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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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Data-Driven Compositional Optimization in Misspecified Regimes

With a manifold growth in the scale and intricacy of systems, the challenges of parametric misspecification become pronounced. These concerns are further exacerbated in compositional settings, which emerge in problems complicated by modeling risk and robustness. In “Data-Driven Compositional Optimization in Misspecified Regimes,” the authors consider the resolution of compositional stochastic optimization problems, plagued by parametric misspecification. In considering settings where such misspecification may be resolved via a parallel learning process, the authors develop schemes that can contend with diverse forms of risk, dynamics, and nonconvexity. They provide asymptotic and rate guarantees for unaccelerated and accelerated schemes for convex, strongly convex, and nonconvex problems in a two-level regime with extensions to the multilevel setting. Surprisingly, the nonasymptotic rate guarantees show no degradation from the rate statements obtained in a correctly specified regime and the schemes achieve optimal (or near-optimal) sample complexities for general T-level strongly convex and nonconvex compositional problems.

Business & Economics↗

Linear state feedback, quadratic weights, and closed loop eigenstructures

Equations are derived for the angles of general multivariable root loci and linear quadratic optimal root loci, including angles of departure and approach. The generalized eigenvalue problem is used to compute angles of approach. Equations are also derived to find the sensitivity of closed loop eigenvalue and the directional derivatives of closed loop eigenvectors. An equivalence class of quadratic weights that produce the same asymptotic eigenstructure is defined, a canonical element is defined, and an algorithm to find it is given. The behavior of the optimal root locus in the nonasymptotic region is shown to be different for quadratic weights with the same asymptotic properties. An algorithm is presented that can be used to select a feedback gain matrix for the linear state feedback problem which produces a specified asymptotic eigenstructure. Another algorithm is given to compute the asymptotic eigenstructure properties inherent in a given set of quadratic weights. Finally, it is shown that optimal root loci for nongeneric problems can be approximated by generic ones in the nonasymptotic region.

Thompson, P. M.↗

Roughness-induced generation of crossflow vortices in three-dimensional boundary layers

The receptivity theory of Goldstein and Ruban is extended within the nonasymptotic (quasi-parallel) framework of Zavol'skii et al to predict the roughness-induced generation of stationary and nonstationary instability waves in three-dimensional, incompressible boundary layers. The influence of acoustic-wave orientation, as well as that of different types of roughness geometries, including isolated roughness elements, periodic arrays, and two-dimensional lattices of compact roughness shapes, as well as random, but spatially homogeneous roughness distributions, is examined. The parametric study for the Falkner-Skan-Cooke family of boundary layers supports our earlier conjecture that the initial amplitudes of roughness-induced stationary vortices are likely to be significantly larger than the amplitudes of similarly induced nonstationary vortices in the presence of acoustic disturbances in the free stream. Maximum unsteady receptivity occurs when the acoustic velocity fluctuation is aligned with the wavenumber vector of the unsteady vortex mode. On the other hand, roughness arrays that are oriented somewhere close to the group velocity direction are likely to produce higher instability amplitudes. Limitations of the nonasymptotic theory are discussed, and future work is suggested.

Choudhari, Meelan↗

An Incremental Gradient Method for Optimization Problems With Variational Inequality Constraints

We consider minimizing a sum of agent-specific nondifferentiable merely convex functions over the solution set of a variational inequality (VI) problem in that each agent is associated with a local monotone mapping. This problem finds an application in computation of the best equilibrium in nonlinear complementarity problems arising in transportation networks. We develop an iteratively regularized incremental gradient method where at each iteration, agents communicate over a directed cycle graph to update their solution iterates using their local information about the objective and the mapping. The proposed method is single-timescale in the sense that it does not involve any excessive hard-to-project computation per iteration. We derive nonasymptotic agent-wise convergence rates for the suboptimality of the global objective function and infeasibility of the VI constraints measured by a suitably defined dual gap function. Finally, the proposed method appears to be the first fully iterative scheme equipped with iteration complexity that can address distributed optimization problems with VI constraints over cycle graphs.

convergence↗

A Class of Sparse Johnson–Lindenstrauss Transforms and Analysis of their Extreme Singular Values

The Johnson–Lindenstrauss (JL) lemma is a powerful tool for dimensionality reduction in modern algorithm design. The lemma states that any set of high-dimensional points in a Euclidean space can be projected into lower dimensions while approximately preserving pairwise Euclidean distances. Random matrices satisfying this lemma are called JL transforms (JLTs). Inspired by existing $s$-hashing JLTs with exactly $s$ nonzero elements on each column, the present work introduces an ensemble of sparse matrices encompassing so-called $s$-hashing-like matrices whose expected number of nonzero elements on each column is $s$. The independence of the sub-Gaussian entries of these matrices and the knowledge of their exact distribution play an important role in their analyses. Using properties of independent sub-Gaussian random variables, these matrices are demonstrated to be JLTs, and their smallest nontrivial singular values and largest singular values are estimated nonasymptotically using a technique from geometric functional analysis. As the dimensions of the matrix grow to infinity, these singular values are proved to converge almost surely to fixed quantities (by using the universal Bai–Yin law) and in distribution to the Gaussian orthogonal ensemble Tracy–Widom law after proper rescalings. Understanding the behaviors of extreme singular values is important in general because they are often used to define a measure of stability of matrix algorithms. For example, JLTs were recently used in derivative-free optimization algorithmic frameworks to select random subspaces in which are constructed random models or poll directions to achieve scalability, and hence estimating their smallest singular value in particular helps determine the dimension of these subspaces.

97 MATHEMATICS AND COMPUTING↗

Non-Wilsonian ultraviolet completion via transseries

We study some of the implications for the perturbative renormalization program when augmented with the Borel–Ecalle resummation. We show the emergence of a new kind of nonperturbative fixed point for the scalar [Formula: see text] model, representing an ultraviolet self-completion by transseries. We argue that this completion is purely non-Wilsonian and it depends on one arbitrary constant stemming from the transseries solution of the renormalization group equation. On the other hand, if no fixed points are demanded through the adjustment of this arbitrary constant, we end up with an effective theory in which the scalar mass is quadratically-sensitive to the cutoff, even working in dimensional regularization. Complete decoupling of the scalar mass to this energy scale can be used to determine a physical prescription for the Borel–Laplace resummation of the renormalons in nonasymptotically free models. We also comment on possible orthogonal scenarios available in the literature that might play a role when no fixed points exist.

Physics↗

The use of back corrections in multistep methods of numerical integration

Generalized multistep methods for the numerical solution of nonlinear systems of ordinary differential equations are introduced which allow the correction of previously computed values of the solution at internal points of the grid. These methods are shown to possess enhanced numerical stability. Preliminary numerical results indicate that for some satellite orbit problems these methods also possess greater overall efficiency. A uniformly converging theory of error propagation is presented which is valid for nonasymptotic values of the step size. Experimental results are seen to conform with theory.

Beaudet, P.↗

Linear state feedback, quadratic weights, and closed loop eigenstructures

Results are given on the relationships between closed loop eigenstructures, state feedback gain matrices of the linear state feedback problem, and quadratic weights of the linear quadratic regulator. Equations are derived for the angles of general multivariable root loci and linear quadratic optimal root loci, including angles of departure and approach. The generalized eigenvalue problem is used for the first time to compute angles of approach. Equations are also derived to find the sensitivity of closed loop eigenvalues and the directional derivatives of closed loop eigenvectors (with respect to a scalar multiplying the feedback gain matrix or the quadratic control weight). An equivalence class of quadratic weights that produce the same asymptotic eigenstructure is defined, sufficient conditions to be in it are given, a canonical element is defined, and an algorithm to find it is given. The behavior of the optimal root locus in the nonasymptotic region is shown to be different for quadratic weights with the same asymptotic properties.

Thompson, P. M.↗

Failure modes of reduced-order orbit determination filters and their remedies

Ways in which failure can occur in reduced-order, orbit determination filter, error covariance calculations are discussed. In the context of this article, reduced-order filters denote nonoptimal filters which include fixed levels of uncertainty in some parameters of the measurement models or in the spacecraft dynamical model which are not explicitly estimated in the filter equations. Failure is defined as an increase in the orbit determination covariance with the addition of data or as an unreasonable growth in the covariance with time, i.e., nonasymptotic behavior of the covariance. Some simple, known cases of failure are discussed along with their traditional remedies. In addition, more modern remedies are discussed which are currently under development at the Jet Propulsion Laboratory. The article first describes the known problems of reduced-order filters when they are employed for orbit determination, and their traditional remedies. Then, having defined these, the relevancy and desirability of the more modern remedies are made apparent.

Scheeres, D. J.↗

Bending of Light in Modified Gravity at Large Distances

We discuss the bending of light in a recent model for gravity at large distances containing a Rindler type acceleration proposed by Grumiller. We consider the static, spherically symmetric metric with cosmological constant and Rindler-like term 2ar presented in this model, and we use the procedure by Rindler and Ishak. to obtain the bending angle of light in this metric. Earlier work on light bending in this model by Carloni, Grumiller, and Preis, using the method normally employed for asymptotically flat space-times, led to a conflicting result (caused by the Rindler-like term in the metric) of a bending angle that increases with the distance of closest approach r(sub 0) of the light ray from the centrally concentrated spherically symmetric matter distribution. However, when using the alternative approach for light bending in nonasymptotically flat space-times, we show that the linear Rindler-like term produces a small correction to the general relativistic result that is inversely proportional to r(sub 0). This will in turn affect the bounds on Rindler acceleration obtained earlier from light bending and casts doubts on the nature of the linear term 2ar in the metric

Grumiller↗

Hierarchical Bayesian Inverse Problems: A High-Dimensional Statistics Viewpoint

This paper analyzes hierarchical Bayesian inverse problems using techniques from highdimensional statistics. Furthermore, our analysis leverages a property of hierarchical Bayesian regularizers that we call approximate decomposability to obtain non-asymptotic bounds on the reconstruction error attained by maximum a posteriori estimators. The new theory explains how hierarchical Bayesian models that exploit sparsity, group sparsity, and sparse representations of the unknown parameter can achieve accurate reconstructions in high-dimensional settings.

MAP estimation↗

Critical Phenomena in Microgravity: Past, Present, and Future

This review provides an overview of the progress in using the low-gravity environment of space to explore critical phenomena and test modern theoretical predictions. Gravity-induced variations in the hydrostatic pressure and the resulting density gradients adversely affect ground-based measurements near fluid critical points. Performing measurements in a low-gravity environment can significantly reduce these difficulties. A number of significant experiments have been performed in low-Earth orbit. Experiments near the lambda transition in liquid helium explored the regime of large correlation lengths and tested the theoretical predictions to a level of precision that could not be obtained on Earth. Other studies have validated theoretical predictions for the divergence in the viscosity as well as the unexpected critical speeding up of the thermal equilibrium process in pure fluids near the liquid-gas critical point. We describe the scientific content of previously flown low-gravity investigations of critical phenomena as well as those in the development stage, and associated ground-based work.

renormalization-group theory↗