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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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At least 217 records · Page 12
All sourcesNASA NTRSDOE OSTI
NASA NTRS1992

A nonlinear relaxation/quasi-Newton algorithm for the compressible Navier-Stokes equations

A highly efficient implicit method for the computation of steady, two-dimensional compressible Navier-Stokes flowfields is presented. The discretization of the governing equations is hybrid in nature, with flux-vector splitting utilized in the streamwise direction and central differences with flux-limited artificial dissipation used for the transverse fluxes. Line Jacobi relaxation is used to provide a suitable initial guess for a new nonlinear iteration strategy based on line Gauss-Seidel sweeps. The applicability of quasi-Newton methods as convergence accelerators for this and other line relaxation algorithms is discussed, and efficient implementations of such techniques are presented. Convergence histories and comparisons with experimental data are presented for supersonic flow over a flat plate and for several high-speed compression corner interactions. Results indicate a marked improvement in computational efficiency over more conventional upwind relaxation strategies, particularly for flowfields containing large pockets of streamwise subsonic flow.

Edwards, Jack R.↗
NASA NTRS1984

CREKID: A computer code for transient, gas-phase combustion of kinetics

A new algorithm was developed for fast, automatic integration of chemical kinetic rate equations describing homogeneous, gas-phase combustion at constant pressure. Particular attention is paid to the distinguishing physical and computational characteristics of the induction, heat-release and equilibration regimes. The two-part predictor-corrector algorithm, based on an exponentially-fitted trapezoidal rule, includes filtering of ill-posed initial conditions, automatic selection of Newton-Jacobi or Newton iteration for convergence to achieve maximum computational efficiency while observing a prescribed error tolerance. The new algorithm was found to compare favorably with LSODE on two representative test problems drawn from combustion kinetics.

Pratt, D. T.↗
NASA NTRS1990

Recursive dynamics for flexible multibody systems using spatial operators

Due to their structural flexibility, spacecraft and space manipulators are multibody systems with complex dynamics and possess a large number of degrees of freedom. Here the spatial operator algebra methodology is used to develop a new dynamics formulation and spatially recursive algorithms for such flexible multibody systems. A key feature of the formulation is that the operator description of the flexible system dynamics is identical in form to the corresponding operator description of the dynamics of rigid multibody systems. A significant advantage of this unifying approach is that it allows ideas and techniques for rigid multibody systems to be easily applied to flexible multibody systems. The algorithms use standard finite-element and assumed modes models for the individual body deformation. A Newton-Euler Operator Factorization of the mass matrix of the multibody system is first developed. It forms the basis for recursive algorithms such as for the inverse dynamics, the computation of the mass matrix, and the composite body forward dynamics for the system. Subsequently, an alternative Innovations Operator Factorization of the mass matrix, each of whose factors is invertible, is developed. It leads to an operator expression for the inverse of the mass matrix, and forms the basis for the recursive articulated body forward dynamics algorithm for the flexible multibody system. For simplicity, most of the development here focuses on serial chain multibody systems. However, extensions of the algorithms to general topology flexible multibody systems are described. While the computational cost of the algorithms depends on factors such as the topology and the amount of flexibility in the multibody system, in general, it appears that in contrast to the rigid multibody case, the articulated body forward dynamics algorithm is the more efficient algorithm for flexible multibody systems containing even a small number of flexible bodies. The variety of algorithms described here permits a user to choose the algorithm which is optimal for the multibody system at hand. The availability of a number of algorithms is even more important for real-time applications, where implementation on parallel processors or custom computing hardware is often necessary to maximize speed.

Jain, A.↗
NASA NTRS1986

Fast algorithm for calculating chemical kinetics in turbulent reacting flow

This paper addresses the need for a fast batch chemistry solver to perform the kinetics part of a split operator formulation of turbulent reacting flows, with special attention focused on the solution of the ordinary differential equations governing a homogeneous gas-phase chemical reaction. For this purpose, a two-part predictor-corrector algorithm which incorporates an exponentially fitted trapezoidal method was developed. The algorithm performs filtering of ill-posed initial conditions, automatic step-size selection, and automatic selection of Jacobi-Newton or Newton-Raphson iteration for convergence to achieve maximum computational efficiency while observing a prescribed error tolerance. The new algorithm, termed CREK1D (combustion reaction kinetics, one-dimensional), compared favorably with the code LSODE when tested on two representative problems drawn from combustion kinetics, and is faster than LSODE.

Radhakrishnan, K.↗
DOE OSTI2024

Continued performance improvement and integration of MOOSE's thermal-hydraulics capabilities (M3 Milestone Report)

This work introduces performance, robustness and workflow improvements to Multiphysics Object-Oriented Simulation Environment (MOOSE)-based thermal-hydraulics solvers. It presents work related to the acceleration of segregated fluid dynamics algorithms, which show approximately a factor of 10 speedup compared to the preceding implementation. Additionally, we discuss approaches to use advanced, Schurr complement-based, field split preconditioners for monolithic solution algorithms relying on the finite volume method. The presence of the Rhie-Chow interpolation makes the utilization of this preconditioner challenging, but the results indicate that for a moderately large problem a factor of 3.4 speedup can be achieved in conjunction with a factor of 3.5 reduction in memory usage. Furthermore, we introduce several pseudo-time stepping approaches to MOOSE for the robust convergence to steady-state solutions when steady-state solves don't converge due to the initial guesses being too far from the solution in Newton's method. Every MOOSE-based application has access this algorithm and can benefit from its use. Moreover, several new avenues have been presented for importing meshes from commercial software which make meshing easier. Lastly, the Component system within the Thermal-Hydraulics Module (THM) of MOOSE is abstracted by separating geometry- and physics-related properties.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

A two-grid penalty method for American options

In this paper we consider the pricing of American options, governed by a partial differential complementarity problem. The differential problem is first approximated by a semi-linear PDE using two distinct penalty approaches which are well known in computational finance. We then initiate the two-grid algorithm by solving the nonlinear problem on a coarse grid and further the linearized in the interpolated coarse-grid solution problem on a fine grid. By means of the maximum principle the algorithm is shown to be of fourth order convergence rate in space. Numerical experiments verify the presented two-grid approach where we draw some interesting conclusions.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Hessian-based multiparameter fractional viscoacoustic full-waveform inversion

Recent progress on fractional modeling enables incorporating seismic attenuation into wavefield simulation in an accurate and efficient way. But its inverse problem, i.e., the multiparameter viscoacoustic full waveform inversion (FWI), still suffers from various issues, especially the crosstalk between velocity and attenuation. In this study, we integrate the Hessian information via the Newton-CG framework and develop the multiparameter fractional viscoacoustic FWI algorithm. It significantly mitigates the crosstalk problems and sheds light upon simultaneous inversion for both velocity and Q models.

Xing, Guangchi↗
NASA NTRS1985

Integrated risk/cost planning models for the US Air Traffic system

A prototype network planning model for the U.S. Air Traffic control system is described. The model encompasses the dual objectives of managing collision risks and transportation costs where traffic flows can be related to these objectives. The underlying structure is a network graph with nonseparable convex costs; the model is solved efficiently by capitalizing on its intrinsic characteristics. Two specialized algorithms for solving the resulting problems are described: (1) truncated Newton, and (2) simplicial decomposition. The feasibility of the approach is demonstrated using data collected from a control center in the Midwest. Computational results with different computer systems are presented, including a vector supercomputer (CRAY-XMP). The risk/cost model has two primary uses: (1) as a strategic planning tool using aggregate flight information, and (2) as an integrated operational system for forecasting congestion and monitoring (controlling) flow throughout the U.S. In the latter case, access to a supercomputer is required due to the model's enormous size.

Mulvey, J. M.↗
DOE OSTI2021

Efficient ptychographic phase retrieval via a matrix-free Levenberg-Marquardt algorithm

The phase retrieval problem, where one aims to recover a complex-valued image from far-field intensity measurements, is a classic problem encountered in a range of imaging applications. Modern phase retrieval approaches usually rely on gradient descent methods in a nonlinear minimization framework. Calculating closed-form gradients for use in these methods is tedious work, and formulating second order derivatives is even more laborious. Additionally, second order techniques often require the storage and inversion of large matrices of partial derivatives, with memory requirements that can be prohibitive for data-rich imaging modalities. We use a reverse-mode automatic differentiation (AD) framework to implement an efficient matrix-free version of the Levenberg-Marquardt (LM) algorithm, a longstanding method that finds popular use in nonlinear least-square minimization problems but which has seen little use in phase retrieval. Furthermore, we extend the basic LM algorithm so that it can be applied for more general constrained optimization problems (including phase retrieval problems) beyond just the least-square applications. Since we use AD, we only need to specify the physics-based forward model for a specific imaging application; the first and second-order derivative terms are calculated automatically through matrix-vector products, without explicitly forming the large Jacobian or Gauss-Newton matrices typically required for the LM method. We demonstrate that this algorithm can be used to solve both the unconstrained ptychographic object retrieval problem and the constrained “blind” ptychographic object and probe retrieval problems, under the popular Gaussian noise model as well as the Poisson noise model. We compare this algorithm to state-of-the-art first order ptychographic reconstruction methods to demonstrate empirically that this method outperforms best-in-class first-order methods: it provides excellent convergence guarantees with (in many cases) a superlinear rate of convergence, all with a computational cost comparable to, or lower than, the tested first-order algorithms.

36 MATERIALS SCIENCE↗
DOE OSTI2016

A fast marching algorithm for the factored eikonal equation

The eikonal equation is instrumental in many applications in several fields ranging from computer vision to geoscience. This equation can be efficiently solved using the iterative Fast Sweeping (FS) methods and the direct Fast Marching (FM) methods. However, when used for a point source, the original eikonal equation is known to yield inaccurate numerical solutions, because of a singularity at the source. In this case, the factored eikonal equation is often preferred, and is known to yield a more accurate numerical solution. One application that requires the solution of the eikonal equation for point sources is travel time tomography. This inverse problem may be formulated using the eikonal equation as a forward problem. While this problem has been solved using FS in the past, the more recent choice for applying it involves FM methods because of the efficiency in which sensitivities can be obtained using them. However, while several FS methods are available for solving the factored equation, the FM method is available only for the original eikonal equation. In this paper we develop a Fast Marching algorithm for the factored eikonal equation, using both first and second order finite-difference schemes. Our algorithm follows the same lines as the original FM algorithm and requires the same computational effort. In addition, we show how to obtain sensitivities using this FM method and apply travel time tomography, formulated as an inverse factored eikonal equation. Numerical results in two and three dimensions show that our algorithm solves the factored eikonal equation efficiently, and demonstrate the achieved accuracy for computing the travel time. We also demonstrate a recovery of a 2D and 3D heterogeneous medium by travel time tomography using the eikonal equation for forward modeling and inversion by Gauss–Newton.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Modified Newton-Raphson GRAPE methods for optimal control of spin systems

Quadratic convergence throughout the active space is achieved for the gradient ascent pulse engineering (GRAPE) family of quantum optimal control algorithms. We demonstrate in this communication that the Hessian of the GRAPE fidelity functional is unusually cheap, having the same asymptotic complexity scaling as the functional itself. This leads to the possibility of using very efficient numerical optimization techniques. In particular, the Newton-Raphson method with a rational function optimization (RFO) regularized Hessian is shown in this work to require fewer system trajectory evaluations than any other algorithm in the GRAPE family. This communication describes algebraic and numerical implementation aspects (matrix exponential recycling, Hessian regularization, etc.) for the RFO Newton-Raphson version of GRAPE and reports benchmarks for common spin state control problems in magnetic resonance spectroscopy.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS1995

Newton-Krylov-Schwarz: An implicit solver for CFD

Newton-Krylov methods and Krylov-Schwarz (domain decomposition) methods have begun to become established in computational fluid dynamics (CFD) over the past decade. The former employ a Krylov method inside of Newton's method in a Jacobian-free manner, through directional differencing. The latter employ an overlapping Schwarz domain decomposition to derive a preconditioner for the Krylov accelerator that relies primarily on local information, for data-parallel concurrency. They may be composed as Newton-Krylov-Schwarz (NKS) methods, which seem particularly well suited for solving nonlinear elliptic systems in high-latency, distributed-memory environments. We give a brief description of this family of algorithms, with an emphasis on domain decomposition iterative aspects. We then describe numerical simulations with Newton-Krylov-Schwarz methods on aerodynamics applications emphasizing comparisons with a standard defect-correction approach, subdomain preconditioner consistency, subdomain preconditioner quality, and the effect of a coarse grid.

Cai, Xiao-Chuan↗
DOE OSTI2025

An eigenvalue-based method for computing the relaxed pressure in compressible multiphase flow with N phases

The modeling of compressible multiphase flows is a decades-old area of study with many applications across various fields. Many of these application areas use stiff pressure relaxation. This process involves the solution of a nonlinear system with N + 1 equations and N + 1 unknowns, where N is the number of phases. The resolution of this system with general equations of state (EOSs) is difficult. Furthermore, nonlinear systems can admit multiple solutions, and current solution methods do not address this possibility. Very recently, a thermodynamic relaxation method was introduced, which effectively maps a relatively simple predictor equation of state onto a more complex target equation of state. In this context, the target EOSs are the chosen EOSs for the thermodynamic model. Furthermore, this thermodynamic relaxation has the benefit of simplifying the stiff pressure relaxation system of equations. In this article, we show this system reduces to a polynomial of degree N, which can be recast as an eigenvalue problem through the use of the associated companion matrix. We show that although this eigenvalue method is generally less efficient than Newton–Raphson iteration, it does not suffer from convergence issues and finds all N roots of the polynomial. Hence, the method provides a fail-safe for root-finding iterative methods and a way to address the issue of multiple solutions to the nonlinear system of equations in stiff pressure relaxation.

Eigenvalue algorithm↗
NASA NTRS1981

A family of solution algorithms for nonlinear structural analysis based on relaxation equations

A family of hierarchical algorithms for nonlinear structural equations are presented. The algorithms are based on the Davidenko-Branin type homotopy and shown to yield consistent hierarchical perturbation equations. The algorithms appear to be particularly suitable to problems involving bifurcation and limit point calculations. An important by-product of the algorithms is that it provides a systematic and economical means for computing the stepsize at each iteration stage when a Newton-like method is employed to solve the systems of equations. Some sample problems are provided to illustrate the characteristics of the algorithms.

Park, K. C.↗
DOE OSTI2026

ReMU: regional minimal updating for model-based derivative-free optimization

Derivative-free optimization (DFO) problems are optimization problems where derivative information is unavailable or extremely difficult to obtain. Model-based DFO solvers have been applied extensively in scientific computing. Powell's NEWUOA (2004) [Powell, The NEWUOA software for unconstrained optimization without derivatives, in Large-Scale Nonlinear Optimization, Nonconvex Optimization and its Applications Vol. 83, G. Di Pillo and M. Roma, eds., Springer, 2006, pp. 255–297] and Wild's POUNDerS (2014) [Wild, Solving derivative-free nonlinear least squares problems with POUNDERS, in Advances and Trends in Optimization with Engineering Applications, T. Terlaky, M.F. Anjos, and S. Ahmed, eds., SIAM, 2017, pp. 529–540] explore the numerical power of the minimal norm Hessian (MNH) model for DFO and contributed to the open discussion on building better models with fewer data to achieve faster numerical convergence. Another decade later, we propose the regional minimal updating (ReMU) models, and extend the previous models into a broader class, including the H 2 norm models [Xie and Yuan, Least H 2 norm updating of quadratic interpolation models for derivative-free trust-region algorithms, IMA J. Numer. Anal. 46 (2025), pp. 21–50]. This paper shows motivation behind ReMU models, computational details, theoretical and numerical results on particular extreme points and the barycentre of ReMU's weight coefficient region, and the associated KKT matrix error and distance. Novel metrics, such as the truncated Newton step error, are proposed to numerically understand the new models' properties. A new algorithmic strategy, based on iteratively adjusting the ReMU model type, is also proposed, and shows numerical advantages by combining and switching between the barycentric model and the classic least Frobenius norm model in an online fashion.

derivative-free trust-region methods↗
DOE OSTI2026

A Stochastic Quasi-Newton Method in the Absence of Common Random Numbers

We present Q-SASS, a quasi-Newton method for unconstrained stochastic optimization that does not rely on common random numbers. Most existing quasi-Newton approaches leverage common random numbers to construct second-order updates. However, motivated by challenges in variational quantum algorithms—where such coordination is not possible—we consider the setting in which function values and gradients are accessible only through noisy probabilistic zeroth- and first-order oracles, and no common random numbers can be exploited. We derive high-probability tail bounds on the iteration complexity of our algorithm for nonconvex, convex, and strongly convex (more generally, those satisfying the PL condition) objective functions. Finally, we demonstrate the empirical benefits of our quasi-Newton updating scheme on both synthetic and quantum chemistry problems.

Complexity bound↗
NASA NTRS1987

Predicting False Lock in Phase-Locked Loops

Theoretical paper discusses advances in mathematical analysis of phase-locked loops. Presents new results in prediction of false locking. Interest to users of phase-lock circuits and to researchers seeking ways to detect or avoid false lock. Equations solved numerically by Newton-Raphson technique, with Jacobian computed by finite-difference scheme. Algorithm produces results limited only by precision of computer on which executed.

Reed, Bill↗
NASA NTRS1990

Linear iterative solvers for implicit ODE methods

The numerical solution of stiff initial value problems, which lead to the problem of solving large systems of mildly nonlinear equations are considered. For many problems derived from engineering and science, a solution is possible only with methods derived from iterative linear equation solvers. A common approach to solving the nonlinear equations is to employ an approximate solution obtained from an explicit method. The error is examined to determine how it is distributed among the stiff and non-stiff components, which bears on the choice of an iterative method. The conclusion is that error is (roughly) uniformly distributed, a fact that suggests the Chebyshev method (and the accompanying Manteuffel adaptive parameter algorithm). This method is described, also commenting on Richardson's method and its advantages for large problems. Richardson's method and the Chebyshev method with the Mantueffel algorithm are applied to the solution of the nonlinear equations by Newton's method.

Saylor, Paul E.↗