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At least 19 records

Comparison of Likelihood Methods for Generalized Linear Mixed Models with Application to Quiet Supersonic Flights 2018 Data

Repeated measurement will be a feature of the survey data collected during the Quesst missionX-59 community response tests (CRT). Since each participant will report his or her categorical level of annoyance in response to multiple events, the responses from any single individual may be correlated with one another. Several models within the class of generalized linear mixed models (GLMM) are pertinent to the analysis of correlated categorical outcomes; the random intercept logistic regression model is one example. Both Bayesian and frequentist methods for fitting these models are available, with frequentist methods relying on some form of approximation (of either an integral or the integrand) that appears in the marginal likelihood function. Given several anticipated similarities of the X-59 CRT data to data collected during a past risk reduction, Quiet Supersonic Flights 2018 (QSF18), this short note is intended to create awareness. It documents an instance in which a reported population average dose-response relationship derived from QSF18 single event data was distorted by the integral approximation applied in likelihood-based methods. We review some of the available literature on the topic, compare the outputs of several different computational approaches implemented in available statistical software, and present simple corrective actions that may be useful during the Quesst mission.

dose-response model↗

Control strategies for systems with limited actuators

This work investigates the effects of actuator saturation in multi-input, multi-output (MIMO) control systems. The adverse system behavior introduced by the saturation nonlinearity is viewed here as resulting from two mechanisms: controller windup - a problem caused by the discrepancy between the limited actuator commands and the corresponding control signals, and directionality - the problem of how to use nonlimited actuators when a limited condition exists. The tracking mode and Hanus methods are two common strategies for dealing with the windup problem. It is seen that while these methods alleviate windup, performance problems remain due to plant directionality. Though high gain conventional antiwindup as well as more general linear methods have the potential to address both windup and directionality, no systematic design method for these schemes has emerged; most approaches used in practice are application driven. An alternative method of addressing the directionality problem is presented which involves the introduction of a control direction preserving nonlinearity to the Hanus antiwindup system. A nonlinearity is subsequently proposed which reduces the conservation inherent in the former direction-preserving approach, improving performance. The concept of multivariable sensitivity is seen to play a key role in the success of the new method.

Marcopoli, Vincent R.↗

Solution of Ordinary Differential Equations in Gradient-Based Multidisciplinary Design Optimization

A gradient-based approach to multidisciplinary design optimization enables efficient scalability to large numbers of design variables. However, the need for derivatives causes difficulties when integrating ordinary differential equations (ODEs) in models. To simplify this, we propose the use of the general linear methods framework, which unifies all Runge-Kutta and linear multistep methods. This approach enables rapid implementation of integration methods without the need to differentiate each one, even in a gradient-based optimization context. We also develop a new parallel time integration algorithm that enables vectorization across time steps. We present a set of benchmarking results using a stiff ODE, a non-stiff nonlinear ODE, and an orbital dynamics ODE, and compare integration methods. In a modular gradient-based multidisciplinary design optimization context, we find that the new parallel time integration algorithm with high-order implicit methods, especially Gauss-Legendre collocation, is the best choice for a broad range of problems.

Hwang, John T.↗

General methods for determining the linear stability of coronal magnetic fields

A time integration of a linearized plasma equation of motion has been performed to calculate the ideal linear stability of arbitrary three-dimensional magnetic fields. The convergence rates of the explicit and implicit power methods employed are speeded up by using sequences of cyclic shifts. Growth rates are obtained for Gold-Hoyle force-free equilibria, and the corkscrew-kink instability is found to be very weak.

Craig, I. J. D.↗

Separated flows near the nose of a body of revolution

The solution of the Navier-Stokes equations for the problem of cross-flow separataion about a deforming cylinder was achieved by iteration. It was shown that the separation starts at the rear stagnation point and the point of primary separation moves upstram along the cylinder surface. A general method of linear stability analysis for nonparallel external flows was constructed, which consists of representing the eigenfunctions with complete orthogonal sets and forms characteristic equations with the Galerkin method. The method was applied to the Kovasznay flow which is an exact solution of the Navier-Stokes equation. The results show that when the critical parameter is exceeded, there are only a few isolated unstable eigen-frequencies. Another exact solution is shown to be absolutely and monotonically stable with respect to infinitesimal disturbances of all frequencies. The flow is also globally, asymptotically, and monotonically stable in the mean with respect o three-dimensional disturbances. This result forms the sound foundation of rigorous stability analysis for nonparallel flows, and provides an invaluable test ground for future studies of nonparallel flows in which the basic states do not posses exact solutions. The application of this method to the study of the formation of spiral vorticies near the nose of a rotating body of revolution is underway. The same method will be applied to the stability analysis of reversed flow over a plate with suction.

Lin, S. P.↗

Quotient-difference type generalizations of the power method and their analysis

The recursion relations that were proposed by W. F. Ford and A. Sidi (Appl. Numer. Math, 4 (1988), pp. 477-489) for implementing vector extrapolation methods are used for devising generalizations of the power method for linear operators. These generalizations are shown to produce approximations to largest eigenvalues of a linear operator under certain conditions. They are similar in form to the quotient-difference algorithm and share similar convergence properties with the latter. These convergence properties also resemble those obtained for the basic LR and QR algorithms. Finally, it is shown that the convergence rate produced by one fo these generalizations is twice as fast for normal operators as it is for nonnormal operators.

Sidi, Avram↗

Mitigating the Impacts of Measurement Error in the Quesst Mission Community Noise Study

Beginning in 2025, the NASA Quesst mission will conduct a series of community response tests involving flyovers of the X-59 aircraft at select localities across the United States. Several waves of a longitudinal survey will be administered over approximately one month of testing in order to capture perceptual responses to low-amplitude sonic booms, or “sonic thumps”. Simultaneously, noise exposure levels will be estimated by fusing model-based predictions with measurements taken from a sparse network of monitors in the region. As one of the aims of the study is to produce a dose-response curve, a regression model relating perceptual response to noise exposure levels, it is important to acknowledge the potential attenuation bias that results from measurement error in the estimated noise exposure levels. In this presentation we review and compare several methods for dealing with measurement error in generalized linear mixed models. The methods are demonstrated on simulated data and real data collected during past NASA risk reduction studies.

measurement error↗

Summary and Annotated Bibliography of Measurement Error Corrections with Potential Application in Future Quesst Mission Community Noise Studies

This document is motivated by likely needs of the Quesst mission community response tests, which will culminate in data collection and estimation of dose-response regression relationships for consideration by domestic and international aviation regulators. Furthermore, basic research questions evaluating interactions between rates of community annoyance, dose levels, and indicators of the presence of rattle, vibration, and startle hinge on hypothesis testing in the context of regression models. For a variety of reasons, noise doses may be known only imprecisely and may not reflect the actual level experienced by responding subjects. These differences between true dose and estimated dose, be they systematic or random, constitute covariate measurement error. Available statistics literature speaks to the impacts of measurement error on regression models, both in terms of bias in estimated coefficients and predicted values, and in terms of the loss of statistical power for hypothesis testing. Given the particulars of a categorical annoyance response variable and a continuous noise dose predictor variable subject to measurement error during testing, the emphasis of this report is on findings and methods pertinent to generalized linear (and mixed) models likely to be employed during the Quesst mission community tests. We reach the following conclusions: 1. Of four reviewed methods, structural Bayesian measurement error models and simulation extrapolation (SIMEX) may be the most readily applicable to Quesst mission community noise study objectives. 2. If warranted, a linear measurement model can help model systematic sources of measurement error that the classical measurement error does not. 3. For its ready implementation and small additional input requirements, simulation extrapolation may be ideally suited for addressing secondary research questions involving interactions between annoyance, noise dose, and other factors through hypothesis testing. 4. For their flexibility and ability to propagate uncertainty, structural Bayesian hierarchical models have great appeal for mission purposes; some care may be needed in developing appropriate probability models describing actual noise exposure during testing. An annotated bibliography logs additional papers and resources that may be of value to analysts in other projects and disciplines.

Dose-Response Model↗

Adaptive Error Estimation in Linearized Ocean General Circulation Models

Data assimilation methods are routinely used in oceanography. The statistics of the model and measurement errors need to be specified a priori. This study addresses the problem of estimating model and measurement error statistics from observations. We start by testing innovation based methods of adaptive error estimation with low-dimensional models in the North Pacific (5-60 deg N, 132-252 deg E) to TOPEX/POSEIDON (TIP) sea level anomaly data, acoustic tomography data from the ATOC project, and the MIT General Circulation Model (GCM). A reduced state linear model that describes large scale internal (baroclinic) error dynamics is used. The methods are shown to be sensitive to the initial guess for the error statistics and the type of observations. A new off-line approach is developed, the covariance matching approach (CMA), where covariance matrices of model-data residuals are "matched" to their theoretical expectations using familiar least squares methods. This method uses observations directly instead of the innovations sequence and is shown to be related to the MT method and the method of Fu et al. (1993). Twin experiments using the same linearized MIT GCM suggest that altimetric data are ill-suited to the estimation of internal GCM errors, but that such estimates can in theory be obtained using acoustic data. The CMA is then applied to T/P sea level anomaly data and a linearization of a global GFDL GCM which uses two vertical modes. We show that the CMA method can be used with a global model and a global data set, and that the estimates of the error statistics are robust. We show that the fraction of the GCM-T/P residual variance explained by the model error is larger than that derived in Fukumori et al.(1999) with the method of Fu et al.(1993). Most of the model error is explained by the barotropic mode. However, we find that impact of the change in the error statistics on the data assimilation estimates is very small. This is explained by the large representation error, i.e. the dominance of the mesoscale eddies in the T/P signal, which are not part of the 21 by 1" GCM. Therefore, the impact of the observations on the assimilation is very small even after the adjustment of the error statistics. This work demonstrates that simult&neous estimation of the model and measurement error statistics for data assimilation with global ocean data sets and linearized GCMs is possible. However, the error covariance estimation problem is in general highly underdetermined, much more so than the state estimation problem. In other words there exist a very large number of statistical models that can be made consistent with the available data. Therefore, methods for obtaining quantitative error estimates, powerful though they may be, cannot replace physical insight. Used in the right context, as a tool for guiding the choice of a small number of model error parameters, covariance matching can be a useful addition to the repertory of tools available to oceanographers.

Chechelnitsky, Michael Y.↗

A General Method for Solving Systems of Non-Linear Equations

The method of steepest descent is modified so that accelerated convergence is achieved near a root. It is assumed that the function of interest can be approximated near a root by a quadratic form. An eigenvector of the quadratic form is found by evaluating the function and its gradient at an arbitrary point and another suitably selected point. The terminal point of the eigenvector is chosen to lie on the line segment joining the two points. The terminal point found lies on an axis of the quadratic form. The selection of a suitable step size at this point leads directly to the root in the direction of steepest descent in a single step. Newton's root finding method not infrequently diverges if the starting point is far from the root. However, the current method in these regions merely reverts to the method of steepest descent with an adaptive step size. The current method's performance should match that of the Levenberg-Marquardt root finding method since they both share the ability to converge from a starting point far from the root and both exhibit quadratic convergence near a root. The Levenberg-Marquardt method requires storage for coefficients of linear equations. The current method which does not require the solution of linear equations requires more time for additional function and gradient evaluations. The classic trade off of time for space separates the two methods.

Nachtsheim, Philip R.↗

Numerical study of a multigrid method with four smoothing methods for the incompressible Navier-Stokes equations in general coordinates

The performance of a linear multigrid method using four smoothing methods, called SCGS (Symmetrical Coupled GauBeta-Seidel), CLGS (Collective Line GauBeta-Seidel), SILU (Scalar ILU), and CILU (Collective ILU), is investigated for the incompressible Navier-Stokes equations in general coordinates, in association with Galerkin coarse grid approximation. Robustness and efficiency are measured and compared by application to test problems. The numerical results show that CILU is the most robust, SILU the least, with CLGS and SCGS in between. CLGS is the best in efficiency, SCGS and CILU follow, and SILU is the worst.

Zeng, S.↗

Some approaches to substructure coupling with damping

Time-domain and frequency-domain methods for coupling substructures with general linear damping are discussed. A time-domain method is presented which employs a state variable representation of each substructure. Also presented is a method which employs frequency-domain coupling together with DFT and FFT transformations to obtain transient response solutions.

Craig, R. R., Jr.↗

Uncertainty Estimates of Psychoacoustic Thresholds Obtained from Group Tests

Adaptive psychoacoustic test methods, in which the next signal level depends on the response to the previous signal, are the most efficient for determining psychoacoustic thresholds of individual subjects. In many tests conducted in the NASA psychoacoustic labs, the goal is to determine thresholds representative of the general population. To do this economically, non-adaptive testing methods are used in which three or four subjects are tested at the same time with predetermined signal levels. This approach requires us to identify techniques for assessing the uncertainty in resulting group-average psychoacoustic thresholds. In this presentation we examine the Delta Method of frequentist statistics, the Generalized Linear Model (GLM), the Nonparametric Bootstrap, a frequentist method, and Markov Chain Monte Carlo Posterior Estimation and a Bayesian approach. Each technique is exercised on a manufactured, theoretical dataset and then on datasets from two psychoacoustics facilities at NASA. The Delta Method is the simplest to implement and accurate for the cases studied. The GLM is found to be the least robust, and the Bootstrap takes the longest to calculate. The Bayesian Posterior Estimate is the most versatile technique examined because it allows the inclusion of prior information.

Rathsam, Jonathan↗

A linear method for analyzing lightning field changes

A constrained, least-squares method for analyzing multiple-station measurements of lightning field changes (delta Es) is introduced. Previous methods have attempted to fit the spatial pattern of lightning delta Es using nonlinear models, such as a point charge (Q) or a point dipole (P) model. With the linear method, the delta Es are described not by models but by a general volume charge distribution that is deposited on a large (40 x 40 x 20 cu km) Cartesian grid above the measuring network. A linear system of equations is used to relate the measured delta Es to the charges that are deposited at each grid point. With this approach, the information content of the measurements can be quantified by an eigenanalysis of the covariance matrix of the linear system. Constraints can be used to reduce the infinity of possible solutions to the linear system and also to reduce systematic biases that can be introduced by the method of solution. It is shown that a Landweber iterative method, derived from the general method of steepest descent, can be used to solve the linear system and that the resulting volume charge distributions are generally consistent with computer-simulated charge sources, when these sources are over the measuring network. The Landweber iteration has also provided solutions for natural lightning events that are consistent with Q- and P-model results.

Koshak, William J.↗

Identification evaluation methods

Methods for airplane parameter estimation, the equation error method, output error method, and two advanced methods are presented and their basic properties described. The advanced methods include the maximum likelihood and extended Kalman filter method. For a better understanding of the estimation techniques a first-order scalar differential equation is used as a model of the system under test. Application of the methods to a general multivariable linear system is briefly outlined. A note on the parameter estimation in the frequency domain is also presented. Numerical examples along with the comparison of results from various methods are given.

Klein, V.↗

Krylov Subspace Methods for Complex Non-Hermitian Linear Systems

We consider Krylov subspace methods for the solution of large sparse linear systems Ax = b with complex non-Hermitian coefficient matrices. Such linear systems arise in important applications, such as inverse scattering, numerical solution of time-dependent Schrodinger equations, underwater acoustics, eddy current computations, numerical computations in quantum chromodynamics, and numerical conformal mapping. Typically, the resulting coefficient matrices A exhibit special structures, such as complex symmetry, or they are shifted Hermitian matrices. In this paper, we first describe a Krylov subspace approach with iterates defined by a quasi-minimal residual property, the QMR method, for solving general complex non-Hermitian linear systems. Then, we study special Krylov subspace methods designed for the two families of complex symmetric respectively shifted Hermitian linear systems. We also include some results concerning the obvious approach to general complex linear systems by solving equivalent real linear systems for the real and imaginary parts of x. Finally, numerical experiments for linear systems arising from the complex Helmholtz equation are reported.

Freund, Roland W.↗