A stochastic optimal control problem and its applications.
Stochastic optimal control problem solution by dynamic programming and relation to interplanetary guidance
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Random differential equations in control theory
Control processes and optimization problems solutions by stochastic differential equations, discussing dynamic models and programming, linear filtering and optimal feedback
Wonham, W. M.↗
Fluid Physics in a Fluctuating Acceleration Environment
Our program of research aims at developing a stochastic description of the residual acceleration field onboard spacecraft (g-jitter) to describe in quantitative detail its effect on fluid motion. Our main premise is that such a statistical description is necessary in those cases in which the characteristic time scales of the process under investigation are long compared with the correlation time of g-jitter. Although a clear separation between time scales makes this approach feasible, there remain several difficulties of practical nature: (i), g-jitter time series are not statistically stationary but rather show definite dependences on factors such as active or rest crew periods; (ii), it is very difficult to extract reliably the low frequency range of the power spectrum of the acceleration field. This range controls the magnitude of diffusive processes; and (iii), models used to date are Gaussian, but there is evidence that large amplitude disturbances occur much more frequently than a Gaussian distribution would predict. The lack of stationarity does not constitute a severe limitation in practice, since the intensity of the stochastic components changes very slowly during space missions (perhaps over times of the order of hours). A separate analysis of large amplitude disturbances has not been undertaken yet, but it does not seem difficult a priori to devise models that may describe this range better than a Gaussian distribution. The effect of low frequency components, on the other hand, is more difficult to ascertain, partly due to the difficulty associated with measuring them, and partly because they may be indistinguishable from slowly changing averages. This latter effect is further complicated by the lack of statistical stationarity of the time series. Recent work has focused on the effect of stochastic modulation on the onset of oscillatory instabilities as an example of resonant interaction between the driving acceleration and normal modes of the system, and on cavity flow as an example of how an oscillatory response under periodic driving becomes diffusive if the forcing is random instead. This paper describes three different topics that illustrate behavior that is peculiar to a stochastic acceleration field. In the first case, we show that g-jitter can induce effective attractive or repulsive forces between a pair of spherical particles that are suspended in an incompressible fluid of different density provided that the momentum diffusion length is larger than the interparticle separation (as in the case in most colloidal suspensions). Second, a stochastic modulation of the control parameter in the vicinity of a pitchfork or supercritical bifurcation is known not to affect the location of the threshold. We show, however, that resonance between the modulation and linearly stable modes close to onset can lead to a shift in threshold. Finally, we discuss the classical problem of vorticity diffusion away from a plane boundary that is being vibrated along its own plane. Periodic motion with zero average vorticity production results in an exponential decay of the vorticity away from the boundary. Random vibration, on the other hand, results in power law decay away from the boundary even if vorticity production averages to zero.
Drolet, Francois↗
Technology programs and related policies - Impacts on communications satellite business ventures
The DOMSAT II stochastic communication satellite business venture financial planning simulation model is described. The specification of business scenarios and the results of several analyses are presented. In particular, the impacts of NASA on-orbit propulsion and power technology programs are described. The effects of insurance rates and self-insurance and of the use of the Space Shuttle and Ariane transportation systems on a typical fixed satellite service business venture are discussed.
Greenberg, J. S.↗
Extreme-scale EV charging infrastructure planning for last-mile delivery using high-performance parallel computing
Here, this paper addresses stochastic charger location and allocation problems under queue congestion for last-mile delivery using electric vehicles (EVs). The objective is to decide where to open charging stations and how many chargers of each type to install, subject to budgetary and waiting-time constraints. We formulate the problem as a mixed-integer non-linear program, where each station-charger pair is modeled as a multiserver queue with stochastic arrivals and service times to capture the notion of waiting in fleet operations. The model is extremely large, with billions of variables and constraints for a typical metropolitan area; even loading the model in solver memory is difficult, let alone solving it. To address this challenge, we develop a Lagrangian-based dual decomposition framework that decomposes the problem by station and leverages parallelization on high-performance computing systems, where the subproblems are solved by using a cutting plane method and their solutions are collected at the master level. We also develop a three-step rounding heuristic to transform the fractional subproblem solutions into feasible integral solutions. Computational experiments on data from the Chicago metropolitan area with hundreds of thousands of households and thousands of candidate stations show that our approach produces high-quality solutions in cases where existing exact methods cannot even load the model in memory. We also analyze various policy scenarios, demonstrating that combining existing depots with newly built stations under multiagency collaboration substantially reduces costs and congestion. These findings offer a scalable and efficient framework for developing sustainable large-scale EV charging networks.
Capacity allocation↗
On optimal stochastic midcourse guidance.
Feedback from observations introduced into midcourse guidance correction program, showing optimal random feedback solution obtained for deterministic optimal feedback control problems
FEEDBACK CONTROL SYSTEM↗
Commercialization of NESSUS: Status
A plan was initiated in 1988 to commercialize the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) probabilistic structural analysis software. The goal of the on-going commercialization effort is to begin the transfer of Probabilistic Structural Analysis Method (PSAM) developed technology into industry and to develop additional funding resources in the general area of structural reliability. The commercialization effort is summarized. The SwRI NESSUS Software System is a general purpose probabilistic finite element computer program using state of the art methods for predicting stochastic structural response due to random loads, material properties, part geometry, and boundary conditions. NESSUS can be used to assess structural reliability, to compute probability of failure, to rank the input random variables by importance, and to provide a more cost effective design than traditional methods. The goal is to develop a general probabilistic structural analysis methodology to assist in the certification of critical components in the next generation Space Shuttle Main Engine.
Thacker, Ben H.↗
Multistage economic MPC for systems with a cyclic steady state: A gas network case study
Multistage model predictive control (MPC) provides a robust control strategy for dynamic systems with uncertainties and a setpoint tracking objective. Moreover, extending MPC to minimize an economic cost instead of tracking a pre-calculated optimal setpoint improves controller performance. This paper presents a novel multistage economic nonlinear model predictive control (E-NMPC) framework for dynamic systems operating under uncertainty, with specific application to natural gas transmission networks. A key innovation lies in the integration of cyclic steady-state (CSS) constraints within the multistage MPC formulation, enabling the controller to manage periodic operating conditions commonly observed in energy systems. A Lyapunov-based descent condition is enforced to ensure robust stability of the controller. The multistage economic MPC framework is validated on two gas pipeline case studies, where it successfully minimizes net energy consumption, respects operational constraints under uncertain demand profiles, and guides the network to optimal cyclic operation. The Lyapunov function remains bounded in both case studies, validating the robust stability of multistage E-NMPC.
03 NATURAL GAS↗
Minimum-energy control of a class of electrically driven vehicles.
A minimum-energy controller is designed and built for a class of electrically driven vehicles according to the theoretical concepts determined by the application of modern control theory. Theoretical results are obtained by making several justifiable assumptions in the dynamical equations of the system and solving the resulting stochastic optimal control problem by Bellman's dynamic programming technique. Several practical and economical considerations are taken into account for the mechanization of the minimum-energy control law.
Sahinkaya, Y. E.↗
A guidance law for the aeroassisted plane change maneuver in the presence of atmospheric uncertainties
A stochastic feedback control law for a space vehicle performing an aeroassisted plane-change maneuver is developed. The stochastic control law is designed to minimize the energy loss while taking into consideration the uncertainty in the atmospheric density. The solution is based on expansion of the stochastic Hamilton-Jacobi-Bellman equation (or dynamic programming) about a zeroth-order known integrable solution. The resulting guidance law is expressed as a series expansion in the noise power spectral densities. A numerical example indicates the potential improvement of this method.
Mishne, D.↗
Stochastic Simulation of Mudcrack Damage Formation in an Environmental Barrier Coating
The FEAMAC/CARES program, which integrates finite element analysis (FEA) with the MAC/GMC (Micromechanics Analysis Code with Generalized Method of Cells) and the CARES/Life (Ceramics Analysis and Reliability Evaluation of Structures / Life Prediction) programs, was used to simulate the formation of mudcracks during the cooling of a multilayered environmental barrier coating (EBC) deposited on a silicon carbide substrate. FEAMAC/CARES combines the MAC/GMC multiscale micromechanics analysis capability (primarily developed for composite materials) with the CARES/Life probabilistic multiaxial failure criteria (developed for brittle ceramic materials) and Abaqus (Dassault Systèmes) FEA. In this report, elastic modulus reduction of randomly damaged finite elements was used to represent discrete cracking events. The use of many small-sized low-aspect-ratio elements enabled the formation of crack boundaries, leading to development of mudcrack-patterned damage. Finite element models of a disk-shaped three-dimensional specimen and a twodimensional model of a through-the-thickness cross section subjected to progressive cooling from 1,300 °C to an ambient temperature of 23 °C were made. Mudcrack damage in the coating resulted from the buildup of residual tensile stresses between the individual material constituents because of thermal expansion mismatches between coating layers and the substrate. A two-parameter Weibull distribution characterized the coating layer stochastic strength response and allowed the effect of the Weibull modulus on the formation of damage and crack segmentation lengths to be studied. The spontaneous initiation of cracking and crack coalescence resulted in progressively smaller mudcrack cells as cooling progressed, consistent with a fractal-behaved fracture pattern. Other failure modes such as delamination, and possibly spallation, could also be reproduced. The physical basis assumed and the heuristic approach employed, which involves a simple stochastic cellular automaton methodology to approximate the crack growth process, are described. The results ultimately show that a selforganizing mudcrack formation can derive from a Weibull distribution that is used to describe the stochastic strength response of the bulk brittle ceramic material layers of an EBC.
Nemeth, Noel N.↗
Necessary conditions for continuous parameter stochastic optimization problems
Abstract variational theory application to continuous parameter stochastic optimization problems to derive maximum principles in linear programming
Kushner, H. J.↗
Investigation for improving Global Positioning System (GPS) orbits using a discrete sequential estimator and stochastic models of selected physical processes
GEODYNII is a conventional batch least-squares differential corrector computer program with deterministic models of the physical environment. Conventional algorithms were used to process differenced phase and pseudorange data to determine eight-day Global Positioning system (GPS) orbits with several meter accuracy. However, random physical processes drive the errors whose magnitudes prevent improving the GPS orbit accuracy. To improve the orbit accuracy, these random processes should be modeled stochastically. The conventional batch least-squares algorithm cannot accommodate stochastic models, only a stochastic estimation algorithm is suitable, such as a sequential filter/smoother. Also, GEODYNII cannot currently model the correlation among data values. Differenced pseudorange, and especially differenced phase, are precise data types that can be used to improve the GPS orbit precision. To overcome these limitations and improve the accuracy of GPS orbits computed using GEODYNII, we proposed to develop a sequential stochastic filter/smoother processor by using GEODYNII as a type of trajectory preprocessor. Our proposed processor is now completed. It contains a correlated double difference range processing capability, first order Gauss Markov models for the solar radiation pressure scale coefficient and y-bias acceleration, and a random walk model for the tropospheric refraction correction. The development approach was to interface the standard GEODYNII output files (measurement partials and variationals) with software modules containing the stochastic estimator, the stochastic models, and a double differenced phase range processing routine. Thus, no modifications to the original GEODYNII software were required. A schematic of the development is shown. The observational data are edited in the preprocessor and the data are passed to GEODYNII as one of its standard data types. A reference orbit is determined using GEODYNII as a batch least-squares processor and the GEODYNII measurement partial (FTN90) and variational (FTN80, V-matrix) files are generated. These two files along with a control statement file and a satellite identification and mass file are passed to the filter/smoother to estimate time-varying parameter states at each epoch, improved satellite initial elements, and improved estimates of constant parameters.
Goad, Clyde C.↗
Optimal lateral guidance for low L/D shuttle vehicle entry
Optimal lateral guidance switching thresholds for low L/D shuttle vehicle entry, using optimal stochastic control theory for problem formulation in conjunction with dynamic programming
Deyst, J. J.↗
Probabilistic analysis of a materially nonlinear structure
A probabilistic finite element program is used to perform probabilistic analysis of a materially nonlinear structure. The program used in this study is NESSUS (Numerical Evaluation of Stochastic Structure Under Stress), under development at Southwest Research Institute. The cumulative distribution function (CDF) of the radial stress of a thick-walled cylinder under internal pressure is computed and compared with the analytical solution. In addition, sensitivity factors showing the relative importance of the input random variables are calculated. Significant plasticity is present in this problem and has a pronounced effect on the probabilistic results. The random input variables are the material yield stress and internal pressure with Weibull and normal distributions, respectively. The results verify the ability of NESSUS to compute the CDF and sensitivity factors of a materially nonlinear structure. In addition, the ability of the Advanced Mean Value (AMV) procedure to assess the probabilistic behavior of structures which exhibit a highly nonlinear response is shown. Thus, the AMV procedure can be applied with confidence to other structures which exhibit nonlinear behavior.
Millwater, H. R.↗
Implementation of probabilistic design methodology at Tennessee State University
The fact that Deterministic Design Method no longer satisfies most design needs calls for methods that will cope with the high trend in technology. The advance in computer technology has reduced the rigors that normally accompany many design analysis methods that account for uncertainties in design parameters. Probabilistic Design Methodology (PDM) is beginning to make impact in engineering design. This method is gaining more recognition in industries than in educational institutions. Some of the reasons for the limited use of the PDM at the moment are that many are unaware of its potentials, and most of the software developed for PDM are very recent. The central goal of the PDM project at Tennessee State University is to introduce engineering students to this method. The students participating in the project learn about PDM and the computer codes that are available to the design engineer. The software being used for this project is NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) developed under NASA probabilistic structural analysis program. NESSUS has three different modules which make it a very comprehensive computer code for PDM. Since this method is new to the students, its introduction into the engineering curriculum is to be in stages. These range from the introduction of PDM and its software to the applications. While this program is being developed for its eventual inclusion into the engineering curriculum, some graduate and undergraduate students are already carrying out some projects using this method. As the students are increasing their understanding on PDM, they are at the same time applying it to some common design problems. The areas this method is being applied at the moment include, Design of Gears (spur and worm); Design of Brakes; Design of Heat Exchangers Design of Helical Springs; and Design of Shock Absorbers. Some of the current results of these projects are presented.
Onwubiko, Chinyere↗
Implementation of Probabilistic Design Methodology at Tennessee State University
Engineering Design is one of the most important areas in engineering education. Deterministic Design Methodology (DDM) is the only design method that is taught in most engineering schools. This method does not give a direct account of uncertainties in design parameters. Hence, it is impossible to quantify the uncertainties in the response and the actual safety margin remains unknown. The desire for a design methodology tha can identify the primitive (random) variables that affect the structural behavior has led to a growing interest on Probabilistic Design Methodology (PDM). This method is gaining more recognition in industries than in educational institutions. Some of the reasons for the limited use of the PDM at the moment are that many are unaware of its potentials, and most of the software developed for PDM are very recent. The central goal of the PDM project at Tennessee State University is to introduce engineering students to the method. The students participating in the project learn about PDM and the computer codes that are available to the design engineer. The software being used of this project is NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) developed under NASA probabilistic structural analysis program. NESSUS has three different modules which make it a very comprehensive computer code for PDM. A research in technology transfer through course offering in PDM is in effect a Tennessee State University. The aim is to familiarize students with the problem of uncertainties in engineering design. Included in the paper are some projects on PDM carried out by some students and faculty. The areas this method is being applied at the moment include, Design of Gears (spur and worm); Design of Shafts; Design of Statistically Indeterminate Frame Structures; Design of Helical Springs; and Design of Shock Absorbers. Some of the current results of these projects are presented.
Onwubiko, Chinyere↗
An Aircraft Separation Algorithm with Feedback and Perturbation
A separation algorithm is a set of rules that tell aircraft how to maneuver in order to maintain a minimum distance between them. This paper investigates demonstrating that separation algorithms satisfy the FAA requirement for the occurrence of incidents by means of simulation. Any demonstration that a separation algorithm, or any other aspect of flight, satisfies the FAA requirement is a challenge because of the stringent nature of the requirement and the complexity of airspace operations. The paper begins with a probability and statistical analysis of both the FAA requirement and demonstrating meeting it by a Monte Carlo approach. It considers the geometry of maintaining separation when one plane must change its flight path. It then develops a simple feedback control law that guides the planes on their paths. The presence of feedback control permits the introduction of perturbations, and the stochastic nature of the chosen perturbation is examined. The simulation program is described. This paper is an early effort in the realistic demonstration of a stringent requirement. Much remains to be done.
White, Allan L.↗