. The method is specifically designed to handle defective degenerate systems and is based on the well-known Pade series approximation of the matrix exponential. Numerical test problems in control synthesis for simple mechanical systems and for a flexible structure with densely packed modes illustrate positively the reliability of this method when compared to a method based on diagonalization. Several types of cost functions have been considered: a cost function for robust control consisting of a linear combination of quadratic objectives for deterministic and random disturbances, and one representing an upper bound on the quadratic objective for worst case initial conditions. Finally, a framework for multivariable control synthesis has been developed combining the concept of closed-loop transfer recovery with numerical parameter optimization. The procedure enables designers to synthesize not only observer-based controllers but also controllers of arbitrary order and structure. Numerical design solutions rely heavily on the robust algorithm due to the high order of the synthesis model and the presence of near-overlapping modes. The design approach is successfully applied to the design of a high-bandwidth control system for a rotorcraft.

Vansteenwyk, Brett↗

State-space formulations for flutter analysis

Two state-space methods for true-damping flutter analysis are presented here. The aerodynamic matrix is assumed to be function of the complex reduced frequency p (off-the-imaginary axis aerodynamics) as the ones provided for instance by the computer code SOUSSA (Steady, Oscillatory and Unsteady, Subsonic and Supersonic Aerodynamics). This matrix is approximated by a third order polynomial or by a Pade's matrix approximant. Then the equations are cast into a suitable state space format including the Laplace transform of the space vector, a frequency-independent matrix, and the flight speed. The solution is then obtained by standard root-locus methods. Results are in good agreement with existing ones in a suitable range of the flutter reduced frequency. A discussion on spurious roots is also included.

Weiss, S. J.↗

On the parallel solution of parabolic equations

Parallel algorithms for the solution of linear parabolic problems are proposed. The first of these methods is based on using polynomial approximation to the exponential. It does not require solving any linear systems and is highly parallelizable. The two other methods proposed are based on Pade and Chebyshev approximations to the matrix exponential. The parallelization of these methods is achieved by using partial fraction decomposition techniques to solve the resulting systems and thus offers the potential for increased time parallelism in time dependent problems. Experimental results from the Alliant FX/8 and the Cray Y-MP/832 vector multiprocessors are also presented.

Gallopoulos, E.↗

The asymptotic spectra of banded Toeplitz and quasi-Toeplitz matrices

Toeplitz matrices occur in many mathematical, as well as, scientific and engineering investigations. This paper considers the spectra of banded Toeplitz and quasi-Toeplitz matrices with emphasis on non-normal matrices of arbitrarily large order and relatively small bandwidth. These are the type of matrices that appear in the investigation of stability and convergence of difference approximations to partial differential equations. Quasi-Toeplitz matrices are the result of non-Dirichlet boundary conditions for the difference approximations. The eigenvalue problem for a banded Toeplitz or quasi-Toeplitz matrix of large order is, in general, analytically intractable and (for non-normal matrices) numerically unreliable. An asymptotic (matrix order approaches infinity) approach partitions the eigenvalue analysis of a quasi-Toeplitz matrix into two parts, namely the analysis for the boundary condition independent spectrum and the analysis for the boundary condition dependent spectrum. The boundary condition independent spectrum is the same as the pure Toeplitz matrix spectrum. Algorithms for computing both parts of the spectrum are presented. Examples are used to demonstrate the utility of the algorithms, to present some interesting spectra, and to point out some of the numerical difficulties encountered when conventional matrix eigenvalue routines are employed for non-normal matrices of large order. The analysis for the Toeplitz spectrum also leads to a diagonal similarity transformation that improves conventional numerical eigenvalue computations. Finally, the algorithm for the asymptotic spectrum is extended to the Toeplitz generalized eigenvalue problem which occurs, for example, in the stability of Pade type difference approximations to differential equations.

Beam, Richard M.↗

Direct numerical simulations of a spatially developing plane wake

In the present paper, direct numerical methods by which to simulate the spatially developing free shear flows in the transitional region are described and the numerical results of a spatially developing plane wake are presented. The incompressible time-dependent Navier-Stokes equations were solved using Pade finite difference approximations in the streamwise direction, a mapped pseudospectral Fourier method in the cross-stream direction, and a third-order compact Runge-Kutta scheme for time advancement. The unstable modes of the Orr-Sommerfeld equations were used to perturb the inlet of the wake. Statistical analyses were performed and some numerical results were compared with experimental measurements. When only the fundamental mode is forced, the energy spectra show amplification of the fundamental and its higher harmonics. In this case, unperturbed alternate vortices develop in the saturation region of the wake. The phase jitter around the fundamental frequency plays a critical role in generating vortices of random shape and spacing. Large- and small-scale distortions of the fundamental structure are observed. Pairing of vortices of the same sign is observed, as well as vortex coupling of vortices of the opposite sign.

Maekawa, Hiroshi↗

Efficient parallel solution of parabolic equations - Implicit methods on the Cedar multicluster

A class of implicit methods for the parallel solution of linear parabolic differential equations based on Pade and Chebyshev rational approximations to the matrix exponential are presented. It is pointed out that this approach incorporates both natural hierarchical parallelism, improved intrinsic efficiency, and fewer timesteps. These advantages lead to an extremely fast family of methods for the solution of certain time-dependent problems. These techniques are illustrated with numerical experiments on the University of Illinois Cedar multicluster architecture. The experiments indicate that implicit methods of very high degree offer great promise for the solution of certain parabolic problems when in computational environment with parallel resources. Hierarchically organized parallel computers, such as the Cedar multicluster, are found to be especially attractive for these schemes.

Gallopoulos, E.↗

Approximate constants of motion for classically chaotic vibrational dynamics - Vague tori, semiclassical quantization, and classical intramolecular energy flow

Substantial short time regularity, even in the chaotic regions of phase space, is found for what is seen as a large class of systems. This regularity manifests itself through the behavior of approximate constants of motion calculated by Pade summation of the Birkhoff-Gustavson normal form expansion; it is attributed to remnants of destroyed invariant tori in phase space. The remnant torus-like manifold structures are used to justify Einstein-Brillouin-Keller semiclassical quantization procedures for obtaining quantum energy levels, even in the absence of complete tori. They also provide a theoretical basis for the calculation of rate constants for intramolecular mode-mode energy transfer. These results are illustrated by means of a thorough analysis of the Henon-Heiles oscillator problem. Possible generality of the analysis is demonstrated by brief consideration of classical dynamics for the Barbanis Hamiltonian, Zeeman effect in hydrogen and recent results of Wolf and Hase (1980) for the H-C-C fragment.

Shirts, R. B.↗

Well-posedness of one-way wave equations and absorbing boundary conditions

The one-way wave equations occurring in geophysics, underwater acoustics, and numerical studies involving absorbing boundary conditions are characterized analytically. The conditions under which such equations are well posed are obtained by examining the rational functions used to reduce them. Results are presented for Chebyshev, Pade, least-squares, and symmetric least-squares approximations.

Trefethen, Lloyd N.↗

The global frequency-wave number spectrum of oceanic variability estimated from TOPEX/POSEIDON altimetric measurements: The Journal of Geophysical Research - Volume 100, No. C12

Two years of altimetric data from the TOPEX/POSEIDON spacecraft have been used to produce preliminary estimates of the space and time spectra of global variability for both sea surface height and slope. The results are expressed in terms of both degree variances from spherical harmonic expansions and in along-track wavenumbers. Simple analytic approximations both in terms of piece-wise power laws and Pade fractions are provided for comparison with independent measurements and for easy use of the results. A number of uses of such spectra exist, including the possibility of combining the altimetric data with other observations, predictions of spatial coherences, and the estimation of the accuracy of apparent secular trends in sea level.

Wunsch, Carl↗

Higher-order numerical methods derived from three-point polynomial interpolation

Higher-order collocation procedures resulting in tridiagonal matrix systems are derived from polynomial spline interpolation and Hermitian finite-difference discretization. The equations generally apply for both uniform and variable meshes. Hybrid schemes resulting from different polynomial approximations for first and second derivatives lead to the nonuniform mesh extension of the so-called compact or Pade difference techniques. A variety of fourth-order methods are described and this concept is extended to sixth-order. Solutions with these procedures are presented for the similar and non-similar boundary layer equations with and without mass transfer, the Burgers equation, and the incompressible viscous flow in a driven cavity. Finally, the interpolation procedure is used to derive higher-order temporal integration schemes and results are shown for the diffusion equation.

Rubin, S. G.↗

Time-stable boundary conditions for finite-difference schemes solving hyperbolic systems: Methodology and application to high-order compact schemes

We present a systematic method for constructing boundary conditions (numerical and physical) of the required accuracy, for compact (Pade-like) high-order finite-difference schemes for hyperbolic systems. First, a roper summation-by-parts formula is found for the approximate derivative. A 'simultaneous approximation term' (SAT) is then introduced to treat the boundary conditions. This procedure leads to time-stable schemes even in the system case. An explicit construction of the fourth-order compact case is given. Numerical studies are presented to verify the efficacy of the approach.

Carpenter, Mark H.↗

Time-stable boundary conditions for finite-difference schemes solving hyperbolic systems: Methodology and application to high-order compact schemes

We present a systematic method for constructing boundary conditions (numerical and physical) of the required accuracy, for compact (Pade-like) high-order finite-difference schemes for hyperbolic systems. First a proper summation-by-parts formula is found for the approximate derivative. A 'simultaneous approximation term' is then introduced to treat the boundary conditions. This procedure leads to time-stable schemes even in the system case. An explicit construction of the fourth-order compact case is given. Numerical studies are presented to verify the efficacy of the approach.

Carpenter, Mark H.↗