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NASA NTRS1998

Basis Selection for Wavelet Regression

A wavelet basis selection procedure is presented for wavelet regression. Both the basis and the threshold are selected using cross-validation. The method includes the capability of incorporating prior knowledge on the smoothness (or shape of the basis functions) into the basis selection procedure. The results of the method are demonstrated on sampled functions widely used in the wavelet regression literature. The results of the method are contrasted with other published methods.

Wheeler, Kevin R.↗

NASA NTRS2001

Multiresolution Wavelet Based Adaptive Numerical Dissipation Control for Shock-Turbulence Computations

The recently developed essentially fourth-order or higher low dissipative shock-capturing scheme of Yee, Sandham and Djomehri (1999) aimed at minimizing nu- merical dissipations for high speed compressible viscous flows containing shocks, shears and turbulence. To detect non smooth behavior and control the amount of numerical dissipation to be added, Yee et al. employed an artificial compression method (ACM) of Harten (1978) but utilize it in an entirely different context than Harten originally intended. The ACM sensor consists of two tuning parameters and is highly physical problem dependent. To minimize the tuning of parameters and physical problem dependence, new sensors with improved detection properties are proposed. The new sensors are derived from utilizing appropriate non-orthogonal wavelet basis functions and they can be used to completely switch to the extra numerical dissipation outside shock layers. The non-dissipative spatial base scheme of arbitrarily high order of accuracy can be maintained without compromising its stability at all parts of the domain where the solution is smooth. Two types of redundant non-orthogonal wavelet basis functions are considered. One is the B-spline wavelet (Mallat & Zhong 1992) used by Gerritsen and Olsson (1996) in an adaptive mesh refinement method, to determine regions where re nement should be done. The other is the modification of the multiresolution method of Harten (1995) by converting it to a new, redundant, non-orthogonal wavelet. The wavelet sensor is then obtained by computing the estimated Lipschitz exponent of a chosen physical quantity (or vector) to be sensed on a chosen wavelet basis function. Both wavelet sensors can be viewed as dual purpose adaptive methods leading to dynamic numerical dissipation control and improved grid adaptation indicators. Consequently, they are useful not only for shock-turbulence computations but also for computational aeroacoustics and numerical combustion. In addition, these sensors are scheme independent and can be stand alone options for numerical algorithm other than the Yee et al. scheme.

Sjoegreen, B.↗

NASA NTRS2003

Aeroservoelastic Model Validation and Test Data Analysis of the F/A-18 Active Aeroelastic Wing

Model validation and flight test data analysis require careful consideration of the effects of uncertainty, noise, and nonlinearity. Uncertainty prevails in the data analysis techniques and results in a composite model uncertainty from unmodeled dynamics, assumptions and mechanics of the estimation procedures, noise, and nonlinearity. A fundamental requirement for reliable and robust model development is an attempt to account for each of these sources of error, in particular, for model validation, robust stability prediction, and flight control system development. This paper is concerned with data processing procedures for uncertainty reduction in model validation for stability estimation and nonlinear identification. F/A-18 Active Aeroelastic Wing (AAW) aircraft data is used to demonstrate signal representation effects on uncertain model development, stability estimation, and nonlinear identification. Data is decomposed using adaptive orthonormal best-basis and wavelet-basis signal decompositions for signal denoising into linear and nonlinear identification algorithms. Nonlinear identification from a wavelet-based Volterra kernel procedure is used to extract nonlinear dynamics from aeroelastic responses, and to assist model development and uncertainty reduction for model validation and stability prediction by removing a class of nonlinearity from the uncertainty.

Brenner, Martin J.↗

NASA NTRS1993

Adaptive wavelet collocation methods for initial value boundary problems of nonlinear PDE's

We have designed a cubic spline wavelet decomposition for the Sobolev space H(sup 2)(sub 0)(I) where I is a bounded interval. Based on a special 'point-wise orthogonality' of the wavelet basis functions, a fast Discrete Wavelet Transform (DWT) is constructed. This DWT transform will map discrete samples of a function to its wavelet expansion coefficients in O(N log N) operations. Using this transform, we propose a collocation method for the initial value boundary problem of nonlinear PDE's. Then, we test the efficiency of the DWT transform and apply the collocation method to solve linear and nonlinear PDE's.

Cai, Wei↗

NASA NTRS2000

Multiresolution With Super-Compact Wavelets

The solution data computed from large scale simulations are sometimes too big for main memory, for local disks, and possibly even for a remote storage disk, creating tremendous processing time as well as technical difficulties in analyzing the data. The excessive storage demands a corresponding huge penalty in I/O time, rendering time and transmission time between different computer systems. In this paper, a multiresolution scheme is proposed to compress field simulation or experimental data without much loss of important information in the representation. Originally, the wavelet based multiresolution scheme was introduced in image processing, for the purposes of data compression and feature extraction. Unlike photographic image data which has rather simple settings, computational field simulation data needs more careful treatment in applying the multiresolution technique. While the image data sits on a regular spaced grid, the simulation data usually resides on a structured curvilinear grid or unstructured grid. In addition to the irregularity in grid spacing, the other difficulty is that the solutions consist of vectors instead of scalar values. The data characteristics demand more restrictive conditions. In general, the photographic images have very little inherent smoothness with discontinuities almost everywhere. On the other hand, the numerical solutions have smoothness almost everywhere and discontinuities in local areas (shock, vortices, and shear layers). The wavelet bases should be amenable to the solution of the problem at hand and applicable to constraints such as numerical accuracy and boundary conditions. In choosing a suitable wavelet basis for simulation data among a variety of wavelet families, the supercompact wavelets designed by Beam and Warming provide one of the most effective multiresolution schemes. Supercompact multi-wavelets retain the compactness of Haar wavelets, are piecewise polynomial and orthogonal, and can have arbitrary order of approximation. The advantages of the multiresolution algorithm are that no special treatment is required at the boundaries of the interval, and that the application to functions which are only piecewise continuous (internal boundaries) can be efficiently implemented. In this presentation, Beam's supercompact wavelets are generalized to higher dimensions using multidimensional scaling and wavelet functions rather than alternating the directions as in the 1D version. As a demonstration of actual 3D data compression, supercompact wavelet transforms are applied to a 3D data set for wing tip vortex flow solutions (2.5 million grid points). It is shown that high data compression ratio can be achieved (around 50:1 ratio) in both vector and scalar data set.

Lee, Dohyung↗

NASA NTRS1994

On the wavelet optimized finite difference method

When one considers the effect in the physical space, Daubechies-based wavelet methods are equivalent to finite difference methods with grid refinement in regions of the domain where small scale structure exists. Adding a wavelet basis function at a given scale and location where one has a correspondingly large wavelet coefficient is, essentially, equivalent to adding a grid point, or two, at the same location and at a grid density which corresponds to the wavelet scale. This paper introduces a wavelet optimized finite difference method which is equivalent to a wavelet method in its multiresolution approach but which does not suffer from difficulties with nonlinear terms and boundary conditions, since all calculations are done in the physical space. With this method one can obtain an arbitrarily good approximation to a conservative difference method for solving nonlinear conservation laws.

Jameson, Leland↗

NASA NTRS1995

Windowed and Wavelet Analysis of Marine Stratocumulus Cloud Inhomogeneity

To improve radiative transfer calculations for inhomogeneous clouds, a consistent means of modeling inhomogeneity is needed. One current method of modeling cloud inhomogeneity is through the use of fractal parameters. This method is based on the supposition that cloud inhomogeneity over a large range of scales is related. An analysis technique named wavelet analysis provides a means of studying the multiscale nature of cloud inhomogeneity. In this paper, the authors discuss the analysis and modeling of cloud inhomogeneity through the use of wavelet analysis. Wavelet analysis as well as other windowed analysis techniques are used to study liquid water path (LWP) measurements obtained during the marine stratocumulus phase of the First ISCCP (International Satellite Cloud Climatology Project) Regional Experiment. Statistics obtained using analysis windows, which are translated to span the LWP dataset, are used to study the local (small scale) properties of the cloud field as well as their time dependence. The LWP data are transformed onto an orthogonal wavelet basis that represents the data as a number of times series. Each of these time series lies within a frequency band and has a mean frequency that is half the frequency of the previous band. Wavelet analysis combined with translated analysis windows reveals that the local standard deviation of each frequency band is correlated with the local standard deviation of the other frequency bands. The ratio between the standard deviation of adjacent frequency bands is 0.9 and remains constant with respect to time. This ratio defined as the variance coupling parameter is applicable to all of the frequency bands studied and appears to be related to the slope of the data's power spectrum. Similar analyses are performed on two cloud inhomogeneity models, which use fractal-based concepts to introduce inhomogeneity into a uniform cloud field. The bounded cascade model does this by iteratively redistributing LWP at each scale using the value of the local mean. This model is reformulated into a wavelet multiresolution framework, thereby presenting a number of variants of the bounded cascade model. One variant introduced in this paper is the 'variance coupled model,' which redistributes LWP using the local standard deviation and the variance coupling parameter. While the bounded cascade model provides an elegant two- parameter model for generating cloud inhomogeneity, the multiresolution framework provides more flexibility at the expense of model complexity. Comparisons are made with the results from the LWP data analysis to demonstrate both the strengths and weaknesses of these models.

Gollmer, Steven M.↗

NASA NTRS1998

The Wavelet Element Method: Realization and Additional Features in 2D and 3D - Part 2

The Wavelet Element Method (WEM) provides a construction of multiresolution systems and biorthogonal wavelets on fairly general domains. These are split into subdomains that are mapped to a single reference hypercube. Tensor products of scaling functions and wavelets defined on the unit interval are used on the reference domain. By introducing appropriate matching conditions across the interelement boundaries, a globally continuous biorthogonal wavelet basis on the general domain is obtained. This construction does not uniquely define the basis functions but rather leaves some freedom for fulfilling additional features. In this paper we detail the general construction principle of the WEM to the 1D, 2D and 3D cases. We address additional features such as symmetry, vanishing moments and minimal support of the wavelet functions in each particular dimension. The construction is illustrated by using biorthogonal spline wavelets on the interval.

Canuto, Claudio↗

NASA NTRS1993

On the Daubechies-based wavelet differentiation matrix

The differentiation matrix for a Daubechies-based wavelet basis is constructed and superconvergence is proven. That is, it will be proven that under the assumption of periodic boundary conditions that the differentiation matrix is accurate of order 2M, even though the approximation subspace can represent exactly only polynomials up to degree M-1, where M is the number of vanishing moments of the associated wavelet. It is illustrated that Daubechies-based wavelet methods are equivalent to finite difference methods with grid refinement in regions of the domain where small-scale structure is present.

Jameson, Leland↗

NASA NTRS1993

On the spline-based wavelet differentiation matrix

The differentiation matrix for a spline-based wavelet basis is constructed. Given an n-th order spline basis it is proved that the differentiation matrix is accurate of order 2n + 2 when periodic boundary conditions are assumed. This high accuracy, or superconvergence, is lost when the boundary conditions are no longer periodic. Furthermore, it is shown that spline-based bases generate a class of compact finite difference schemes.

Jameson, Leland↗

NASA NTRS2000

Robust Inversion and Data Compression in Control Allocation

We present an off-line computational method for control allocation design. The control allocation function delta = F(z)tau = delta (sub 0) (z) mapping commanded body-frame torques to actuator commands is implicitly specified by trim condition delta (sub 0) (z) and by a robust pseudo-inverse problem double vertical line I - G(z) F(z) double vertical line less than epsilon (z) where G(z) is a system Jacobian evaluated at operating point z, z circumflex is an estimate of z, and epsilon (z) less than 1 is a specified error tolerance. The allocation function F(z) = sigma (sub i) psi (z) F (sub i) is computed using a heuristic technique for selecting wavelet basis functions psi and a constrained least-squares criterion for selecting the allocation matrices F (sub i). The method is applied to entry trajectory control allocation for a reusable launch vehicle (X-33).

Hodel, A. Scottedward↗

NASA NTRS2000

CVS Decomposition of 3D Homogeneous Turbulence Using Orthogonal Wavelets

This paper compares the filtering used in Coherent Vortex Simulation (CVS) decomposition with an orthogonal wavelet basis, with the Proper Orthogonal Decomposition (POD) or Fourier filtering. Both methods are applied to a field of Direct Numerical Simulation (DNS) data of 3D forced homogeneous isotropic turbulence at microscale Reynolds number R(sub lambda) = 168. We show that, with only 3%N retained modes, CVS filtering separates the coherent vortex tubes from the incoherent background flow. The latter is structureless, has an equipartition energy spectrum, and has a Gaussian velocity probability distribution function (PDF) and an exponential vorticity PDF. On the other hand, the Fourier basis does not extract the coherent vortex tubes cleanly and leaves organized structures in the residual high wavenumber modes whose PDFs are stretched exponentials for both the velocity and the vorticity.

Farge, Marie↗

NASA NTRS2000

Progress in the Development of a Class of Efficient Low Dissipative High Order Shock-capturing Methods

In a series of papers, Olsson (1994, 1995), Olsson & Oliger (1994), Strand (1994), Gerritsen Olsson (1996), Yee et al. (1999a,b, 2000) and Sandham & Yee (2000), the issue of nonlinear stability of the compressible Euler and Navier-Stokes Equations, including physical boundaries, and the corresponding development of the discrete analogue of nonlinear stable high order schemes, including boundary schemes, were developed, extended and evaluated for various fluid flows. High order here refers to spatial schemes that are essentially fourth-order or higher away from shock and shear regions. The objective of this paper is to give an overview of the progress of the low dissipative high order shock-capturing schemes proposed by Yee et al. (1999a,b, 2000). This class of schemes consists of simple non-dissipative high order compact or non-compact central spatial differencings and adaptive nonlinear numerical dissipation operators to minimize the use of numerical dissipation. The amount of numerical dissipation is further minimized by applying the scheme to the entropy splitting form of the inviscid flux derivatives, and by rewriting the viscous terms to minimize odd-even decoupling before the application of the central scheme (Sandham & Yee). The efficiency and accuracy of these scheme are compared with spectral, TVD and fifth- order WENO schemes. A new approach of Sjogreen & Yee (2000) utilizing non-orthogonal multi-resolution wavelet basis functions as sensors to dynamically determine the appropriate amount of numerical dissipation to be added to the non-dissipative high order spatial scheme at each grid point will be discussed. Numerical experiments of long time integration of smooth flows, shock-turbulence interactions, direct numerical simulations of a 3-D compressible turbulent plane channel flow, and various mixing layer problems indicate that these schemes are especially suitable for practical complex problems in nonlinear aeroacoustics, rotorcraft dynamics, direct numerical simulation or large eddy simulation of compressible turbulent flows at various speeds including high-speed shock-turbulence interactions, and general long time wave propagation problems. These schemes, including entropy splitting, have also been extended to freestream preserving schemes on curvilinear moving grids for a thermally perfect gas (Vinokur & Yee 2000).

Yee, H. C.↗

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 NTRS1990

Resolution of the 1D regularized Burgers equation using a spatial wavelet approximation

The Burgers equation with a small viscosity term, initial and periodic boundary conditions is resolved using a spatial approximation constructed from an orthonormal basis of wavelets. The algorithm is directly derived from the notions of multiresolution analysis and tree algorithms. Before the numerical algorithm is described these notions are first recalled. The method uses extensively the localization properties of the wavelets in the physical and Fourier spaces. Moreover, the authors take advantage of the fact that the involved linear operators have constant coefficients. Finally, the algorithm can be considered as a time marching version of the tree algorithm. The most important point is that an adaptive version of the algorithm exists: it allows one to reduce in a significant way the number of degrees of freedom required for a good computation of the solution. Numerical results and description of the different elements of the algorithm are provided in combination with different mathematical comments on the method and some comparison with more classical numerical algorithms.

Liandrat, J.↗

NASA NTRS1996

Wavelet-Based Grid Generation

Wavelets can provide a basis set in which the basis functions are constructed by dilating and translating a fixed function known as the mother wavelet. The mother wavelet can be seen as a high pass filter in the frequency domain. The process of dilating and expanding this high-pass filter can be seen as altering the frequency range that is 'passed' or detected. The process of translation moves this high-pass filter throughout the domain, thereby providing a mechanism to detect the frequencies or scales of information at every location. This is exactly the type of information that is needed for effective grid generation. This paper provides motivation to use wavelets for grid generation in addition to providing the final product: source code for wavelet-based grid generation.

HIGH PASS FILTERS↗

NASA NTRS1996

Wavelet Sparse Approximate Inverse Preconditioners

There is an increasing interest in using sparse approximate inverses as preconditioners for Krylov subspace iterative methods. Recent studies of Grote and Huckle and Chow and Saad also show that sparse approximate inverse preconditioner can be effective for a variety of matrices, e.g. Harwell-Boeing collections. Nonetheless a drawback is that it requires rapid decay of the inverse entries so that sparse approximate inverse is possible. However, for the class of matrices that, come from elliptic PDE problems, this assumption may not necessarily hold. Our main idea is to look for a basis, other than the standard one, such that a sparse representation of the inverse is feasible. A crucial observation is that the kind of matrices we are interested in typically have a piecewise smooth inverse. We exploit this fact, by applying wavelet techniques to construct a better sparse approximate inverse in the wavelet basis. We shall justify theoretically and numerically that our approach is effective for matrices with smooth inverse. We emphasize that in this paper we have only presented the idea of wavelet approximate inverses and demonstrated its potential but have not yet developed a highly refined and efficient algorithm.

Chan, Tony F.↗

NASA NTRS2004

Planetary Transmission Diagnostics

This report presents a methodology for detecting and diagnosing gear faults in the planetary stage of a helicopter transmission. This diagnostic technique is based on the constrained adaptive lifting algorithm. The lifting scheme, developed by Wim Sweldens of Bell Labs, is a time domain, prediction-error realization of the wavelet transform that allows for greater flexibility in the construction of wavelet bases. Classic lifting analyzes a given signal using wavelets derived from a single fundamental basis function. A number of researchers have proposed techniques for adding adaptivity to the lifting scheme, allowing the transform to choose from a set of fundamental bases the basis that best fits the signal. This characteristic is desirable for gear diagnostics as it allows the technique to tailor itself to a specific transmission by selecting a set of wavelets that best represent vibration signals obtained while the gearbox is operating under healthy-state conditions. However, constraints on certain basis characteristics are necessary to enhance the detection of local wave-form changes caused by certain types of gear damage. The proposed methodology analyzes individual tooth-mesh waveforms from a healthy-state gearbox vibration signal that was generated using the vibration separation (synchronous signal-averaging) algorithm. Each waveform is separated into analysis domains using zeros of its slope and curvature. The bases selected in each analysis domain are chosen to minimize the prediction error, and constrained to have the same-sign local slope and curvature as the original signal. The resulting set of bases is used to analyze future-state vibration signals and the lifting prediction error is inspected. The constraints allow the transform to effectively adapt to global amplitude changes, yielding small prediction errors. However, local wave-form changes associated with certain types of gear damage are poorly adapted, causing a significant change in the prediction error. The constrained adaptive lifting diagnostic algorithm is validated using data collected from the University of Maryland Transmission Test Rig and the results are discussed.

Lewicki, David G.↗