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Newman, Perry A.

Publications and source records attributed to Newman, Perry A..

At least 19 records

A Most Probable Point-Based Method for Reliability Analysis, Sensitivity Analysis and Design Optimization

A major step in a most probable point (MPP)-based method for reliability analysis is to determine the MPP. This is usually accomplished by using an optimization search algorithm. The optimal solutions associated with the MPP provide measurements related to safety probability. This study focuses on two commonly used approximate probability integration methods; i.e., the Reliability Index Approach (RIA) and the Performance Measurement Approach (PMA). Their reliability sensitivity equations are first derived in this paper, based on the derivatives of their respective optimal solutions. Examples are then provided to demonstrate the use of these derivatives for better reliability analysis and Reliability-Based Design Optimization (RBDO).

Hou, Gene J.-W.

Employing Sensitivity Derivatives for Robust Optimization under Uncertainty in CFD

A robust optimization is demonstrated on a two-dimensional inviscid airfoil problem in subsonic flow. Given uncertainties in statistically independent, random, normally distributed flow parameters (input variables), an approximate first-order statistical moment method is employed to represent the Computational Fluid Dynamics (CFD) code outputs as expected values with variances. These output quantities are used to form the objective function and constraints. The constraints are cast in probabilistic terms; that is, the probability that a constraint is satisfied is greater than or equal to some desired target probability. Gradient-based robust optimization of this stochastic problem is accomplished through use of both first and second-order sensitivity derivatives. For each robust optimization, the effect of increasing both input standard deviations and target probability of constraint satisfaction are demonstrated. This method provides a means for incorporating uncertainty when considering small deviations from input mean values.

Newman, Perry A.

A Most Probable Point-Based Method for Reliability Analysis, Sensitivity Analysis and Design Optimization

A major step in a most probable point (MPP)-based method for reliability analysis is to determine the MPP. This is usually accomplished by using an optimization search algorithm. The minimum distance associated with the MPP provides a measurement of safety probability, which can be obtained by approximate probability integration methods such as FORM or SORM. The reliability sensitivity equations are derived first in this paper, based on the derivatives of the optimal solution. Examples are provided later to demonstrate the use of these derivatives for better reliability analysis and reliability-based design optimization (RBDO).

Hou, Gene J.-W

Employing Sensitivity Derivatives to Estimate Uncertainty Propagation in CFD

Two methods that exploit the availability of sensitivity derivatives are successfully employed to predict uncertainty propagation through Computational Fluid Dynamics (CFD) code for an inviscid airfoil problem. An approximate statistical second-moment method and a Sensitivity Derivative Enhanced Monte Carlo (SDEMC) method are successfully demonstrated on a two-dimensional problem. First- and second-order sensitivity derivatives of code output with respect to code input are obtained through an efficient incremental iterative approach. Given uncertainties in statistically independent, random, normally distributed flow parameters (input variables); these sensitivity derivatives enable one to formulate first- and second-order Taylor Series approximations for the mean and variance of CFD output quantities. Additionally, incorporation of the first-order sensitivity derivatives into the data reduction phase of a conventional Monte Carlo (MC) simulation allows for improved accuracy in determining the first moment of the CFD output. Both methods are compared to results generated using a conventional MC method. The methods that exploit the availability of sensitivity derivatives are found to be valid when considering small deviations from input mean values.

Putko, Michele M.

Some Advanced Concepts in Discrete Aerodynamic Sensitivity Analysis

An efficient incremental iterative approach for differentiating advanced flow codes is successfully demonstrated on a two-dimensional inviscid model problem. The method employs the reverse-mode capability of the automatic differentiation software tool ADIFOR 3.0 and is proven to yield accurate first-order aerodynamic sensitivity derivatives. A substantial reduction in CPU time and computer memory is demonstrated in comparison with results from a straightforward, black-box reverse-mode applicaiton of ADIFOR 3.0 to the same flow code. An ADIFOR-assisted procedure for accurate second-rder aerodynamic sensitivity derivatives is successfully verified on an inviscid transonic lifting airfoil example problem. The method requires that first-order derivatives are calculated first using both the forward (direct) and reverse (adjoinct) procedures; then, a very efficient noniterative calculation of all second-order derivatives can be accomplished. Accurate second derivatives (i.e., the complete Hesian matrices) of lift, wave drag, and pitching-moment coefficients are calculated with respect to geometric shape, angle of attack, and freestream Mach number.

Taylor, Arthur C., III

Reliability Assessment of a Robust Design Under Uncertainty for a 3-D Flexible Wing

The paper presents reliability assessment results for the robust designs under uncertainty of a 3-D flexible wing previously reported by the authors. Reliability assessments (additional optimization problems) of the active constraints at the various probabilistic robust design points are obtained and compared with the constraint values or target constraint probabilities specified in the robust design. In addition, reliability-based sensitivity derivatives with respect to design variable mean values are also obtained and shown to agree with finite difference values. These derivatives allow one to perform reliability based design without having to obtain second-order sensitivity derivatives. However, an inner-loop optimization problem must be solved for each active constraint to find the most probable point on that constraint failure surface.

Gumbert, Clyde R.

Approach for Input Uncertainty Propagation and Robust Design in CFD Using Sensitivity Derivatives

An implementation of the approximate statistical moment method for uncertainty propagation and robust optimization for quasi 3-D Euler CFD code is presented. Given uncertainties in statistically independent, random, normally distributed input variables, first- and second-order statistical moment procedures are performed to approximate the uncertainty in the CFD output. Efficient calculation of both first- and second-order sensitivity derivatives is required. In order to assess the validity of the approximations, these moments are compared with statistical moments generated through Monte Carlo simulations. The uncertainties in the CFD input variables are also incorporated into a robust optimization procedure. For this optimization, statistical moments involving first-order sensitivity derivatives appear in the objective function and system constraints. Second-order sensitivity derivatives are used in a gradient-based search to successfully execute a robust optimization. The approximate methods used throughout the analyses are found to be valid when considering robustness about input parameter mean values.

Putko, Michele M.

Simultaneous Aerodynamic Analysis and Design Optimization (SAADO) for a 3-D Flexible Wing

The formulation and implementation of an optimization method called Simultaneous Aerodynamic Analysis and Design Optimization (SAADO) are extended from single discipline analysis (aerodynamics only) to multidisciplinary analysis - in this case, static aero-structural analysis and applied to a simple 3-D wing problem. The method aims to reduce the computational expense incurred in performing shape optimization using state-of-the-art Computational Fluid Dynamics (CFD) flow analysis, Finite Element Method (FEM) structural analysis and sensitivity analysis tools. Results for this small problem show that the method reaches the same local optimum as conventional optimization. However, unlike its application to the rigid wing (single discipline analysis), the method, as implemented here, may not show significant reduction in the computational cost. Similar reductions were seen in the two-design-variable (DV) problem results but not in the 8-DV results given here.

Gumbert, Clyde R.

Some Advanced Concepts in Discrete Aerodynamic Sensitivity Analysis

An efficient incremental-iterative approach for differentiating advanced flow codes is successfully demonstrated on a 2D inviscid model problem. The method employs the reverse-mode capability of the automatic- differentiation software tool ADIFOR 3.0, and is proven to yield accurate first-order aerodynamic sensitivity derivatives. A substantial reduction in CPU time and computer memory is demonstrated in comparison with results from a straight-forward, black-box reverse- mode application of ADIFOR 3.0 to the same flow code. An ADIFOR-assisted procedure for accurate second-order aerodynamic sensitivity derivatives is successfully verified on an inviscid transonic lifting airfoil example problem. The method requires that first-order derivatives are calculated first using both the forward (direct) and reverse (adjoint) procedures; then, a very efficient non-iterative calculation of all second-order derivatives can be accomplished. Accurate second derivatives (i.e., the complete Hessian matrices) of lift, wave-drag, and pitching-moment coefficients are calculated with respect to geometric- shape, angle-of-attack, and freestream Mach number

Taylor, Arthur C., III

Approach for Uncertainty Propagation and Robust Design in CFD Using Sensitivity Derivatives

This paper presents an implementation of the approximate statistical moment method for uncertainty propagation and robust optimization for a quasi 1-D Euler CFD (computational fluid dynamics) code. Given uncertainties in statistically independent, random, normally distributed input variables, a first- and second-order statistical moment matching procedure is performed to approximate the uncertainty in the CFD output. Efficient calculation of both first- and second-order sensitivity derivatives is required. In order to assess the validity of the approximations, the moments are compared with statistical moments generated through Monte Carlo simulations. The uncertainties in the CFD input variables are also incorporated into a robust optimization procedure. For this optimization, statistical moments involving first-order sensitivity derivatives appear in the objective function and system constraints. Second-order sensitivity derivatives are used in a gradient-based search to successfully execute a robust optimization. The approximate methods used throughout the analyses are found to be valid when considering robustness about input parameter mean values.

Putko, Michele M.

Simultaneous Aerodynamic and Structural Design Optimization (SASDO) for a 3-D Wing

The formulation and implementation of an optimization method called Simultaneous Aerodynamic and Structural Design Optimization (SASDO) is shown as an extension of the Simultaneous Aerodynamic Analysis and Design Optimization (SAADO) method. It is extended by the inclusion of structure element sizing parameters as design variables and Finite Element Method (FEM) analysis responses as constraints. The method aims to reduce the computational expense. incurred in performing shape and sizing optimization using state-of-the-art Computational Fluid Dynamics (CFD) flow analysis, FEM structural analysis and sensitivity analysis tools. SASDO is applied to a simple. isolated, 3-D wing in inviscid flow. Results show that the method finds the saine local optimum as a conventional optimization method with some reduction in the computational cost and without significant modifications; to the analysis tools.

Gumbert, Clyde R.

Overview of Sensitivity Analysis and Shape Optimization for Complex Aerodynamic Configurations

This paper presents a brief overview of some of the more recent advances in steady aerodynamic shape-design sensitivity analysis and optimization, based on advanced computational fluid dynamics (CFD). The focus here is on those methods particularly well-suited to the study of geometrically complex configurations and their potentially complex associated flow physics. When nonlinear state equations are considered in the optimization process, difficulties are found in the application of sensitivity analysis. Some techniques for circumventing such difficulties are currently being explored and are included here. Attention is directed to methods that utilize automatic differentiation to obtain aerodynamic sensitivity derivatives for both complex configurations and complex flow physics. Various examples of shape-design sensitivity analysis for unstructured-grid CFD algorithms are demonstrated for different formulations of the sensitivity equations. Finally, the use of advanced, unstructured-grid CFDs in multidisciplinary analyses and multidisciplinary sensitivity analyses within future optimization processes is recommended and encouraged.

Newman, James C., III

Simultaneous Aerodynamic Analysis and Design Optimization (SAADO) for a 3-D Rigid Wing

The formulation and implementation of an optimization method called Simultaneous Aerodynamic Analysis and Design Optimization (SAADO) is presented and applied to a simple 3D wing problem. The method aims to reduce the computational expense incurred in performing shape optimization using state-of-the-art CFD flow analysis and sensitivity analysis tools. Results for this small problem show that the method reaches the same local optimum as conventional optimization methods and does so in about half the computational time.

Gumbert, Clyde R.

Overview of Sensitivity Analysis and Shape Optimization for Complex Aerodynamic Configurations

This paper presents a brief overview of some of the more recent advances in steady aerodynamic shape-design sensitivity analysis and optimization, based on advanced computational fluid dynamics. The focus here is on those methods particularly well- suited to the study of geometrically complex configurations and their potentially complex associated flow physics. When nonlinear state equations are considered in the optimization process, difficulties are found in the application of sensitivity analysis. Some techniques for circumventing such difficulties are currently being explored and are included here. Attention is directed to methods that utilize automatic differentiation to obtain aerodynamic sensitivity derivatives for both complex configurations and complex flow physics. Various examples of shape-design sensitivity analysis for unstructured-grid computational fluid dynamics algorithms are demonstrated for different formulations of the sensitivity equations. Finally, the use of advanced, unstructured-grid computational fluid dynamics in multidisciplinary analyses and multidisciplinary sensitivity analyses within future optimization processes is recommended and encouraged.

Newman, Perry A.

Observations Regarding Use of Advanced CFD Analysis, Sensitivity Analysis, and Design Codes in MDO

Observations regarding the use of advanced computational fluid dynamics (CFD) analysis, sensitivity analysis (SA), and design codes in gradient-based multidisciplinary design optimization (MDO) reflect our perception of the interactions required of CFD and our experience in recent aerodynamic design optimization studies using CFD. Sample results from these latter studies are summarized for conventional optimization (analysis - SA codes) and simultaneous analysis and design optimization (design code) using both Euler and Navier-Stokes flow approximations. The amount of computational resources required for aerodynamic design using CFD via analysis - SA codes is greater than that required for design codes. Thus, an MDO formulation that utilizes the more efficient design codes where possible is desired. However, in the aerovehicle MDO problem, the various disciplines that are involved have different design points in the flight envelope; therefore, CFD analysis - SA codes are required at the aerodynamic 'off design' points. The suggested MDO formulation is a hybrid multilevel optimization procedure that consists of both multipoint CFD analysis - SA codes and multipoint CFD design codes that perform suboptimizations.

Newman, Perry A.

Applications of automatic differentiation in computational fluid dynamics

Automatic differentiation (AD) is a powerful computational method that provides for computing exact sensitivity derivatives (SD) from existing computer programs for multidisciplinary design optimization (MDO) or in sensitivity analysis. A pre-compiler AD tool for FORTRAN programs called ADIFOR has been developed. The ADIFOR tool has been easily and quickly applied by NASA Langley researchers to assess the feasibility and computational impact of AD in MDO with several different FORTRAN programs. These include a state-of-the-art three dimensional multigrid Navier-Stokes flow solver for wings or aircraft configurations in transonic turbulent flow. With ADIFOR the user specifies sets of independent and dependent variables with an existing computer code. ADIFOR then traces the dependency path throughout the code, applies the chain rule to formulate derivative expressions, and generates new code to compute the required SD matrix. The resulting codes have been verified to compute exact non-geometric and geometric SD for a variety of cases. in less time than is required to compute the SD matrix using centered divided differences.

Green, Lawrence L.

Sensitivity derivatives for three dimensional supersonic Euler code using incremental iterative strategy

In a recent work, an incremental strategy was proposed to iteratively solve the very large systems of linear equations that are required to obtain quasianalytical sensitivity derivatives from advanced computational fluid dynamics (CFD) codes. The technique was sucessfully demonstrated for two large two-dimensional problems: a subsonic and a transonic airfoil. The principal feature of this incremental iterative stategy is that it allows the use of the identical approximate coefficient matrix operator and algorithm to solve the nonlinear flow and the linear sensitivity equations; at convergence, the accuracy of the sensitivity derivatives is not compromised. This feature allows a comparatively straightforward extension of the methodology to three-dimensional problems; this extension is successfully demonstrated in the present study for a space-marching solution of the three-dimensional Euler equations over a Mach 2.4 blended wing-body configuration.

Korivi, Vamshi Mohan

Sensitivity derivatives for advanced CFD algorithm and viscous modelling parameters via automatic differentiation

The computational technique of automatic differentiation (AD) is applied to a three-dimensional thin-layer Navier-Stokes multigrid flow solver to assess the feasibility and computational impact of obtaining exact sensitivity derivatives typical of those needed for sensitivity analyses. Calculations are performed for an ONERA M6 wing in transonic flow with both the Baldwin-Lomax and Johnson-King turbulence models. The wing lift, drag, and pitching moment coefficients are differentiated with respect to two different groups of input parameters. The first group consists of the second- and fourth-order damping coefficients of the computational algorithm, whereas the second group consists of two parameters in the viscous turbulent flow physics modelling. Results obtained via AD are compared, for both accuracy and computational efficiency with the results obtained with divided differences (DD). The AD results are accurate, extremely simple to obtain, and show significant computational advantage over those obtained by DD for some cases.

Green, Lawrence L.