A New Sensitivity Analysis Approach Using Conditional Nonlinear Optimal Perturbations and Its Preliminary Application

Simulations and predictions using numerical models show considerable uncertainties,and parameter uncertainty is one of the most important sources.It is impractical to improve the simulation and prediction abilities by reducing the uncertainties of all parameters.Therefore,identifying the sensitive parameters or parameter combinations is crucial.This study proposes a novel approach:conditional nonlinear optimal perturbations sensitivity analysis(CNOPSA)method.The CNOPSA method fully considers the nonlinear synergistic effects of parameters in the whole parameter space and quantitatively estimates the maximum effects of parameter uncertainties,prone to extreme events.Results of the analytical g-function test indicate that the CNOPSA method can effectively identify the sensitivity of variables.Numerical results of the theoretical five-variable grassland ecosystem model show that the maximum influence of the simulated wilted biomass caused by parameter uncertainty can be estimated and computed by employing the CNOPSA method.The identified sensitive parameters can easily change the simulation or prediction of the wilted biomass,which affects the transformation of the grassland state in the grassland ecosystem.The variance-based approach may underestimate the parameter sensitivity because it only considers the influence of limited parameter samples from a statistical view.This study verifies that the CNOPSA method is effective and feasible for exploring the important and sensitive physical parameters or parameter combinations in numerical models.

Application of the Conditional Nonlinear Optimal Perturbation Method to the Predictability Study of the Kuroshio Large Meander

A reduced-gravity barotropic shallow-water model was used to simulate the Kuroshio path variations. The results show that the model was able to capture the essential features of these path variations. We used one simulation of the model as the reference state and investigated the effects of errors in model parameters on the prediction of the transition to the Kuroshio large meander （KLM） state using the conditional nonlinear optimal parameter perturbation （CNOP-P） method. Because of their relatively large uncertainties, three model parameters were considered： the interracial friction coefficient, the wind-stress amplitude, and the lateral friction coefficient. We determined the CNOP-Ps optimized for each of these three parameters independently, and we optimized all three parameters simultaneously using the Spectral Projected Gradient 2 （SPG2） algorithm. Similarly, the impacts caused by errors in initial conditions were examined using the conditional nonlinear optimal initial perturbation （CNOP-I） method. Both the CNOP-I and CNOP-Ps can result in significant prediction errors of the KLM over a lead time of 240 days. But the prediction error caused by CNOP-I is greater than that caused by CNOP-P. The results of this study indicate not only that initial condition errors have greater effects on the prediction of the KLM than errors in model parameters but also that the latter cannot be ignored. Hence, to enhance the forecast skill of the KLM in this model, the initial conditions should first be improved, the model parameters should use the best possible estimates.

A Variant Constrained Genetic Algorithm for Solving Conditional Nonlinear Optimal Perturbations

A variant constrained genetic algorithm （VCGA） for effective tracking of conditional nonlinear optimal perturbations （CNOPs） is presented. Compared with traditional constraint handling methods, the treatment of the constraint condition in VCGA is relatively easy to implement. Moreover, it does not require adjustments to indefinite pararneters. Using a hybrid crossover operator and the newly developed multi-ply mutation operator, VCGA improves the performance of GAs. To demonstrate the capability of VCGA to catch CNOPS in non-smooth cases, a partial differential equation, which has ＂on off＂ switches in its forcing term, is employed as the nonlinear model. To search global CNOPs of the nonlinear model, numerical experiments using VCGA, the traditional gradient descent algorithm based on the adjoint method （ADJ）, and a GA using tournament selection operation and the niching technique （GA-DEB） were performed. The results with various initial reference states showed that, in smooth cases, all three optimization methods are able to catch global CNOPs. Nevertheless, in non-smooth situations, a large proportion of CNOPs captured by the ADJ are local. Compared with ADJ, the performance of GA-DEB shows considerable improvement, but it is far below VCGA. Further, the impacts of population sizes on both VCGA and GA-DEB were investigated. The results were used to estimate the computation time of ~CGA and GA-DEB in obtaining CNOPs. The computational costs for VCGA, GA-DEB and ADJ to catch CNOPs of the nonlinear model are also compared.

Inducing Unstable Grassland Equilibrium States Due to Nonlinear Optimal Patterns of Initial and Parameter Perturbations:Theoretical Models

Due to uncertainties in initial conditions and parameters, the stability and uncertainty of grassland ecosystem simulations using ecosystem models are issues of concern. Our objective is to determine the types and patterns of initial and parameter perturbations that yield the greatest instability and uncertainty in simulated grassland ecosystems using theoretical models. We used a nonlinear optimization approach, i.e., a conditional nonlinear optimal perturbation related to initial and parameter perturbations （CNOP） approach, in our work. Numerical results indicated that the CNOP showed a special and nonlinear optimal pattern when the initial state variables and multiple parameters were considered simultaneously. A visibly different complex optimal pattern characterizing the CNOPs was obtained by choosing different combinations of initial state variables and multiple parameters in different physical processes. We propose that the grassland modeled ecosystem caused by the CNOP-type perturbation is unstable and exhibits two aspects： abrupt change and the time needed for the abrupt change from a grassland equilibrium state to a desert equilibrium state when the initial state variables and multiple parameters are considered simultaneously. We compared these findings with results affected by the CNOPs obtained by considering only uncertainties in initial state variables and in a single parameter. The numerical results imply that the nonlinear optimal pattern of initial perturbations and parameter perturbations, especially for more parameters or when special parameters are involved, plays a key role in determining stabilities and uncertainties associated with a simulated or predicted grassland ecosystem.

Nonlinear optimal model and solving algorithms for platform planning problem in battlefield

Platform planning is one of the important problems in the command and control(C2) field. Hereto, we analyze the platform planning problem and present nonlinear optimal model aiming at maximizing the task completion qualities. Firstly, we take into account the relation among tasks and build the single task nonlinear optimal model with a set of platform constraints. The Lagrange relaxation method and the pruning strategy are used to solve the model. Secondly, this paper presents optimization-based planning algorithms for efficiently allocating platforms to multiple tasks. To achieve the balance of the resource assignments among tasks, the m-best assignment algorithm and the pair-wise exchange(PWE)method are used to maximize multiple tasks completion qualities.Finally, a series of experiments are designed to verify the superiority and effectiveness of the proposed model and algorithms.

Algorithm Studies on How to Obtain a Conditional Nonlinear Optimal Perturbation (CNOP)

The conditional nonlinear optimal perturbation （CNOP）, which is a nonlinear generalization of the linear singular vector （LSV）, is applied in important problems of atmospheric and oceanic sciences, including ENSO predictability, targeted observations, and ensemble forecast. In this study, we investigate the computational cost of obtaining the CNOP by several methods. Differences and similarities, in terms of the computational error and cost in obtaining the CNOP, are compared among the sequential quadratic programming （SQP） algorithm, the limited memory Broyden-Fletcher-Goldfarb-Shanno （L-BFGS） algorithm, and the spectral projected gradients （SPG2） algorithm. A theoretical grassland ecosystem model and the classical Lorenz model are used as examples. Numerical results demonstrate that the computational error is acceptable with all three algorithms. The computational cost to obtain the CNOP is reduced by using the SQP algorithm. The experimental results also reveal that the L-BFGS algorithm is the most effective algorithm among the three optimization algorithms for obtaining the CNOP. The numerical results suggest a new approach and algorithm for obtaining the CNOP for a large-scale optimization problem.

Application of the Conditional Nonlinear Optimal Perturbations Method in a Theoretical Grassland Ecosystem

Using a simplified nonlinearly theoretical grassland ecosystem proposed by Zeng et al.,we study the sensitivity and nonlinear instability of the grassland ecosystem to finiteamplitude initial perturbations with the approach of conditional nonlinear optimal perturbation （CNOP）.The results show that the linearly stable grassland （desert or latent desert） states can turn to be nonlinearly unstable with finite amplitude initial perturbations.When the precipitation is between the two bifurcation points,a large enough finite amplitude initial perturbation can induce a transition between the grassland statethe desert state or the latent desert.

Applications of Conditional Nonlinear Optimal Perturbation to the Study of the Stability and Sensitivity of the Jovian Atmosphere

A two-layer quasi-geostrophic model is used to study the stability and sensitivity of motions on smallscale vortices in Jupiter＇s atmosphere. Conditional nonlinear optimal perturbations （CNOPs） and linear singular vectors （LSVs） are both obtained numerically and compared in this paper. The results show that CNOPs can capture the nonlinear characteristics of motions in small-scale vortices in Jupiter＇s atmosphere and show great difference from LSVs under the condition that the initial constraint condition is large or the optimization time is not very short or both. Besides, in some basic states, local CNOPs are found. The pattern of LSV is more similar to local CNOP than global CNOP in some cases. The elementary application of the method of CNOP to the Jovian atmosphere helps us to explore the stability of variousscale motions of Jupiter＇s atmosphere and to compare the stability of motions in Jupiter＇s atmosphere and Earth＇s atmosphere further.

THE EFFECTIVENESS OF GENETIC ALGORITHM IN CAPTURING CONDITIONAL NONLINEAR OPTIMAL PERTURBATION WITH PARAMETERIZATION “ON-OFF” SWITCHES INCLUDED BY A MODEL

In the typhoon adaptive observation based on conditional nonlinear optimal perturbation (CNOP), the ‘on-off’ switch caused by moist physical parameterization in prediction models prevents the conventional adjoint method from providing correct gradient during the optimization process. To address this problem, the capture of CNOP, when the "on-off" switches are included in models, is treated as non-smooth optimization in this study, and the genetic algorithm (GA) is introduced. After detailed algorithm procedures are formulated using an idealized model with parameterization "on-off" switches in the forcing term, the impacts of "on-off" switches on the capture of CNOP are analyzed, and three numerical experiments are conducted to check the effectiveness of GA in capturing CNOP and to analyze the impacts of different initial populations on the optimization result. The result shows that GA is competent for the capture of CNOP in the context of the idealized model with parameterization ‘on-off’ switches in this study. Finally, the advantages and disadvantages of GA in capturing CNOP are analyzed in detail.

Symplectic multi-level method for solving nonlinear optimal control problem

By converting an optimal control problem for nonlinear systems to a Hamiltonian system,a symplecitc-preserving method is proposed.The state and costate variables are approximated by the Lagrange polynomial.The state variables at two ends of the time interval are taken as independent variables.Based on the dual variable principle,nonlinear optimal control problems are replaced with nonlinear equations.Furthermore,in the implementation of the symplectic algorithm,based on the 2N algorithm,a multilevel method is proposed.When the time grid is refined from low level to high level,the initial state and costate variables of the nonlinear equations can be obtained from the Lagrange interpolation at the low level grid to improve efficiency.Numerical simulations show the precision and the efficiency of the proposed algorithm in this paper.

THE APPLICATION OF CONDITIONAL NONLINEAR OPTIMAL PERTURBATION TO THE BINARY TYPHOONS INTERACTION —FENGSHEN AND FUNG-WONG

The interaction between the typhoons Fengshen and Fung-wong over the Western Pacific in 2002 is studied with the Conditional Nonlinear Optimal Perturbation(CNOP) method.The study discovered that the CNOP method reveals the process of one-way interaction between Fengshen and Fung-wong.Moreover,if the region of Fung-wong was selected for verification,the sensitivity area was mainly located in the region of Fengshen and presented a half-ring structure;if the region of Fengshen was selected for verification,most of the sensitivity areas were located in the region between the Fengshen and the subtropical high,far away from Fung-wong.This indicated that Fung-wong is mainly steered by Fengshen,but Fengshen is mainly affected by the subtropical high.The sensitivity experiment showed that the initial errors in the CNOP-identified sensitive areas have larger impacts on the verification-area prediction than those near the typhoon center and their developments take a large proportion in the whole domain.This suggests that the CNOP-identified sensitive areas do have large influence on the verification-area prediction.

Nonlinear optimal control of rotating flexible shaft in active magnetic bearings

The optimal control of nonlinear systems has been studied for years by many researchers. However, the application of optimal control problem to nonlinear non-affine systems needs more attention. In this paper we propose an optimal control design technique for a class of nonlinear and control non-affine equations. The dynamic equations of a flexible shaft supported by a pair of active magnetic bearings (AMBs) are used as the nonlinear control non-affine equations. Mathematical model for the flexible beam is chosen to be the well known Timoshenko beam model, which takes rotary inertia and shear deformations into account, and it is assumed that the shaft is supported by two frictionless bearings at the ends. The effective control of such systems is extremely important for very high angular velocity shafts which are a feature of many modern machines. The control must be able to cope with unbalanced masses and hence be very robust. We shall approach the problem by discretising the Timoshenko beam model and using standard difference formulae to develop a finite-dimensional model of the system. Then we use a recently developed technique for controlling nonlinear systems by reducing the problem to a sequence of linear time-varying (LTV) systems. An optimal control designed for each approximating linear, time-varying system and recent results show that this method will converge uniformly on compact time intervals to the optimal solution.

A SVD-based ensemble projection algorithm for calculating the conditional nonlinear optimal perturbation

Conditional nonlinear optimal perturbation(CNOP) is an extension of the linear singular vector technique in the nonlinear regime.It represents the initial perturbation that is subjected to a given physical constraint,and results in the largest nonlinear evolution at the prediction time.CNOP-type errors play an important role in the predictability of weather and climate.Generally,when calculating CNOP in a complicated numerical model,we need the gradient of the objective function with respect to the initial perturbations to provide the descent direction for searching the phase space.The adjoint technique is widely used to calculate the gradient of the objective function.However,it is difficult and cumbersome to construct the adjoint model of a complicated numerical model,which imposes a limitation on the application of CNOP.Based on previous research,this study proposes a new ensemble projection algorithm based on singular vector decomposition(SVD).The new algorithm avoids the localization procedure of previous ensemble projection algorithms,and overcomes the uncertainty caused by choosing the localization radius empirically.The new algorithm is applied to calculate the CNOP in an intermediate forecasting model.The results show that the CNOP obtained by the new ensemble-based algorithm can effectively approximate that calculated by the adjoint algorithm,and retains the general spatial characteristics of the latter.Hence,the new SVD-based ensemble projection algorithm proposed in this study is an effective method of approximating the CNOP.

Application of Conditional Nonlinear Optimal Perturbation to Targeted Observation Studies of the Atmosphere and Ocean

This paper reviews progress in the application of conditional nonlinear optimal perturbation to targeted observation studies of the atmosphere and ocean in recent years, with a focus on the E1 Nifio-Southern Oscillation （ENSO）, Kuroshio path variations, and blocking events. Through studying the optimal precursor （OPR） and optimally growing initial error （OGE） of the occurrence of the above events, the similarity and localization features of OPR and OGE spatial structures have been found for each event. Ideal hindcasting experiments have shown that, if initial errors are reduced in the areas with the largest amplitude for the OPR and OGE for ENSO and Kuroshio path variations, the forecast skill of the model for these events is significantly improved. Due to the similarity between patterns of the OPR and OGE, additional observations implemented in the same sensitive region would help to not only capture the precursors, but also reduce the initial errors in the predictions, greatly increasing the forecast abilities. The similarity and localization of the spatial structures of the OPR and OGE during the onset of blocking events have also been investigated, but their application to targeted observation requires further study.

A Nonlinear Optimal Control Approach for Tracked Mobile Robots

The article proposes a nonlinear optimal(H-infinity)control approach for the model of a tracked robotic vehicle.The kinematic model of such a tracked vehicle takes into account slippage effects due to the contact of the tracks with the ground.To solve the related control problem,the dynamic model of the vehicle undergoes first approximate linearization around a temporary operating point which is updated at each iteration of the control algorithm.The linearization process relies on first-order Taylor series expansion and on the computation of the Jacobian matrices of the state-space model of the vehicle.For the approximately linearized description of the tracked vehicle a stabilizing H-infinity feedback controller is designed.To compute the controller’s feedback gains an algebraic Riccati equation is solved at each time-step of the control method.The stability properties of the control scheme are proven through Lyapunov analysis.It is also demonstrated that the control method retains the advantages of linear optimal control,that is fast and accurate tracking of reference setpoints under moderate variations of the control inputs.

Optimal nonlinear excitation of decadal variability of the North Atlantic thermohaline circulation

Nonlinear development of salinity perturbations in the Atlantic thermohaline circulation(THC) is investigated with a three-dimensional ocean circulation model,using the conditional nonlinear optimal perturbation method.The results show two types of optimal initial perturbations of sea surface salinity,one associated with freshwater and the other with salinity.Both types of perturbations excite decadal variability of the THC.Under the same amplitude of initial perturbation,the decadal variation induced by the freshwater perturbation is much stronger than that by the salinity perturbation,suggesting that the THC is more sensitive to freshwater than salinity perturbation.As the amplitude of initial perturbation increases,the decadal variations become stronger for both perturbations.For salinity perturbations,recovery time of the THC to return to steady state gradually saturates with increasing amplitude,whereas this recovery time increases remarkably for freshwater perturbations.A nonlinear(advective) feedback between density and velocity anomalies is proposed to explain these characteristics of decadal variability excitation.The results are consistent with previous ones from simple box models,and highlight the importance of nonlinear feedback in decadal THC variability.

Three-Dimensional Structure of Optimal Nonlinear Excitation for Decadal Variability of the Thermohaline Circulation

The decadal variability of the North Atlantic thermohaline circulation(THC) is investigated within a three-dimensional ocean circulation model using the conditional nonlinear optimal perturbation method. The results show that the optimal initial perturbations of temperature and salinity exciting the strongest decadal THC variations have similar structures: the perturbations are mainly in the northwestern basin at a depth ranging from 1500 to 3000 m. These temperature and salinity perturbations act as the optimal precursors for future modifications of the THC, highlighting the importance of observations in the northwestern basin to monitor the variations of temperature and salinity at depth. The decadal THC variation in the nonlinear model initialized by the optimal salinity perturbations is much stronger than that caused by the optimal temperature perturbations, indicating that salinity variations might play a relatively important role in exciting the decadal THC variability. Moreover, the decadal THC variations in the tangent linear and nonlinear models show remarkably different characteristics, suggesting the importance of nonlinear processes in the decadal variability of the THC.

A Nonlinear Optimal Control Approach for the Vertical Take-off and Landing Aircraft

The paper proposes a nonlinear optimal control approach for the model of the vertical take off and landing(VTOL)aircraft.This aerial drone receives as control input a directed thrust,as well as forces acting on its wing tips.The latter forces are not perpendicular to the body axis of the drone but are tilted by a small angle.The dynamic model of the VTOL undergoes ap-proximate linearization with the use of Taylor series expansion around a temporary operating point which is recomputed at each iteration of the control method.For the approximately linearized model,an H-infinity feedback controller is designed.The linearization procedure relies on the computation of the Jacobian matrices of the state-space model of the VTOL aircraft.The proposed control method stands for the solution of the optimal control problem for the nonlinear and multivariable dynamics of the aerial drone,under model uncertainties and external per-turbations.For the computation of the contollr's feedback gains,an algebraic Riccati equation is solved at each time-step of the control method.The new nonlinear optimal control approach achieves fast and accurate tracking for all state variables of the VTOL aircnaft,under moderate variations of the control inputs.The stability properties of the control scheme are proven through Lyapunov analysis.

Suboptimal Robust Stabilization of Discrete-time Mismatched Nonlinear System

This paper proposes a discrete-time robust control technique for an uncertain nonlinear system. The uncertainty mainly affects the system dynamics due to mismatched parameter variation which is bounded by a predefined known function. In order to compensate the effect of uncertainty, a robust control input is derived by formulating an equivalent optimal control problem for a virtual nominal system with a modified costfunctional. To derive the stabilizing control law for a mismatched system, this paper introduces another control input named as virtual input. This virtual input is not applied directly to stabilize the uncertain system, rather it is used to define a sufficient condition. To solve the nonlinear optimal control problem, a discretetime general Hamilton-Jacobi-Bellman(DT-GHJB) equation is considered and it is approximated numerically through a neural network(NN) implementation. The approximated solution of DTGHJB is used to compute the suboptimal control input for the virtual system. The suboptimal inputs for the virtual system ensure the asymptotic stability of the closed-loop uncertain system. A numerical example is illustrated with simulation results to prove the efficacy of the proposed control algorithm.

A Nonlinear Optimal Control Method for Attitude Stabilization of Micro-Satellites

Attitude control and stabilization of micro-satellites is a nontrivial problem due to the highly nonlinear and multivariable structure of the satellites'state-space model.In this paper,a novel nonlinear optimal(H-infinity)control approach is developed for this control problem.The dynamic model of the satellite's attitude dynamics undergoesfirst approximate linearization around a temporary operating point which is updated at each iteration of the control algorithm.The linearization process relies on first-order Taylor series expansion and on the computation of the Jacobian matrices of the state-space model of the satellite's attitude dynamics.For the approximately linearized description of the satellite's attitude a stabilizing H-infinity feedback controller is designed.To compute the controller's feedback gains,an algebraic Riccati equation is solved at each time-step of the control method.The stability properties of the control scheme are proven through Lyapunov analysis.It is also demonstrated that the control method retains the advantages of linear optimal control that is fast and accurate tracking of the reference setpoints under moderate variations of the control inputs.