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At least 19 records

Hierarchical ensemble Kalman methods with sparsity-promoting generalized gamma hyperpriors

This paper introduces a computational framework to incorporate flexible regularization techniques in ensemble Kalman methods, generalizing the iterative alternating scheme to nonlinear inverse problems. The proposed methodology approximates the maximum a posteriori (MAP) estimate of a hierarchical Bayesian model characterized by a conditionally Gaussian prior and generalized gamma hyperpriors. Suitable choices of hyperparameters yield sparsity-promoting regularization. We propose an iterative algorithm for MAP estimation, which alternates between updating the unknown with an ensemble Kalman method and updating the hyperparameters in the regularization to promote sparsity. Here, the effectiveness of our methodology is demonstrated in several computed examples, including compressed sensing and subsurface flow inverse problems.

Ensemble Kalman methods↗

Approximate optimal guidance for the advanced launch system

A real-time guidance scheme for the problem of maximizing the payload into orbit subject to the equations of motion for a rocket over a spherical, non-rotating earth is presented. An approximate optimal launch guidance law is developed based upon an asymptotic expansion of the Hamilton - Jacobi - Bellman or dynamic programming equation. The expansion is performed in terms of a small parameter, which is used to separate the dynamics of the problem into primary and perturbation dynamics. For the zeroth-order problem the small parameter is set to zero and a closed-form solution to the zeroth-order expansion term of Hamilton - Jacobi - Bellman equation is obtained. Higher-order terms of the expansion include the effects of the neglected perturbation dynamics. These higher-order terms are determined from the solution of first-order linear partial differential equations requiring only the evaluation of quadratures. This technique is preferred as a real-time, on-line guidance scheme to alternative numerical iterative optimization schemes because of the unreliable convergence properties of these iterative guidance schemes and because the quadratures needed for the approximate optimal guidance law can be performed rapidly and by parallel processing. Even if the approximate solution is not nearly optimal, when using this technique the zeroth-order solution always provides a path which satisfies the terminal constraints. Results for two-degree-of-freedom simulations are presented for the simplified problem of flight in the equatorial plane and compared to the guidance scheme generated by the shooting method which is an iterative second-order technique.

Feeley, T. S.↗

Aspects of Unstructured Grids and Finite-Volume Solvers for the Euler and Navier-Stokes Equations

One of the major achievements in engineering science has been the development of computer algorithms for solving nonlinear differential equations such as the Navier-Stokes equations. These algorithms are now used in the practical engineering design of devices such as cars and airplanes as well as theoretical studies of complex phenomena such as fluid turbulence. In past years, limited computer resources have motivated the development of efficient numerical methods in computational fluid dynamics (CFD) utilizing structured meshes. These meshes are comprised of systematic arrays of quadrilateral or hexahedral cells. The use of structured meshes greatly simplifies the implementation of CFD algorithms on conventional computers. Structured meshes also permit the use of highly efficient solution techniques such as alternating direction implicit (ADI) iteration schemes or multigrid. Following the dramatic improvement in computing speed in recent years, emphasis has shifted towards the design of algorithms capable of treating complex geometries. The automatic generation of structured grids about complex geometries is problematic. Unstructured grids offer one promising alternative technique for treating these general geometries. Unstructured meshes have irregular connectivity and usually contain triangles and/or quadrilaterals in two dimensions and tetrahedra and/or hexahedra in three dimensions. The generation and use of unstructured grids poses new challenges in computational fluid dynamics. This is true for both grid generation as well as for the design of algorithms for flow solution. The purpose of these notes is to present recent developments in the unstructured grid generation and flow solution technology.

Barth, T. J.↗

Connection and validation of narrow-band delta VLBI phase observations

Narrow-band differential very long baseline interferometry required phase connections between consecutive scans. An efficient computer aided scheme for this purpose is presented. This scheme is an iteration process alternating between a grand fit on many scans and integer quantization of the phase shift cycles to be assigned to the scans. Only linear simultaneous equations of a few unknowns need to be solved. A simulation analysis indicates that faultless phase connection can be expected when there is no localized systematic noise. When systematic noise of moderate level exists, the possible incorrect phase connection can be detected and connected for by comparing the connected phases from the two alternating observations, after removing the residual diurnal effects.

Wu, S. C.↗

Approximate-factorization schemes for solving the transonic full-potential equation

The present paper provides a general discussion of approximate-factorization techniques applied to the transonic full-potential equation. Giving particular attention to the AF2 approximate-factorization scheme. This scheme was first introduced by Ballhaus and Steger (1975) for solving the low-frequency (unsteady), transonic small-disturbance equation. The full-potential equation algorithm is examined, taking into account the governing equations, grid generation, the artificial density scheme (spatial differencing), the alternating direction implicit scheme, the AF2 iteration scheme, temporal damping, and boundary conditions. Computed results are also presented. It is shown that fast, fully-implicit algorithms of the approximate-factorization variety are both efficient and reliable for solving the conservative full-potential equation.

Holst, T. L.↗

Aerodynamic optimization by simultaneously updating flow variables and design parameters

The application of conventional optimization schemes to aerodynamic design problems leads to inner-outer iterative procedures that are very costly. An alternative approach is presented based on the idea of updating the flow variable iterative solutions and the design parameter iterative solutions simultaneously. Two schemes based on this idea are applied to problems of correcting wind tunnel wall interference and optimizing advanced propeller designs. The first of these schemes is applicable to a limited class of two-design-parameter problems with an equality constraint. It requires the computation of a single flow solution. The second scheme is suitable for application to general aerodynamic problems. It requires the computation of several flow solutions in parallel. In both schemes, the design parameters are updated as the iterative flow solutions evolve. Computations are performed to test the schemes' efficiency, accuracy, and sensitivity to variations in the computational parameters.

Rizk, M. H.↗

Chemistry-split techniques for viscous reactive blunt body flow computations

The weak-coupling structure between the fluid and species equations has been exploited and resulted in three, closely related, time-iterative implicit techniques. While the primitive variables are solved in two separated groups and each by an Alternating Direction Implicit (ADI) factorization scheme, the rate-species Jacobian can be treated in either full or diagonal matrix form, or simply ignored. The latter two versions render the split technique to solving for species as scalar rather than vector variables. The solution is completed at the end of each iteration after determining temperature and pressure from the flow density, energy and species concentrations. Numerical experimentation has shown that the split scalar technique, using partial rate Jacobian, yields the best overall stability and consistency. Satisfactory viscous solutions were obtained for an ellipsoidal body of axis ratio 3:1 at Mach 35 and an angle of attack of 20 degrees.

Li, C. P.↗

Perturbation-magnitude control for difference-quotient estimation of derivatives

A process for adjusting perturbation magnitude for accurate difference-quotient estimation of derivatives is described. The process is intended to be carried out sequentially, alternating with iterations of a parameter-optimization algorithm. A more complex and computationally-expensive scheme for occasional auxiliary use is also described.

Kelley, H. J.↗

Information-reduced Carrier Synchronization of Iterative Decoded BPSK and QPSK using Soft Decision (Extrinsic) Feedback

This paper addresses the carrier-phase estimation problem under low SNR conditions as are typical of turbo- and LDPC-coded applications. In previous publications by the first author, closed-loop carrier synchronization schemes for error-correction coded BPSK and QPSK modulation were proposed that were based on feeding back hard data decisions at the input of the loop, the purpose being to remove the modulation prior to attempting to track the carrier phase as opposed to the more conventional decision-feedback schemes that incorporate such feedback inside the loop. In this paper, we consider an alternative approach wherein the extrinsic soft information from the iterative decoder of turbo or LDPC codes is instead used as the feedback.

carrier synchronization↗

Development of a methodology for classifying software errors

A mathematical formalization of the intuition behind classification of software errors is devised and then extended to a classification discipline: Every classification scheme should have an easily discernible mathematical structure and certain properties of the scheme should be decidable (although whether or not these properties hold is relative to the intended use of the scheme). Classification of errors then becomes an iterative process of generalization from actual errors to terms defining the errors together with adjustment of definitions according to the classification discipline. Alternatively, whenever possible, small scale models may be built to give more substance to the definitions. The classification discipline and the difficulties of definition are illustrated by examples of classification schemes from the literature and a new study of observed errors in published papers of programming methodologies.

Gerhart, S. L.↗

Relaxation schemes for spectral multigrid methods

The effectiveness of relaxation schemes for solving the systems of algebraic equations which arise from spectral discretizations of elliptic equations is examined. Iterative methods are an attractive alternative to direct methods because Fourier transform techniques enable the discrete matrix-vector products to be computed almost as efficiently as for corresponding but sparse finite difference discretizations. Preconditioning is found to be essential for acceptable rates of convergence. Preconditioners based on second-order finite difference methods are used. A comparison is made of the performance of different relaxation methods on model problems with a variety of conditions specified around the boundary. The investigations show that iterations based on incomplete LU decompositions provide the most efficient methods for solving these algebraic systems.

Phillips, Timothy N.↗

Calibration and Data Analysis of the MC-130 Air Balance

Design, calibration, calibration analysis, and intended use of the MC-130 air balance are discussed. The MC-130 balance is an 8.0 inch diameter force balance that has two separate internal air flow systems and one external bellows system. The manual calibration of the balance consisted of a total of 1854 data points with both unpressurized and pressurized air flowing through the balance. A subset of 1160 data points was chosen for the calibration data analysis. The regression analysis of the subset was performed using two fundamentally different analysis approaches. First, the data analysis was performed using a recently developed extension of the Iterative Method. This approach fits gage outputs as a function of both applied balance loads and bellows pressures while still allowing the application of the iteration scheme that is used with the Iterative Method. Then, for comparison, the axial force was also analyzed using the Non-Iterative Method. This alternate approach directly fits loads as a function of measured gage outputs and bellows pressures and does not require a load iteration. The regression models used by both the extended Iterative and Non-Iterative Method were constructed such that they met a set of widely accepted statistical quality requirements. These requirements lead to reliable regression models and prevent overfitting of data because they ensure that no hidden near-linear dependencies between regression model terms exist and that only statistically significant terms are included. Finally, a comparison of the axial force residuals was performed. Overall, axial force estimates obtained from both methods show excellent agreement as the differences of the standard deviation of the axial force residuals are on the order of 0.001 % of the axial force capacity.

Booth, Dennis↗

A procedure for the calculation of supersonic flows with strong viscous-inviscid interaction

The present paper is concerned with the calculation of strong viscous-inviscid interactions in two-dimensional laminar supersonic flows with and without separation. The equations solved are the so-called parabolized Navier-Stokes equations. The streamwise pressure gradient term is written as a combination of a forward and a backward difference to provide a path for upstream propagation of information. Global iteration is utilized to repeatedly update the pressure field from an initial guess until convergence is achieved. The numerical scheme employed is a new alternating direction explicit (ADE) procedure which is used as an alternative to the more difficult to program multigrid strategy to accelerate convergence. Results are presented for flows past two flat plate related bodies.

Barnett, M.↗

A Quasi-Parabolic technique for computation of three-dimensional viscous flows

A computational technique is presented for obtaining flowfield solutions to a parabolic form of the Navier-Stokes equations. The point of departure is the General Interpolant Method (GIM) which provides a discretization for partial differential equations on arbitrary three-dimensional geometries. The new scheme, termed Quasi-Parabolic, treats the parabolized equations but with 'time-like' terms appended. Addition of these extra terms, which are relaxed by iteration, avoid many of the singularities inherent in classical parabolic Navier-Stokes methods. Streamwise derivatives are approximated by three-point backward differences and the cross plane operators use an alternating forward-backward sweep. A two-step sequence is used to implement the difference scheme in the spatial dimensions and a time-like relaxation converges the quasi-parabolic procedure at each plane. Solutions are presented for flows in two and three dimensions. Inviscid flows are solved for internal and external applications and viscous flows in boundary layers and free shear layers are also computed with the GIM/Quasi-Parabolic scheme.

Spradley, L. W.↗

ULTRA-SHARP nonoscillatory convection schemes for high-speed steady multidimensional flow

For convection-dominated flows, classical second-order methods are notoriously oscillatory and often unstable. For this reason, many computational fluid dynamicists have adopted various forms of (inherently stable) first-order upwinding over the past few decades. Although it is now well known that first-order convection schemes suffer from serious inaccuracies attributable to artificial viscosity or numerical diffusion under high convection conditions, these methods continue to enjoy widespread popularity for numerical heat transfer calculations, apparently due to a perceived lack of viable high accuracy alternatives. But alternatives are available. For example, nonoscillatory methods used in gasdynamics, including currently popular TVD schemes, can be easily adapted to multidimensional incompressible flow and convective transport. This, in itself, would be a major advance for numerical convective heat transfer, for example. But, as is shown, second-order TVD schemes form only a small, overly restrictive, subclass of a much more universal, and extremely simple, nonoscillatory flux-limiting strategy which can be applied to convection schemes of arbitrarily high order accuracy, while requiring only a simple tridiagonal ADI line-solver, as used in the majority of general purpose iterative codes for incompressible flow and numerical heat transfer. The new universal limiter and associated solution procedures form the so-called ULTRA-SHARP alternative for high resolution nonoscillatory multidimensional steady state high speed convective modelling.

Leonard, B. P.↗

Primitive numerical simulation of circular Couette flow - Carrousel wind tunnel nonturbulent solutions

The azimuthal-invariant, three-dimensional cylindrical, incompressible Navier-Stokes equations are solved to steady state for a finite-length, physically realistic model. The numerical method relies on an alternating-direction implicit scheme that is formally second-order accurate in space and first-order accurate in time. The equations are linearized and uncoupled by evaluating variable coefficients at the previous time iteration. Wall grid clustering is provided by a Roberts transformation in radial and axial directions. A vorticity-velocity formulation is found to be preferable to a vorticity-streamfunction approach. Subject to no-slip, Dirichlet boundary conditions, except for the inner cylinder rotation velocity (impulsive start-up) and zero-flow initial conditions, nonturbulent solutions are obtained for sub- and supercritical Reynolds numbers of 100 to 400 for a finite geometry where R(outer)/R(inner) = 1.5, H/R(inner) = 0.73, and H/Delta-R = 1.5. An axially-stretched model solution is shown to asymptotically approach the one-dimensional analytic Couette solution at the cylinder midheight. Flowfield change from laminar to Taylor-vortex flow is discussed as a function of Reynolds number. Three-dimensional velocities, vorticity, and streamfunction are presented via two-dimensional graphs and three-dimensional surface and contour plots.

Hasiuk, Jan↗

Application of a Temperature-Dependent Load Prediction Method to a RUAG Six-Component Block-Type Balance

Temperature-dependent data of a RUAG six-component block-type balance was analyzed to assess the accuracy of two load prediction methods for temperature-dependent balance data. The supplied data was prepared for the analysis by splitting it into calibration and check load data subsets. The first calibration data subset was obtained at a temperature of 294 Kelvin. The second calibration data subset was obtained at a temperature of 315 Kelvin. A subset of 38 points was extracted from the second data set and used as check loads so that the accuracy of the two load prediction methods could be tested. First, the Iterative Method in combination with an extended independent and dependent variable set was used for the balance load prediction. This approach fits electrical outputs as a function of loads and the temperature and, afterwards, constructs a load iteration scheme from the regression coefficients so that loads can be predicted from outputs and the temperature during a wind tunnel test. The Non-Iterative Method was also used for the load prediction. This alternate method can more easily be implemented in a data system as loads are directly fitted as a function of electrical outputs and the temperature. Analysis results for the axial force are only discussed in the paper as similar results were obtained for the other five load components. Results for both methods clearly show that the cross-product term constructed from either a primary gage load or a primary gage output and the temperature explains the majority of the temperature-dependent part of the predicted balance load. This term models the temperature dependent nature of the gage sensitivity. Therefore, it is recommended to apply primary gage loadings at different temperatures during a balance calibration whenever temperature effects need to be described. These loadings will contain information about the temperature-dependent nature of the gage sensitivities that can be quantified by related cross-product terms in regression models of the data.

strain-gage balance↗

A hybrid numerical technique for predicting the aerodynamic and acoustic fields of advanced turboprops

A hybrid numerical procedure is presented for the prediction of the aerodynamic and acoustic performance of advanced turboprops. A hybrid scheme is proposed which in principle leads to a consistent simultaneous prediction of both fields. In the inner flow a finite difference method, the Approximate-Factorization Alternating-Direction-Implicit (ADI) scheme, is used to solve the nonlinear Euler equations. In the outer flow the linearized acoustic equations are solved via a Boundary-Integral Equation (BIE) method. The two solutions are iteratively matched across a fictitious interface in the flow so as to maintain continuity. At convergence the resulting aerodynamic load prediction will automatically satisfy the appropriate free-field boundary conditions at the edge of the finite difference grid, while the acoustic predictions will reflect the back-reaction of the radiated field on the magnitude of the loading source terms, as well as refractive effects in the inner flow. The equations and logic needed to match the two solutions are developed and the computer program implementing the procedure is described. Unfortunately, no converged solutions were obtained, due to unexpectedly large running times. The reasons for this are discussed and several means to alleviate the situation are suggested.

Homicz, G. F.↗