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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 1,297 records · Page 72
All sourcesNASA NTRSDOE OSTI
DOE OSTI2018

Dynamic Investment and Counterparty Risk

We introduce a dynamic optimization framework in which collateral is used to mitigate losses arising at counterparty’s default. The investor faces two sources of risk: the default risk of the entity referencing the traded credit swap security, and counterparty risk generated from the default event of the trading counterparty. We show that the value function of the control problem coincides with the classical solution of a nonlinear dynamic programming equation. We provide an explicit characterization of the optimal investment strategy, and show that the investor does not trade if counterparty risk is sufficiently high. These findings suggest that moving credit swap trades into well-designed clearinghouses may stimulate economic activities.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Large-Time Behavior of Solutions to Vlasov-Poisson-Fokker-Planck Equations: From Evanescent Collisions to Diffusive Limit

The present contribution investigates the dynamics generated by the two-dimensional Vlasov-Poisson-Fokker-Planck equation for charged particles in a steady inhomogeneous background of opposite charges. We provide global in time estimates that are uniform with respect to initial data taken in a bounded set of a weighted L{sup 2} space, and where dependencies on the mean-free path τ and the Debye length δ are made explicit. In our analysis the mean free path covers the full range of possible values: from the regime of evanescent collisions τ→∞ to the strongly collisional regime τ→0. As a counterpart, the largeness of the Debye length, that enforces a weakly nonlinear regime, is used to close our nonlinear estimates. Accordingly we pay a special attention to relax as much as possible the τ-dependent constraint on δ ensuring exponential decay with explicit τ-dependent rates towards the stationary solution. In the strongly collisional limit τ→0, we also examine all possible asymptotic regimes selected by a choice of observation time scale. Here also, our emphasis is on strong convergence, uniformity with respect to time and to initial data in bounded sets of a L{sup 2} space. Our proofs rely on a detailed study of the nonlinear elliptic equation defining stationary solutions and a careful tracking and optimization of parameter dependencies of hypocoercive/hypoelliptic estimates.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS2017

Economical Unsteady High-Fidelity Aerodynamics for Structural Optimization with a Flutter Constraint

Structural optimization with a flutter constraint for a vehicle designed to fly in the transonic regime is a particularly difficult task. In this speed range, the flutter boundary is very sensitive to aerodynamic nonlinearities, typically requiring high-fidelity Navier-Stokes simulations. However, the repeated application of unsteady computational fluid dynamics to guide an aeroelastic optimization process is very computationally expensive. This expense has motivated the development of methods that incorporate aspects of the aerodynamic nonlinearity, classical tools of flutter analysis, and more recent methods of optimization. While it is possible to use doublet lattice method aerodynamics, this paper focuses on the use of an unsteady high-fidelity aerodynamic reduced order model combined with successive transformations that allows for an economical way of utilizing high-fidelity aerodynamics in the optimization process. This approach is applied to the common research model wing structural design. As might be expected, the high-fidelity aerodynamics produces a heavier wing than that optimized with doublet lattice aerodynamics. It is found that the optimized lower skin of the wing using high-fidelity aerodynamics differs significantly from that using doublet lattice aerodynamics.

Bartels, Robert E.↗
NASA NTRS1971

Direct modeling parameter signature analysis and failure mode prediction of physical systems using hybrid computer optimization

High speed automated identification and design of dynamic systems, both linear and nonlinear, are discussed. Special emphasis is placed on developing hardware and techniques which are applicable to practical problems. The basic modeling experiment and new results are described. Using the improvements developed successful identification of several systems, including a physical example as well as simulated systems, was obtained. The advantages of parameter signature analysis over signal signature analysis in go-no go testing of operational systems were demonstrated. The feasibility of using these ideas in failure mode prediction in operating systems was also investigated. An improved digital controlled nonlinear function generator was developed, de-bugged, and completely documented.

Drake, R. L.↗
NASA NTRS1977

Simulator evaluation of optimal thrust management/fuel conservation strategies for airbus aircraft on short haul routes

The feasibility of incorporating optimal concepts into a practical system was determined. Various earlier theoretical analyses were confirmed, and insight was gained into the sensitivity of fuel conservation strategies to nonlinear and second order aerodynamic and engine characteristics. In addition to the investigation of optimal trajectories the study ascertained combined fuel savings by utilizing various procedure-oriented improvements such as delayed flap/decelerating approaches and great circle navigation.

Bochem, J. H.↗
DOE OSTI2022

A Nonlinear Direct Power Controller for a Three-Phase Grid-Connected Inverter with Online Parameter Update for PV Application

This work proposes a nonlinear direct power controller for a three-phase grid-connected inverter for photovoltaic application. Grid-connected converters for solar applications require advanced control architectures to ensure optimal operation and extraction of maximum power from the photovoltaic arrays. Therefore, to ensure this, a nonlinear power controller architecture has been proposed to extract the maximum power from the solar arrays and to achieve the most optimal operation. To further improve the performance, a parameter update scheme has been utilized which is based on model reference adaptive system. The latter helps to accomplish not only good dynamic response but also excellent tracking performance. The overall control come estimation architecture is verified based on computer simulations via MATLAB/Simulink and PLECS domain and various important case study results are presented.

direct power control↗
DOE OSTI2021

Validation and Demonstration of Control System Functional Capabilities within the IES Plug-and-Play Simulation Environment

The concept of an integrated energy system (IES) is meant to combine different energy technologies in synergistic ways to achieve a more secure and economical energy supply. The RAVEN-based HYBRID framework is used to find the optimal installed capacity and the optimal economical dispatch of each component of the IES. The new RAVEN plugin for grid and capacity optimization (HERON) only addresses the limits that affect the production variables and the corresponding rates of variation (explicit constraints). However, other variables are subject to constraints, and the associated limits should be accounted for (implicit constraints). In particular, for the power dispatch problem, the optimization algorithm takes into account the limits on the electrical power output and the corresponding hourly power variations but does not consider other constraints on process variables whose response affects the service life of the IES. This report describes a scheme that allows accounting for implicit constraints without increasing the size of the optimization problem. To obtain a more accurate approximation of the nonlinear dynamic behavior, a parametric version of the dynamic mode decomposition with control (DMDc) algorithm was developed to derive the state-space representation matrices of the IES components at different scheduling parameter. Thanks to this approach, a more accurate approximation of the system response can be obtained, the limits imposed by thermal mechanical implicit constraints can be translated into power dispatch limits, and the feedbacks to HERON power dispatcher can be provided. To assess the developed methodology, a power dispatching test case composed of three power generating and storage units (Balance of Plant, Secondary Energy Source, Thermal Energy Storage) was developed. The power output of each one of the three units was optimized to meet the imposed time-dependent load demand trajectory and to maximize the IES profitability by meeting both the explicit and implicit constraints.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2017

Multigrid Reduction in Time for Nonlinear Parabolic Problems: A Case Study

The need for parallelism in the time dimension is being driven by changes in computer architectures, where performance increases are now provided through greater concurrency, not faster clock speeds. This creates a bottleneck for sequential time marching schemes because they lack parallelism in the time dimension. Multigrid reduction in time (MGRIT) is an iterative procedure that allows for temporal parallelism by utilizing multigrid reduction techniques and a multilevel hierarchy of coarse time grids. MGRIT has been shown to be effective for linear problems, with speedups of up to 50 times. The goal of this work is the efficient solution of nonlinear problems with MGRIT, where efficiency is defined as achieving similar performance when compared to an equivalent linear problem. The benchmark nonlinear problem is the p-Laplacian, where p=4 corresponds to a well-known nonlinear diffusion equation and p=2 corresponds to the standard linear diffusion operator, our benchmark linear problem. The key difficulty encountered is that the nonlinear time-step solver becomes progressively more expensive on coarser time levels as the time-step size increases. To overcome such difficulties, multigrid research has historically targeted an accumulated body of experience regarding how to choose an appropriate solver for a specific problem type. To that end, this paper develops a library of MGRIT optimizations and modifications, most important an alternate initial guess for the nonlinear time-step solver and delayed spatial coarsening, that will allow many nonlinear parabolic problems to be solved with parallel scaling behavior comparable to the corresponding linear problem.

parareal↗
DOE OSTI2025

Preserving nonlinear constraints in variational flow filtering data assimilation

Data assimilation aims to estimate the states of a dynamical system by optimally combining sparse and noisy observations of the physical system with uncertain forecasts produced by a computational model. The states of many dynamical systems of interest obey nonlinear physical constraints, and the corresponding dynamics is confined to a certain sub-manifold of the state space. Standard data assimilation techniques applied to such systems yield posterior states lying outside the manifold, violating the physical constraints. This work focuses on particle flow filters which use stochastic differential equations to evolve state samples from a prior distribution to samples from an observation-informed posterior distribution. The variational Fokker-Planck (VFP)—a generic particle flow filtering framework—is extended to incorporate non-linear, equality state constraints in the analysis. To this end, two algorithmic approaches that modify the VFP stochastic differential equation are discussed: (i) VFPSTAB, to inexactly preserve constraints with the addition of a stabilizing drift term, and (ii) VFPDAE, to exactly preserve constraints by treating the VFP dynamics as a stochastic differential-algebraic equation (SDAE). Additionally, an implicit-explicit time integrator is developed to evolve the VFPDAE dynamics. The strength of the proposed approach for constraint preservation in data assimilation is demonstrated on three test problems: the double pendulum, Korteweg-de-Vries, and the incompressible Navier-Stokes equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Bilevel optimization, deep learning and fractional Laplacian regularization with applications in tomography

Here we consider a generalized bilevel optimization framework for solving inverse problems. We introduce fractional Laplacian as a regularizer to improve the reconstruction quality, and compare it with the total variation regularization. We emphasize that the key advantage of using fractional Laplacian as a regularizer is that it leads to a linear operator, as opposed to the total variation regularization which results in a nonlinear degenerate operator. Inspired by residual neural networks, to learn the optimal strength of regularization and the exponent of fractional Laplacian, we develop a dedicated bilevel optimization neural network with a variable depth for a general regularized inverse problem. We illustrate how to incorporate various regularizer choices into our proposed network. As an example, we consider tomographic reconstruction as a model problem and show an improvement in reconstruction quality, especially for limited data, via fractional Laplacian regularization. We successfully learn the regularization strength and the fractional exponent via our proposed bilevel optimization neural network. We observe that the fractional Laplacian regularization outperforms total variation regularization. This is specially encouraging, and important, in the case of limited and noisy data.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

Temperature elevation by HIFU in ex vivo porcine muscle: MRI measurement and simulation study

Purpose: High-intensity focused ultrasound is a rapidly developing medical technology with a large number of potential clinical applications. Computational model can play a pivotal role in the planning and optimization of the treatment based on the patient's image. Nonlinear propagation effects can significantly affect the temperature elevation and should be taken into account. In order to investigate the importance of nonlinear propagation effects, nonlinear Westervelt equation was solved. Weak nonlinear propagation effects were studied. The purpose of this study was to investigate the correlation between the predicted and measured temperature elevations and lesion in a porcine muscle. Methods: The investigated single-element transducer has a focal length of 12 cm, an aperture of 8 cm, and frequency of 1.08 MHz. Porcine muscle was heated for 30 s by focused ultrasound transducer with an acoustic power in the range of 24–56 W. The theoretical model consists of nonlinear Westervelt equation with relaxation effects being taken into account and Pennes bioheat equation. Results: Excellent agreement between the measured and simulated temperature rises was found. For peak temperatures above 85–90 °C “preboiling” or cavitation activity appears and lesion distortion starts, causing small discrepancy between the measured and simulated temperature rises. From the measurements and simulations, it was shown that distortion of the lesion was caused by the “preboiling” activity. Conclusions: The present study demonstrated that for peak temperatures below 85–90 °C numerical simulation results are in excellent agreement with the experimental data in three dimensions. Both temperature rise and lesion size can be well predicted. Due to nonlinear effect the temperature in the focal region can be increased compared with the linear case. The current magnetic resonance imaging (MRI) resolution is not sufficient. Due to the inevitable averaging the measured temperature can be 10–30 °C lower than the peak temperature. Computational fluid dynamics can provide additional important information that is lost using a state of the art MRI device.

62 RADIOLOGY AND NUCLEAR MEDICINE↗
DOE OSTI2021

Convergence of sum-up rounding schemes for cloaking problems governed by the Helmholtz equation

In this work, we consider the problem of designing a cloak for waves described by the Helmholtz equation from an integer programming point of view. The problem can be modeled as a PDE-constrained optimization problem with integer-valued control inputs that are distributed in the computational domain. A first-discretize-then-optimize approach results in a large-scale mixed-integer nonlinear program that is in general intractable because of the large number of integer variables that arise from the discretization of the domain. Instead, we propose an efficient algorithm that is able to approximate the local infima of the underlying nonconvex infinite-dimensional problem arbitrarily close without the need to solve the discretized finite-dimensional integer programs to optimality. We optimize only the continuous relaxations of the approximations for local minima and then apply the sum-up rounding methodology to obtain integer-valued controls. If the solutions of the discretized continuous relaxations converge to a local minimizer of the continuous relaxation, then the resulting discrete-valued control sequence converges weakly \(^*\) in \(L^\infty\) to the same local minimizer. These approximation properties follow under suitable refinements of the involved discretization grids. Our results use familiar concepts arising from the analytical properties of the underlying PDE and complement previous results, derived from a topology optimization point of view.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Calibration of the E3SM Land Model Using Surrogate‐Based Global Optimization

Abstract Calibration of the Energy Exascale Earth System Model (E3SM), land model (ELMv0) is challenging because of its model complexity, strong model nonlinearity, and significant computational requirements. Therefore, only a limited number of simulations can be allowed in any attempt to find a near‐optimal solution within an affordable time. The goal of this study is to calibrate some of the ELMv0 parameters to improve model projection of carbon fluxes. We propose a computationally efficient global optimization procedure using sparse‐grid based surrogates. We first use advanced sparse grid (SG) interpolation to construct a surrogate system of the ELMv0, and then calibrate the surrogate model in the optimization process. As the surrogate model is a polynomial whose evaluation is fast, it can be efficiently evaluated a sufficiently large number of times in the optimization, which facilitates the global search. We calibrate eight parameters against five years of net ecosystem exchange, total leaf area index, and latent heat flux data from the U.S. Missouri Ozark flux tower. The calibrated model is then used for predicting the three variables in the following 4 years. The results indicate that an accurate surrogate model can be created for the ELMv0 with a relatively small number of SG points, i.e., a few ELMv0 simulations that can be fully parallel. And, the application of the optimized parameters leads to a better model performance and a higher predictive capability than the default parameter values in the ELMv0.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2011

Impact of instrumental systematics on the CMB bispectrum

We study the effects of instrumental systematics on the estimation of primordial non-Gaussianity using the cosmic microwave background (CMB) bispectrum from both the temperature and the polarization anisotropies. For temperature systematics we consider gain fluctuation and beam distortions. For polarization we consider effects related to known instrumental systematics: calibration, pixel rotation, differential gain, pointing, and ellipticity of the instrument beam. We consider these effects at the next to leading order, which we refer to as nonlinear systematic effects. We find that if the instrumental response is linearly proportional to the received CMB intensity, then only the shape of the primordial CMB bispectrum, if there is any, will be distorted. We show that the nonlinear response of the instrument can in general result in spurious non-Gaussian features on both the CMB temperature and polarization anisotropies, even if the primordial CMB is completely Gaussian. We determine the level for both the linear and nonlinear systematics parameters for which they would cause no significant degradation of our ability to constrain the primordial non-Gaussianity amplitude f{sub NL}. We find that the nonlinear systematics are potentially a bigger worry for extracting the primordial non-Gaussianity than the linear systematics, especially because the current and near future CMB probes are optimized for CMB power-spectrum measurements which are not particularly sensitive to the nonlinear instrument response. We find that if instrumental nonlinearities are not controlled by dedicated calibration, the effective local non-Gaussianity can be as large as f{sub NL}{approx}O(10) before the corresponding nonlinearities show up in the CMB dipole measurements. The higher-order multipoles are even less sensitive to instrumental nonlinearities.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2011

Study of electron bunching in gyroklystrons

In this paper the study of electron bunching in the output cavity of gyroklystron has been carried out to optimize the output efficiency of gyroklystron by numerically solving the coupled equations obtained from nonlinear analysis, describing the strong interaction between the beam and RF fields in the output cavity of the gyroklystron. The generalized results obtained here can be applied to optimize the output efficiency of a gyroklystron of any frequency and power. (author)

43 PARTICLE ACCELERATORS↗
NASA NTRS2015

Rapid Generation of Optimal Asteroid Powered Descent Trajectories Via Convex Optimization

This paper investigates a convex optimization based method that can rapidly generate the fuel optimal asteroid powered descent trajectory. The ultimate goal is to autonomously design the optimal powered descent trajectory on-board the spacecraft immediately prior to the descent burn. Compared to a planetary powered landing problem, the major difficulty is the complex gravity field near the surface of an asteroid that cannot be approximated by a constant gravity field. This paper uses relaxation techniques and a successive solution process that seeks the solution to the original nonlinear, nonconvex problem through the solutions to a sequence of convex optimal control problems.

Pinson, Robin↗