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Results for “Lorenz system”

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
NASA NTRS2002

Differential Flatness and Cooperative Tracking in the Lorenz System

In this paper the control of the Lorenz system for both stabilization and tracking problems is studied via feedback linearization and differential flatness. By using the Rayleigh number as the control, only variable physically tunable, a barrier in the controllability of the system is incidentally imposed. This is reflected in the appearance of a singularity in the state transformation. Composite controllers that overcome this difficulty are designed and evaluated. The transition through the manifold defined by such a singularity is achieved by inducing a chaotic response within a boundary layer that contains it. Outside this region, a conventional feedback nonlinear control is applied. In this fashion, the authority of the control is enlarged to the whole. state space and the need for high control efforts is mitigated. In addition, the differential parametrization of the problem is used to track nonlinear functions of one state variable (single tracking) as well as several state variables (cooperative tracking). Control tasks that lead to integrable and non-integrable differential equations for the nominal flat output in steady-state are considered. In particular, a novel numerical strategy to deal with the non-integrable case is proposed. Numerical results validate very well the control design.

Crespo, Luis G.↗
NASA NTRS2001

Inferring Instantaneous, Multivariate and Nonlinear Sensitivities for the Analysis of Feedback Processes in a Dynamical System: Lorenz Model Case Study

A new approach is presented for the analysis of feedback processes in a nonlinear dynamical system by observing its variations. The new methodology consists of statistical estimates of the sensitivities between all pairs of variables in the system based on a neural network modeling of the dynamical system. The model can then be used to estimate the instantaneous, multivariate and nonlinear sensitivities, which are shown to be essential for the analysis of the feedbacks processes involved in the dynamical system. The method is described and tested on synthetic data from the low-order Lorenz circulation model where the correct sensitivities can be evaluated analytically.

Aires, Filipe↗
NASA NTRS1987

Coupled Lorenz systems in an optically pumped CH3F laser

The output emission of a short CH3F metallic waveguide laser pumped by an injection-locked CO2 transversely excited atmosphere laser is studied experimentally. The output is found to be extremely unpredictable when lasing occurs in both the excited and ground vibrational states on two separate transitions (496 and 452 microns, respectively). The dynamics and sensitivity to initial conditions are explained in terms of two Lorenz lasers with pump coupled population inversions.

Rabinovich, W. S.↗
NASA NTRS1987

Stability analysis of two coupled Lorenz lasers and the coupling-induced periodic to chaotic transition

A linear stability analysis of two Lorenz lasers coupled by their electric fields has been performed, and it is shown that the bad cavity condition becomes a function of coupling and that a good cavity instability may occur if the injected fields are inverted before injection. In addition, it is shown that the symmetrically coupled Lorenz system is isomorphic to the original Lorenz system with new parameters. The stability analysis also predicts a lowering of the second laser threshold with coupling for both the chaotic and self-pulsing regimes. Numerical integration of the equations is in agreement with these predictions and has revealed a coupling induced transition from self-pulsing to chaotic behavior. The classification of the behavior of the coupled system in the parameter space of the coupling constants has been investigated and shows that the results of symmetric coupling allow enough of a margin for an experimental test of the theory. This would allow experimentalists to observe the actual Lorenz instability at excitations as low as 4-5 times above threshold.

Lawandy, N. M.↗
DOE OSTI2023

An Ensemble Score Filter for Tracking High-Dimensional Nonlinear Dynamical Systems

We propose an ensemble score filter (EnSF) for solving high-dimensional nonlinear filtering problems with superior accuracy. A major drawback of existing filtering methods, e.g., particle filters or ensemble Kalman filters, is the low accuracy in handling high-dimensional and highly nonlinear problems. EnSF attacks this challenge by exploiting the score-based diffusion model, defined in a pseudo-temporal domain, to characterizing the evolution of the filtering density. EnSF stores the information of the recursively updated filtering density function in the score function, in stead of storing the information in a set of finite Monte Carlo samples (used in particle filters and ensemble Kalman filters). Unlike existing diffusion models that train neural networks to approximate the score function, we develop a training-free score estimation that uses mini-batch-based Monte Carlo estimator to directly approximate the score function at any pseudo-spatial-temporal location, which provides sufficient accuracy in solving high-dimensional nonlinear problems as well as saves tremendous amount of time spent on training neural networks. Another essential aspect of EnSF is its analytical update step, gradually incorporating data information into the score function, which is crucial in mitigating the degeneracy issue faced when dealing with very high-dimensional nonlinear filtering problems. High-dimensional Lorenz systems are used to demonstrate the performance of our method. EnSF provides surprisingly impressive performance in reliably tracking extremely high-dimensional Lorenz systems (up to 1,000,000 dimension) with highly nonlinear observation processes, which is a well-known challenging problem for existing filtering methods.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Multigrid Reduction in Time for Chaotic Dynamical Systems

As CPU clock speeds have stagnated and high performance computers continue to have ever higher core counts, increased parallelism is needed to take advantage of these new architectures. Traditional serial time-marching schemes can be a significant bottleneck, as many types of simulations require large numbers of time-steps which must be computed sequentially. Parallel-in-time schemes, such as the Multigrid Reduction in Time (MGRIT) method, remedy this by parallelizing across time-steps and have shown promising results for parabolic problems. However, chaotic problems have proved more difficult, since chaotic initial value problems (IVPs) are inherently ill-conditioned. MGRIT relies on a hierarchy of successively coarser time-grids to iteratively correct the solution on the finest time-grid, but due to the nature of chaotic systems, small inaccuracies on the coarser levels can be greatly magnified and lead to poor coarse-grid corrections. Here we introduce a modified MGRIT algorithm based on an existing quadratically converging nonlinear extension to the multigrid Full Approximation Scheme (FAS), as well as a novel time-coarsening scheme. Together, these approaches better capture long-term chaotic behavior on coarse-grids and greatly improve convergence of MGRIT for chaotic IVPs. Further, we introduce a novel low-memory variant of the algorithm for solving chaotic PDEs with MGRIT which not only solves the IVP, but also provides estimates for the unstable Lyapunov vectors of the system. Finally, we provide supporting numerical results for the Lorenz system and demonstrate parallel speedup for the chaotic Kuramoto–Sivashinsky PDE over a significantly longer time-domain than in previous works.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1993

Dimensional analysis of acoustically propagated signals

Traditionally, long term measurements of atmospherically propagated sound signals have consisted of time series of multiminute averages. Only recently have continuous measurements with temporal resolution corresponding to turbulent time scales been available. With modern digital data acquisition systems we now have the capability to simultaneously record both acoustical and meteorological parameters with sufficient temporal resolution to allow us to examine in detail relationships between fluctuating sound and the meteorological variables, particularly wind and temperature, which locally determine the acoustic refractive index. The atmospheric acoustic propagation medium can be treated as a nonlinear dynamical system, a kind of signal processor whose innards depend on thermodynamic and turbulent processes in the atmosphere. The atmosphere is an inherently nonlinear dynamical system. In fact one simple model of atmospheric convection, the Lorenz system, may well be the most widely studied of all dynamical systems. In this paper we report some results of our having applied methods used to characterize nonlinear dynamical systems to study the characteristics of acoustical signals propagated through the atmosphere. For example, we investigate whether or not it is possible to parameterize signal fluctuations in terms of fractal dimensions. For time series one such parameter is the limit capacity dimension. Nicolis and Nicolis were among the first to use the kind of methods we have to study the properties of low dimension global attractors.

Hansen, Scott D.↗
NASA NTRS1991

Computing the Lyapunov spectrum of a dynamical system from an observed time series

The paper examines the problem of accurately determining, from an observed time series, the Liapunov exponents for the dynamical system generating the data. It is shown that, even with very large data sets, it is clearly advantageous to utilize local neighborhood-to-neighborhood mappings with higher-order Taylor series rather than just local linear maps. This procedure is demonstrated on the Henon and Ikeda maps of the plane itself, the Lorenz system of three ordinary differential equations, and the Mackey-Glass delay differential equation.

Brown, Reggie↗
DOE OSTI2024

StOKeDMD: Streaming Occupation kernel dynamic mode decomposition

Dynamic mode decomposition (DMD) has become a common technique for constructing surrogate models for dynamical systems from observed system states. The Occupation Kernel DMD (OKDMD) method proposed in (Rosenfeld et al., 2022) and (Rosenfeld et al., 2024) is a Liouville operator based method that builds surrogate models from system state trajectories. Here, this paper proposes an extension of OKDMD to the case when the system states are observed in a streaming fashion, i.e., only a small fraction of the state trajectory is available at a given time. The developed method, Streaming Occupation Kernel DMD (StOKeDMD), accommodates the streaming data input by leveraging properties of specific choices of kernel functions and occupation kernels. We apply the StoKeDMD method as a compression method for streaming data, analyze the memory complexity, and demonstrate the performance of StoKeDMD in the compression of streaming data generated from a Lorenz system and a fluid flow simulation.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Respecting causality for training physics-informed neural networks

While the popularity of physics-informed neural networks (PINNs) is steadily rising, to this date PINNs have not been successful in simulating dynamical systems whose solution exhibits multi-scale, chaotic or turbulent behavior. In this work we attribute this shortcoming to the inability of existing PINNs formulations to respect the spatio-temporal causal structure that is inherent to the evolution of physical systems. We argue that this is a fundamental limitation and a key source of error that can ultimately steer PINN models to converge towards erroneous solutions. We address this pathology by proposing a simple re-formulation of PINNs loss functions that can explicitly account for physical causality during model training. We demonstrate that this simple modification alone is enough to introduce significant accuracy improvements, as well as a practical quantitative mechanism for assessing the convergence of a PINNs model. Here we provide state-of-the-art numerical results across a series of benchmarks for which existing PINNs formulations fail, including the chaotic Lorenz system, the Kuramoto–Sivashinsky equation in the chaotic regime, and the Navier–Stokes equations. To the best of our knowledge, this is the first time that PINNs have been successful in simulating such systems, introducing new opportunities for their applicability to problems of industrial complexity.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2006

An Ensemble-Based Smoother with Retrospectively Updated Weights for Highly Nonlinear Systems

Monte Carlo computational methods have been introduced into data assimilation for nonlinear systems in order to alleviate the computational burden of updating and propagating the full probability distribution. By propagating an ensemble of representative states, algorithms like the ensemble Kalman filter (EnKF) and the resampled particle filter (RPF) rely on the existing modeling infrastructure to approximate the distribution based on the evolution of this ensemble. This work presents an ensemble-based smoother that is applicable to the Monte Carlo filtering schemes like EnKF and RPF. At the minor cost of retrospectively updating a set of weights for ensemble members, this smoother has demonstrated superior capabilities in state tracking for two highly nonlinear problems: the double-well potential and trivariate Lorenz systems. The algorithm does not require retrospective adaptation of the ensemble members themselves, and it is thus suited to a streaming operational mode. The accuracy of the proposed backward-update scheme in estimating non-Gaussian distributions is evaluated by comparison to the more accurate estimates provided by a Markov chain Monte Carlo algorithm.

Monte Carlo↗
NASA NTRS2010

Physics-Based Methods of Failure Analysis and Diagnostics in Human Space Flight

The Integrated Health Management (IHM) for the future aerospace systems requires to interface models of multiple subsystems in an efficient and accurate information environment at the earlier stages of system design. The complexity of modern aeronautic and aircraft systems (including e.g. the power distribution, flight control, solid and liquid motors) dictates employment of hybrid models and high-level reasoners for analysing mixed continuous and discrete information flow involving multiple modes of operation in uncertain environments, unknown state variables, heterogeneous software and hardware components. To provide the information link between key design/performance parameters and high-level reasoners we rely on development of multi-physics performance models, distributed sensors networks, and fault diagnostic and prognostic (FD&P) technologies in close collaboration with system designers. The main challenges of our research are related to the in-flight assessment of the structural stability, engine performance, and trajectory control. The main goal is to develop an intelligent IHM that not only enhances components and system reliability, but also provides a post-flight feedback helping to optimize design of the next generation of aerospace systems. Our efforts are concentrated on several directions of the research. One of the key components of our strategy is an innovative approach to the diagnostics/prognostics based on the real time dynamical inference (DI) technologies extended to encompass hybrid systems with hidden state trajectories. The major investments are into the multiphysics performance modelling that provides an access of the FD&P technologies to the main performance parameters of e.g. solid and liquid rocket motors and composite materials of the nozzle and case. Some of the recent results of our research are discussed in this chapter. We begin by introducing the problem of dynamical inference of stochastic nonlinear models and reviewing earlier results. Next, we present our analytical approach to the solution of this problem based on the path integral formulation. The resulting algorithm does not require an extensive global search for the model parameters, provides optimal compensation for the effects of dynamical noise, and is robust for a broad range of dynamical models. In the following Section the strengths of the algorithm are illustrated illustrated by inferring the parameters of the stochastic Lorenz system and comparing the results with those of earlier research. Next, we discuss a number of recent results in application to the development of the IHM for aerospace system. Firstly, we apply dynamical inference approach to a solution of classical three tank problems with mixed unknown continuous and binary parameters. The problem is considered in the context of ground support system for filling fuel tanks of liquid rocket motors. It is shown that the DI algorithm is well suited for successful solution of a hybrid version of this benchmark problem even in the presence of additional periodic and stochastic perturbation of unknown strength. Secondly, we illustrate our approach by its application to an analysis of the nozzle fault in a solid rocket motor (SRM). The internal ballistics of the SRM is modelled as a set of one-dimensional partial differential equations coupled to the dynamics of the propellant regression. In this example we are specifically focussed on the inference of discrete and continuous parameters of the nozzle blocking fault and on the possibility of an application of the DI algorithm to reducing the probability of "misses" of an on-board FD&P for SRM. In the next section re-contact problem caused by first stage/upper stage separation failure is discussed. The reaction forces imposed on the nozzle of the upper stage during the re-contact and their connection to the nozzle damage and to the thrust vector control (TVC) signal are obtained. It is shown that transient impact induced torquean be modelled as a response of an effective damped oscillator. A possible application of the DI algorithm to the inference of damage parameters and predicting fault dynamics ahead of time using the actuator signal is discussed. Finally, we formulate Bayesian inferential framework for development of the IHM system for in-flight structural health monitoring (SHM) of composite materials. We consider the signal generated by piezoelectric actuator mounted on composite structure generating elastic waves in it. The signal received by the sensor is than compared with the baseline signal. The possibility of damage inference is discussed in the context of development of the SHM.

Smelyanskiy, Vadim N.↗
DOE OSTI2024

Asymptotic consistency of the WSINDy algorithm in the limit of continuum data

In this work we study the asymptotic consistency of the weak-form sparse identification of nonlinear dynamics algorithm (WSINDy) in the identification of differential equations from noisy samples of solutions. We prove that the WSINDy estimator is unconditionally asymptotically consistent for a wide class of models that includes the Navier–Stokes, Kuramoto–Sivashinsky and Sine–Gordon equations. We thus provide a mathematically rigorous explanation for the observed robustness to noise of weak-form equation learning. Conversely, we also show that, in general, the WSINDy estimator is only conditionally asymptotically consistent, yielding discovery of spurious terms with probability one if the noise level exceeds a critical threshold σ c . We provide explicit bounds on σ c in the case of Gaussian white noise and we explicitly characterize the spurious terms that arise in the case of trigonometric and/or polynomial libraries. Furthermore, we show that, if the data is suitably denoised (a simple moving average filter is sufficient), then asymptotic consistency is recovered for models with locally-Lipschitz, polynomial-growth nonlinearities. Our results reveal important aspects of weak-form equation learning, which may be used to improve future algorithms. We demonstrate our findings numerically using the Lorenz system, the cubic oscillator, a viscous Burgers-growth model and a Kuramoto–Sivashinsky-type high-order PDE.

asymptotic consistency↗
NASA NTRS2018

Securing and Auto-Synchronizing Communication over Free-Space Optics Using Quantum Key Distribution and Chaotic Systems

Free-Space Optical (FSO) communication provides very large bandwidth, relatively low cost, low power, low mass of implementation, and improved security when compared to conventional Free-Space Radio-Frequency (FSRF) systems. In this paper, we demonstrate a communication protocol that demonstrates improved security and longer-range FSO communication, compared to existing FSO security techniques, such as N-slit interferometers. The protocol integrates chaotic communications with Quantum Key Distribution (QKD) techniques. A Lorenz chaotic system, which is inherently secure and auto-synchronized, is utilized for secure data communications over a classical channel, while QKD is used to exchange crucial chaotic system parameters over a secure quantum channel. We also provide a concept of operations for a NASA mission combining chaotic communications and QKD operating synergistically in an end-to-end space communications link. The experimental simulation results and analysis are favorable towards our approach.

Chaotic Communication↗
NASA NTRS1993

Explicit least squares system parameter identification for exact differential input/output models

The equation error for a class of systems modeled by input/output differential operator equations has the potential to be integrated exactly, given the input/output data on a finite time interval, thereby opening up the possibility of using an explicit least squares estimation technique for system parameter identification. The paper delineates the class of models for which this is possible and shows how the explicit least squares cost function can be obtained in a way that obviates dealing with unknown initial and boundary conditions. The approach is illustrated by two examples: a second order chemical kinetics model and a third order system of Lorenz equations.

Pearson, A. E.↗
NASA NTRS2019

Electromagnetic Scattering by Discrete Random Media. I: The Dispersion Equation and the Configuration-Averaged Exciting Field

We consider the scattering of a plane electromagnetic wave obliquely incident on a plane-parallel layer of discrete random medium with non-scattering boundaries. We solve the Lax integral equation for the conditional configuration-averaged exciting field coefficients by assuming a special-form solution, that is, by representing the conditional configuration-averaged exciting field coefficients as a linear combination of the coefficients corresponding to an up-going and a down-going wave. This solution representation is supposed to be valid within the whole domain occupied by the particles, even in the close proximity of the boundaries. By balancing the waves with different propagation directions and wavenumbers we derive two homogeneous systems of equations corresponding to the generalized Lorenz–Lorentz law and two inhomogeneous systems of equations corresponding to the generalized Ewald–Oseen extinction theorem. It is shown that (i) the two homogeneous systems of equations of the generalized Lorenz–Lorentz law reduce to a single homogeneous system of equations corresponding to a semi-infinite discrete random medium at normal incidence; (ii) the dispersion equation is direction and polarization independent; and (iii) the two inhomogeneous systems of equations of the generalized Ewald–Oseen extinction theorem can be reduced to two scalar equations by means of the addition theorem for vector spherical harmonics. It is also shown that the same dispersion equation can be obtained without assuming a special-form solution representation in the proximity of the boundaries.

Adrian Doicu↗
DOE OSTI2023

Online data-driven changepoint detection for high-dimensional dynamical systems

In this study, the detection of anomalies or transitions in complex dynamical systems is of critical importance to various applications. In this study, we propose the use of machine learning to detect changepoints for high-dimensional dynamical systems. Here, changepoints indicate instances in time when the underlying dynamical system has a fundamentally different characteristic—which may be due to a change in the model parameters or due to intermittent phenomena arising from the same model. We propose two complementary approaches to achieve this, with the first devised using arguments from probabilistic unsupervised learning and the latter devised using supervised deep learning. To accelerate the deployment of transition detection algorithms in high-dimensional dynamical systems, we introduce dimensionality reduction techniques. Our experiments demonstrate that transitions can be detected efficiently, in real-time, for the two-dimensional forced Kolmogorov flow and the Rössler dynamical system, which are characterized by anomalous regimes in phase space where dynamics are perturbed off the attractor at potentially uneven intervals. Finally, we also demonstrate how variations in the frequency of detected changepoints may be utilized to detect a significant modification to the underlying model parameters by utilizing the Lorenz-63 dynamical system.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1994

Advanced data assimilation in strongly nonlinear dynamical systems

Advanced data assimilation methods are applied to simple but highly nonlinear problems. The dynamical systems studied here are the stochastically forced double well and the Lorenz model. In both systems, linear approximation of the dynamics about the critical points near which regime transitions occur is not always sufficient to track their occurrence or nonoccurrence. Straightforward application of the extended Kalman filter yields mixed results. The ability of the extended Kalman filter to track transitions of the double-well system from one stable critical point to the other depends on the frequency and accuracy of the observations relative to the mean-square amplitude of the stochastic forcing. The ability of the filter to track the chaotic trajectories of the Lorenz model is limited to short times, as is the ability of strong-constraint variational methods. Examples are given to illustrate the difficulties involved, and qualitative explanations for these difficulties are provided. Three generalizations of the extended Kalman filter are described. The first is based on inspection of the innovation sequence, that is, the successive differences between observations and forecasts; it works very well for the double-well problem. The second, an extension to fourth-order moments, yields excellent results for the Lorenz model but will be unwieldy when applied to models with high-dimensional state spaces. A third, more practical method--based on an empirical statistical model derived from a Monte Carlo simulation--is formulated, and shown to work very well. Weak-constraint methods can be made to perform satisfactorily in the context of these simple models, but such methods do not seem to generalize easily to practical models of the atmosphere and ocean. In particular, it is shown that the equations derived in the weak variational formulation are difficult to solve conveniently for large systems.

Miller, Robert N.↗