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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.

Development of Segregated Thermal-Hydraulics Solvers in MOOSE

The simulation of fluid flows is an essential part of the design and analysis of nuclear systems. Algorithms able to simulate flows at different fidelity levels are available in the Multiphysics Object-Oriented Simulation Environment (MOOSE) and MOOSE-based applications such as Pronghorn \cite{novak2018pronghorn}, Pronghorn-Subchannel, RELAP-7, and SAM. Currently, significant effort is being invested in the development of coarse-mesh Computational Fluid Dynamics (CFD) capabilities within MOOSE and Pronghorn for the simulation of Generation IV nuclear reactors. Traditionally, the solution algorithms in MOOSE have relied on Newton or quasi-Newton methods (such as the preconditioned Jacobian-free Newton-Krylov method) where residuals and Jacobians (or approximations thereof) are constructed. Both Newton and quasi-Newton methods require the solution of a linear system at each nonlinear Newton iteration with the Jacobian as the system matrix. The Jacobian contains blocks originating from all variables in the problem (i.e., for thermal-hydraulics at least pressure, velocities, and temperature). Due to the formulation of the problem in a general multiphysics setting on unstructured mesh, creating a good preconditioner for the linear system can be challenging, thus many fluid applications have utilized direct solver-based methods such as LU factorization. However, with increasing system size and complexity in multi-dimensional problems, the direct solution of linear systems becomes computationally expensive both in execution time and and memory. For this reason, recent effort has focused on adapting segregated solution algorithms for CFD problems in MOOSE. These algorithms use fixed-point iteration between segregated systems whose assembly and preconditioning are easier those of the monolithic system. Initial results show that the segregated solution algorithm outperforms the monolithic approach in terms of memory usage and for large 3D problems in terms of CPU time as well.

42 ENGINEERING

Development of Segregated Thermal-Hydraulics Solvers in MOOSE

The simulation of fluid flows is an essential part of the design and analysis of nuclear systems. Algorithms able to simulate flows at different fidelity levels are available in the Multiphysics Object-Oriented Simulation Environment (MOOSE) and MOOSE-based applications such as Pronghorn \cite{novak2018pronghorn}, Pronghorn-Subchannel, RELAP-7, and SAM. Currently, significant effort is being invested in the development of coarse-mesh Computational Fluid Dynamics (CFD) capabilities within MOOSE and Pronghorn for the simulation of Generation IV nuclear reactors. Traditionally, the solution algorithms in MOOSE have relied on Newton or quasi-Newton methods (such as the preconditioned Jacobian-free Newton-Krylov method) where residuals and Jacobians (or approximations thereof) are constructed. Both Newton and quasi-Newton methods require the solution of a linear system at each nonlinear Newton iteration with the Jacobian as the system matrix. The Jacobian contains blocks originating from all variables in the problem (i.e., for thermal-hydraulics at least pressure, velocities, and temperature). Due to the formulation of the problem in a general multiphysics setting on unstructured mesh, creating a good preconditioner for the linear system can be challenging, thus many fluid applications have utilized direct solver-based methods such as LU factorization. However, with increasing system size and complexity in multi-dimensional problems, the direct solution of linear systems becomes computationally expensive both in execution time and and memory. For this reason, recent effort has focused on adapting segregated solution algorithms for CFD problems in MOOSE. These algorithms use fixed-point iteration between segregated systems whose assembly and preconditioning are easier those of the monolithic system. Initial results show that the segregated solution algorithm outperforms the monolithic approach in terms of memory usage and for large 3D problems in terms of CPU time as well.

42 ENGINEERING

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.

Function-space quasi-Newton algorithms for optimal control problems with bounded controls and singular arcs

Two existing function-space quasi-Newton algorithms, the Davidon algorithm and the projected gradient algorithm, are modified so that they may handle directly control-variable inequality constraints. A third quasi-Newton-type algorithm, developed by Broyden, is extended to optimal control problems. The Broyden algorithm is further modified so that it may handle directly control-variable inequality constraints. From a computational viewpoint, dyadic operator implementation of quasi-Newton methods is shown to be superior to the integral kernel representation. The quasi-Newton methods, along with the steepest descent method and two conjugate gradient algorithms, are simulated on three relatively simple (yet representative) bounded control problems, two of which possess singular subarcs. Overall, the Broyden algorithm was found to be superior. The most notable result of the simulations was the clear superiority of the Broyden and Davidon algorithms in producing a sharp singular control subarc.

Edge, E. R.

Numerical techniques for the linear, nonadiabatic stellar pulsation problem

The linear, nonadiabatic eigenvalue problem is formulated using Castor's method for calculating radial pulsations of stellar models. Both left and right eigenvectors are calculated. Initial eigenvalues for the linear, nonadiabatic solutions are obtained from the adiabatic eigenvalues and left and right eigenvectors. The orthogonality relation is obtained. Simple formulas for the Newton method are given. The iteration procedure is constrained to improve convergence. The Newton method is less satisfactory than the secant method for difficult cases. The linear, nonadiabatic solutions are shown to be sensitive to the number of zones with tau smaller than 2/3, and the value of (P/P sub r) surface or tau (surface). Optimum values can be determined for the number of zones and tau (surface). Application of the method to Population II Cepheids is briefly presented.

Bednarek, T. A.

A quasi-Newton approach to optimization problems with probability density constraints

A quasi-Newton method is presented for minimizing a nonlinear function while constraining the variables to be nonnegative and sum to one. The nonnegativity constraints were eliminated by working with the squares of the variables and the resulting problem was solved using Tapia's general theory of quasi-Newton methods for constrained optimization. A user's guide for a computer program implementing this algorithm is provided.

Tapia, R. A.

Modified Interior Distance Functions (Theory and Methods)

In this paper we introduced and developed the theory of Modified Interior Distance Functions (MIDF's). The MIDF is a Classical Lagrangian (CL) for a constrained optimization problem which is equivalent to the initial one and can be obtained from the latter by monotone transformation both the objective function and constraints. In contrast to the Interior Distance Functions (IDF's), which played a fundamental role in Interior Point Methods (IPM's), the MIDF's are defined on an extended feasible set and along with center, have two extra tools, which control the computational process: the barrier parameter and the vector of Lagrange multipliers. The extra tools allow to attach to the MEDF's very important properties of Augmented Lagrangeans. One can consider the MIDFs as Interior Augmented Lagrangeans. It makes MIDF's similar in spirit to Modified Barrier Functions (MBF's), although there is a fundamental difference between them both in theory and methods. Based on MIDF's theory, Modified Center Methods (MCM's) have been developed and analyzed. The MCM's find an unconstrained minimizer in primal space and update the Lagrange multipliers, while both the center and the barrier parameter can be fixed or updated at each step. The MCM's convergence was investigated, and their rate of convergence was estimated. The extension of the feasible set and the special role of the Lagrange multipliers allow to develop MCM's, which produce, in case of nondegenerate constrained optimization, a primal and dual sequences that converge to the primal-dual solutions with linear rate, even when both the center and the barrier parameter are fixed. Moreover, every Lagrange multipliers update shrinks the distance to the primal dual solution by a factor 0 less than gamma less than 1 which can be made as small as one wants by choosing a fixed interior point as a 'center' and a fixed but large enough barrier parameter. The numericai realization of MCM leads to the Newton MCM (NMCM). The approximation for the primal minimizer one finds by Newton Method followed by the Lagrange multipliers update. Due to the MCM convergence, when both the center and the barrier parameter are fixed, the condition of the MDF Hessism and the neighborhood of the primal ninimizer where Newton method is 'well' defined remains stable. It contributes to both the complexity and the numerical stability of the NMCM.

Polyak, Roman A.

Optimization methods, flux conserving methods for steady state Navier-Stokes equation

Navier-Stokes equation as discretized by new flux conserving method proposed by Chang and Scott results in the system: vector F(vector x) = 0, where F is a vector valued function. The Optimization method we use is based on Quasi-Newton methods: given a nonlinear function vector F(vector x) = 0, we solve, Delta(vector x) = -BF(vector x), where Delta(vector x) is the correction term and B is the inverse Jacobian of F(x). Then, iteratively, vector(x(sub (i+1))) = vector(x (sub i)) + alpha.Delta(vector x(sub i)), where alpha is a line search correction term determined by a line search routine. We use the BFCG's update the Jacobian matrix B(sub k) at each iteration. It is well known that B(sub k) approaches B(*) at the solution X(*). This algorithm has several advantages over the Newton-Raphson method. For example, we do not need to calculate the Jacobian matrix at each iteration which is computationally very expensive.

Adeyeye, John

A Newton-Raphson Method Approach to Adjusting Multi-Source Solar Simulators

NASA Glenn Research Center has been using an in house designed X25 based multi-source solar simulator since 2003. The simulator is set up for triple junction solar cells prior to measurements b y adjusting the three sources to produce the correct short circuit current, lsc, in each of three AM0 calibrated sub-cells. The past practice has been to adjust one source on one sub-cell at a time, iterating until all the sub-cells have the calibrated Isc. The new approach is to create a matrix of measured lsc for small source changes on each sub-cell. A matrix, A, is produced. This is normalized to unit changes in the sources so that Ax(delta)s = (delta)isc. This matrix can now be inverted and used with the known Isc differences from the AM0 calibrated values to indicate changes in the source settings, (delta)s = A ·'x.(delta)isc This approach is still an iterative one, but all sources are changed during each iteration step. It typically takes four to six steps to converge on the calibrated lsc values. Even though the source lamps may degrade over time, the initial matrix evaluation i s not performed each time, since measurement matrix needs to be only approximate. Because an iterative approach is used the method will still continue to be valid. This method may become more important as state-of-the-art solar cell junction responses overlap the sources of the simulator. Also, as the number of cell junctions and sources increase, this method should remain applicable.

Snyder, David B.

Optimizing the optimizer for physics-informed neural networks and Kolmogorov-Arnold networks

Physics-Informed Neural Networks (PINNs) have revolutionized the computation of PDE solutions by integrating partial differential equations (PDEs) into the neural network’s training process as soft constraints, becoming an important component of the scientific machine learning (SciML) ecosystem. More recently, physics-informed Kolmogorv-Arnold networks (PIKANs) have also shown to be effective and comparable in accuracy with PINNs. In their current implementation, both PINNs and PIKANs are mainly optimized using first-order methods like Adam, as well as quasi-Newton methods such as BFGS and its low-memory variant, L-BFGS. However, these optimizers often struggle with highly nonlinear and non-convex loss landscapes, leading to challenges such as slow convergence, local minima entrapment, and (non)degenerate saddle points. In this study, we investigate the performance of Self- Scaled BFGS (SSBFGS), Self-Scaled Broyden (SSBroyden) methods and other advanced quasi-Newton schemes, including BFGS and L-BFGS with different line search strategies. These methods dynamically rescale updates based on historical gradient information, thus enhancing training efficiency and accuracy. We systematically compare these optimizers – using both PINNs and PIKANs – on key challenging PDEs, including the Burgers, Allen-Cahn, Kuramoto-Sivashinsky, Ginzburg-Landau, and Stokes equations. Additionally, we evaluate the performance of SSBFGS and SSBroyden for Deep Operator Network (DeepONet) architectures, demonstrating their effectiveness for data-driven operator learning. Our findings provide state-of-the-art results with orders-of-magnitude accuracy improvements without the use of adaptive weights or any other enhancements typically employed in PINNs. More broadly, our work reveal insights into the effectiveness of quasi-Newton optimization strategies in significantly improving the convergence and accurate generalization of PINNs and PIKANs.

97 MATHEMATICS AND COMPUTING

Numerical method for the solution of large systems of differential equations of the boundary layer type

A numerical method for the solution of large systems of nonlinear differential equations of the boundary-layer type is described. The method is a modification of the technique for satisfying asymptotic boundary conditions. The present method employs inverse interpolation instead of the Newton method to adjust the initial conditions of the related initial-value problem. This eliminates the so-called perturbation equations. The elimination of the perturbation equations not only reduces the user's preliminary work in the application of the method, but also reduces the number of time-consuming initial-value problems to be numerically solved at each iteration. For further ease of application, the solution of the overdetermined system for the unknown initial conditions is obtained automatically by applying Golub's linear least-squares algorithm. The relative ease of application of the proposed numerical method increases directly as the order of the differential-equation system increases. Hence, the method is especially attractive for the solution of large-order systems. After the method is described, it is applied to a fifth-order problem from boundary-layer theory.

Green, M. J.

An historical survey of computational methods in optimal control.

Review of some of the salient theoretical developments in the specific area of optimal control algorithms. The first algorithms for optimal control were aimed at unconstrained problems and were derived by using first- and second-variation methods of the calculus of variations. These methods have subsequently been recognized as gradient, Newton-Raphson, or Gauss-Newton methods in function space. A much more recent addition to the arsenal of unconstrained optimal control algorithms are several variations of conjugate-gradient methods. At first, constrained optimal control problems could only be solved by exterior penalty function methods. Later algorithms specifically designed for constrained problems have appeared. Among these are methods for solving the unconstrained linear quadratic regulator problem, as well as certain constrained minimum-time and minimum-energy problems. Differential-dynamic programming was developed from dynamic programming considerations. The conditional-gradient method, the gradient-projection method, and a couple of feasible directions methods were obtained as extensions or adaptations of related algorithms for finite-dimensional problems. Finally, the so-called epsilon-methods combine the Ritz method with penalty function techniques.

Polak, E.

Application of Newton modified barrier method (NMBM) to structural optimization

This paper presents the application of the NMBM to obtain a minimum weight structure with constraints on displacements and minimum sizes. The solution to the problem is obtained via minimizing the Modified Barrier Function (MBF) at each step by using the Newton Method and updating Lagrange multipliers. The Lagrange multipliers are updated by using the value of the constraints at the minimum of the MBF. Three truss problems with a different number of design variables are solved. The convergence to the minimum weight design was found to be monotonic and the algorithm is potentially robust for solving problems with a large number of design variables.

Khot, N. S.

A modified secant method for unconstrained minimization

A gradient-secant algorithm for unconstrained optimization problems is presented. The algorithm uses Armijo gradient method iterations until it reaches a region where the Newton method is more efficient, and then switches over to a secant form of operation. It is concluded that an efficient method for unconstrained minimization has been developed, and that any convergent minimization method can be substituted for the Armijo gradient method.

Polak, E.