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Results for “Infinite delay equation”

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 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2021

Distributed Delay Differential Equation Representations of Cyclic Differential Equations

Compartmental ordinary differential equation (ODE) models are used extensively in mathematical biology. When transit between compartments occurs at a constant rate, the well-known linear chain trick can be used to show that the ODE model is equivalent to an Erlang distributed delay differential equation (DDE). Here, we demonstrate that compartmental models with nonlinear transit rates and possibly delayed arguments are also equivalent to a scalar distributed DDE. To illustrate the utility of these equivalences, we calculate the equilibria of the scalar DDE, and compute the characteristic function---without calculating a determinant. Further, we derive the equivalent scalar DDE for two examples of models in mathematical biology and use the DDE formulation to identify physiological processes that were otherwise hidden by the compartmental structure of the ODE model.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1988

Estimation of time- and state-dependent delays and other parameters in functional differential equations

A parameter estimation algorithm is developed which can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., initial condition) appearing within a nonlinear nonautonomous functional differential equation. The original infinite dimensional differential equation is approximated using linear splines, which are allowed to move with the variable delay. The variable delays are approximated using linear splines as well. The approximation scheme produces a system of ordinary differential equations with nice computational properties. The unknown parameters are estimated within the approximating systems by minimizing a least-squares fit-to-data criterion. Convergence theorems are proved for time-dependent delays and state-dependent delays within two classes, which say essentially that fitting the data by using approximations will, in the limit, provide a fit to the data using the original system. Numerical test examples are presented which illustrate the method for all types of delay.

Murphy, K. A.↗
NASA NTRS1990

Estimation of time- and state-dependent delays and other parameters in functional differential equations

A parameter estimation algorithm is developed which can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., initial condition) appearing within a nonlinear nonautonomous functional differential equation. The original infinite dimensional differential equation is approximated using linear splines, which are allowed to move with the variable delay. The variable delays are approximated using linear splines as well. The approximation scheme produces a system of ordinary differential equations with nice computational properties. The unknown parameters are estimated within the approximating systems by minimizing a least-squares fit-to-data criterion. Convergence theorems are proved for time-dependent delays and state-dependent delays within two classes, which say essentially that fitting the data by using approximations will, in the limit, provide a fit to the data using the original system. Numerical test examples are presented which illustrate the method for all types of delay.

Murphy, K. A.↗
NASA NTRS1986

A numerical algorithm for optimal feedback gains in high dimensional LQR problems

A hybrid method for computing the feedback gains in linear quadratic regulator problems is proposed. The method, which combines the use of a Chandrasekhar type system with an iteration of the Newton-Kleinman form with variable acceleration parameter Smith schemes, is formulated so as to efficiently compute directly the feedback gains rather than solutions of an associated Riccati equation. The hybrid method is particularly appropriate when used with large dimensional systems such as those arising in approximating infinite dimensional (distributed parameter) control systems (e.g., those governed by delay-differential and partial differential equations). Computational advantage of the proposed algorithm over the standard eigenvector (Potter, Laub-Schur) based techniques are discussed and numerical evidence of the efficacy of our ideas presented.

Banks, H. T.↗
NASA NTRS1991

A numerical algorithm for optimal feedback gains in high dimensional linear quadratic regulator problems

A hybrid method for computing the feedback gains in linear quadratic regulator problem is proposed. The method, which combines use of a Chandrasekhar type system with an iteration of the Newton-Kleinman form with variable acceleration parameter Smith schemes, is formulated to efficiently compute directly the feedback gains rather than solutions of an associated Riccati equation. The hybrid method is particularly appropriate when used with large dimensional systems such as those arising in approximating infinite-dimensional (distributed parameter) control systems (e.g., those governed by delay-differential and partial differential equations). Computational advantages of the proposed algorithm over the standard eigenvector (Potter, Laub-Schur) based techniques are discussed, and numerical evidence of the efficacy of these ideas is presented.

Banks, H. T.↗
NASA NTRS1987

Time-dependent approximation schemes for some problems of parameter estimation in distributed systems

A parameter estimation method that can be used to estimate functional parameters in delay differential equations and moving boundary problems is discussed. In either problem, the original model equation (which is infinite-dimensional) is approximated by a system of ordinary differential equations that can be solved numerically in an efficient way. The approximation scheme is based on time-dependent spline elements. For the delay equation with time-varying delay, convergence results are presented that indicate the estimates obtained using the approximating system. Numerical test examples converge in some sense to a best-fit parameter for the original system are included by means of which time-varying and state-dependent delays and a time-varying diffusion coefficient in a one-phase, one-dimensional Stefan problem are estimated.

Murphy, K. A.↗
NASA NTRS1984

Discrete approximation methods for parameter identification in delay systems

Approximation schemes for parameter identification problems in which the governing state equation is a linear functional differential equation of retarded type are constructed. The basis of the schemes is the replacement of the parameter identification problem having an infinite dimensional state equation by a sequence of approximating parameter identification problems in which the states are given by finite dimensional discrete difference equations. The difference equations are constructed using linear semigroup theory and rational function approximations to the exponential. Sufficient conditions are given for the convergence of solutions to the approximating problems, which can be obtained using conventional methods, to solutions to the original parameter identification problem. Finite difference and spline based schemes using Paderational function approximations to the exponential are constructed, and shown to satisfy the sufficient conditions for convergence. A discussion and analysis of numerical results obtained through the application of the schemes to several examples is included.

Rosen, I. G.↗
NASA NTRS1978

On reliable control system designs

A mathematical model for use in the design of reliable multivariable control systems is discussed with special emphasis on actuator failures and necessary actuator redundancy levels. The model consists of a linear time invariant discrete time dynamical system. Configuration changes in the system dynamics are governed by a Markov chain that includes transition probabilities from one configuration state to another. The performance index is a standard quadratic cost functional, over an infinite time interval. The actual system configuration can be deduced with a one step delay. The calculation of the optimal control law requires the solution of a set of highly coupled Riccati-like matrix difference equations. Results can be used for off-line studies relating the open loop dynamics, required performance, actuator mean time to failure, and functional or identical actuator redundancy, with and without feedback gain reconfiguration strategies.

Birdwell, J. D.↗
NASA NTRS1983

The application of Legendre-tau approximation to parameter identification for delay and partial differential equations

Approximation schemes based on Legendre-tau approximation are developed for application to parameter identification problem for delay and partial differential equations. The tau method is based on representing the approximate solution as a truncated series of orthonormal functions. The characteristic feature of the Legendre-tau approach is that when the solution to a problem is infinitely differentiable, the rate of convergence is faster than any finite power of 1/N; higher accuracy is thus achieved, making the approach suitable for small N.

Ito, K.↗
NASA NTRS1975

Control optimization, stabilization and computer algorithms for aircraft applications

Research related to reliable aircraft design is summarized. Topics discussed include systems reliability optimization, failure detection algorithms, analysis of nonlinear filters, design of compensators incorporating time delays, digital compensator design, estimation for systems with echoes, low-order compensator design, descent-phase controller for 4-D navigation, infinite dimensional mathematical programming problems and optimal control problems with constraints, robust compensator design, numerical methods for the Lyapunov equations, and perturbation methods in linear filtering and control.

Source record↗
DOE OSTI2022

Numerical methods and hypoexponential approximations for gamma distributed delay differential equations

Abstract Gamma distributed delay differential equations (DDEs) arise naturally in many modelling applications. However, appropriate numerical methods for generic gamma distributed DDEs have not previously been implemented. Modellers have therefore resorted to approximating the gamma distribution with an Erlang distribution and using the linear chain technique to derive an equivalent system of ordinary differential equations (ODEs). In this work, we address the lack of appropriate numerical tools for gamma distributed DDEs in two ways. First, we develop a functional continuous Runge–Kutta (FCRK) method to numerically integrate the gamma distributed DDE without resorting to Erlang approximation. We prove the fourth-order convergence of the FCRK method and perform numerical tests to demonstrate the accuracy of the new numerical method. Nevertheless, FCRK methods for infinite delay DDEs are not widely available in existing scientific software packages. As an alternative approach to solving gamma distributed DDEs, we also derive a hypoexponential approximation of the gamma distributed DDE. This hypoexponential approach is a more accurate approximation of the true gamma distributed DDE than the common Erlang approximation but, like the Erlang approximation, can be formulated as a system of ODEs and solved numerically using standard ODE software. Using our FCRK method to provide reference solutions, we show that the common Erlang approximation may produce solutions that are qualitatively different from the underlying gamma distributed DDE. However, the proposed hypoexponential approximations do not have this limitation. Finally, we apply our hypoexponential approximations to perform statistical inference on synthetic epidemiological data to illustrate the utility of the hypoexponential approximation.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1990

On the continuous dependence with respect to sampling of the linear quadratic regulator problem for distributed parameter systems

The convergence of solutions to the discrete or sampled time linear quadratic regulator problem and associated Riccati equation for infinite dimensional systems to the solutions to the corresponding continuous time problem and equation, as the length of the sampling interval (the sampling rate) tends toward zero (infinity) is established. Both the finite and infinite time horizon problems are studied. In the finite time horizon case, strong continuity of the operators which define the control system and performance index together with a stability and consistency condition on the sampling scheme are required. For the infinite time horizon problem, in addition, the sampled systems must be stabilizable and detectable, uniformly with respect to the sampling rate. Classes of systems for which this condition can be verified are discussed. Results of numerical studies involving the control of a heat/diffusion equation, a hereditary of delay system, and a flexible beam are presented and discussed.

Rosen, I. G.↗
NASA NTRS1992

On the continuous dependence with respect to sampling of the linear quadratic regulator problem for distributed parameter system

The convergence of solutions to the discrete- or sampled-time linear quadratic regulator problem and associated Riccati equation for infinite-dimensional systems to the solutions to the corresponding continuous time problem and equation, as the length of the sampling interval (the sampling rate) tends toward zero(infinity) is established. Both the finite-and infinite-time horizon problems are studied. In the finite-time horizon case, strong continuity of the operators that define the control system and performance index, together with a stability and consistency condition on the sampling scheme are required. For the infinite-time horizon problem, in addition, the sampled systems must be stabilizable and detectable, uniformly with respect to the sampling rate. Classes of systems for which this condition can be verified are discussed. Results of numerical studies involving the control of a heat/diffusion equation, a hereditary or delay system, and a flexible beam are presented and discussed.

Rosen, I. G.↗
DOE OSTI2023

Earth Filter Mathematica Toolbox V4 User’s Guide: Simplifying, Visualizing and Quick Modeling of All Fission Products from 60 Nuclear Sources

The Earth Filter Mathematica toolbox is a set of user-friendly routines that accurately calculate the ingrowth and decay of any of the 908 fission products for an infinite combination of sources over a large dynamic range and large time scales. This toolbox was developed by Dr. W. P. Brug at Los Alamos National Laboratory and eliminates the need for the user to define and solve differential equations by automatically scanning the ENDF-349 dataset and creating a complete set of differential equations (including delayed neutron branches to both the ground and metastable states) for every fission product. Additionally, this code allows the user to choose the data source for half-lives from several key references (i.e., TORI, IAEA, ENDF or NUDAT.) The complete set of ENDF-349 independent and cumulative fission yields for all 60 isotopic targets and 4 different neutron spectrums are included. This allows nearly any nuclear fission source to be accurately modeled as a linear combination of endpoint sources. The Earth Filter Toolbox has no limit as to the length of split list, and split lists of 5 or more endpoint sources can be quite common.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
NASA NTRS1975

Cost performance satellite design using queueing theory

A modified Poisson arrival, infinite server queuing model is used to determine the effects of limiting the number of broadcast channels (C) of a direct broadcast satellite used for public service purposes (remote health care, education, etc.). The model is based on the reproductive property of the Poisson distribution. A difference equation has been developed to describe the change in the Poisson parameter. When all initially delayed arrivals reenter the system a (C plus 1) order polynomial must be solved to determine the effective value of the Poisson parameter. When less than 100% of the arrivals reenter the system the effective value must be determined by solving a transcendental equation. The model was used to determine the minimum number of channels required for a disaster warning satellite without degradation in performance. Results predicted by the queuing model were compared with the results of digital simulation.

Hein, G. F.↗
NASA NTRS1989

Convergence of infinite dimensional sampled LQR problems - Theory and numerical results

A theory is developed for the convergence of the closed-loop solution to infinite-dimensional discrete-time linear-quadratic regulator (LQR) problems on the infinite time interval to the solution of a corresponding continuous-time LQR problem as the length of the sampling interval tends toward zero. Convergence of solutions to the operator algebraic Riccati equation and corresponding optimal feedback control gains is guaranteed under appropriate uniform stabilizability and detectability conditions and consistent sampling. Also presented are numerical results involving the optimal LQ control of a heat or diffusion equation, a hereditary or delay differential equation, and a hybrid system of ordinary and partial differential equations describing the transverse vibration of a cantilevered Voigt-Kelvin viscoelastic beam with tip mass.

Rosen, I. G.↗
DOE OSTI2023

Liouvillian dynamics of the open Schwinger model: String breaking and kinetic dissipation in a thermal medium

Understanding the dynamics of bound state formation is one of the fundamental questions in confining quantum field theories such as Quantum Chromodynamics (QCD). One hadronization mechanism that has garnered significant attention is the breaking of a string initially connecting a fermion and an antifermion. Deepening our understanding of real-time string-breaking dynamics with simpler, lower dimensional models like the Schwinger model can improve our understanding of the hadronization process in QCD and other confining systems found in condensed matter and statistical systems. Here in this paper, we consider the string-breaking dynamics within the Schwinger model and investigate its modification inside a thermal medium, treating the Schwinger model as an open quantum system coupled to a thermal environment. Within the regime of weak coupling between the system and environment, the real-time evolution of the system can be described by a Lindblad evolution equation. We analyze the Liouvillian gaps of this Lindblad equation and the time dependence of the system’s von Neumann entropy. We observe that the late-time relaxation rate decreases as the environment correlation length increases. Moreover, when the environment correlation length is infinite, the system exhibits two steady states, one in each of the sectors with definite charge-conjugation-parity (CP) quantum numbers. For parameter regimes where an initial string breaks in vacuum, we observe a delay of the string breaking in the medium, due to kinetic dissipation effects. Conversely, in regimes where an initial string remains intact in vacuum time evolution, we observe string breaking (melting) in the thermal medium. We further discuss how the Liouvillian dynamics of the open Schwinger model can be simulated on quantum computers and provide an estimate of the associated Trotter errors.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2025

Implementation of Perturbation Theory and Sensitivity Capabilities in Griffin

Griffin is a Multiphysics Object-Oriented Simulation Environment (MOOSE) based reactor Multiphysics analysis application, jointly developed by Argonne and Idaho National Laboratories under the DOE-NE NEAMS program. This fiscal year, capabilities for reactivity and sensitivity evaluation using perturbation methods were implemented and verified. The First Order Perturbation Method (FOPT) was employed to compute reactivity worth resulting from small perturbations in input parameters, while the Generalized Perturbation Theory (GPT) was used to evaluate sensitivities of a range of response types, including reaction rate ratio, k-eigenvalue, neutron generation time, and effective delayed neutron fraction. These perturbation methods enable users to quantify how response quantities change due to a perturbation in a input parameter without explicitly performing an additional transport simulation for each perturbed state. In particular, the GPT formulation accounts for indirect effects arising from flux changes by solving generalized inhomogeneous equations, for which a Neumann series-based iterative solution method was developed and implemented in Griffin. The implemented reactivity and sensitivity evaluation capabilities were verified using two test problems: an infinite homogeneous system and a two-dimensional hexagonal core. The results showed excellent agreement with reference solutions obtained by a direct method based on finite difference approximation as well as GPT-based results from the PERSENT code, confirming the accuracy of both reactivity and sensitivity evaluations. Additionally, preliminary uncertainty quantification (UQ) results were obtained by combining the sensitivity values computed using GPT and external covariance data, demonstrating that the implemented sensitivity results can be reliably used for uncertainty calculations. To further demonstrate the generality and practical strength of the implementation, the sensitivity evaluation capability was successfully applied to the Empire microreactor with a geometrically complex design that poses significant modeling challenges. The results confirm that Griffin enables sensitivity evaluations even for irregular and highly heterogeneous reactor configurations, thereby establishing a foundation for UQ applications in advanced reactor designs and analyses.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗