A variational method for multistage launch vehicle optimization.
Calculus of variations method used to maximize payload capability for multistage launch vehicles
PAYLOAD MASS RATIO↗
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An historical survey of computational methods in optimal control.
Review of some of the salient theoretical developments in the specific area of optimal control algorithms. The first algorithms for optimal control were aimed at unconstrained problems and were derived by using first- and second-variation methods of the calculus of variations. These methods have subsequently been recognized as gradient, Newton-Raphson, or Gauss-Newton methods in function space. A much more recent addition to the arsenal of unconstrained optimal control algorithms are several variations of conjugate-gradient methods. At first, constrained optimal control problems could only be solved by exterior penalty function methods. Later algorithms specifically designed for constrained problems have appeared. Among these are methods for solving the unconstrained linear quadratic regulator problem, as well as certain constrained minimum-time and minimum-energy problems. Differential-dynamic programming was developed from dynamic programming considerations. The conditional-gradient method, the gradient-projection method, and a couple of feasible directions methods were obtained as extensions or adaptations of related algorithms for finite-dimensional problems. Finally, the so-called epsilon-methods combine the Ritz method with penalty function techniques.
Polak, E.↗
A Variational Method for the Optimization of Interplanetary Round-Trip Trajectories
The indirect method of the calculus of variations is used to optimize interplanetary round-trip trajectories for the case of a single, central, attracting body. The method of solution makes use of certain partial derivative properties of the Lagrangian multipliers associated with the Mayer formulation of the variational problem. This property of the multipliers allows the construction of mathematical expressions for certain other partial derivatives that must vanish when an optimum round trip has been found. These expressions are developed for the cases of propulsion systems using (1) fixed thrust and specific impulse or (2) variable thrust and constant exhaust jet power. Two numerical examples demonstrate how the analytical results may be applied to the solution of round-trip problems including (1) actual three-dimensional planetary positions and (2) planetocentric maneuvers.
VARIATIONAL CALCULUS↗
Variational Methods in Sensitivity Analysis and Optimization for Aerodynamic Applications
Variational methods (VM) sensitivity analysis, which is the continuous alternative to the discrete sensitivity analysis, is employed to derive the costate (adjoint) equations, the transversality conditions, and the functional sensitivity derivatives. In the derivation of the sensitivity equations, the variational methods use the generalized calculus of variations, in which the variable boundary is considered as the design function. The converged solution of the state equations together with the converged solution of the costate equations are integrated along the domain boundary to uniquely determine the functional sensitivity derivatives with respect to the design function. The determination of the sensitivity derivatives of the performance index or functional entails the coupled solutions of the state and costate equations. As the stable and converged numerical solution of the costate equations with their boundary conditions are a priori unknown, numerical stability analysis is performed on both the state and costate equations. Thereafter, based on the amplification factors obtained by solving the generalized eigenvalue equations, the stability behavior of the costate equations is discussed and compared with the state (Euler) equations. The stability analysis of the costate equations suggests that the converged and stable solution of the costate equation is possible only if the computational domain of the costate equations is transformed to take into account the reverse flow nature of the costate equations. The application of the variational methods to aerodynamic shape optimization problems is demonstrated for internal flow problems at supersonic Mach number range. The study shows, that while maintaining the accuracy of the functional sensitivity derivatives within the reasonable range for engineering prediction purposes, the variational methods show a substantial gain in computational efficiency, i.e., computer time and memory, when compared with the finite difference sensitivity analysis.
Ibrahim, A. H.↗
Variational Methods in Design Optimization and Sensitivity Analysis for Two-Dimensional Euler Equations
Variational methods (VM) sensitivity analysis employed to derive the costate (adjoint) equations, the transversality conditions, and the functional sensitivity derivatives. In the derivation of the sensitivity equations, the variational methods use the generalized calculus of variations, in which the variable boundary is considered as the design function. The converged solution of the state equations together with the converged solution of the costate equations are integrated along the domain boundary to uniquely determine the functional sensitivity derivatives with respect to the design function. The application of the variational methods to aerodynamic shape optimization problems is demonstrated for internal flow problems at supersonic Mach number range. The study shows, that while maintaining the accuracy of the functional sensitivity derivatives within the reasonable range for engineering prediction purposes, the variational methods show a substantial gain in computational efficiency, i.e., computer time and memory, when compared with the finite difference sensitivity analysis.
Ibrahim, A. H.↗
Solution of an optimal control lifting body entry problem by an improved method of perturbation functions
This paper presents a solution to a complex lifting reentry three-degree-of-freedom problem by using the calculus of variations to minimize the integral of the sum of the aerodynamics loads and heat rate input to the vehicle. The entry problem considered does not have state and/or control constraints along the trajectory. The calculus of variations method applied to this problem gives rise to a set of necessary conditions which are used to formulate a two point boundary value (TPBV) problem. This TPBV problem is then numerically solved by an improved method of perturbation functions (IMPF) using several starting co-state vectors. These vectors were chosen so that each one had a larger norm with respect to show how the envelope of convergence is significantly increased using this method and cases are presented to point this out.
Garcia, F., Jr.↗
Aeroassisted orbital maneuvering using Lyapunov optimal feedback control
A Liapunov optimal feedback controller incorporating a preferred direction of motion at each state of the system which is opposite to the gradient of a specified descent function is developed for aeroassisted orbital transfer from high-earth orbit to LEO. The performances of the Liapunov controller and a calculus-of-variations open-loop minimum-fuel controller, both of which are based on the 1962 U.S. Standard Atmosphere, are simulated using both the 1962 U.S. Standard Atmosphere and an atmosphere corresponding to the STS-6 Space Shuttle flight. In the STS-6 atmosphere, the calculus-of-variations open-loop controller fails to exit the atmosphere, while the Liapunov controller achieves the optimal minimum-fuel conditions, despite the + or - 40 percent fluctuations in the STS-6 atmosphere.
Grantham, Walter J.↗
Dual characterizations of optimal systems.
The complementary variational principle developed in a Hilbert space setting provides a duality principle in the calculus of variations with dynamic constraints. This concept is adopted in this paper to investigate dual characterizations of optimal control systems. Systems under consideration include those with dynamics governed by linear ordinary differential equations, linear partial differential equations and non-linear ordinary differential equations.
Chan, W. L.↗
A Variational Assimilation Method for Satellite and Conventional Data: Development of Basic Model for Diagnosis of Cyclone Systems
A summary is presented of the progress toward the completion of a comprehensive diagnostic objective analysis system based upon the calculus of variations. The approach was to first develop the objective analysis subject to the constraints that the final product satisfies the five basic primitive equations for a dry inviscid atmosphere: the two nonlinear horizontal momentum equations, the continuity equation, the hydrostatic equation, and the thermodynamic equation. Then, having derived the basic model, there would be added to it the equations for moist atmospheric processes and the radiative transfer equation.
Achtemeier, Gary L.↗
A variational theorem for creep with applications to plates and columns
A variational theorem is presented for a body undergoing creep. Solutions to problems of the creep behavior of plates, columns, beams, and shells can be obtained by means of the direct methods of the calculus of variations in conjunction with the stated theorem. The application of the theorem is illustrated for plates and columns by the solution of two sample problems.
Sanders, J Lyell, Jr↗
On stochastic extremum problems - calculus.
Lagrange multiplier technique for determining stationary points /of functions/ or stationary functions /of integrals/ of expected value of random functions with certain random constraints
LAGRANGE MULTIPLIER↗
A deterministic method for PWR loading pattern optimization
A new deterministic approach to core loading optimization is presented. Selection of fuel enrichment and burnable poison (BP) arrangement in a pressurized water reactor (PWR) core are optimally determined subject to power peaking factor (PF) constraints. The deterministic approach is based on the method of Lagrange multipliers and the direct adjoining approach for the inequality power PF constraint. The optimality conditions are derived using calculus of variations resulting in the presence of jump conditions and a linear control Hamiltonian. The optimal control problems are addressed by simultaneously minimizing the Hamiltonian using the gradient method and performing Newton's method in different regions of the core to produce viable solutions for the controls. Without active control of the power profile in PWRs during depletion, our methodology is able to satisfy the power PF constraint at all times by proper loading selection at the beginning of cycle (BOC). This is achieved by promoting the proper burnup path forward in time during the calculation of the forward optimality conditions. Here this information is utilized in the adjoint burnup calculation, which acts to propagate the optimal control path back to the BOC during the calculation of the adjoint optimality conditions. The methodology has been developed into a new code DMCO (Deterministic Multi-Control Optimization) which can produce two-dimensional two-group depletion results in approximately seven minutes per optimization iteration on a personal computer. No application of heuristics is required and the code is capable of finding solutions from initial control distributions. A preliminary case study is presented for the Westinghouse AP600 first cycle fuel loading design which achieved an extended fuel cycle while satisfying power PF constraints.
21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗
Modeling elasto-viscoplasticity in a consistent phase field framework
Existing continuum level phase field plasticity theories seek to solve plastic strain by minimizing the shear strain energy. However, rigorously speaking, for thermodynamic consistency it is required to minimize the total strain energy unless there is proof that hydrostatic strain energy is independent of plastic strain which is unfortunately absent. In this work, we extend the phase-field microelasticity theory of Khachaturyan et al. by minimizing the total elastic energy with constraint of incompressibility of plastic strain. We show that the flow rules derived from the Ginzburg-Landau type kinetic equation can be in line with Odqvist's law for viscoplasticity and Prandtl-Reuss theory. Free surfaces (external surfaces or internal cracks/voids) are treated in the model. Deformation caused by a misfitting spherical precipitate in an elasto-plastic matrix is studied by large-scale three-dimensional simulations in four different regimes in terms of the matrix: (a) elasto-perfectly-plastic, (b) elastoplastic with linear hardening, (c) elastoplastic with power-law hardening, and (d) elasto-perfectly-plastic with a free surface. The results are compared with analytical/numerical solutions of Lee et al. for (a-c) and analytical solution derived in this work for (d). Additionally, the J integral of a fixed crack is calculated in the phase-field model and discussed in the context of fracture mechanics.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics
The study considers the problem of simulation based time variant reliability analysis of nonlinear randomly excited dynamical systems. Attention is focused on importance sampling strategies based on the application of Girsanov's transformation method. Controls which minimize the distance function, as in the first order reliability method (FORM), are shown to minimize a bound on the sampling variance of the estimator for the probability of failure. Two schemes based on the application of calculus of variations for selecting control signals are proposed: the first obtains the control force as the solution of a two-point nonlinear boundary value problem, and, the second explores the application of the Volterra series in characterizing the controls. The relative merits of these schemes, vis-à-vis the method based on ideas from the FORM, are discussed. Illustrative examples, involving archetypal single degree of freedom (dof) nonlinear oscillators, and a multi-degree of freedom nonlinear dynamical system, are presented. The credentials of the proposed procedures are established by comparing the solutions with pertinent results from direct Monte Carlo simulations. - Highlights: • The distance minimizing control forces minimize a bound on the sampling variance. • Establishing Girsanov controls via solution of a two-point boundary value problem. • Girsanov controls via Volterra's series representation for the transfer functions.
97 MATHEMATICS AND COMPUTING↗
Differentiating the shape of stellarator coils with respect to the plasma boundary
The task of designing the geometry of a set of current-carrying coils that produce the magnetic field required to confine a given plasma equilibrium in stellarators is expressed as a minimization principle, namely that the coils minimize a suitably defined error expressed as a surface integral, which is recognized as the quadratic-flux. A penalty on the coil length is included to avoid pathological solutions. A simple expression for how the quadratic-flux and coil length vary as the coil geometry varies is derived, and an expression describing how this varies with variations in the surface geometry is derived. In conclusion, these expressions allow efficient coil-design algorithms to be implemented, and also enable efficient algorithms for varying the shape of the plasma surface in order to simplify the coil geometry, and a numerical illustration of this is given.
70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
Nonlocal Convection-Diffusion Problems on Bounded Domains and Finite-Range Jump Processes
In this paper, a nonlocal convection-diffusion model is introduced for the master equation of Markov jump processes in bounded domains. With minimal assumptions on the model parameters, the nonlocal steady and unsteady state master equations are shown to be well-posed in a weak sense. Finally, then the nonlocal operator is shown to be the generator of finite-range nonsymmetric jump processes and, when certain conditions on the model parameters hold, the generators of finite and infinite activity Lévy and Lévy-type jump processes are shown to be special instances of the nonlocal operator.
97 MATHEMATICS AND COMPUTING↗
Interplanetary Trajectory Optimization with Powerlimited Propulsion Systems
A trajectory-optimization process is described in which the optimum thrust equations are derived using the calculus of variations. The magnitude of the thrust is constrained within an upper and a lower bound, but the thrust direction is arbitrary. This formulation allows both the constant-thrust program and the variable-thrust program to be considered. For the constant-thrust program, certain propulsion-system parameters are optimized for maximum final vehicle mass. This theory has been used to study interplanetary missions to Venus and Mars using a power-limited propulsion system. Both one-way and round trip rendezvous trajectories are considered. The analysis employs a two-body inverse-square force-field model of three dimensions. An iterative routine used to solve the two-point boundary-value problem is described in the Appendix.
TRAJECTORY↗
Optimum Interplanetary Rendezvous Trajectories With Powerlimited Vehicles
The optimum-thrust equations for both variable and constant thrust are presented. These thrust programs are used to generate rendezvous trajectories from the Earth to Mars for various flight times and launch dates during the years 1968-71. The manner in which the propulsion requirements vary with flight time and launch date are considered, and a comparison of vehicle performance using the variable- and constant-thrust programs is presented. The optimization of the pro- pulsion system parameters is discussed, and the existence of optimum launch dates is interpreted in terms of certain transversality conditions derivable from the calculus of variations. A brief comparison of the advanced propulsion vehicle and the ballistic vehicle propulsion requirements is made for Earth-Mars rendezvous trajectories. An appendix considering the analytical basis for this work is included.
INTERPLANETARY TRAJECTORY↗