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All sourcesNASA NTRSDOE OSTI
NASA NTRS1999

Structural Reliability Analysis and Optimization: Use of Approximations

This report is intended for the demonstration of function approximation concepts and their applicability in reliability analysis and design. Particularly, approximations in the calculation of the safety index, failure probability and structural optimization (modification of design variables) are developed. With this scope in mind, extensive details on probability theory are avoided. Definitions relevant to the stated objectives have been taken from standard text books. The idea of function approximations is to minimize the repetitive use of computationally intensive calculations by replacing them with simpler closed-form equations, which could be nonlinear. Typically, the approximations provide good accuracy around the points where they are constructed, and they need to be periodically updated to extend their utility. There are approximations in calculating the failure probability of a limit state function. The first one, which is most commonly discussed, is how the limit state is approximated at the design point. Most of the time this could be a first-order Taylor series expansion, also known as the First Order Reliability Method (FORM), or a second-order Taylor series expansion (paraboloid), also known as the Second Order Reliability Method (SORM). From the computational procedure point of view, this step comes after the design point identification; however, the order of approximation for the probability of failure calculation is discussed first, and it is denoted by either FORM or SORM. The other approximation of interest is how the design point, or the most probable failure point (MPP), is identified. For iteratively finding this point, again the limit state is approximated. The accuracy and efficiency of the approximations make the search process quite practical for analysis intensive approaches such as the finite element methods; therefore, the crux of this research is to develop excellent approximations for MPP identification and also different approximations including the higher-order reliability methods (HORM) for representing the failure surface. This report is divided into several parts to emphasize different segments of the structural reliability analysis and design. Broadly, it consists of mathematical foundations, methods and applications. Chapter I discusses the fundamental definitions of the probability theory, which are mostly available in standard text books. Probability density function descriptions relevant to this work are addressed. In Chapter 2, the concept and utility of function approximation are discussed for a general application in engineering analysis. Various forms of function representations and the latest developments in nonlinear adaptive approximations are presented with comparison studies. Research work accomplished in reliability analysis is presented in Chapter 3. First, the definition of safety index and most probable point of failure are introduced. Efficient ways of computing the safety index with a fewer number of iterations is emphasized. In chapter 4, the probability of failure prediction is presented using first-order, second-order and higher-order methods. System reliability methods are discussed in chapter 5. Chapter 6 presents optimization techniques for the modification and redistribution of structural sizes for improving the structural reliability. The report also contains several appendices on probability parameters.

Grandhi, Ramana V.↗
NASA NTRS1986

Multiple grid problems on concurrent-processing computers

Three computer codes were studied which make use of concurrent processing computer architectures in computational fluid dynamics (CFD). The three parallel codes were tested on a two processor multiple-instruction/multiple-data (MIMD) facility at NASA Ames Research Center, and are suggested for efficient parallel computations. The first code is a well-known program which makes use of the Beam and Warming, implicit, approximate factored algorithm. This study demonstrates the parallelism found in a well-known scheme and it achieved speedups exceeding 1.9 on the two processor MIMD test facility. The second code studied made use of an embedded grid scheme which is used to solve problems having complex geometries. The particular application for this study considered an airfoil/flap geometry in an incompressible flow. The scheme eliminates some of the inherent difficulties found in adapting approximate factorization techniques onto MIMD machines and allows the use of chaotic relaxation and asynchronous iteration techniques. The third code studied is an application of overset grids to a supersonic blunt body problem. The code addresses the difficulties encountered when using embedded grids on a compressible, and therefore nonlinear, problem. The complex numerical boundary system associated with overset grids is discussed and several boundary schemes are suggested. A boundary scheme based on the method of characteristics achieved the best results.

Eberhardt, D. S.↗
NASA NTRS1988

Paradigmatic error calculations for adaptive finite element approximations of convection dominated flows

New error estimation techniques are described for two-dimensional convection-dominated flows. Examples of applications to linear convection problems are given. The methods are based on discontinuous finite-element techniques. Results show that conventional interpolation methods may lead to gross underestimates of actual error and be inadequate for use in adaptive methods.

Oden, J. T.↗
NASA NTRS1991

Transonic adaptive flutter suppression using approximate unsteady time domain aerodynamics

A digital adaptive controller is applied to the active flutter suppression problem of a wing under time varying flight conditions in subsonic and transonic flow. Linear quadratic controller gain at each time step is obtained using an iterative Riccati solver. The digital adaptive optimal controller is robust with respect to the unknown external loads. Flutter and divergence instabilities are simultaneously suppressed using a trailing-edge control surface and displacement sensing. A new transonic unsteady aerodynamic approximation methodology is developed which enables one to carry out the rapid calculation required for transonic aeroservoelastic applications. This approximation is based on a combination of unsteady subsonic aerodynamics combined with a transonic correction procedure. Aeroservoelastic transient time response is obtained using Roger's approximation, state transition matrices and an iterative time marching algorithm. The aeroservoelastic system in the time domain is modeled using a deterministic ARMA model together with a parameter estimator. Transonic flutter boundaries of a wing structure are computed, in the time domain, using an estimated aeroelastic system matrix and are in good agreement with experimental data for the low transonic Mach number range.

Pak, Chan-Gi↗
NASA NTRS1992

Nonlinear functional approximation with networks using adaptive neurons

A novel mathematical framework for the rapid learning of nonlinear mappings and topological transformations is presented. It is based on allowing the neuron's parameters to adapt as a function of learning. This fully recurrent adaptive neuron model (ANM) has been successfully applied to complex nonlinear function approximation problems such as the highly degenerate inverse kinematics problem in robotics.

Tawel, Raoul↗
NASA NTRS1988

Improving cover type identification in speckled SAR images by prefiltering and sequential classification

Synthetic aperture radar utilizes coherent microwaves to produce images of the earth's surface. Due to the interference of coherent wavelets, the images appear speckled. This reduces the performance of per-pel classifiers. One way to increase the performance is to filter the image first, then classify the filtered image. For this purpose, several novel filters that have been reported in the literature are investigated. These are the geometric filter, adaptive LMMSE filter, and linear approximation filter. For comparison, conventional mean and median filters are also considered. It is found that the mean filter with seven iterations gives the best result. The overall performance increased from 65.2 to 88.9 percent. The capability of these filters to preserve edges in the original image are also assessed. It is seen that the geometric and median filters are the best in preserving edges, and that the linear approximation and adaptive LMMSE filters are the best in discriminating roads. Prefiltering the image effectively provides contextual information to the per-pel classifier. An alternate approach is to directly design a contextual classifier. A new contextual classifier based on sequential decision theory is proposed. With this classifier, it is found that the overall performance increases to 89.5 percent.

Lin, Qian↗
NASA NTRS1984

Error analysis and correction of discrete solutions from finite element codes

Many structures are an assembly of individual shell components. Therefore, results for stresses and deflections from finite element solutions for each shell component should agree with the equations of shell theory. This paper examines the problem of applying shell theory to the error analysis and the correction of finite element results. The general approach to error analysis and correction is discussed first. Relaxation methods are suggested as one approach to correcting finite element results for all or parts of shell structures. Next, the problem of error analysis of plate structures is examined in more detail. The method of successive approximations is adapted to take discrete finite element solutions and to generate continuous approximate solutions for postbuckled plates. Preliminary numerical results are included.

Thurston, G. A.↗
NASA NTRS1976

Iterative design of one- and two-dimensional FIR digital filters

The paper describes a new iterative technique for designing FIR (finite duration impulse response) digital filters using a frequency weighted least squares approximation. The technique is as easy to implement (via FFT) and as effective in two dimensions as in one dimension, and there are virtually no limitations on the class of filter frequency spectra approximated. An adaptive adjustment of the frequency weight to achieve other types of design approximation such as Chebyshev type design is discussed.

Suk, M.↗
NASA NTRS2015

Rao-Blackwellization for Adaptive Gaussian Sum Nonlinear Model Propagation

When dealing with imperfect data and general models of dynamic systems, the best estimate is always sought in the presence of uncertainty or unknown parameters. In many cases, as the first attempt, the Extended Kalman filter (EKF) provides sufficient solutions to handling issues arising from nonlinear and non-Gaussian estimation problems. But these issues may lead unacceptable performance and even divergence. In order to accurately capture the nonlinearities of most real-world dynamic systems, advanced filtering methods have been created to reduce filter divergence while enhancing performance. Approaches, such as Gaussian sum filtering, grid based Bayesian methods and particle filters are well-known examples of advanced methods used to represent and recursively reproduce an approximation to the state probability density function (pdf). Some of these filtering methods were conceptually developed years before their widespread uses were realized. Advanced nonlinear filtering methods currently benefit from the computing advancements in computational speeds, memory, and parallel processing. Grid based methods, multiple-model approaches and Gaussian sum filtering are numerical solutions that take advantage of different state coordinates or multiple-model methods that reduced the amount of approximations used. Choosing an efficient grid is very difficult for multi-dimensional state spaces, and oftentimes expensive computations must be done at each point. For the original Gaussian sum filter, a weighted sum of Gaussian density functions approximates the pdf but suffers at the update step for the individual component weight selections. In order to improve upon the original Gaussian sum filter, Ref. [2] introduces a weight update approach at the filter propagation stage instead of the measurement update stage. This weight update is performed by minimizing the integral square difference between the true forecast pdf and its Gaussian sum approximation. By adaptively updating each component weight during the nonlinear propagation stage an approximation of the true pdf can be successfully reconstructed. Particle filtering (PF) methods have gained popularity recently for solving nonlinear estimation problems due to their straightforward approach and the processing capabilities mentioned above. The basic concept behind PF is to represent any pdf as a set of random samples. As the number of samples increases, they will theoretically converge to the exact, equivalent representation of the desired pdf. When the estimated qth moment is needed, the samples are used for its construction allowing further analysis of the pdf characteristics. However, filter performance deteriorates as the dimension of the state vector increases. To overcome this problem Ref. [5] applies a marginalization technique for PF methods, decreasing complexity of the system to one linear and another nonlinear state estimation problem. The marginalization theory was originally developed by Rao and Blackwell independently. According to Ref. [6] it improves any given estimator under every convex loss function. The improvement comes from calculating a conditional expected value, often involving integrating out a supportive statistic. In other words, Rao-Blackwellization allows for smaller but separate computations to be carried out while reaching the main objective of the estimator. In the case of improving an estimator's variance, any supporting statistic can be removed and its variance determined. Next, any other information that dependents on the supporting statistic is found along with its respective variance. A new approach is developed here by utilizing the strengths of the adaptive Gaussian sum propagation in Ref. [2] and a marginalization approach used for PF methods found in Ref. [7]. In the following sections a modified filtering approach is presented based on a special state-space model within nonlinear systems to reduce the dimensionality of the optimization problem in Ref. [2]. First, the adaptive Gaussian sum propagation is explained and then the new marginalized adaptive Gaussian sum propagation is derived. Finally, an example simulation is presented.

state estimation↗
NASA NTRS2008

How Very Massive Metal-Free Stars Start Cosmological Reionization

The initial conditions and relevant physics for the formation of the earliest galaxies are well specified in the concordance cosmology. Using ab initio cosmological Eulerian adaptive mesh refinement radiation hydrodynamical calculations, we discuss how very massive stars start the process of cosmological reionization. The models include nonequilibrium primordial gas chemistry and cooling processes and accurate radiation transport in the case B approximation using adaptively ray-traced photon packages, retaining the time derivative in the transport equation. Supernova feedback is modeled by thermal explosions triggered at parsec scales. All calculations resolve the local Jeans length by at least 16 grid cells at all times and as such cover a spatial dynamic range of approx.10(exp 6). These first sources of reionization are highly intermittent and anisotropic and first photoionize the small-scale voids surrounding the halos they form in, rather than the dense filaments they are embedded in. As the merging objects form larger, dwarf-sized galaxies, the escape fraction of UV radiation decreases and the H II regions only break out on some sides of the galaxies, making them even more anisotropic. In three cases, SN blast waves induce star formation in overdense regions that were formed earlier from ionization front instabilities. These stars form tens of parsecs away from the center of their parent DM halo. Approximately five ionizing photons are needed per sustained ionization when star formation in 10(exp 6) stellar Mass halos is dominant in the calculation. As the halos become larger than approx.10(exp 7) Stellar Mass, the ionizing photon escape fraction decreases, which in turn increases the number of photons per ionization to 15-50, in calculations with stellar feedback only. Radiative feedback decreases clumping factors by 25% when compared to simulations without star formation and increases the average temperature of ionized gas to values between 3000 and 10,000 K.

Wise, John H.↗
NASA NTRS2002

Wavelet Approximation in Data Assimilation

Estimation of the state of the atmosphere with the Kalman filter remains a distant goal because of high computational cost of evolving the error covariance for both linear and nonlinear systems. Wavelet approximation is presented here as a possible solution that efficiently compresses both global and local covariance information. We demonstrate the compression characteristics on the the error correlation field from a global two-dimensional chemical constituent assimilation, and implement an adaptive wavelet approximation scheme on the assimilation of the one-dimensional Burger's equation. In the former problem, we show that 99%, of the error correlation can be represented by just 3% of the wavelet coefficients, with good representation of localized features. In the Burger's equation assimilation, the discrete linearized equations (tangent linear model) and analysis covariance are projected onto a wavelet basis and truncated to just 6%, of the coefficients. A nearly optimal forecast is achieved and we show that errors due to truncation of the dynamics are no greater than the errors due to covariance truncation.

Tangborn, Andrew↗
NASA NTRS1978

Compression of ephemerides by discrete Chebyshev approximations

The use of Chebyshev series in representing the ephemerides of satellites and planets in terms of truncated polynomial series is discussed. Emphasis is placed on a FORTRAN package which was developed for fitting satellite orbits. The features desired in any approximation are: (1) the ability to compress a satellite emphemeris; (2) the ability to represent a satellite ephemeris over several orbits; (3) guaranteed accuracy to within prescribed tolerance over the time interval of consideration; and (4) fast processing. These features are imposed with an eye towards adapting the approximation for use on microprocessor applications in which storage is limited and real time processing is required.

Pickard, H. M.↗
NASA NTRS1993

New techniques for reversible compression of multispectral data

While spatial correlations are adequately exploited by standard lossless image compression techniques, little success has been attained in exploiting spectral correlations when dealing with multispectral image data. In this paper, we present some new lossless image compression techniques that capture spectral correlations as well as spatial correlation in a simple and elegant manner. The schemes are based on the notion of a prediction tree, which defines a non-causal prediction model for an image. We present a backward adaptive technique and a forward adaptive technique. We then give a computationally efficient way of approximating the backward adaptive technique. The approximation gives good results and is extremely easy to compute. Simulation results show that for high spectral resolution images, significant savings can be made by using spectral correlations in addition to spatial correlations. Furthermore, the increase in complexity incurred in order to make these gains is minimal.

Memon, N. D.↗
NASA NTRS1981

Some prospects for the future of computational fluid dynamics

For the oncoming decade it is anticipated that new generations of high-capacity and high-speed computers will appear and that some of them will be dedicated to fluid dynamics applications. An attempt is made here to examine the potential for a new generation of numerical techniques that will accompany the computer advances. Possibilities for improvement in solution techniques, grid adaptations, turbulence approximations, language constructions, and general code robustness are considered.

Lomax, H.↗
NASA NTRS2008

Direct Solve of Electrically Large Integral Equations for Problem Sizes to 1M Unknowns

Matrix methods for solving integral equations via direct solve LU factorization are presently limited to weeks to months of very expensive supercomputer time for problems sizes of several hundred thousand unknowns. This report presents matrix LU factor solutions for electromagnetic scattering problems for problem sizes to one million unknowns with thousands of right hand sides that run in mere days on PC level hardware. This EM solution is accomplished by utilizing the numerical low rank nature of spatially blocked unknowns using the Adaptive Cross Approximation for compressing the rank deficient blocks of the system Z matrix, the L and U factors, the right hand side forcing function and the final current solution. This compressed matrix solution is applied to a frequency domain EM solution of Maxwell's equations using standard Method of Moments approach. Compressed matrix storage and operations count leads to orders of magnitude reduction in memory and run time.

Shaeffer, John↗