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A Newton multigrid method for the Euler equations

A multigrid method is used to apply Newton's method to the Euler equations in a two dimensional curvilinear coordinate system. The objective is to obtain rapid convergence for steady state problems. Solutions computed with the method evolve in a non-time-like manner. Stable pressure distributions typically develop in eight to ten Newton-multigrid steps, which is equivalent to the computational work of about 70 iterations with a factored implicit algorithm.

Childs, R. E.

Newton's method applied to finite-difference approximations for the steady-state compressible Navier-Stokes equations

Finite-difference approximations for steady-state compressible Navier-Stokes equations, whose two spatial dimensions are written in generalized curvilinear coordinates and strong conservation-law form, are presently solved by means of Newton's method in order to obtain a lifting-airfoil flow field under subsonic and transonnic conditions. In addition to ascertaining the computational requirements of an initial guess ensuring convergence and the degree of computational efficiency obtainable via the approximate Newton method's freezing of the Jacobian matrices, attention is given to the need for auxiliary methods assessing the temporal stability of steady-state solutions. It is demonstrated that nonunique solutions of the finite-difference equations are obtainable by Newton's method in conjunction with a continuation method.

Bailey, Harry E.

Application of Newton's method to the postbuckling of rings under pressure loadings

The postbuckling response of circular rings (or long cylinders) is examined. The rings are subjected to four types of external pressure loadings; each type of pressure is defined by its magnitude and direction at points on the buckled ring. Newton's method is applied to the nonlinear differential equations of the exact inextensional theory for the ring problem. A zeroth approximation for the solution of the nonlinear equations, based on the mode shape corresponding to the first buckling pressure, is derived in closed form for each of the four types of pressure. The zeroth approximation is used to start the iteration cycle in Newton's method to compute numerical solutions of the nonlinear equations. The zeroth approximations for the postbuckling pressure-deflection curves are compared with the converged solutions from Newton's method and with similar results reported in the literature.

Thurston, Gaylen A.

One-Dimensional Ablation with Pyrolysis Gas Flow Using a Full Newton's Method and Finite Control Volume Procedure

The development and verification of a one-dimensional material thermal response code with ablation is presented. The implicit time integrator, control volume finite element spatial discretization, and Newton's method for nonlinear iteration on the entire system of residual equations have been implemented and verified for the thermochemical ablation of internally decomposing materials. This study is a continuation of the work presented in "One-Dimensional Ablation with Pyrolysis Gas Flow Using a Full Newton's Method and Finite Control Volume Procedure" (AIAA-2006-2910), which described the derivation, implementation, and verification of the constant density solid energy equation terms and boundary conditions. The present study extends the model to decomposing materials including decomposition kinetics, pyrolysis gas flow through the porous char layer, and a mixture (solid and gas) energy equation. Verification results are presented for the thermochemical ablation of a carbon-phenolic ablator which involves the solution of the entire system of governing equations.

Amar, Adam J.

Development of iterative techniques for the solution of unsteady compressible viscous flows

Efficient iterative solution methods are being developed for the numerical solution of two- and three-dimensional compressible Navier-Stokes equations. Iterative time marching methods have several advantages over classical multi-step explicit time marching schemes, and non-iterative implicit time marching schemes. Iterative schemes have better stability characteristics than non-iterative explicit and implicit schemes. Thus, the extra work required by iterative schemes can also be designed to perform efficiently on current and future generation scalable, missively parallel machines. An obvious candidate for iteratively solving the system of coupled nonlinear algebraic equations arising in CFD applications is the Newton method. Newton's method was implemented in existing finite difference and finite volume methods. Depending on the complexity of the problem, the number of Newton iterations needed per step to solve the discretized system of equations can, however, vary dramatically from a few to several hundred. Another popular approach based on the classical conjugate gradient method, known as the GMRES (Generalized Minimum Residual) algorithm is investigated. The GMRES algorithm was used in the past by a number of researchers for solving steady viscous and inviscid flow problems with considerable success. Here, the suitability of this algorithm is investigated for solving the system of nonlinear equations that arise in unsteady Navier-Stokes solvers at each time step. Unlike the Newton method which attempts to drive the error in the solution at each and every node down to zero, the GMRES algorithm only seeks to minimize the L2 norm of the error. In the GMRES algorithm the changes in the flow properties from one time step to the next are assumed to be the sum of a set of orthogonal vectors. By choosing the number of vectors to a reasonably small value N (between 5 and 20) the work required for advancing the solution from one time step to the next may be kept to (N+1) times that of a noniterative scheme. Many of the operations required by the GMRES algorithm such as matrix-vector multiplies, matrix additions and subtractions can all be vectorized and parallelized efficiently.

Sankar, Lakshmi N.

On Newton's method for Riccati equation solution

It is shown that the assumptions of controllability and observability in two theorems of Kleinman (1968, 1970) concerning Newton's method for the Ricatti equation can be weakened to stabilizability and detectability. Empirically, this has been known for some time.

Sandell, N. R., Jr.

Calculations of transonic flows with shocks using Newton's method and direct solver. II - Solution of Euler equations

Transonic flows with shocks are simulated using steady Euler equations and by simultaneously solving the resulting nonlinear algebraic equations using Newton's method. At each iteration, a direct solver computes the corrections and the process is repeated until convergence is achieved. The corrections and errors are reduced quadratically with the present method, allowing solutions of machine accuracy to be obtained in a few steps. Nonunique inviscid solutions and nonunique solutions of the Navier Stokes equations for quasi-one-dimensional flows in nozzles are presented. Calculations are also presented for steady two-dimensional inviscid flows around a cylinder in the transonic regime.

Hafez, M.

Larger Convergence Zones for Newton's Method

Iterative technique applies over wider range of initial guesses. New theorem describes convergence zone of Newton's iterative method for finding zeros of real function. Involves two points, Xp and Xp*, called primary conjugate points. If exact solution lies between these points (Xp is less than Xz is less than Xp*) and no other conjugate points in interval, then according to theorem, subsequent iterations will converge upon exact solution if initial guess lies in interval.

Campbell, C. W.

Impacts of Hybrid Parallelism and Vectorization on the Performance of Newton-Krylov Methods in Computational Aerodynamics

Finding the numerical solution of moderate and high-fidelity aerodynamics problems on modern computer architectures involves, 1) decomposing the domain into smaller regions of nearly equal size, and 2) allocating computational resources for calculations on each domain and communication between domains. Modern computer clusters are composed from hierarchies of processing, memory, and communication resources with varying capabilities and latencies.This paper focuses on the combination of domain decomposition provided by ParMETIS [1]and Newton-Krylov Methods [2–5] for the solution of Computational Aerodynamics problems of interest to NASA. Herein, trade-offs encountered when mapping aerodynamics problems to modern computer architectures are explored through examples and discussions of trade-offs in parallelism from MPI [6], Open MP [7], and vectorization as partition sizes and computational resources are varied. An example of the impact that domain decomposition and MPI+OpenMPresource allocation can have on an adjoint calculation is presented in this abstract. The full paper will include more detailed examples, discussions of difficulties and potential methods to overcome them, and topics identified for future study.

Computational Aerodynamics, Hybrid Parallelism, Ve

A new flux conserving Newton's method scheme for the two-dimensional, steady Navier-Stokes equations

A new numerical method is developed for the solution of the two-dimensional, steady Navier-Stokes equations. The method that is presented differs in significant ways from the established numerical methods for solving the Navier-Stokes equations. The major differences are described. First, the focus of the present method is on satisfying flux conservation in an integral formulation, rather than on simulating conservation laws in their differential form. Second, the present approach provides a unified treatment of the dependent variables and their unknown derivatives. All are treated as unknowns together to be solved for through simulating local and global flux conservation. Third, fluxes are balanced at cell interfaces without the use of interpolation or flux limiters. Fourth, flux conservation is achieved through the use of discrete regions known as conservation elements and solution elements. These elements are not the same as the standard control volumes used in the finite volume method. Fifth, the discrete approximation obtained on each solution element is a functional solution of both the integral and differential form of the Navier-Stokes equations. Finally, the method that is presented is a highly localized approach in which the coupling to nearby cells is only in one direction for each spatial coordinate, and involves only the immediately adjacent cells. A general third-order formulation for the steady, compressible Navier-Stokes equations is presented, and then a Newton's method scheme is developed for the solution of incompressible, low Reynolds number channel flow. It is shown that the Jacobian matrix is nearly block diagonal if the nonlinear system of discrete equations is arranged approximately and a proper pivoting strategy is used. Numerical results are presented for Reynolds numbers of 100, 1000, and 2000. Finally, it is shown that the present scheme can resolve the developing channel flow boundary layer using as few as six to ten cells per channel width, depending on the Reynolds number.

Scott, James R.

A solution to the Navier-Stokes equations based upon the Newton Kantorovich method

An implicit finite difference scheme based on the Newton-Kantorovich technique was developed for the numerical solution of the nonsteady, incompressible, two-dimensional Navier-Stokes equations in conservation-law form. The algorithm was second-order-time accurate, noniterative with regard to the nonlinear terms in the vorticity transport equation except at the earliest few time steps, and spatially factored. Numerical results were obtained with the technique for a circular cylinder at Reynolds number 15. Results indicate that the technique is in excellent agreement with other numerical techniques for all geometries and Reynolds numbers investigated, and indicates a potential for significant reduction in computation time over current iterative techniques.

Davis, J. E.

Newton modified barrier method in constrained optimization

In this paper, we develop and investigate the Newton method for solving constrained (non-smooth) optimization problems. This approach is based on the modified barrier functions (MBF) theory and on the global converging step-size version of the Newton method for smooth unconstrained optimization. Due to the excellent properties of the MBF near primal-dual solution, the Newton modified barrier method (NMBM) has a better rate of convergence, better complexity bound, and is much more stable in the final stage of the computational process than the methods which are based on the classical barrier functions (CBF).

Polyak, R.

Systems identification using a modified Newton-Raphson method: A FORTRAN program

A FORTRAN program is offered which computes a maximum likelihood estimate of the parameters of any linear, constant coefficient, state space model. For the case considered, the maximum likelihood estimate can be identical to that which minimizes simultaneously the weighted mean square difference between the computed and measured response of a system and the weighted square of the difference between the estimated and a priori parameter values. A modified Newton-Raphson or quasilinearization method is used to perform the minimization which typically requires several iterations. A starting technique is used which insures convergence for any initial values of the unknown parameters. The program and its operation are described in sufficient detail to enable the user to apply the program to his particular problem with a minimum of difficulty.

Taylor, L. W., Jr.

The Newton Modified Barrier Method for QP Problems

The Modified Barrier Functions (MBF) have elements of both Classical Lagrangians (CL) and Classical Barrier Functions (CBF). The MBF methods find an unconstrained minimizer of some smooth barrier function in primal space and then update the Lagrange multipliers, while the barrier parameter either remains fixed or can be updated at each step. The numerical realization of the MBF method leads to the Newton MBF method, where the primal minimizer is found by using Newton's method. This minimizer is then used to update the Lagrange multipliers. In this paper, we examine the Newton MBF method for the Quadratic Programming (QP) problem. It will be shown that under standard second-order optimality conditions, there is a ball around the primal solution and a cut cone in the dual space such that for a set of Lagrange multipliers in this cut cone, the method converges quadratically to the primal minimizer from any point in the aforementioned ball, and continues to do so after each Lagrange multiplier update. The Lagrange multipliers remain within the cut cone and converge linearly to their optimal values. Any point in this ball will be called a "hot start". Starting at such a "hot start", at most Omicron(1n 1n epsilon(exp -1)) Newton steps are sufficient to perform the primal minimization which is necessary for the Lagrange multiplier update. Here, epsilon > 0 is the desired accuracy. Because of the linear convergence of the Lagrange multipliers, this means that only Omicron(1n epsilon(exp -1))omicron(ln 1n epsilon(exp-1)) Newton steps are required to reach an epsilon-approximation to the solution from any "hot start". In order to reach the "hot start", one has to perform Omicron(square root(m) 1n C) Newton steps, where m characterizes the size of the problem and C > 0 is the condition number of the QP problem. This condition number will be characterized explicitly in terms of key parameters of the QP problem, which in turn depend on the input data and the size of the problem.

Melman, A.