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NASA NTRS1989

Numerical methods in Markov chain modeling

Several methods for computing stationary probability distributions of Markov chains are described and compared. The main linear algebra problem consists of computing an eigenvector of a sparse, usually nonsymmetric, matrix associated with a known eigenvalue. It can also be cast as a problem of solving a homogeneous singular linear system. Several methods based on combinations of Krylov subspace techniques are presented. The performance of these methods on some realistic problems are compared.

Philippe, Bernard↗

NASA NTRS1991

Lanczos eigensolution method for high-performance computers

The theory, computational analysis, and applications are presented of a Lanczos algorithm on high performance computers. The computationally intensive steps of the algorithm are identified as: the matrix factorization, the forward/backward equation solution, and the matrix vector multiples. These computational steps are optimized to exploit the vector and parallel capabilities of high performance computers. The savings in computational time from applying optimization techniques such as: variable band and sparse data storage and access, loop unrolling, use of local memory, and compiler directives are presented. Two large scale structural analysis applications are described: the buckling of a composite blade stiffened panel with a cutout, and the vibration analysis of a high speed civil transport. The sequential computational time for the panel problem executed on a CONVEX computer of 181.6 seconds was decreased to 14.1 seconds with the optimized vector algorithm. The best computational time of 23 seconds for the transport problem with 17,000 degs of freedom was on the the Cray-YMP using an average of 3.63 processors.

Bostic, Susan W.↗

NASA NTRS1976

An iterative decoupling solution method for large scale Lyapunov equations

A great deal of attention has been given to the numerical solution of the Lyapunov equation. A useful classification of the variety of solution techniques are the groupings of direct, transformation, and iterative methods. The paper summarizes those methods that are at least partly favorable numerically, giving special attention to two criteria: exploitation of a general sparse system matrix structure and efficiency in resolving the governing linear matrix equation for different matrices. An iterative decoupling solution method is proposed as a promising approach for solving large-scale Lyapunov equation when the system matrix exhibits a general sparse structure. A Fortran computer program that realizes the iterative decoupling algorithm is also discussed.

Athay, T. M.↗

NASA NTRS1995

Sensitivity analysis for large-deflection and postbuckling responses on distributed-memory computers

A computational strategy is presented for calculating sensitivity coefficients for the nonlinear large-deflection and postbuckling responses of laminated composite structures on distributed-memory parallel computers. The strategy is applicable to any message-passing distributed computational environment. The key elements of the proposed strategy are: (1) a multiple-parameter reduced basis technique; (2) a parallel sparse equation solver based on a nested dissection (or multilevel substructuring) node ordering scheme; and (3) a multilevel parallel procedure for evaluating hierarchical sensitivity coefficients. The hierarchical sensitivity coefficients measure the sensitivity of the composite structure response to variations in three sets of interrelated parameters; namely, laminate, layer and micromechanical (fiber, matrix, and interface/interphase) parameters. The effectiveness of the strategy is assessed by performing hierarchical sensitivity analysis for the large-deflection and postbuckling responses of stiffened composite panels with cutouts on three distributed-memory computers. The panels are subjected to combined mechanical and thermal loads. The numerical studies presented demonstrate the advantages of the reduced basis technique for hierarchical sensitivity analysis on distributed-memory machines.

Watson, Brian C.↗

NASA NTRS1991

A pressure flux-split technique for computation of inlet flow behavior

A method for calculating the flow field in aircraft engine inlets is presented. The phenomena of inlet unstart and restart are investigated. Solutions of the reduced Navier-Stokes (RNS) equations are obtained with a time consistent direct sparse matrix solver that computes the transient flow field both internal and external to the inlet. Time varying shocks and time varying recirculation regions can be efficiently analyzed. The code is quite general and is suitable for the computation of flow for a wide variety of geometries and over a wide range of Mach and Reynolds numbers.

Pordal, H. S.↗

NASA NTRS1990

Transient behavior of supersonic flow through inlets

A solution technique to compute inlet flow behavior is presented. The phenomena of inlet unstart and restart are investigated using a flux-split procedure applied to the Euler and Reduced Navier Stokes (RNS) equations. A time consistent direct sparse matrix solver in conjunction with a domain decomposition strategy is applied to compute the transient flow behavior both internal and external to the inlet. Time varying shocks and time varying recirculation regions are efficiently analyzed. The code is quite general and is suitable for the computation of flow for a wide variety of geometries and over a wide range of Mach and Reynolds numbers.

Pordal, H. S.↗

NASA NTRS1991

Experiments with conjugate gradient algorithms for homotopy curve tracking

There are algorithms for finding zeros or fixed points of nonlinear systems of equations that are globally convergent for almost all starting points, i.e., with probability one. The essence of all such algorithms is the construction of an appropriate homotopy map and then tracking some smooth curve in the zero set of this homotopy map. HOMPACK is a mathematical software package implementing globally convergent homotopy algorithms with three different techniques for tracking a homotopy zero curve, and has separate routines for dense and sparse Jacobian matrices. The HOMPACK algorithms for sparse Jacobian matrices use a preconditioned conjugate gradient algorithm for the computation of the kernel of the homotopy Jacobian matrix, a required linear algebra step for homotopy curve tracking. Here, variants of the conjugate gradient algorithm are implemented in the context of homotopy curve tracking and compared with Craig's preconditioned conjugate gradient method used in HOMPACK. The test problems used include actual large scale, sparse structural mechanics problems.

Irani, Kashmira M.↗

NASA NTRSDate not supplied

Applicability of Loads Estimation Techniques Using Sparse Acceleration Sensor Data to Spacecraft Structural Health Monitoring

The use of structural health monitoring systems on spacecraft structures can play a crucial role in ensuring the safety, reliability, and longevity of the structure by gathering and analyzing onboard sensor data. Of specific importance is monitoring for excessive loading at critical interfaces as any off-nominal structural excitations experienced by spacecraft structures can cause early unpredicted high structural life consumption or damage. The availability and cost of flight-certified sensors along with the size of spacecraft structures and allowable payload mass drives the need for a method to estimate loads using sparsely-located sensors. Numerous approaches such as physics-based, statistical learning, and physics-enhanced statistical learning algorithms have gained popularity among structural prognostics applications. However, developing noise-robust prediction models to assess loads and structural life predictions from a sparse multi-sensor data acquisition system can be a challenging task. This paper discusses the evaluation of physics-based versus machine-learning algorithms for predicting loads and structural life at mission critical locations on the spacecraft structure using a finite element loads analysis with the application of simulated noise and noise reduction techniques. To estimate the loads from accelerations, the physics-based algorithm leverages a loads transformation matrix from a Craig-Bampton reduced finite element model. A System Equivalent Reduction Expansion Process (SEREP) and a pseudo-inverse approach are considered to expand from the onboard sensor degrees of freedom to the Craig-Bampton model degrees of freedom. The machine learning algorithm provides a data driven solution/mapping of the sensor accelerations to the loads at the mission critical locations using a high dimensionality analysis. Although these strategies produce comparable loads prediction without noise, the limitations of these strategies with incorporating simulated noise and noise reduction techniques with low signal to noise ratio signals are evaluated. The study demonstrates the immense potential of statistical learning algorithms for sparse structural prognostic models and enhancing signal denoising techniques. These findings also highlight the need for noise-resilient prognostic models and low-noise data acquisition systems onboard spacecraft structures.

Spacecraft Structural Health Monitoring↗

NASA NTRS1990

A finite element-boundary integral formulation for scattering by three-dimensional cavity-backed apertures

A numerical technique is proposed for the electromagnetic characterization of the scattering by a three-dimensional cavity-backed aperture in an infinite ground plane. The technique combines the finite element and boundary integral methods to formulate a system of equations for the solution of the aperture fields and those inside the cavity. Specifically, the finite element method is employed to formulate the fields in the cavity region and the boundary integral approach is used in conjunction with the equivalence principle to represent the fields above the ground plane. Unlike traditional approaches, the proposed technique does not require knowledge of the cavity's Green's function and is, therefore, applicable to arbitrary shape depressions and material fillings. Furthermore, the proposed formulation leads to a system having a partly full and partly sparse as well as symmetric and banded matrix which can be solved efficiently using special algorithms.

Jin, Jian-Ming↗

NASA NTRS1991

A finite-element-boundary integral formulation for scattering by three-dimensional cavity-backed apertures

A numerical technique is proposed for the electromagnetic characterization of the scattering by a three-dimensional cavity-backed aperture in an infinite ground plane. The technique combines the finite element and boundary integral methods to formulate a system of equations for the solution of the aperture fields and those inside the cavity. Specifically, the finite element method is used to formulate the fields in the cavity region and the boundary integral approach is used in conjunction with the equivalence principle to represent the fields above the ground plane. Unlike traditional approaches, the proposed technique does not require a knowledge of the cavity's Green's function and is, therefore, applicable to arbitrary shape depressions and material fillings. Furthermore, the proposed formulation leads to a system having a partly full and partly sparse as well as symmetric and banded matrix which can be solved efficiently using special algorithms.

Jin, Jian-Ming↗

NASA NTRS1986

Preconditioned conjugate residual methods for the solution of spectral equations

Conjugate residual methods for the solution of spectral equations are described. An inexact finite-difference operator is introduced as a preconditioner in the iterative procedures. Application of these techniques is limited to problems for which the symmetric part of the coefficient matrix is positive definite. Although the spectral equation is a very ill-conditioned and full matrix problem, the computational effort of the present iterative methods for solving such a system is comparable to that for the sparse matrix equations obtained from the application of either finite-difference or finite-element methods to the same problems. Numerical experiments are shown for a self-adjoint elliptic partial differential equation with Dirichlet boundary conditions, and comparison with other solution procedures for spectral equations is presented.

Wong, Y. S.↗

NASA NTRS2015

Polarized Bidirectional Reflectance of Optically Thick Sparse Particulate Layers: an Efficient Numerically Exact Radiative-Transfer Solution

We describe a simple yet efficient numerical algorithm for computing polarized bidirectional reflectance of an optically thick (semi-infinite), macroscopically flat layer composed of statistically isotropic and mirror symmetric random particles. The spatial distribution of the particles is assumed to be sparse, random, and statistically uniform. The 44 Stokes reflection matrix is calculated by iterating the Ambartsumian's vector nonlinear integral equation. The result is a numerically exact solution of the vector radiative transfer equation and as such fully satisfies the energy conservation law and the fundamental reciprocity relation. Since this technique bypasses the computation of the internal radiation field, it is very fast and highly accurate. The FORTRAN implementation of the technique is publicly available on the World Wide Web at http://www.giss.nasa.gov/staff/ mmishchenko/brf. It can be combined with several existing computer programs providing the requisite single-scattering properties of spherical or morphologically complex particles and applied to a wide range of optical characterization problems. Benchmark results obtained with this program can be used for testing alternative solvers of the vector radiative transfer equation.

radiative transfer↗

NASA NTRS1991

Implicit solvers for unstructured meshes

Implicit methods for unstructured mesh computations are developed and tested. The approximate system which arises from the Newton-linearization of the nonlinear evolution operator is solved by using the preconditioned generalized minimum residual technique. These different preconditioners are investigated: the incomplete LU factorization (ILU), block diagonal factorization, and the symmetric successive over-relaxation (SSOR). The preconditioners have been optimized to have good vectorization properties. The various methods are compared over a wide range of problems. Ordering of the unknowns, which affects the convergence of these sparse matrix iterative methods, is also investigated. Results are presented for inviscid and turbulent viscous calculations on single and multielement airfoil configurations using globally and adaptively generated meshes.

Venkatakrishnan, V.↗

NASA NTRS2002

Parallel Computing Strategies for Irregular Algorithms

Parallel computing promises several orders of magnitude increase in our ability to solve realistic computationally-intensive problems, but relies on their efficient mapping and execution on large-scale multiprocessor architectures. Unfortunately, many important applications are irregular and dynamic in nature, making their effective parallel implementation a daunting task. Moreover, with the proliferation of parallel architectures and programming paradigms, the typical scientist is faced with a plethora of questions that must be answered in order to obtain an acceptable parallel implementation of the solution algorithm. In this paper, we consider three representative irregular applications: unstructured remeshing, sparse matrix computations, and N-body problems, and parallelize them using various popular programming paradigms on a wide spectrum of computer platforms ranging from state-of-the-art supercomputers to PC clusters. We present the underlying problems, the solution algorithms, and the parallel implementation strategies. Smart load-balancing, partitioning, and ordering techniques are used to enhance parallel performance. Overall results demonstrate the complexity of efficiently parallelizing irregular algorithms.

Biswas, Rupak↗

NASA NTRS1998

Parallel Implicit Algorithms for CFD

The main goal of this project was efficient distributed parallel and workstation cluster implementations of Newton-Krylov-Schwarz (NKS) solvers for implicit Computational Fluid Dynamics (CFD.) "Newton" refers to a quadratically convergent nonlinear iteration using gradient information based on the true residual, "Krylov" to an inner linear iteration that accesses the Jacobian matrix only through highly parallelizable sparse matrix-vector products, and "Schwarz" to a domain decomposition form of preconditioning the inner Krylov iterations with primarily neighbor-only exchange of data between the processors. Prior experience has established that Newton-Krylov methods are competitive solvers in the CFD context and that Krylov-Schwarz methods port well to distributed memory computers. The combination of the techniques into Newton-Krylov-Schwarz was implemented on 2D and 3D unstructured Euler codes on the parallel testbeds that used to be at LaRC and on several other parallel computers operated by other agencies or made available by the vendors. Early implementations were made directly in Massively Parallel Integration (MPI) with parallel solvers we adapted from legacy NASA codes and enhanced for full NKS functionality. Later implementations were made in the framework of the PETSC library from Argonne National Laboratory, which now includes pseudo-transient continuation Newton-Krylov-Schwarz solver capability (as a result of demands we made upon PETSC during our early porting experiences). A secondary project pursued with funding from this contract was parallel implicit solvers in acoustics, specifically in the Helmholtz formulation. A 2D acoustic inverse problem has been solved in parallel within the PETSC framework.

Keyes, David E.↗

NASA NTRS1991

Implicit solvers for unstructured meshes

Implicit methods were developed and tested for unstructured mesh computations. The approximate system which arises from the Newton linearization of the nonlinear evolution operator is solved by using the preconditioned GMRES (Generalized Minimum Residual) technique. Three different preconditioners were studied, namely, the incomplete LU factorization (ILU), block diagonal factorization, and the symmetric successive over relaxation (SSOR). The preconditioners were optimized to have good vectorization properties. SSOR and ILU were also studied as iterative schemes. The various methods are compared over a wide range of problems. Ordering of the unknowns, which affects the convergence of these sparse matrix iterative methods, is also studied. Results are presented for inviscid and turbulent viscous calculations on single and multielement airfoil configurations using globally and adaptively generated meshes.

Venkatakrishnan, V.↗

NASA NTRS1988

Algorithms and software for solving finite element equations on serial and parallel architectures

The primary objective was to compare the performance of state-of-the-art techniques for solving sparse systems with those that are currently available in the Computational Structural Mechanics (MSC) testbed. One of the first tasks was to become familiar with the structure of the testbed, and to install some or all of the SPARSPAK package in the testbed. A brief overview of the CSM Testbed software and its usage is presented. An overview of the sparse matrix research for the Testbed currently employed in the CSM Testbed is given. An interface which was designed and implemented as a research tool for installing and appraising new matrix processors in the CSM Testbed is described. The results of numerical experiments performed in solving a set of testbed demonstration problems using the processor SPK and other experimental processors are contained.

Chu, Eleanor↗

NASA NTRS1989

Solving sparse triangular linear systems on parallel computers

This paper describes and compares three parallel algorithms for solving sparse triangular systems of equations. These methods involve some preprocessing overhead and are primarily of interest in solving many systems with the same coefficient matrix. The first approach is to use a fixed blocksize and form the inverse of the diagonal blocks. The second approach is to use a variable blocksize and reorder the unknowns so that the diagonal blocks are diagonal matrices. The latter technique is called level scheduling because of how it is represented in the adjacency graph, and both row-wise and jagged diagonal storage for the off-diagonal blocks are considered. These techniques are analyzed for general parallel computers and experiments are presented for the eight-processor Alliant FX/8.

Anderson, Edward↗