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Recent advances in computational mathematics and applications

We are honored to bring you this special issue dedicated to recent advances in computational mathematics and applications in science and engineering. The papers in this special issue were presented in ”Conference on Computational Mathematics and Applications (CCMA)” held at the University of Nevada Las Vegas (UNLV) during October 25–27, 2019. The conference has attracted about 90 attendees from six countries. The 15 papers in the special issue comprise a diverse collection of theoretical numerical analysis as well as applications in various subjects. Topics cover optimal control of PDEs, discontinuous Galerkin methods, fluid flow in porous media, turbulence flow, static and moving interface problems, complex fluids composed by the mixture of Newtonian fluid and nematic (liquid crystal) flows, modeling of ocean–atmosphere system, image segmentation algorithm, uncertainty quantification problems for turbulence model and Maxwell’s equations, iterative solver for systems resulting from mixed methods, and novel methods for solving systems of nonlinear equations. As the Guest Editors we would like to thank Dr. Leland Jameson at NSF (National Science Foundation) for kindly supporting our conference proposal which made this conference possible. We would also like to thank Darren Sugrue from Elsevier who provided partial support for our conference, and Thennarasu Gunasekaran and his production team from Elsevier who produced this nice special issue. We are grateful to many people (Dr. Zhijian Wu, Lori Ornelas, Elsa Juarez, and many Ph.D. students) at the Department of Mathematical Sciences of UNLV who provided tremendous support for the conference. Finally, we very much appreciate all authors who contributed their precious results to this special issue.

97 MATHEMATICS AND COMPUTING↗

Estimation of characteristics and stochastic control of an aircraft flying in atmospheric turbulence

An adaptive control technique to improve the flying qualities of an aircraft in turbulence was investigated. The approach taken was to obtain maximum likelihood estimates of the unknown coefficients of the aircraft system and then, using these estimates along with the separation principle, to define the stochastic optimal control. The maximum likelihood estimation technique that accounted for the effects of turbulence provided good estimates of the unknown coefficients and of the turbulence. The assessment of the stochastic optimal control based on the maximum likelihood estimates showed that the desired effects were attained for the regulator problem of minimizing pitch angle and the tracking problem of requiring normal acceleration to follow the pilot input.

Iliff, K. W.↗

A linear-quadratic-Gaussian control problem with innovations-feedthrough solution

The structure of the separation-theorem solution to the standard linear-quadratic-Gaussian (LQG) control problem does not involve direct output feedback as a consequence of the form of the performance index. It is shown that the performance index may be generalized in a natural fashion so that the optimal control law involves output feedback or, equivalently, innovations feedthrough (IF). Applications where this formulation may be advantageous are indicated through an examination of properties of the IF control law.

Platzman, L. K.↗

Vibration control of large linear quadratic symmetric systems

Some unique properties on a class of the second order lambda matrices were found and applied to determine a damping matrix of the decoupled subsystem in such a way that the damped system would have preassigned eigenvalues without disturbing the stiffness matrix. The resulting system was realized as a time invariant velocity only feedback control system with desired poles. Another approach using optimal control theory was also applied to the decoupled system in such a way that the mode spillover problem could be eliminated. The procedures were tested successfully by numerical examples.

Jeon, G. J.↗

Two time scale design of output feedback systems

Singular perturbation techniques are used in this paper to develop a two time scale procedure for designing static gain output feedback controllers. It is shown that, if certain control spillover conditions are satisfied, control designs based on reduced-order models will stabilize the corrgsponding full system. Optimal output feedback control theory is used to derive the necessary conditions for the stabilizing gain matrix. The problem of stabilizing a model for a large space structure is used to illustrate the practicality of the approach.

Calise, A. J.↗

An algorithm for the solution of dynamic linear programs

The algorithm's objective is to efficiently solve Dynamic Linear Programs (DLP) by taking advantage of their special staircase structure. This algorithm constitutes a stepping stone to an improved algorithm for solving Dynamic Quadratic Programs, which, in turn, would make the nonlinear programming method of Successive Quadratic Programs more practical for solving trajectory optimization problems. The ultimate goal is to being trajectory optimization solution speeds into the realm of real-time control. The algorithm exploits the staircase nature of the large constraint matrix of the equality-constrained DLPs encountered when solving inequality-constrained DLPs by an active set approach. A numerically-stable, staircase QL factorization of the staircase constraint matrix is carried out starting from its last rows and columns. The resulting recursion is like the time-varying Riccati equation from multi-stage LQR theory. The resulting factorization increases the efficiency of all of the typical LP solution operations over that of a dense matrix LP code. At the same time numerical stability is ensured. The algorithm also takes advantage of dynamic programming ideas about the cost-to-go by relaxing active pseudo constraints in a backwards sweeping process. This further decreases the cost per update of the LP rank-1 updating procedure, although it may result in more changes of the active set that if pseudo constraints were relaxed in a non-stagewise fashion. The usual stability of closed-loop Linear/Quadratic optimally-controlled systems, if it carries over to strictly linear cost functions, implies that the saving due to reduced factor update effort may outweigh the cost of an increased number of updates. An aerospace example is presented in which a ground-to-ground rocket's distance is maximized. This example demonstrates the applicability of this class of algorithms to aerospace guidance. It also sheds light on the efficacy of the proposed pseudo constraint relaxation scheme.

Psiaki, Mark L.↗

Optimal placement of actuators and sensors in control augmented structural optimization

A control-augmented structural synthesis methodology is presented in which actuator and sensor placement is treated in terms of (0,1) variables. Structural member sizes and control variables are treated simultaneously as design variables. A multiobjective utopian approach is used to obtain a compromise solution for inherently conflicting objective functions such as strucutal mass control effort and number of actuators. Constraints are imposed on transient displacements, natural frequencies, actuator forces and dynamic stability as well as controllability and observability of the system. The combinatorial aspects of the mixed - (0,1) continuous variable design optimization problem are made tractable by combining approximation concepts with branch and bound techniques. Some numerical results for example problems are presented to illustrate the efficacy of the design procedure set forth.

Sepulveda, A. E.↗

Unified Optimization Of A Structure And Its Control System

Method for unified optimization of structure and its vibration-suppressing control system involves extension of established techniques of optimization via approach based on homotopy, in which cost function used as criterion for optimization of control system coupled to corresponding cost function of structure via new parameter. Applicable to such terrestrial problems as designing buildings with control actuators to prevent damage by earthquakes.

Milman, Mark H.↗

Minimum jerk trajectory planning for robotic manipulators

It has been experimentally verified that the jerk of the desired trajectory adversely affects the performance of the tracking control algorithms for robotic manipulators. In this paper, the reasons behind this effect are investigated, and an optimization problem that minimizes joint jerk over a prespecified Cartesian space trajectory is stated. The necessary conditions are derived, and a numerical algorithm is presented.

Kyriakopoulos, K. J.↗

Transport Aircraft Wing Camber Control: A Periodic Perturbation Approach

The possibilities of camber control are underscored by the relatively recent introduction of fly-by-wire technology in modem transport aircraft. To date, however, the issue of the algorithm for in-flight adaptive camber optimization has not been properly addressed. As such, the development of a robust and efficient algorithm to adjust, in flight, the aircraft control surfaces configuration is in order. This paper explores the applicability a periodic perturbation optimizing technique to this problem. The method is based on a direct measurement of the performance and, as such, it also includes the engines' contributions to the overall performance optimization. The actual performance improvement comes, thus, from the integrated effects of airframe and engine. The algorithm is demonstrated on a B720 flight simulator at NASA/Dryden Simulation Laboratory.

Espana, Martin↗

Orbit Modification of Earth-Crossing Asteroids/Comets Using Rendezvous Spacecraft and Laser Ablation

This report describes the approach and results of an end-to-end simulation to deflect a long-period comet (LPC) by using a rapid rendezvous spacecraft and laser ablation system. The laser energy required for providing sufficient deflection DELTA V and an analysis of possible intercept/rendezvous spacecraft trajectories are studied in this analysis. These problems minimize a weighted sum of the flight time and required propellant by using an advanced propulsion system. The optimal thrust-vector history and propellant mass to use are found in order to transfer a spacecraft from the Earth to a targeted celestial object. One goal of this analysis is to formulate an optimization problem for intercept/rendezvous spacecraft trajectories. One approach to alter the trajectory of the object in a highly controlled manner is to use pulsed laser ablative propulsion. A sufficiently intense laser pulse ablates the surface of a near-Earth object (NEO) by causing plasma blowoff. The momentum change from a single laser pulse is very small. However, the cumulative effect is very effective because the laser can interact with the object over long periods of time. The laser ablation technique can overcome the mass penalties associated with other nondisruptive approaches because no propellant is required to generate the DELTA V (the material of the celestial object is the propellant source). Additionally, laser ablation is effective against a wide range of surface materials and does not require any landing or physical attachment to the object. For diverting distant asteroids and comets, the power and optical requirements of a laser ablation system on or near the Earth may be too extreme to contemplate in the next few decades. A hybrid solution would be for a spacecraft to carry a laser as a payload to a particular celestial body. The spacecraft would require an advanced propulsion system capable of rapid rendezvous with the object and an extremely powerful electrical generator, which is likely needed for the propulsion system as well. The spacecraft would station-keep with the object at a small standoff distance while the laser ablation is performed.

Park, Sang-Young↗

Numerical approximation for the infinite-dimensional discrete-time optimal linear-quadratic regulator problem

An abstract approximation framework is developed for the finite and infinite time horizon discrete-time linear-quadratic regulator problem for systems whose state dynamics are described by a linear semigroup of operators on an infinite dimensional Hilbert space. The schemes included the framework yield finite dimensional approximations to the linear state feedback gains which determine the optimal control law. Convergence arguments are given. Examples involving hereditary and parabolic systems and the vibration of a flexible beam are considered. Spline-based finite element schemes for these classes of problems, together with numerical results, are presented and discussed.

Gibson, J. S.↗

Numerical approximation for the infinite-dimensional discrete-time optimal linear-quadratic regulator problem

An abstract approximation framework is developed for the finite and infinite time horizon discrete-time linear-quadratic regulator problem for systems whose state dynamics are described by a linear semigroup of operators on an infinite dimensional Hilbert space. The schemes included the framework yield finite dimensional approximations to the linear state feedback gains which determine the optimal control law. Convergence arguments are given. Examples involving hereditary and parabolic systems and the vibration of a flexible beam are considered. Spline-based finite element schemes for these classes of problems, together with numerical results, are presented and discussed.

Gibson, J. S.↗

Near-Optimal Performance of Stochastic Model Predictive Control

Here, this article presents a regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance index and additive and multiplicative uncertainties. Under a finite support assumption, the problem can be cast as a finite-dimensional quadratic program, but the problem becomes quickly intractable as the problem size grows exponentially in the horizon length. SMPC aims to compute approximate solutions by solving a sequence of problems with truncated prediction horizons and committing the solution in a receding-horizon fashion. Although this approach is widely used in practice, its performance relative to the optimal solution is not well understood. This article reports for the first time a rigorous near-optimal performance guarantee of SMPC: under stabilizability and detectability conditions, the regret of SMPC is exponentially small in the prediction horizon length, allowing SMPC to achieve near-optimal performance at a substantially reduced computational expense.

93E20, 93B45↗

An approach to structure/control simultaneous optimization for large flexible spacecraft

This paper presents an approach to the simultaneous optimal design of a structure and control system for large flexible spacecrafts based on realistic objective function and constraints. The weight or total cost of structure and control system is minimized subject to constraints on the magnitude of response to a given disturbance involving both rigid-body and elastic modes. A nested optimization technique is developed to solve the combined problem. As an example, simple beam-like spacecraft under a steady-state white-noise disturbance force is investigated and some results of optimization are presented. In the numerical examples, the stiffness distribution, location of controller, and control gains are optimized. Direct feedback control and linear quadratic optimal controls laws are used with both inertial and noninertial disturbing force. It is shown that the total cost is sensitive to the overall structural stiffness, so that simultaneous optimization of the structure and control system is indeed useful.

Onoda, Junjiro↗

Approximation, abstraction and decomposition in search and optimization

In this paper, I discuss four different areas of my research. One portion of my research has focused on automatic synthesis of search control heuristics for constraint satisfaction problems (CSPs). I have developed techniques for automatically synthesizing two types of heuristics for CSPs: Filtering functions are used to remove portions of a search space from consideration. Another portion of my research is focused on automatic synthesis of hierarchic algorithms for solving constraint satisfaction problems (CSPs). I have developed a technique for constructing hierarchic problem solvers based on numeric interval algebra. Another portion of my research is focused on automatic decomposition of design optimization problems. We are using the design of racing yacht hulls as a testbed domain for this research. Decomposition is especially important in the design of complex physical shapes such as yacht hulls. Another portion of my research is focused on intelligent model selection in design optimization. The model selection problem results from the difficulty of using exact models to analyze the performance of candidate designs.

Ellman, Thomas↗

Machine learning-based ethylene concentration estimation, real-time optimization and feedback control of an experimental electrochemical reactor

With the increase in electricity supply from clean energy sources, electrochemical reduction of carbon dioxide (CO 2 ) has received increasing attention as an alternative source of carbon-based fuels. As CO 2 reduction is becoming a stronger alternative for the clean production of chemicals, the need to model, optimize and control the electrochemical reduction of the CO 2 process becomes inevitable. However, on one hand, a first-principles model to represent the electrochemical CO 2 reduction has not been fully developed yet because of the complexity of its reaction mechanism, which makes it challenging to define a precise state-space model for the control system. On the other hand, the unavailability of efficient concentration measurement sensors continues to challenge our ability to develop feedback control systems. Gas chromatography (GC) is the most common equipment for monitoring the gas product composition, but it requires a period of time to analyze the sample, which means that GC can provide only delayed measurements during the operation. Moreover, the electrochemical CO 2 reduction process is catalyzed by a fast-deactivating copper catalyst and undergoes a selectivity shift from the product-of-interest at the later stages of experiments, which can pose a challenge for conventional control methods. To this end, machine learning (ML) techniques provide a potential approach to overcome those difficulties due to their demonstrated ability to capture the dynamic behavior of a chemical process from data. Motivated by the above considerations, we propose a machine learning-based modeling methodology that integrates support vector regression and first-principles modeling to capture the dynamic behavior of an experimental electrochemical reactor; this model, together with limited gas chromatography measurements, is employed to predict the evolution of gas-phase ethylene concentration. The model prediction is directly used in a proportional-integral (PI) controller that manipulates the applied potential to regulate the gas-phase ethylene concentration at energy-optimal set-point values computed by a real-time process optimizer (RTO). Specifically, the RTO calculates the operation set-point by solving an optimization problem to maximize the economic benefit of the reactor. Finally, suitable compensation methods are introduced to further account for the experimental uncertainties and handle catalyst deactivation. The proposed modeling, optimization, and control approaches are the first demonstration of active control for a CO 2 electrolyzer and contribute to the automation and scale-up efforts for electrified manufacturing of fuels and chemicals starting from CO 2 .

42 ENGINEERING↗

State-space design of low-order stabilizers

An algorithm is presented for stabilizing a linear multivariable system with a controller of fixed dynamic order. This is an output feedback stabilization problem. The algorithm attempts to solve this by a sequence of approximate pole assignment problems. The approximation is driven by the optimization of an objective function consisting of a weighted sum of the condition number of the closed-loop eigenvectors and the norm of the difference between the computed and actual equivalent state-feedback controls.

Keel, L. H.↗