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At least 91 records · Page 5

Riemannian Optimization Applied to AC Optimal Power Flow

The nonlinear, nonconvex AC optimal power flow problem is of growing importance as the nature of the power grid evolves. This problem can be difficult to solve for interior point methods. However, the advent of optimization algorithms over smooth Riemannian manifolds presents an alternative approach. The nonlinear, nonconvex constraints in the AC power flow problem form an embedded submanifold of Euclidean space. In this paper, the authors explore the performance of Riemannian optimization algorithms for the ACOPF problem where the optimization is performed directly on the AC power flow manifold. This is done by using the Julia programming language and the Julia packages PowerModels.jl and Manopt.jl.

AC optimal power flow↗

Overset-Grid Method with Smooth Orbital Partitioning for Molecular Scattering Calculations

To solve molecular photoionization and electron scattering problems, we use an overset-grid representation of electronic continuum functions, which has an extended central spherical grid that overlaps small spherical grids (subgrids) centered on each atom of a polyatomic molecule. Here, in this work, we present an improved algorithm that smoothly partitions the total wave function between the central grid and the atomic subgrids. The smooth partitioning allows one to use approximately one-fourth the number of partial waves on the central grid compared to our previous implementation with switching functions. The resulting numerical method for treating electron scattering and photoionization of polyatomic molecules combines the accuracy and flexibility of pure numerical grid representations with the rapid convergence of hybrid combinations of atom-centered basis-set expansions and grid methods. The overset-grid representation is implemented using the complex Kohn variational principle for scattering and photoionization amplitudes. The faster convergence with respect to the number of central grid partial waves is demonstrated and accuracy is verified by comparisons with the previous implementation and with far more computationally demanding single-center numerical expansions in electron-molecule scattering and photoionization calculations on the neon dimer (Ne 2 ) system, carbon tetrafluoride (CF 4 ) molecule, and the pyridine (C 5 H 5 N) molecule in the static-exchange approximation.

Molecules↗

Spatial operator approach to flexible multibody system dynamics and control

The inverse and forward dynamics problems for flexible multibody systems were solved using the techniques of spatially recursive Kalman filtering and smoothing. These algorithms are easily developed using a set of identities associated with mass matrix factorization and inversion. These identities are easily derived using the spatial operator algebra developed by the author. Current work is aimed at computational experiments with the described algorithms and at modelling for control design of limber manipulator systems. It is also aimed at handling and manipulation of flexible objects.

Rodriguez, G.↗

Spatial operator approach to flexible manipulator inverse and forward dynamics

This study extends to flexible multibody manipulators the recent results of the author on the use of spatially recursive filtering and smoothing techniques for robot arm dynamics. The configuration analyzed is that of a mechanical system of flexible bodies joined together by articulated joints. The inverse and forward dynamics problems are solved using the techniques of spatially recursive Kalman filtering and smoothing. The algorithms are easily developed using a set of identities associated with mass matrix factorization and inversion. The identities are easily derived using a spatial operator algebra developed by the author.

Rodriguez, G.↗

Constrained minimization of smooth functions using a genetic algorithm

The use of genetic algorithms for minimization of differentiable functions that are subject to differentiable constraints is considered. A technique is demonstrated for converting the solution of the necessary conditions for a constrained minimum into an unconstrained function minimization. This technique is extended as a global constrained optimization algorithm. The theory is applied to calculating minimum-fuel ascent control settings for an energy state model of an aerospace plane.

Moerder, Daniel D.↗

Efficient First-Order Algorithms for Large-Scale, Non-Smooth Maximum Entropy Models with Application to Wildfire Science

Maximum entropy (MaxEnt) models are a class of statistical models that use the maximum entropy principle to estimate probability distributions from data. Due to the size of modern data sets, MaxEnt models need efficient optimization algorithms to scale well for big data applications. State-of-the-art algorithms for MaxEnt models, however, were not originally designed to handle big data sets; these algorithms either rely on technical devices that may yield unreliable numerical results, scale poorly, or require smoothness assumptions that many practical MaxEnt models lack. In this paper, we present novel optimization algorithms that overcome the shortcomings of state-of-the-art algorithms for training large-scale, non-smooth MaxEnt models. Our proposed first-order algorithms leverage the Kullback–Leibler divergence to train large-scale and non-smooth MaxEnt models efficiently. For MaxEnt models with discrete probability distribution of n elements built from samples, each containing m features, the stepsize parameter estimation and iterations in our algorithms scale on the order of O(mn) operations and can be trivially parallelized. Moreover, the strong ℓ1 convexity of the Kullback–Leibler divergence allows for larger stepsize parameters, thereby speeding up the convergence rate of our algorithms. To illustrate the efficiency of our novel algorithms, we consider the problem of estimating probabilities of fire occurrences as a function of ecological features in the Western US MTBS-Interagency wildfire data set. Our numerical results show that our algorithms outperform the state of the art by one order of magnitude and yield results that agree with physical models of wildfire occurrence and previous statistical analyses of wildfire drivers.

Physics↗

Three-Dimensional Imaging and Numerical Reconstruction of Graphite/Epoxy Composite Microstructure Based on Ultra-High Resolution X-Ray Computed Tomography

A combined experimental and computational study aimed at high-resolution 3D imaging, visualization, and numerical reconstruction of fiber-reinforced polymer microstructures at the fiber length scale is presented. To this end, a sample of graphite/epoxy composite was imaged at sub-micron resolution using a 3D X-ray computed tomography microscope. Next, a novel segmentation algorithm was developed, based on concepts adopted from computer vision and multi-target tracking, to detect and estimate, with high accuracy, the position of individual fibers in a volume of the imaged composite. In the current implementation, the segmentation algorithm was based on Global Nearest Neighbor data-association architecture, a Kalman filter estimator, and several novel algorithms for virtualfiber stitching, smoothing, and overlap removal. The segmentation algorithm was used on a sub-volume of the imaged composite, detecting 508 individual fibers. The segmentation data were qualitatively compared to the tomographic data, demonstrating high accuracy of the numerical reconstruction. Moreover, the data were used to quantify a) the relative distribution of individual-fiber cross sections within the imaged sub-volume, and b) the local fiber misorientation relative to the global fiber axis. Finally, the segmentation data were converted using commercially available finite element (FE) software to generate a detailed FE mesh of the composite volume. The methodology described herein demonstrates the feasibility of realizing an FE-based, virtual-testing framework for graphite/fiber composites at the constituent level.

Czabaj, M. W.↗

Introduction to multigrid methods

These notes were written for an introductory course on the application of multigrid methods to elliptic and hyperbolic partial differential equations for engineers, physicists and applied mathematicians. The use of more advanced mathematical tools, such as functional analysis, is avoided. The course is intended to be accessible to a wide audience of users of computational methods. We restrict ourselves to finite volume and finite difference discretization. The basic principles are given. Smoothing methods and Fourier smoothing analysis are reviewed. The fundamental multigrid algorithm is studied. The smoothing and coarse grid approximation properties are discussed. Multigrid schedules and structured programming of multigrid algorithms are treated. Robustness and efficiency are considered.

Wesseling, P.↗

Parametric effects of CFL number and artificial smoothing on numerical solutions using implicit approximate factorization algorithm

An implicit approximate factorization algorithm is employed to quantify the parametric effects of Courant number and artificial smoothing on numerical solutions of the unsteady 3-D Euler equations for a windmilling propeller (low speed) flow field. The results show that propeller global or performance chracteristics vary strongly with Courant number and artificial dissipation parameters, though the variation is such less severe at high Courant numbers. Candidate sets of Courant number and dissipation parameters could result in parameter-dependent solutions. Parameter-independent numerical solutions can be obtained if low values of the dissipation parameter-time step ratio are used in the computations. Furthermore, it is realized that too much artificial damping can degrade numerical stability. Finally, it is demonstrated that highly resolved meshes may, in some cases, delay convergence, thereby suggesting some optimum cell size for a given flow solution. It is suspected that improper boundary treatment may account for the cell size constraint.

Daso, E. O.↗

Flight tests of three-dimensional path-redefinition algorithms for transition from Radio Navigation (RNAV) to Microwave Landing System (MLS) navigation when flying an aircraft on autopilot

This report contains results of flight tests for three path update algorithms designed to provide smooth transition for an aircraft guidance system from DME, VORTAC, and barometric navaids to the more precise MLS by modifying the desired 3-D flight path. The first algorithm, called Zero Cross Track, eliminates the discontinuity in cross-track and altitude error at transition by designating the first valid MLS aircraft position as the desired first waypoint, while retaining all subsequent waypoints. The discontinuity in track angle is left unaltered. The second, called Tangent Path, also eliminates the discontinuity in cross-track and altitude errors and chooses a new desired heading to be tangent to the next oncoming circular arc turn. The third, called Continued Track, eliminates the discontinuity in cross-track, altitude, and track angle errors by accepting the current MLS position and track angle as the desired ones and recomputes the location of the next waypoint. The flight tests were conducted on the Transportation Systems Research Vehicle, a small twin-jet transport aircraft modified for research under the Advanced Transport Operating Systems program at Langley Research Center. The flight tests showed that the algorithms provided a smooth transition to MLS.

Hueschen, Richard M.↗

Cholesky-based experimental design for Gaussian process and kernel-based emulation and calibration.

Gaussian processes and other kernel-based methods are used extensively to construct approximations of multivariate data sets. The accuracy of these approximations is dependent on the data used. This paper presents a computationally efficient algorithm to greedily select training samples that minimize the weighted L p error of kernel-based approximations for a given number of data. The method successively generates nested samples, with the goal of minimizing the error in high probability regions of densities specified by users. The algorithm presented is extremely simple and can be implemented using existing pivoted Cholesky factorization methods. Training samples are generated in batches which allows training data to be evaluated (labeled) in parallel. For smooth kernels, the algorithm performs comparably with the greedy integrated variance design but has significantly lower complexity. Numerical experiments demonstrate the efficacy of the approach for bounded, unbounded, multi-modal and non-tensor product densities. We also show how to use the proposed algorithm to efficiently generate surrogates for inferring unknown model parameters from data using Bayesian inference.

97 MATHEMATICS AND COMPUTING↗

A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective

An optimization algorithm for nonsmooth nonconvex constrained optimization problems with upper- \({\boldsymbol{\mathcal{C}^2}}\) objective functions is proposed and analyzed. Upper- \({\boldsymbol{\mathcal{C}^2}}\) is a weakly concave property that exists in difference of convex (DC) functions and arises naturally in many applications, particularly certain classes of solutions to parametric optimization problems e.g., recourse of stochastic programming and projection onto closed sets. The algorithm can be viewed as an extension of sequential quadratic programming (SQP) to nonsmooth problems with upper- \({\boldsymbol{\mathcal{C}^2}}\) objectives or a simplified bundle method. It is globally convergent with bounded algorithm parameters that are updated with a trust-region criterion. The algorithm handles general smooth constraints through linearization and uses a line search to ensure progress. The potential inconsistencies from the linearization of the constraints are addressed through a penalty method. In conclusion, the capabilities of the algorithm are demonstrated by solving both simple upper- \({\boldsymbol{\mathcal{C}^2}}\) problems and a real-world optimal power flow problem used in current power grid industry practices.

97 MATHEMATICS AND COMPUTING↗

Linear and nonlinear trending and prediction for AVHRR time series data

The variability of AVHRR calibration coefficient in time was analyzed using algorithms of linear and non-linear time series analysis. Specifically we have used the spline trend modeling, autoregressive process analysis, incremental neural network learning algorithm and redundancy functional testing. The analysis performed on available AVHRR data sets revealed that (1) the calibration data have nonlinear dependencies, (2) the calibration data depend strongly on the target temperature, (3) both calibration coefficients and the temperature time series can be modeled, in the first approximation, as autonomous dynamical systems, (4) the high frequency residuals of the analyzed data sets can be best modeled as an autoregressive process of the 10th degree. We have dealt with a nonlinear identification problem and the problem of noise filtering (data smoothing). The system identification and filtering are significant problems for AVHRR data sets. The algorithms outlined in this study can be used for the future EOS missions. Prediction and smoothing algorithms for time series of calibration data provide a functional characterization of the data. Those algorithms can be particularly useful when calibration data are incomplete or sparse.

Smid, J.↗

Sequential square root filtering and smoothing of discrete linear systems

A square root information filter/smoother is derived using recursive least-squares arguments. The combined filter/smoother algorithm has the following attributes: (1) it has a square root structure, which enhances numerical accuracy; (2) filter and smoother mechanizations are identical in form, facilitating implementation of the smoother; and (3) storage and computation requirements are modest compared with other smoothing algorithms. Partitioning the results to separate bias parameters provides further computational economies and reduction of storage requirements.

Bierman, G. J.↗

Groundspeed filtering for CTAS

Ground speed is one of the radar observables which is obtained along with position and heading from NASA Ames Center radar. Within the Center TRACON Automation System (CTAS), groundspeed is converted into airspeed using the wind speeds which CTAS obtains from the NOAA weather grid. This airspeed is then used in the trajectory synthesis logic which computes the trajectory for each individual aircraft. The time history of the typical radar groundspeed data is generally quite noisy, with high frequency variations on the order of five knots, and occasional 'outliers' which can be significantly different from the probable true speed. To try to smooth out these speeds and make the ETA estimate less erratic, filtering of the ground speed is done within CTAS. In its base form, the CTAS filter is a 'moving average' filter which averages the last ten radar values. In addition, there is separate logic to detect and correct for 'outliers', and acceleration logic which limits the groundspeed change in adjacent time samples. As will be shown, these additional modifications do cause significant changes in the actual groundspeed filter output. The conclusion is that the current ground speed filter logic is unable to track accurately the speed variations observed on many aircraft. The Kalman filter logic however, appears to be an improvement to the current algorithm used to smooth ground speed variations, while being simpler and more efficient to implement. Additional logic which can test for true 'outliers' can easily be added by looking at the difference in the a priori and post priori Kalman estimates, and not updating if the difference in these quantities is too large.

Slater, Gary L.↗

An adaptive data-smoothing routine

An adaptive noise reduction algorithm that can be implemented on a microcomputer is developed. Smoothing polynomials are used where the polynomial coefficients are chosen such that the mean-square-error between the noisy and smoothed data is minimized. This approach is equivalent to the implementation of a low-pass finite impulse response filter. The noise reduction depends on the order of the smoothing polynomial. A whiteness test on the error sequence is incorporated to search for the optimal smoothing. Expansion coefficients may be computed via the fast Fourier transform, and the resulting smoothing process is the equivalent of the implementation of an adaptive ideal low-pass filter. Results are obtained for an analytical signal with added white Gaussian noise. The routine may be applied to any smooth signal with additive random noise.

Taylor, Clayborne D.↗

Application of Recursive Estimation to Heat Tracing for Groundwater/Surface‐Water Exchange

Abstract We present and demonstrate a recursive‐estimation framework to infer groundwater/surface‐water exchange based on temperature time series collected at different vertical depths below the sediment/water interface. We formulate the heat‐transport problem as a state‐space model (SSM), in which the spatial derivatives in the convection/conduction equation are approximated using finite differences. The SSM is calibrated to estimate time‐varying specific discharge using the Extended Kalman Filter (EKF) and Extended Rauch‐Tung‐Striebel Smoother (ERTSS). Whereas the EKF is suited to real‐time (“online”) applications and uses only the past and current measurements for estimation (filtering), the ERTSS is intended for near‐real time or batch‐processing (“offline”) applications and uses a window of data for batch estimation (smoothing). The two algorithms are demonstrated with synthetic and field‐experimental data and are shown to be efficient and rapid for the estimation of time‐varying flux over seasonal periods; further, the recursive approaches are effective in the presence of rapidly changing flux and (or) nonperiodic thermal boundary conditions, both of which are problematic for existing approaches to heat tracing of time‐varying groundwater/surface‐water exchange.

54 ENVIRONMENTAL SCIENCES↗

Robust unfolding of MeV x-ray spectra from filter stack spectrometer data

Here, we present an inversion method capable of robustly unfolding MeV x-ray spectra from filter stack spectrometer (FSS) data without requiring an a priori specification of a spectral shape or arbitrary termination of the algorithm. Our inversion method is based upon the perturbative minimization (PM) algorithm, which has previously been shown to be capable of unfolding x-ray transmission data, albeit for a limited regime in which the x-ray mass attenuation coefficient of the filter material increases monotonically with x-ray energy. Our inversion method improves upon the PM algorithm through regular smoothing of the candidate spectrum and by adding stochasticity to the search. With these additions, the inversion method does not require a physics model for an initial guess, fitting, or user-selected termination of the search. Instead, the only assumption made by the inversion method is that the x-ray spectrum should be near a smooth curve. Testing with synthetic data shows that the inversion method can successfully recover the primary large-scale features of MeV x-ray spectra, including the number of x-rays in energy bins of several-MeV widths to within 10%. Fine-scale features, however, are more difficult to recover accurately. Examples of unfolding experimental FSS data obtained at the Texas Petawatt Laser Facility and the OMEGA EP laser facility are also presented.

47 OTHER INSTRUMENTATION↗