Sparse representations and quadratic approximations in path integral techniques for stochastic response analysis of diverse systems/structures

Uncertainty propagation in engineering mechanics and dynamics is a highly challenging problem that requires development of analytical/numerical techniques for determining the stochastic response of complex engineering systems. In this regard, although Monte Carlo simulation (MCS) has been the most versatile technique for addressing the above problem, it can become computationally daunting when faced with high-dimensional systems or with computing very low probability events. Thus, there is a demand for pursuing more computationally efficient methodologies. Recently, a Wiener path integral (WPI) technique, whose origins can be found in theoretical physics, has been developed in the field of engineering dynamics for determining the response transition probability density function (PDF) of nonlinear oscillators subject to non-white, non-Gaussian and non-stationary excitation processes. In the present work, the Wiener path integral technique is enhanced, extended and generalized with respect to three main aspects; namely, versatility, computational efficiency and accuracy. Specifically, the need for increasingly sophisticated modeling of excitations has led recently to the utilization of fractional calculus, which can be construed as a generalization of classical calculus. Motivated by the above developments, the WPI technique is extended herein to account for stochastic excitations modeled via fractional-order filters. To this aim, relying on a variational formulation and on the most probable path approximation yields a deterministic fractional boundary value problem to be solved numerically for obtaining the oscillator joint response PDF. Further, appropriate multi-dimensional bases are constructed for approximating, in a computationally efficient manner, the non-stationary joint response PDF. In this regard, two distinct approaches are pursued. The first employs expansions based on Kronecker products of bases (e.g., wavelets), while the second utilizes representations based on positive definite functions. Next, the localization capabilities of the WPI technique are exploited for determining PDF points in the joint space-time domain to be used for evaluating the expansion coefficients at a relatively low computational cost. Subsequently, compressive sampling procedures are employed in conjunction with group sparsity concepts and appropriate optimization algorithms for decreasing even further the associated computational cost. It is shown that the herein developed enhancement renders the technique capable of treating readily relatively high-dimensional stochastic systems. More importantly, it is shown that this enhancement in computational efficiency becomes more prevalent as the number of stochastic dimensions increases; thus, rendering the herein proposed sparse representation approach indispensable, especially for high-dimensional systems. Next, a quadratic approximation of the WPI is developed for enhancing the accuracy degree of the technique. Concisely, following a functional series expansion, higher-order terms are accounted for, which is equivalent to considering not only the most probable path but also fluctuations around it. These fluctuations are incorporated into a state-dependent factor by which the exponential part of each PDF value is multiplied. This localization of the state-dependent factor yields superior accuracy as compared to the standard most probable path WPI approximation where the factor is constant and state-invariant. An additional advantage relates to efficient structural reliability assessment, and in particular, to direct estimation of low probability events (e.g., failure probabilities), without possessing the complete transition PDF. Overall, the developments in this thesis render the WPI technique a potent tool for determining, in a reliable manner and with a minimal computational cost, the stochastic response of nonlinear oscillators subject to an extended range of excitation processes. Several numerical examples, pertaining to both nonlinear dynamical systems subject to external excitations and to a special class of engineering mechanics problems with stochastic media properties, are considered for demonstrating the reliability of the developed techniques. In all cases, the degree of accuracy and the computational efficiency exhibited are assessed by comparisons with pertinent MCS data

Application of Rational Second Kind Chebyshev Functions for System of Integrodifferential Equations on Semi-Infinite Intervals

Rational Chebyshev bases and Galerkin method are used to obtain the approximate solution of a system of high-order integro-differential equations on the interval [0,∞). This method is based on replacement of the unknown functions by their truncated series of rational Chebyshev expansion. Test examples are considered to show the high accuracy, simplicity, and efficiency of this method

Center problem for a class of degenerate quartic systems

This paper, using pseudo-division algorithm, introduces a method for computing resonant focus numbers of a class of complex polynomial differential systems, establishes the necessary and sufficient conditions for existence of a center for a class of complex quartic systems with a degenerate resonant singular point

Research on the design of adaptive control systems, volume 1 Final report

Adaptive control systems - combined optimization and adaptive control, analysis-synthesis and passive adaptive systems, learning systems, and measurement adaptive system

Concepts for generating optimum vertical flight profiles

Algorithms for generating optimum vertical profiles are derived and examined. These algorithms form the basis for the design of onboard flight management concepts. The variations in the optimum vertical profiles (resulting from these concepts) due to variations in wind, takeoff weight, and range-to-destination are presented. Further considerations for mechanizing two different onboard methods of computing near-optimum flight profiles are then outlined. Finally, the results are summarized, and recommendations are made for further work. Technical details of optimum trajectory design, steering requirements for following these trajectories, and off-line computer programs for testing the concepts are included

Guidance and Control strategies for aerospace vehicles

A neighboring optimal guidance scheme was devised for a nonlinear dynamic system with stochastic inputs and perfect measurements as applicable to fuel optimal control of an aeroassisted orbital transfer vehicle. For the deterministic nonlinear dynamic system describing the atmospheric maneuver, a nominal trajectory was determined. Then, a neighboring, optimal guidance scheme was obtained for open loop and closed loop control configurations. Taking modelling uncertainties into account, a linear, stochastic, neighboring optimal guidance scheme was devised. Finally, the optimal trajectory was approximated as the sum of the deterministic nominal trajectory and the stochastic neighboring optimal solution. Numerical results are presented for a typical vehicle. A fuel-optimal control problem in aeroassisted noncoplanar orbital transfer is also addressed. The equations of motion for the atmospheric maneuver are nonlinear and the optimal (nominal) trajectory and control are obtained. In order to follow the nominal trajectory under actual conditions, a neighboring optimum guidance scheme is designed using linear quadratic regulator theory for onboard real-time implementation. One of the state variables is used as the independent variable in reference to the time. The weighting matrices in the performance index are chosen by a combination of a heuristic method and an optimal modal approach. The necessary feedback control law is obtained in order to minimize the deviations from the nominal conditions

Theory of minimum effort control

Optimum control theory formulations for solving problems in optimum guidance for interplanetary manned space flight mission