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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 145 records · Page 8

Homotopy approach to optimal, linear quadratic, fixed architecture compensation

Optimal linear quadratic Gaussian compensators with constrained architecture are a sensible way to generate good multivariable feedback systems meeting strict implementation requirements. The optimality conditions obtained from the constrained linear quadratic Gaussian are a set of highly coupled matrix equations that cannot be solved algebraically except when the compensator is centralized and full order. An alternative to the use of general parameter optimization methods for solving the problem is to use homotopy. The benefit of the method is that it uses the solution to a simplified problem as a starting point and the final solution is then obtained by solving a simple differential equation. This paper investigates the convergence properties and the limitation of such an approach and sheds some light on the nature and the number of solutions of the constrained linear quadratic Gaussian problem. It also demonstrates the usefulness of homotopy on an example of an optimal decentralized compensator.

Mercadal, Mathieu↗

A generalized Lyapunov theory for robust root clustering of linear state space models with real parameter uncertainty

The problem of analyzing and designing controllers for linear systems subject to real parameter uncertainty is considered. An elegant, unified theory for robust eigenvalue placement is presented for a class of D-regions defined by algebraic inequalities by extending the nominal matrix root clustering theory of Gutman and Jury (1981) to linear uncertain time systems. The author presents explicit conditions for matrix root clustering for different D-regions and establishes the relationship between the eigenvalue migration range and the parameter range. The bounds are all obtained by one-shot computation in the matrix domain and do not need any frequency sweeping or parameter gridding. The method uses the generalized Lyapunov theory for getting the bounds.

Yedavalli, R. K.↗

Derivatives of eigenvalues and eigenvectors of a general complex matrix

A survey of methods for sensitivity analysis of the algebraic eigenvalue problem for non-Hermitian matrices is presented. In addition, a modification of one method based on a better normalizing condition is proposed. Methods are classified as Direct or Adjoint and are evaluated for efficiency. Operation counts are presented in terms of matrix size, number of design variables and number of eigenvalues and eigenvectors of interest. The effect of the sparsity of the matrix and its derivatives is also considered, and typical solution times are given. General guidelines are established for the selection of the most efficient method.

Murthy, Durbha V.↗

Improved Evaluation of Large Network Matrices for Linear Power Flow Within Optimization Problems

This work presents methods for evaluating the Power Transfer Distribution Factor (PTDF) and Line Outage Distribution Factor (LODF) matrices by employing sparse linear algebra for large-scale computing applications. These matrices play a critical role in many power system applications, such as the Unit Commitment Problem (UC), pre- and post-contingency power flow analysis, and transmission expansion. These matrices are typically dense, which means they require a significant amount of time and memory to be computed for large networks. However, by analyzing the structure of the matrices and their computation method, it is possible to use reduced memory methods based on sparse matrix operations. This paper shows that sparse linear algebra algorithms are faster and require less memory and time than traditional dense approaches. Additionally, we explore the effect of matrix sparsification by eliminating trailing digits on power flow calculations.

large scale↗

Stability of semidiscrete approximations for hyperbolic initial-boundary-value problems: An eigenvalue analysis

A hyperbolic initial-boundary-value problem can be approximated by a system of ordinary differential equations (ODEs) by replacing the spatial derivatives by finite-difference approximations. The resulting system of ODEs is called a semidiscrete approximation. A complication is the fact that more boundary conditions are required for the spatially discrete approximation than are specified for the partial differential equation. Consequently, additional numerical boundary conditions are required and improper treatment of these additional conditions can lead to instability. For a linear initial-boundary-value problem (IBVP) with homogeneous analytical boundary conditions, the semidiscrete approximation results in a system of ODEs of the form du/dt = Au whose solution can be written as u(t) = exp(At)u(O). Lax-Richtmyer stability requires that the matrix norm of exp(At) be uniformly bounded for O less than or = t less than or = T independent of the spatial mesh size. Although the classical Lax-Richtmyer stability definition involves a conventional vector norm, there is no known algebraic test for the uniform boundedness of the matrix norm of exp(At) for hyperbolic IBVPs. An alternative but more complicated stability definition is used in the theory developed by Gustafsson, Kreiss, and Sundstrom (GKS). The two methods are compared.

Warming, Robert F.↗

Design of minimax output feedback controller for system with parameter uncertainty

The problem of controlling a time-invariant system with parameter uncertainty is considered with incomplete state feedback. The controller is designed by minimaximizing a quadratic performance criterion and a sensitivity (or loss) criterion, involving the state of the system, the control, and the uncertainty vector. The resulting optimal controller is linear and optimal feedback gain matrix must satisfy a set of nonlinear algebraic equations. some algorithms for algebraic minimax problems are presented.

Basuthakur, S.↗

Closed form evaluation of symmetric two-sided complex integrals

Evaluation of two-sided complex integrals is often required when analyzing linear systems to determine signal variances resulting from stochastic inputs and system noise bandwidths. Algebraic solutions of integrals in a closed matrix equation form, using coefficients of the numerator and denominator polynomials, are presented. The closed forms provide the possibility of obtaining some insight into parameter sensitivity in addition to greatly reducing the computational complexity required by the normal method of evaluation by residues.

Winkelstein, R.↗

A survey on the structured singular value

The structured singular value, U, is an important linear algebra tool to study a class of matrix perturbation problems. It is useful for analyzing the robustness of stability and performance of uncertain, (nominally) linear systems. Computation of (M) is difficult, and usually, upper and lower bounds are all that can be reliably computed. Upper bounds give conservative estimates of the sizes of allowable perturbations. The maximum singular value of a matrix M is an upper bound for (M). As an upper bound, it can be improved by finding a transformations to the data (i.e. M) which do not change the structured singular value, but do reduce the maximum singular value. Typically, upper bound algorithms involve searches over sets of transformations to yield the tightest bound. Lower bound algorithms are intelligent searches for minimum-norm solutions to multivariable polynomial equations, and are based on various optimality conditions that hold at the global (and, unfortunately, some local) minima. The current methods to compute both of these types of bounds are reviewed. Theoretical justification and extensive numerical experience with the various algorithms are covered.

Packard, Andy↗

On the symbolic manipulation and code generation for elasto-plastic material matrices

A computerized procedure for symbolic manipulations and FORTRAN code generation of elastoplastic material matrix for finite element applications is presented. Special emphasis is placed on expression simplifications during intermediate derivations, optimal code generation, and interface with the main program. A systematic procedure is outlined to avoid redundant algebraic manipulations. Symbolic expressions of the derived material stiffness matrix are automatically converted to RATFOR code which is then translated into FORTRAN statements through a preprocessor. To minimize the interface problem with the main program, a template file is prepared so that the translated FORTRAN statements can be merged into the file to form a subroutine (or a submodule). Three constitutive models; namely, von Mises plasticity, the Drucker-Prager model, and a concrete plasticity model, are used as illustrative examples.

Chang, T. Y.↗

On the symbolic manipulation and code generation for elasto-plastic material matrices

A computerized procedure for symbolic manipulations and FORTRAN code generation of an elasto-plastic material matrix for finite element applications is presented. Special emphasis is placed on expression simplifications during intermediate derivations, optimal code generation, and interface with the main program. A systematic procedure is outlined to avoid redundant algebraic manipulations. Symbolic expressions of the derived material stiffness matrix are automatically converted to RATFOR code which is then translated into FORTRAN statements through a preprocessor. To minimize the interface problem with the main program, a template file is prepared so that the translated FORTRAN statements can be merged into the file to form a subroutine (or a submodule). Three constitutive models; namely, von Mises plasticity, Drucker-Prager model, and a concrete plasticity model, are used as illustrative examples.

Chang, T. Y.↗

A Note on Substructuring Preconditioning for Nonconforming Finite Element Approximations of Second Order Elliptic Problems

In this paper an algebraic substructuring preconditioner is considered for nonconforming finite element approximations of second order elliptic problems in 3D domains with a piecewise constant diffusion coefficient. Using a substructuring idea and a block Gauss elimination, part of the unknowns is eliminated and the Schur complement obtained is preconditioned by a spectrally equivalent very sparse matrix. In the case of quasiuniform tetrahedral mesh an appropriate algebraic multigrid solver can be used to solve the problem with this matrix. Explicit estimates of condition numbers and implementation algorithms are established for the constructed preconditioner. It is shown that the condition number of the preconditioned matrix does not depend on either the mesh step size or the jump of the coefficient. Finally, numerical experiments are presented to illustrate the theory being developed.

Maliassov, Serguei↗

Parametric matrix models

We present a general class of machine learning algorithms called parametric matrix models. In contrast with most existing machine learning models that imitate the biology of neurons, parametric matrix models use matrix equations that emulate physical systems. Similar to how physics problems are usually solved, parametric matrix models learn the governing equations that lead to the desired outputs. Parametric matrix models can be efficiently trained from empirical data, and the equations may use algebraic, differential, or integral relations. While originally designed for scientific computing, we prove that parametric matrix models are universal function approximators that can be applied to general machine learning problems. After introducing the underlying theory, we apply parametric matrix models to a series of different challenges that show their performance for a wide range of problems. For all the challenges tested here, parametric matrix models produce accurate results within an efficient and interpretable computational framework that allows for input feature extrapolation.

Computational science↗

A two-level GPU-accelerated incomplete LU preconditioner for general sparse linear systems

This paper presents a parallel preconditioning approach based on incomplete LU (ILU) factorizations in the framework of Domain Decomposition (DD) for general sparse linear systems. We focus on distributed memory parallel architectures, specifically, those that are equipped with graphic processing units (GPUs). In addition to block-Jacobi, we present general purpose two-level ILU Schur complement-based approaches, where different strategies are presented to solve the coarse-level reduced system. These strategies are combined with modified ILU methods in the construction of the coarse-level operator, in order to effectively remove smooth errors by targeting an algebraically smooth vector. We leverage available GPU-based sparse matrix kernels to accelerate the setup and the solve phases of the proposed ILU preconditioner. We evaluate the efficiency of the proposed methods as a smoother for algebraic multigrid (AMG) and as a preconditioner for Krylov subspace methods on challenging anisotropic diffusion problems and a collection of general sparse matrices.

97 MATHEMATICS AND COMPUTING↗

Algebraic Hastatic Order in One-Dimensional Two-Channel Kondo Lattice

The two-channel Kondo lattice likely hosts a rich array of phases, including hastatic order, a channel symmetry breaking heavy Fermi liquid. In this work, we revisit its one-dimensional phase diagram using density matrix renormalization group and, in contrast to previous work, find algebraic hastatic orders generically for stronger couplings. These are heavy Tomonaga-Luttinger liquids with nonanalyticities at Fermi vectors captured by hastatic density waves. We also find a predicted additional nonlocal order parameter due to interference between hastatic spinors, not present at large N, and residual repulsive interactions at strong coupling suggesting non-Fermi-liquid physics in higher dimensions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Algebraic Multigrid by Smoothed Aggregation for Second and Fourth Order Elliptic Problems

Multigrid methods are very efficient iterative solvers for system of algebraic equations arising from finite element and finite difference discretization of elliptic boundary value problems. The main principle of multigrid methods is to complement the local exchange of information in point-wise iterative methods by a global one utilizing several related systems, called coarse levels, with a smaller number of variables. The coarse levels are often obtained as a hierarchy of discretizations with different characteristic meshsizes, but this requires that the discretization is controlled by the iterative method. To solve linear systems produced by existing finite element software, one needs to create an artificial hierarchy of coarse problems. The principal issue is then to obtain computational complexity and approximation properties similar to those for nested meshes, using only information in the matrix of the system and as little extra information as possible. Such algebraic multigrid method that uses the system matrix only was developed by Ruge. The prolongations were based on the matrix of the system by partial solution from given values at selected coarse points. The coarse grid points were selected so that each point would be interpolated to via so-called strong connections. Our approach is based on smoothed aggregation introduced recently by Vanek. First the set of nodes is decomposed into small mutually disjoint subsets. A tentative piecewise constant interpolation (in the discrete sense) is then defined on those subsets as piecewise constant for second order problems, and piecewise linear for fourth order problems. The prolongation operator is then obtained by smoothing the output of the tentative prolongation and coarse level operators are defined variationally.

Vanek, Petr↗

Randomized Algorithms for Symmetric Nonnegative Matrix Factorization

Symmetric Nonnegative Matrix Factorization (SymNMF) is a technique in data analysis and machine learning that approximates a matrix with a product of a nonnegative, low-rank matrix and it transpose. To design faster and more scalable algorithms for SymNMF we develop two randomized algorithms for its computation. The first method uses randomized matrix sketching to compute an initial low-rank approximation to the input matrix and proceeds to uses this as a low-rank input to rapidly compute a SymNMF. The second methods uses randomized leverage score sampling to approximately solve constrained least squares problems. Many successful methods for SymNMF rely on (approximately) solving sequences of constrained least squares problems. Here, we prove theoretically that leverage score sampling can approximately solve constrained least squares problems to e-accuracy. Finally we demonstrate both methods work in practice by applying them to graph clustering tasks on large real world data sets. These experiments show that our methods approximately maintain solution quality and achieve significant speed ups for both large dense and large sparse problems.

97 MATHEMATICS AND COMPUTING↗

Coupled Riccati equations for complex plane constraint

A new Linear Quadratic Gaussian design method is presented which provides prescribed imaginary axis pole placement for optimal control and estimation systems. This procedure contributes another degree of design freedom to flexible spacecraft control. Current design methods which interject modal damping into the system tend to have little affect on modal frequencies, i.e., they predictably shift open plant poles horizontally in the complex plane to form the closed loop controller or estimator pole constellation, but make little provision for vertical (imaginary axis) pole shifts. Imaginary axis shifts which reduce the closed loop model frequencies (the bandwidths) are desirable since they reduce the sensitivity of the system to noise disturbances. The new method drives the closed loop modal frequencies to predictable (specified) levels, frequencies as low as zero rad/sec (real axis pole placement) can be achieved. The design procedure works through rotational and translational destabilizations of the plant, and a coupling of two independently solved algebraic Riccati equations through a structured state weighting matrix. Two new concepts, gain transference and Q equivalency, are introduced and their use shown.

Strong, Kristin M.↗

Time-domain finite elements in optimal control with application to launch-vehicle guidance

A time-domain finite element method is developed for optimal control problems. The theory derived is general enough to handle a large class of problems including optimal control problems that are continuous in the states and controls, problems with discontinuities in the states and/or system equations, problems with control inequality constraints, problems with state inequality constraints, or problems involving any combination of the above. The theory is developed in such a way that no numerical quadrature is necessary regardless of the degree of nonlinearity in the equations. Also, the same shape functions may be employed for every problem because all strong boundary conditions are transformed into natural or weak boundary conditions. In addition, the resulting nonlinear algebraic equations are very sparse. Use of sparse matrix solvers allows for the rapid and accurate solution of very difficult optimization problems. The formulation is applied to launch-vehicle trajectory optimization problems, and results show that real-time optimal guidance is realizable with this method. Finally, a general problem solving environment is created for solving a large class of optimal control problems. The algorithm uses both FORTRAN and a symbolic computation program to solve problems with a minimum of user interaction. The use of symbolic computation eliminates the need for user-written subroutines which greatly reduces the setup time for solving problems.

Bless, Robert R.↗