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NASA NTRS1985

An Algorithm for Efficient Maximum Likelihood Estimation and Confidence Interval Determination in Nonlinear Estimation Problems

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The algorithm was developed for airplane parameter estimation problems but is well suited for most nonlinear, multivariable, dynamic systems. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort. MNRES determines the sensitivities with less computational effort than using either a finite-difference method or integrating the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, thus eliminating algorithm reformulation with each new model and providing flexibility to use model equations in any format that is convenient. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. It is observed that the degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. The CR bounds were found to be close to the bounds determined by the search when the degree of nonlinearity was small. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels for the parameter confidence limits. The primary utility of the measure, however, was found to be in predicting the degree of agreement between Cramer-Rao bounds and search estimates.

Murphy, Patrick Charles↗

NASA NTRS1974

Theoretical investigations on plasma processes in the Kaufman thruster

An analysis of the sputtering of metal surfaces and grids by ions of medium energies is given and it is shown that an exact, nonlinear, hyperbolic wave equation for the temperature field describes the transient transport of heat in metals. Quantum statistical and perturbation theoretical analysis of surface sputtering by low energy ions are used to develop the same expression for the sputtering rate. A transport model is formulated for the deposition of sputtered atoms on system components. Theoretical efforts in determining the potential distribution and the particle velocity distributions in low pressure discharges are briefly discussed.

Wilhelm, H. E.↗

NASA NTRS1983

Spectral methods for time dependent partial differential equations

The theory of spectral methods for time dependent partial differential equations is reviewed. When the domain is periodic Fourier methods are presented while for nonperiodic problems both Chebyshev and Legendre methods are discussed. The theory is presented for both hyperbolic and parabolic systems using both Galerkin and collocation procedures. While most of the review considers problems with constant coefficients the extension to nonlinear problems is also discussed. Some results for problems with shocks are presented.

Gottlieb, D.↗

NASA NTRS1985

A high-precision finite element method for shock-tube calculations

A two-pass explicit scheme is developed in order to exploit some of the capabilities of finite difference modeling (FDM) for finite element modeling (FEM), which offers the opportunity to account for any type of geometry in fluid flow modeling. Features of the first-order upwind and the Lax-Wendroff high precision explicit finite difference algorithms are reviewed. A flux limiter is developed for FEM to serve as an analog for the single limiter function which has been defined for the various FDMs. It is shown that an antidiffusive limiter must be introduced into the weighting function which normally multiplies the time-derivative term in the variational equation. The two-pass scheme which results is demonstrated to be the equivalent of FDMs with five-point support. However, the present scheme is valid only for one-dimensional calculations and linear shape functions for shock tube flow phenomena. Further work is required for its use with nonlinear hyperbolic systems.

Hughes, T. J. R.↗

NASA NTRS2020

Multigrid Preconditioning for a Space-Time Spectral-Element Discontinuous-Galerkin Solver

In this work we examine a multigrid preconditioning approach in the context of a high- order tensor-product discontinuous-Galerkin spectral-element solver. We couple multigrid ideas together with memory lean and efficient tensor-product preconditioned matrix-free smoothers. Block ILU(0)-preconditioned GMRES smoothers are employed on the coarsest spaces. The performance is evaluated on nonlinear problems arising from unsteady scale- resolving solutions of the Navier-Stokes equations: separated low-Mach unsteady ow over an airfoil from laminar to turbulent ow. A reduction in the number of ne space iterations is observed, which proves the efficiency of the approach in terms of preconditioning the linear systems, however this gain was not reflected in the CPU time. Finally, the preconditioner is successfully applied to problems characterized by stiff source terms such as the set of RANS equations, where the simple tensor product preconditioner fails. Theoretical justification about the findings is reported and future work is outlined.

Franciolini, Matteo↗

NASA NTRS1994

Optimizations on Designing High-Resolution Finite-Difference Schemes

We describe a general optimization procedure for both maximizing the resolution characteristics of existing finite differencing schemes as well as designing finite difference schemes that will meet the error tolerance requirements of numerical solutions. The procedure is based on an optimization process. This is a generalization of the compact scheme introduced by Lele in which the resolution is improved for single, one-dimensional spatial derivative, whereas in the present approach the complete scheme, after spatial and temporal discretizations, is optimized on a range of parameters of the scheme and the governing equations. The approach is to linearize and Fourier analyze the discretized equations to check the resolving power of the scheme for various wave number ranges in the solution and optimize the resolution to satisfy the requirements of the problem. This represents a constrained nonlinear optimization problem which can be solved to obtain the nodal weights of discretization. An objective function is defined in the parametric space of wave numbers, Courant number, Mach number and other quantities of interest. Typical criterion for defining the objective function include the maximization of the resolution of high wave numbers for acoustic and electromagnetic wave propagations and turbulence calculations. The procedure is being tested on off-design conditions of non-uniform mesh, non-periodic boundary conditions, and non-constant wave speeds for scalar and system of equations. This includes the solution of wave equations and Euler equations using a conventional scheme with and without optimization and the design of an optimum scheme for the specified error tolerance.

Liu, Yen↗

NASA NTRS1975

Investigation B: Laminar confined coaxial entrance flow with heat generation

The results of a parametric study on the entrance flow region in a gas core nuclear reactor are presented. The physical system is modeled as laminar confined, coaxial flow with heat generation in the inner fluid. The governing equations include the boundary layer approximations and the assumptions of only radial radiative transport of energy represented as an energy diffusion term. The Von Mises transformation and a zeta transformation are used to transform the equations into nonlinear nonhomogeneous convective-diffusion equations. A unique combination of forward and backward difference equations which yields accurate results at moderate computational times, is used in the numerical method. Results show that the rapidly accelerating, heat generating inner stream actually shrinks in radius as it expands axially.

Bobba, G. K. M.↗

NASA NTRS1984

Application of a full potential method for computation of three-dimensional supersonic flows

A nonlinear aerodynamic analysis technique based on the full potential equation in conservative form has been modified to permit treatment of supersonic flows with embedded subsonic regions (typically near the fuselage-canopy juncture and the wing leading edge). Solution procedures for the equations do not require any specific form of geometry or physical grid system. This results in the capability to analyze easily very complex geometries provided the posed problem lies within the isentropic restrictions of the full potential theory. Characteristic signal propagation theory is used to monitor the type dependent flow and a conservative switching scheme is employed to transition from the supersonic marching algorithm to a subsonic relaxation procedure and vice versa. An implicit approximate factorization scheme is used to solve the finite-difference equations. These modifications now permit analysis of fully three-dimensional flowfields including the interference effects due to lifting surface wakes. Improved grid generation capability allows analysis of complete complex aircraft geometries (fuselage, wing, tail, wing wake, and tail wake). Results are presented showing very good correlations with experimental surface pressure data and aerodynamic force data at both design and off-design operating points. Configurations examined include several waverider concepts, an arrow wing-body with wake, an advanced tactical fighter concept, and a fighter forebody-canard configuration.

Jones, K. M.↗

NASA NTRS1985

A first-order Green's function approach to supersonic oscillatory flow: A mixed analytic and numeric treatment

A frequency domain Green's Function Method for unsteady supersonic potential flow around complex aircraft configurations is presented. The focus is on the supersonic range wherein the linear potential flow assumption is valid. In this range the effects of the nonlinear terms in the unsteady supersonic compressible velocity potential equation are negligible and therefore these terms will be omitted. The Green's function method is employed in order to convert the potential flow differential equation into an integral one. This integral equation is then discretized, through standard finite element technique, to yield a linear algebraic system of equations relating the unknown potential to its prescribed co-normalwash (boundary condition) on the surface of the aircraft. The arbitrary complex aircraft configuration (e.g., finite-thickness wing, wing-body-tail) is discretized into hyperboloidal (twisted quadrilateral) panels. The potential and co-normalwash are assumed to vary linearly within each panel. The long range goal is to develop a comprehensive theory for unsteady supersonic potential aerodynamic which is capable of yielding accurate results even in the low supersonic (i.e., high transonic) range.

Freedman, M. I.↗

NASA NTRS1987

Lyapunov exponents for infinite dimensional dynamical systems

Classically it was held that solutions to deterministic partial differential equations (i.e., ones with smooth coefficients and boundary data) could become random only through one mechanism, namely by the activation of more and more of the infinite number of degrees of freedom that are available to such a system. It is only recently that researchers have come to suspect that many infinite dimensional nonlinear systems may in fact possess finite dimensional chaotic attractors. Lyapunov exponents provide a tool for probing the nature of these attractors. This paper examines how these exponents might be measured for infinite dimensional systems.

Mhuiris, Nessan Mac Giolla↗

NASA NTRS1986

Heat and mass transfer in porous media phase separation at temperatures below the lambda-point of He-4

Newtonian fluid motion, coupled to heat transfer via latent heat of phase transition, is well known from numerous studies of condensation and boiling. Considerably less knowledge is available for vapor-liquid phase separation in the absence of gravity effect on the transport phenomena. The present studies are focused on heat and mass transfer associated with vapor-liquid phase separation required for long-term storage of the cryogen liquid He II in space vessels. Though space conditions are the dominant mode of interest in advanced equipment, e.g. IR telescopes, the systems may be operated in principle during terrestrial conditions. The latter are considered in the present work. It emphasizes the linear regime including an extrapolation based on variable thermophysical properties. Data taken with a phase separation approach show departures from the linear regime prediction. They agree with a transport equation proposed for the nonlinear, turbulent regime.

Yuan, S. W. K.↗

NASA NTRS1992

Antenna analysis using neural networks

Conventional computing schemes have long been used to analyze problems in electromagnetics (EM). The vast majority of EM applications require computationally intensive algorithms involving numerical integration and solutions to large systems of equations. The feasibility of using neural network computing algorithms for antenna analysis is investigated. The ultimate goal is to use a trained neural network algorithm to reduce the computational demands of existing reflector surface error compensation techniques. Neural networks are computational algorithms based on neurobiological systems. Neural nets consist of massively parallel interconnected nonlinear computational elements. They are often employed in pattern recognition and image processing problems. Recently, neural network analysis has been applied in the electromagnetics area for the design of frequency selective surfaces and beam forming networks. The backpropagation training algorithm was employed to simulate classical antenna array synthesis techniques. The Woodward-Lawson (W-L) and Dolph-Chebyshev (D-C) array pattern synthesis techniques were used to train the neural network. The inputs to the network were samples of the desired synthesis pattern. The outputs are the array element excitations required to synthesize the desired pattern. Once trained, the network is used to simulate the W-L or D-C techniques. Various sector patterns and cosecant-type patterns (27 total) generated using W-L synthesis were used to train the network. Desired pattern samples were then fed to the neural network. The outputs of the network were the simulated W-L excitations. A 20 element linear array was used. There were 41 input pattern samples with 40 output excitations (20 real parts, 20 imaginary). A comparison between the simulated and actual W-L techniques is shown for a triangular-shaped pattern. Dolph-Chebyshev is a different class of synthesis technique in that D-C is used for side lobe control as opposed to pattern shaping. The interesting thing about D-C synthesis is that the side lobes have the same amplitude. Five-element arrays were used. Again, 41 pattern samples were used for the input. Nine actual D-C patterns ranging from -10 dB to -30 dB side lobe levels were used to train the network. A comparison between simulated and actual D-C techniques for a pattern with -22 dB side lobe level is shown. The goal for this research was to evaluate the performance of neural network computing with antennas. Future applications will employ the backpropagation training algorithm to drastically reduce the computational complexity involved in performing EM compensation for surface errors in large space reflector antennas.

Smith, William T.↗

NASA NTRS1993

Canonical forms of multidimensional steady inviscid flows

Canonical forms and canonical variables for inviscid flow problems are derived. In these forms the components of the system governed by different types of operators (elliptic and hyperbolic) are separated. Both the incompressible and compressible cases are analyzed, and their similarities and differences are discussed. The canonical forms obtained are block upper triangular operator form in which the elliptic and non-elliptic parts reside in different blocks. The full nonlinear equations are treated without using any linearization process. This form enables a better analysis of the equations as well as better numerical treatment. These forms are the analog of the decomposition of the one dimensional Euler equations into characteristic directions and Riemann invariants.

Taasan, Shlomo↗

NASA NTRS1993

Control of micromachined deformable mirrors

A micromachined deformable mirror with pixelated electrostatic actuators is proposed. The paper begins with a physical description of the proposed mirror. Then a mathematical model in the form of a nonlinear partial differential equation describing the mirror surface deformations is derived. This model is used to derive the required voltages for the actuators to achieve a specified static deformation of the mirror surface. This is followed by the derivation of a static nonlinear feedback controller for achieving noninteracting actuation. Then the structure for a complete control system for wavefront correction is proposed. The paper concludes with a discussion of the physical implementation of the proposed control system.

Agronin, M. L.↗

NASA NTRS1995

Inversion Of Dynamical Equations For Control Of Attitude

Method of inverting nonlinear equations of rotational dynamics of rigid body used to design feedback control of orientation of body. Applicable to both direction-cosine and quaternion formulations suitable for large-angle maneuvers. Exploiting some apparently little-known properties of direction cosine and quaternion formulations, method leads to equations for model-follower control system that exhibits exactly linear attitude-error dynamics. Quarternion system more robust in responding to large roll-angle commands.

Bach, Ralph↗

NASA NTRS1992

Control of Micromachined Deformable Mirrors

A micromachined deformable mirror with pixelated electrostatic actuators is proposed. The paper begins with a physical description of the proposed mirror. Then, a mathematical model in the form of a nonlinear partial differential equation describing the mirror surface deformations is derived. This model is used to derive the required voltages for the actuators to achieve a specified static deformation of the mirror surface. This is followed by the derivation of a static nonlinear feedback controller for achieving noninteracting actuation. Then, the structure for a complete control system for wavefront correction is proposed. The paper concludes with a discussion of the physical implementation of the proposed control system.

mirrors↗

NASA NTRS1973

A new approach to the design of time varying control systems with application to the space shuttle booster

A general approach toward the analysis and design of closed loop control for slowly time-varying linear systems was investigated. The approach is by the method of generalized multiple scales, in which slow and fast dynamics are systematically separated by employing different clocks which measure time at varying rates. The clocks, which are necessarily nonlinear functions of time, so that the system dynamics are asymptotically invariant with respect to the new time scale. A transfer function relating the output to the input for general linear slowly time-varying systems is developed and represents the actual system under certain conditions. The clock functions are shown to satisfy an algebraic characteristic equation and can be determined in general in terms of the coefficients.

Ramnath, R. V.↗

NASA NTRS1988

An approximation theory for the identification of nonlinear distributed parameter systems

An abstract approximation framework for the identification of nonlinear distributed parameter systems is developed. Inverse problems for nonlinear systems governed by strongly maximal monotone operators (satisfying a mild continuous dependence condition with respect to the unknown parameters to be identified) are treated. Convergence of Galerkin approximations and the corresponding solutions of finite dimensional approximating identification problems to a solution of the original finite dimensional identification problem is demonstrated using the theory of nonlinear evolution systems and a nonlinear analog of the Trotter-Kato approximation result for semigroups of bounded linear operators. The nonlinear theory developed here is shown to subsume an existing linear theory as a special case. It is also shown to be applicable to a broad class of nonlinear elliptic operators and the corresponding nonlinear parabolic partial differential equations to which they lead. An application of the theory to a quasilinear model for heat conduction or mass transfer is discussed.

Banks, H. T.↗