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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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All sourcesNASA NTRSDOE OSTI
NASA NTRS1980

Newton's method: A link between continuous and discrete solutions of nonlinear problems

Newton's method for nonlinear mechanics problems replaces the governing nonlinear equations by an iterative sequence of linear equations. When the linear equations are linear differential equations, the equations are usually solved by numerical methods. The iterative sequence in Newton's method can exhibit poor convergence properties when the nonlinear problem has multiple solutions for a fixed set of parameters, unless the iterative sequences are aimed at solving for each solution separately. The theory of the linear differential operators is often a better guide for solution strategies in applying Newton's method than the theory of linear algebra associated with the numerical analogs of the differential operators. In fact, the theory for the differential operators can suggest the choice of numerical linear operators. In this paper the method of variation of parameters from the theory of linear ordinary differential equations is examined in detail in the context of Newton's method to demonstrate how it might be used as a guide for numerical solutions.

Thurston, G. A.↗
DOE OSTI2023

Solution and sensitivity analysis of nonlinear equations using a hypercomplex-variable Newton-Raphson method

Here, the classical Newton-Raphson (NR) method for solving nonlinear equations is enhanced in two ways through the use of hypercomplex variables and algebra. In particular, i) the Jacobian is computed in a highly accurate and automated way, and ii) the derivative of the solution to the nonlinear equations is computed with respect to any parameter contained within the system of equations. These advances provide two significant enhancements in that it is straightforward to provide an accurate Jacobian and to construct a reduced order model (ROM) of arbitrary order with respect to any parameter of the system. The ROM can then be used to approximate the solution for other parameter values without requiring additional solutions of the nonlinear equations. Several case studies are presented including 1D and 2D academic examples with fully functioning Python code provided. Additionally, a case of study of the catenary of an elastic cable subject to its own weight and a vertical point load. Derivatives up to 10th order were computed with respect to material, loading, and geometrical parameters. The derivatives were used to generate reduced order models of the cable deformation and reaction forces at its ends with respect to multiple input parameters. Results show that from a single hypercomplex evaluation of the cable under a single vertical point load, it is possible to generate an accurate reduced order model capable of predicting the cable deformation with 1.5 times the load in the opposite direction and with 3.5 times the load in the same direction without resolving the system of equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Jacobian consistency of a one-parametric class of smoothing Fischer–Burmeister functions for SOCCP

The Jacobian consistency of smoothing functions plays an important role for achieving the rapid convergence of Newton methods or Newton-like methods with an appropriate parameter control. In this paper, we study the properties, derive the computable formula for the Jacobian matrix and prove the Jacobian consistency of a one-parametric class of smoothing Fischer–Burmeister functions for second-order cone complementarity problems proposed by Tang et al. (Comput Appl Math 33:655–669, 2014). Then we apply its Jacobian consistency to a smoothing Newton method with the appropriate parameter control presented by Chen et al. (Math Comput 67:519–540, 1998), and show the global convergence and local quadratic convergence of the algorithm for solving the SOCCP under rather weak assumptions.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1984

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.↗
DOE OSTI2025

Enhancing ACPF Analysis: Integrating Newton-Raphson Method with Gradient Descent and Computational Graphs

This paper presents a new method for enhancing Alternating Current Power Flow (ACPF) analysis. The method integrates the Newton-Raphson (NR) method with Enhanced-Gradient Descent (GD) and computational graphs. The integration of renewable energy sources in power systems introduces variability and unpredictability, and this method addresses these challenges. It leverages the robustness of NR for accurate approximations and the flexibility of GD for handling variable conditions, all without requiring Jacobian matrix inversion. Furthermore, computational graphs provide a structured and visual framework that simplifies and systematizes the application of these methods. The goal of this fusion is to overcome the limitations of traditional ACPF methods and improve the resilience, adaptability, and efficiency of modern power grid analyses. We validate the effectiveness of our advanced algorithm through comprehensive testing on established IEEE benchmark systems. Furthermore, our findings demonstrate that our approach not only speeds up the convergence process but also ensures consistent performance across diverse system states, representing a significant advancement in power flow computation.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2018

An inexact regularized Newton framework with a worst-case iteration complexity of $ {\mathscr O}(\varepsilon^{-3/2}) $ for nonconvex optimization

Abstract An algorithm for solving smooth nonconvex optimization problems is proposed that, in the worst-case, takes ${\mathscr O}(\varepsilon ^{-3/2})$ iterations to drive the norm of the gradient of the objective function below a prescribed positive real number $\varepsilon $ and can take ${\mathscr O}(\varepsilon ^{-3})$ iterations to drive the leftmost eigenvalue of the Hessian of the objective above $-\varepsilon $. The proposed algorithm is a general framework that covers a wide range of techniques including quadratically and cubically regularized Newton methods, such as the Adaptive Regularization using Cubics (arc) method and the recently proposed Trust-Region Algorithm with Contractions and Expansions (trace). The generality of our method is achieved through the introduction of generic conditions that each trial step is required to satisfy, which in particular allows for inexact regularized Newton steps to be used. These conditions center around a new subproblem that can be approximately solved to obtain trial steps that satisfy the conditions. A new instance of the framework, distinct from arc and trace, is described that may be viewed as a hybrid between quadratically and cubically regularized Newton methods. Numerical results demonstrate that our hybrid algorithm outperforms a cubically regularized Newton method.

Mathematics↗
NASA NTRS1991

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.↗
DOE OSTI2016

Numerical implementation, verification and validation of two-phase flow four-equation drift flux model with Jacobian-free Newton–Krylov method

This study presents a numerical investigation on using the Jacobian-free Newton–Krylov (JFNK) method to solve the two-phase flow four-equation drift flux model with realistic constitutive correlations (‘closure models’). The drift flux model is based on Isshi and his collaborators’ work. Additional constitutive correlations for vertical channel flow, such as two-phase flow pressure drop, flow regime map, wall boiling and interfacial heat transfer models, were taken from the RELAP5-3D Code Manual and included to complete the model. The staggered grid finite volume method and fully implicit backward Euler method was used for the spatial discretization and time integration schemes, respectively. The Jacobian-free Newton–Krylov method shows no difficulty in solving the two-phase flow drift flux model with a discrete flow regime map. In addition to the Jacobian-free approach, the preconditioning matrix is obtained by using the default finite differencing method provided in the PETSc package, and consequently the labor-intensive implementation of complex analytical Jacobian matrix is avoided. Extensive and successful numerical verification and validation have been performed to prove the correct implementation of the models and methods. Code-to-code comparison with RELAP5-3D has further demonstrated the successful implementation of the drift flux model.

42 ENGINEERING↗
DOE OSTI2017

Application of high-order numerical schemes and Newton-Krylov method to two-phase drift-flux model

This study concerns the application and solver robustness of the Newton-Krylov method in solving two-phase flow drift-flux model problems using high-order numerical schemes. In our previous studies, the Newton-Krylov method has been proven as a promising solver for two-phase flow drift-flux model problems. However, these studies were limited to use first-order numerical schemes only. Moreover, the previous approach to treating the drift-flux closure correlations was later revealed to cause deteriorated solver convergence performance, when the mesh was highly refined, and also when higher-order numerical schemes were employed. In this study, a second-order spatial discretization scheme that has been tested with two-fluid two-phase flow model was extended to solve drift-flux model problems. In order to improve solver robustness, and therefore efficiency, a new approach was proposed to treating the mean drift velocity of the gas phase as a primary nonlinear variable to the equation system. With this new approach, significant improvement in solver robustness was achieved. With highly refined mesh, the proposed treatment along with the Newton-Krylov solver were extensively tested with two-phase flow problems that cover a wide range of thermal-hydraulics conditions. Satisfactory convergence performances were observed for all test cases. Numerical verification was then performed in the form of mesh convergence studies, from which expected orders of accuracy were obtained for both the first-order and the second-order spatial discretization schemes. Finally, the drift-flux model, along with numerical methods presented, were validated with three sets of flow boiling experiments that cover different flow channel geometries (round tube, rectangular tube, and rod bundle), and a wide range of test conditions (pressure, mass flux, wall heat flux, inlet subcooling and outlet void fraction).

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
NASA NTRS1989

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.↗