SEARCH · Search NASA

Results for “Newton algorithm”

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.

SourceResearch connectionFrom yearThrough year

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 325 records · Page 18

All sources NASA NTRS DOE OSTI

DOE OSTI2022

An adaptive scalable fully implicit algorithm based on stabilized finite element for reduced visco-resistive MHD

The magnetohydrodynamics (MHD) equations are continuum models used in the study of a wide range of plasma physics systems, including the evolution of complex plasma dynamics in tokamak disruptions. However, efficient numerical solution methods for MHD are extremely challenging due to disparate time and length scales, strong hyperbolic phenomena, and nonlinearity. Additionally, therefore the development of scalable, implicit MHD algorithms and high-resolution adaptive mesh refinement strategies is of considerable importance. In this work, we develop a high-order stabilized finite-element algorithm for the reduced visco-resistive MHD equations based on the MFEM finite element library (mfem.org). The scheme is fully implicit, solved with the Jacobian-free Newton-Krylov (JFNK) method with a physics-based preconditioning strategy. Our preconditioning strategy is a generalization of the physics-based preconditioning methods in Chacón et al. (2002) to adaptive, stabilized finite elements. Algebraic multigrid methods are used to invert sub-block operators to achieve scalability. A parallel adaptive mesh refinement scheme with dynamic load-balancing is implemented to efficiently resolve the multi-scale spatial features of the system. Our implementation uses the MFEM framework, which provides arbitrary-order polynomials and flexible adaptive conforming and non-conforming meshes capabilities. Results demonstrate the accuracy, efficiency, and scalability of the implicit scheme in the presence of large scale disparity. The potential of the AMR approach is demonstrated on an island coalescence problem in the high Lundquist-number regime (≥ 10 7 ) with the successful resolution of plasmoid instabilities and thin current sheets.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

NASA NTRS1995

Numerical simulation of the nonlinear response of composite plates under combined thermal and acoustic loading

A time-domain study of the random response of a laminated plate subjected to combined acoustic and thermal loads is carried out. The features of this problem also include given uniform static inplane forces. The formulation takes into consideration a possible initial imperfection in the flatness of the plate. High decibel sound pressure levels along with high thermal gradients across thickness drive the plate response into nonlinear regimes. This calls for the analysis to use von Karman large deflection strain-displacement relationships. A finite element model that combines the von Karman strains with the first-order shear deformation plate theory is developed. The development of the analytical model can accommodate an anisotropic composite laminate built up of uniformly thick layers of orthotropic, linearly elastic laminae. The global system of finite element equations is then reduced to a modal system of equations. Numerical simulation using a single-step algorithm in the time-domain is then carried out to solve for the modal coordinates. Nonlinear algebraic equations within each time-step are solved by the Newton-Raphson method. The random gaussian filtered white noise load is generated using Monte Carlo simulation. The acoustic pressure distribution over the plate is capable of accounting for a grazing incidence wavefront. Numerical results are presented to study a variety of cases.

Mei, Chuh↗

DOE OSTI2024

Multilevel well modeling in aggregation-based nonlinear multigrid for multiphase flow in porous media

A full approximation scheme (FAS) nonlinear multigrid solver for two-phase flow and transport problems driven by wells with multiple perforations is developed here. It is an extension to our previous work on FAS solvers for diffusion and transport problems. The solver is applicable to discrete problems defined on unstructured grids as the coarsening algorithm is aggregation-based and algebraic. To construct coarse basis that can better capture the radial flow near wells, coarse grids in which perforated well cells are not near the coarse-element interface are desired. This is achieved by an aggregation algorithm proposed in this paper that makes use of the location of well cells in the cell-connectivity graph. Numerical examples in which the FAS solver is compared against Newton's method on benchmark problems are given. In particular, for a refined version of the SAIGUP model, the FAS solver is at least 35% faster than Newton's method for time steps with a CFL number greater than 10.

58 GEOSCIENCES↗

DOE OSTI2021

Pre-conditioned BFGS-based uncertainty quantification in elastic full-waveform inversion

SUMMARY Full-waveform inversion has become an essential technique for mapping geophysical subsurface structures. However, proper uncertainty quantification is often lacking in current applications. In theory, uncertainty quantification is related to the inverse Hessian (or the posterior covariance matrix). Even for common geophysical inverse problems its calculation is beyond the computational and storage capacities of the largest high-performance computing systems. In this study, we amend the Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorithm to perform uncertainty quantification for large-scale applications. For seismic inverse problems, the limited-memory BFGS (L-BFGS) method prevails as the most efficient quasi-Newton method. We aim to augment it further to obtain an approximate inverse Hessian for uncertainty quantification in FWI. To facilitate retrieval of the inverse Hessian, we combine BFGS (essentially a full-history L-BFGS) with randomized singular value decomposition to determine a low-rank approximation of the inverse Hessian. Setting the rank number equal to the number of iterations makes this solution efficient and memory-affordable even for large-scale problems. Furthermore, based on the Gauss–Newton method, we formulate different initial, diagonal Hessian matrices as pre-conditioners for the inverse scheme and compare their performances in elastic FWI applications. We highlight our approach with the elastic Marmousi benchmark model, demonstrating the applicability of pre-conditioned BFGS for large-scale FWI and uncertainty quantification.

58 GEOSCIENCES↗

DOE OSTI2020

Solving Eco-Driving Problems Using Indirect Collocation Method and Smooth Representation

Here, we discuss the eco-driving problem, considering both electric and conventional powertrains, and presents a pathway to solving it numerically using an indirect collocation method. Despite the low-order system dynamics, the piecewise fuel/efficiency map, gear shifting, and real-world traffic/road situations bring system discontinuities/switchings and pure state constraints into the problem formulation, which make the problem highly nonlinear and nontrivial to solve. This letter introduces smooth approximations to convert the original problem to an unconstrained (and penalized) smooth boundary-value problem. This approach eliminates the discussion of the switching structure and leads to a lightweight Newton-method-based solution procedure.

42 ENGINEERING↗

NASA NTRS1994

A Numerical Comparison of Barrier and Modified Barrier Methods for Large-Scale Bound-Constrained Optimization

When a classical barrier method is applied to the solution of a nonlinear programming problem with inequality constraints, the Hessian matrix of the barrier function becomes increasingly ill-conditioned as the solution is approached. As a result, it may be desirable to consider alternative numerical algorithms. We compare the performance of two methods motivated by barrier functions. The first is a stabilized form of the classical barrier method, where a numerically stable approximation to the Newton direction is used when the barrier parameter is small. The second is a modified barrier method where a barrier function is applied to a shifted form of the problem, and the resulting barrier terms are scaled by estimates of the optimal Lagrange multipliers. The condition number of the Hessian matrix of the resulting modified barrier function remains bounded as the solution to the constrained optimization problem is approached. Both of these techniques can be used in the context of a truncated-Newton method, and hence can be applied to large problems, as well as on parallel computers. In this paper, both techniques are applied to problems with bound constraints and we compare their practical behavior.

Nash, Stephen G.↗

DOE OSTI2020

Efficient and robust stability analysis in the internal energy, volume, and moles (UVN) space

Hydrodynamic simulation of fluids in vessels is often based on the internal energy (U), volume (V), and the number of moles of all components ( re N = N 1 , N 2 , ..., N n ) as the working variables to determine the thermodynamic state by finding the global maximum of entropy. The procedure of finding the equilibrium state may be divided into two steps: stability analysis and phase-split computations. Stability analysis is performed first, and the phase-split computation proceeds if the system is unstable. Most of the past work on UVN space has been based on phase-split computations, while the stability analysis is barely investigated. Furthermore, previous studies for the stability analysis use only Newton's method to solve the non-linear algebraic equations. We present an efficient and robust approach for stability analysis where UVN is specified. The successive substitution iteration (SSI) is used to provide good initial guesses for Newton's method. The proposed approach results in a reduced number of unknowns and does not require a large number of iterations to achieve convergence in Newton's method. Overall, our proposed formulation is compatible with different equations of state and is applicable to both pure component and multi-components. The robustness and efficiency of the algorithm for stability analysis are demonstrated in various examples.

02 PETROLEUM↗

NASA NTRS1983

A multigrid method for the Euler equations

A multigrid algorithm has been developed for the numerical solution of the steady two-dimensional Euler equations. Flux vector splitting and one-sided differencing are employed to define the spatial discretization. Newton's method is used to solve the nonlinear equations, and a multigrid solver is used on each linear problem. The relaxation scheme for the linear problems is symmetric Gauss-Seidel. Standard restriction and interpolation operators are employed. Local mode analysis is used to predict the convergence rate of the multigrid process on the linear problems. Computed results for transonic flows over airfoils are presented.

Jespersen, D. C.↗

NASA NTRS1986

Hierarchial implicit dynamic least-square solution algorithm

This paper develops an implicit type transient solution strategy which possesses hierarchial levels of application. In particular, due to the manner of formulation, stiffness updating, assembly inversion, solution constraint, as well as iteration are all performed at a localized level. The level of iterative calculations depends on the type of hierarchial partitioning employed, namely degree of freedom, nodal, elemental, material/nonlinear group, substructural, and so on. Since the iterative solution process and application of constraints are applied at a local level, the resulting so-called hierarchial implicit solution algorithm possesses very stable and efficient numerical properties and is highly storage efficient. To demonstrate the scheme, the results of several benchmark examples are presented. These enable comparisons with the Newton-Raphson solved implicit transient solution method. Overall the comparisons illustrate the superior stability and efficiency of the hierarchial scheme.

Padovan, J.↗

NASA NTRS1992

A computational algorithm for crack determination: The multiple crack case

An algorithm for recovering a collection of linear cracks in a homogeneous electrical conductor from boundary measurements of voltages induced by specified current fluxes is developed. The technique is a variation of Newton's method and is based on taking weighted averages of the boundary data. The method also adaptively changes the applied current flux at each iteration to maintain maximum sensitivity to the estimated locations of the cracks.

Bryan, Kurt↗

DOE OSTI2015

A fast algorithm for parabolic PDE-based inverse problems based on Laplace transforms and flexible Krylov solvers

We consider the problem of estimating parameters in large-scale weakly nonlinear inverse problems for which the underlying governing equations is a linear, time-dependent, parabolic partial differential equation. A major challenge in solving these inverse problems using Newton-type methods is the computational cost associated with solving the forward problem and with repeated construction of the Jacobian, which represents the sensitivity of the measurements to the unknown parameters. Forming the Jacobian can be prohibitively expensive because it requires repeated solutions of the forward and adjoint time-dependent parabolic partial differential equations corresponding to multiple sources and receivers. We propose an efficient method based on a Laplace transform-based exponential time integrator combined with a flexible Krylov subspace approach to solve the resulting shifted systems of equations efficiently. Our proposed solver speeds up the computation of the forward and adjoint problems, thus yielding significant speedup in total inversion time. We consider an application from Transient Hydraulic Tomography (THT), which is an imaging technique to estimate hydraulic parameters related to the subsurface from pressure measurements obtained by a series of pumping tests. The algorithms discussed are applied to a synthetic example taken from THT to demonstrate the resulting computational gains of this proposed method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

NASA NTRS1991

Distributed Minimal Residual (DMR) method for acceleration of iterative algorithms

A new method for enhancing the convergence rate of iterative algorithms for the numerical integration of systems of partial differential equations was developed. It is termed the Distributed Minimal Residual (DMR) method and it is based on general Krylov subspace methods. The DMR method differs from the Krylov subspace methods by the fact that the iterative acceleration factors are different from equation to equation in the system. At the same time, the DMR method can be viewed as an incomplete Newton iteration method. The DMR method was applied to Euler equations of gas dynamics and incompressible Navier-Stokes equations. All numerical test cases were obtained using either explicit four stage Runge-Kutta or Euler implicit time integration. The formulation for the DMR method is general in nature and can be applied to explicit and implicit iterative algorithms for arbitrary systems of partial differential equations.

Lee, Seungsoo↗

NASA NTRS1988

Input-output-controlled nonlinear equation solvers

To upgrade the efficiency and stability of the successive substitution (SS) and Newton-Raphson (NR) schemes, the concept of input-output-controlled solvers (IOCS) is introduced. By employing the formal properties of the constrained version of the SS and NR schemes, the IOCS algorithm can handle indefiniteness of the system Jacobian, can maintain iterate monotonicity, and provide for separate control of load incrementation and iterate excursions, as well as having other features. To illustrate the algorithmic properties, the results for several benchmark examples are presented. These define the associated numerical efficiency and stability of the IOCS.

Padovan, Joseph↗

NASA NTRS1992

Multivariable frequency domain identification via 2-norm minimization

The author develops a computational approach to multivariable frequency domain identification, based on 2-norm minimization. In particular, a Gauss-Newton (GN) iteration is developed to minimize the 2-norm of the error between frequency domain data and a matrix fraction transfer function estimate. To improve the global performance of the optimization algorithm, the GN iteration is initialized using the solution to a particular sequentially reweighted least squares problem, denoted as the SK iteration. The least squares problems which arise from both the SK and GN iterations are shown to involve sparse matrices with identical block structure. A sparse matrix QR factorization method is developed to exploit the special block structure, and to efficiently compute the least squares solution. A numerical example involving the identification of a multiple-input multiple-output (MIMO) plant having 286 unknown parameters is given to illustrate the effectiveness of the algorithm.

Bayard, David S.↗

NASA NTRS1989

Numerical algorithms for steady and unsteady incompressible Navier-Stokes equations

The numerical analysis of the incompressible Navier-Stokes equations are becoming important tools in the understanding of some fluid flow problems which are encountered in research as well as in industry. With the advent of the supercomputers, more realistic problems can be studied with a wider choice of numerical algorithms. An alternative formulation is presented for viscous incompressible flows. The incompressible Navier-Stokes equations are cast in a velocity/vorticity formulation. This formulation consists of solving the Poisson equations for the velocity components and the vorticity transport equation. Two numerical algorithms for the steady two-dimensional laminar flows are presented. The first method is based on the actual partial differential equations. This uses a finite-difference approximation of the governing equations on a staggered grid. The second method uses a finite element discretization with the vorticity transport equation approximated using a Galerkin approximation and the Poisson equations are obtained using a least squares method. The equations are solved efficiently using Newton's method and a banded direct matrix solver (LINPACK). The method is extended to steady three-dimensional laminar flows and applied to a cubic driven cavity using finite difference schemes and a staggered grid arrangement on a Cartesian mesh. The equations are solved iteratively using a plane zebra relaxation scheme. Currently, a two-dimensional, unsteady algorithm is being developed using a generalized coordinate system. The equations are discretized using a finite-volume approach. This work will then be extended to three-dimensional flows.

Hafez, Mohammed↗

NASA NTRS1980

Computer-aided analysis of nonlinear problems in transport phenomena

The paper describes algorithms for equilibrium and steady-state problems with coefficients in the expansions derived by the Galerkin weighted residual method and calculated from the resulting sets of nonlinear algebraic equations by the Newton-Raphson method. Initial approximations are obtained from nearby solutions by continuation techniques as parameters are varied. The Newton-Raphson technique is preferred because the Jacobian of the solution is useful for continuation, for analyzing the stability of solutions, for detecting bifurcation of solution families, and for computing asymptotic estimates of the effects on any solution of small changes in parameters, boundary conditions, and boundary shape.

Brown, R. A.↗

NASA NTRS1983

A microwave systems approach to measuring root zone soil moisture

Computer microwave satellite simulation models were developed and the program was used to test the ability of a coarse resolution passive microwave sensor to measure soil moisture over large areas, and to evaluate the effect of heterogeneous ground covers with the resolution cell on the accuracy of the soil moisture estimate. The use of realistic scenes containing only 10% to 15% bare soil and significant vegetation made it possible to observe a 60% K decrease in brightness temperature from a 5% soil moisture to a 35% soil moisture at a 21 cm microwave wavelength, providing a 1.5 K to 2 K per percent soil moisture sensitivity to soil moisture. It was shown that resolution does not affect the basic ability to measure soil moisture with a microwave radiometer system. Experimental microwave and ground field data were acquired for developing and testing a root zone soil moisture prediction algorithm. The experimental measurements demonstrated that the depth of penetration at a 21 cm microwave wavelength is not greater than 5 cm.

Newton, R. W.↗

NASA NTRS1989

Globally convergent techniques in nonlinear Newton-Krylov

Some convergence theory is presented for nonlinear Krylov subspace methods. The basic idea of these methods is to use variants of Newton's iteration in conjunction with a Krylov subspace method for solving the Jacobian linear systems. These methods are variants of inexact Newton methods where the approximate Newton direction is taken from a subspace of small dimensions. The main focus is to analyze these methods when they are combined with global strategies such as linesearch techniques and model trust region algorithms. Most of the convergence results are formulated for projection onto general subspaces rather than just Krylov subspaces.

Brown, Peter N.↗