On a class of approximate iterative processes.
Combination into unified setting of various results for approximate solution of fixed point equation, using iterative process
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Combination into unified setting of various results for approximate solution of fixed point equation, using iterative process
The nonlinear programming (NLP) problem to solve distribution-level optimal power flow (D-OPF) poses convergence issues and does not scale well for unbalanced distribution systems. The existing scalable D-OPF algorithms either use approximations that are not valid for an unbalanced power distribution system, or apply relaxation techniques to the nonlinear power flow equations that do not guarantee a feasible power flow solution. In this paper, we propose scalable D-OPF algorithms that simultaneously achieve optimal and feasible solutions by solving multiple iterations of approximate, or relaxed, D-OPF subproblems of low complexity. The first algorithm is based on a successive linear approximation of the nonlinear power flow equations around the current operating point, where the D-OPF solution is obtained by solving multiple iterations of a linear programming (LP) problem. The second algorithm is based on the relaxation of the nonlinear power flow equations as conic constraints together with directional constraints, which achieves optimal and feasible solutions over multiple iterations of a second-order cone programming (SOCP) problem. Finally, it is demonstrated that the proposed algorithms are able to reach an optimal and feasible solution while significantly reducing the computation time as compared to an equivalent NLPD-OPF model for the same distribution system.
An extension of the Osher upwind scheme to nonequilibrium reacting flows is presented. Owing to the presence of source terms, the Riemann problem is no longer self-similar and therefore its approximate solution becomes tedious. With simplicity in mind, a linearized approach which avoids an iterative solution is used to define the intermediate states and sonic points. The source terms are treated explicitly. Numerical computations are presented to demonstrate the feasibility, efficiency and accuracy of the proposed method. The test problems include a ZND (Zeldovich-Neumann-Doring) detonation problem for which spurious numerical solutions which propagate at mesh speed have been observed on coarse grids. With the present method, a change of limiter causes the solution to change from the physically correct CJ detonation solution to the spurious weak detonation solution.
An objective of the HPCC Program at NASA Langley has been to promote the use of advanced computing techniques to more rapidly solve the problem of multidisciplinary optimization of a supersonic transport configuration. As a result, a software system has been designed and is being implemented to integrate a set of existing discipline analysis codes, some of them CPU-intensive, into a distributed computational framework for the design of a High Speed Civil Transport (HSCT) configuration. The proposed paper will describe the engineering aspects of integrating these analysis codes and additional interface codes into an automated design system. The objective of the design problem is to optimize the aircraft weight for given mission conditions, range, and payload requirements, subject to aerodynamic, structural, and performance constraints. The design variables include both thicknesses of structural elements and geometric parameters that define the external aircraft shape. An optimization model has been adopted that uses the multidisciplinary analysis results and the derivatives of the solution with respect to the design variables to formulate a linearized model that provides input to the CONMIN optimization code, which outputs new values for the design variables. The analysis process begins by deriving the updated geometries and grids from the baseline geometries and grids using the new values for the design variables. This free-form deformation approach provides internal FEM (finite element method) grids that are consistent with aerodynamic surface grids. The next step involves using the derived FEM and section properties in a weights process to calculate detailed weights and the center of gravity location for specified flight conditions. The weights process computes the as-built weight, weight distribution, and weight sensitivities for given aircraft configurations at various mass cases. Currently, two mass cases are considered: cruise and gross take-off weight (GTOW). Weights information is obtained from correlations of data from three sources: 1) as-built initial structural and non-structural weights from an existing database, 2) theoretical FEM structural weights and sensitivities from Genesis, and 3) empirical as-built weight increments, non-structural weights, and weight sensitivities from FLOPS. For the aeroelastic analysis, a variable-fidelity aerodynamic analysis has been adopted. This approach uses infrequent CPU-intensive non-linear CFD to calculate a non-linear correction relative to a linear aero calculation for the same aerodynamic surface at an angle of attack that results in the same configuration lift. For efficiency, this nonlinear correction is applied after each subsequent linear aero solution during the iterations between the aerodynamic and structural analyses. Convergence is achieved when the vehicle shape being used for the aerodynamic calculations is consistent with the structural deformations caused by the aerodynamic loads. To make the structural analyses more efficient, a linearized structural deformation model has been adopted, in which a single stiffness matrix can be used to solve for the deformations under all the load conditions. Using the converged aerodynamic loads, a final set of structural analyses are performed to determine the stress distributions and the buckling conditions for constraint calculation. Performance constraints are obtained by running FLOPS using drag polars that are computed using results from non-linear corrections to the linear aero code plus several codes to provide drag increments due to skin friction, wave drag, and other miscellaneous drag contributions. The status of the integration effort will be presented in the proposed paper, and results will be provided that illustrate the degree of accuracy in the linearizations that have been employed.
An efficient iterative method for solving a structured banded system of equations is described. The method was developed for a full potential flow program and uses a basic interation step, a dynamic relation step, and a multigrid concept of constraining iterative corrections. The solution of a large linear system of equations is examined. Efficient iterative methods have become attractive for large problems. In the nonlinear cases, these iterations may be effectively merged to improve convergence rates.
In this work, we study an iterative low-rank approximation method for the solution of the steady-state stochastic Navier--Stokes equations with uncertain viscosity. The method is based on linearization schemes using Picard and Newton iterations and stochastic finite element discretizations of the linearized problems. For computing the low-rank approximate solution, we adapt the nonlinear iterations to an inexact and low-rank variant, where the solution of the linear system at each nonlinear step is approximated by a quantity of low rank. This is achieved by using a tensor variant of the GMRES method as a solver for the linear systems. We explore the inexact low-rank nonlinear iteration with a set of benchmark problems, using a model of flow over an obstacle, under various configurations characterizing the statistical features of the uncertain viscosity, and we demonstrate its effectiveness by extensive numerical experiments.
Double-precision floating-point arithmetic (FP64) has been the de facto standard for engineering and scientific simulations for several decades. Problem complexity and the sheer volume of data coming from various instruments and sensors motivate researchers to mix and match various approaches to optimize compute resources, including different levels of floating-point precision. In recent years, machine learning has motivated hardware support for half-precision floating-point arithmetic. A primary challenge in high-performance computing is to leverage reduced-precision and mixed-precision hardware. We show how the FP16/FP32 Tensor Cores on NVIDIA GPUs can be exploited to accelerate the solution of linear systems of equations Ax = b without sacrificing numerical stability. The techniques we employ include multiprecision LU factorization, the preconditioned generalized minimal residual algorithm (GMRES), and scaling and auto-adaptive rounding to avoid overflow. We also show how to efficiently handle systems with multiple right-hand sides. On the NVIDIA Quadro GV100 (Volta) GPU, we achieve a 4×-5× performance increase and 5× better energy efficiency versus the standard FP64 implementation while maintaining an FP64 level of numerical stability.
An optical processor to solve partial differential equations for computational fluid dynamics applications is considered. This application is new and original for optical processors. The algorithms that are used are optical realizations of the Newton-Raphson method for nonlinear equations and a new optical LU direct decomposition and Gauss-Seidel iterative solution to the resultant linear algebraic equations. These algorithms are used to solve Burger's equation (a specific form of the momentum equation in fluid dynamics). The nonlinear equations provide 1-D velocity data at each time step. Simulation results of optical processing with these algorithms on computational fluid dynamics data is included.
Report discusses applicability of conjugate-gradient algorithms to computation of forward dynamics of robotic manipulators. Rapid computation of forward dynamics essential to teleoperation and other advanced robotic applications. Part of continuing effort to find algorithms meeting requirements for increased computational efficiency and speed. Method used for iterative solution of systems of linear equations.
Investigated here is this mapping problem: assign the tasks of a parallel program to the processors of a parallel computer such that the execution time is minimized. First, a taxonomy of objective functions and heuristics used to solve the mapping problem is presented. Next, we develop a highly parallel heuristic mapping algorithm, called Cyclic Pairwise Exchange (CPE), and discuss its place in the taxonomy. CPE uses local pairwise exchanges of processor assignments to iteratively improve an initial mapping. A variety of initial mapping schemes are tested and recursive spectral bipartitioning (RSB) followed by CPE is shown to result in the best mappings. For the test cases studied here, problems arising in computational fluid dynamics and structural mechanics on unstructured triangular and tetrahedral meshes, RSB and CPE outperform methods based on simulated annealing. Much less time is required to do the mapping and the results obtained are better. Compared with random and naive mappings, RSB and CPE reduce the communication time two fold for the test problems used. Finally, we use CPE in two applications on a CM-2. The first application is a data parallel mesh-vertex upwind finite volume scheme for solving the Euler equations on 2-D triangular unstructured meshes. CPE is used to map grid points to processors. The performance of this code is compared with a similar code on a Cray-YMP and an Intel iPSC/860. The second application is parallel sparse matrix-vector multiplication used in the iterative solution of large sparse linear systems of equations. We map rows of the matrix to processors and use an inner-product based matrix-vector multiplication. We demonstrate that this method is an order of magnitude faster than methods based on scan operations for our test cases.
In density functional theory, each self-consistent field (SCF) nonlinear step updates the discretized Kohn-Sham orbitals by solving a linear eigenvalue problem. The concept of pseudodiagonalization is to solve this linear eigenvalue problem approximately, and specifically utilizing a method involving a small number of Jacobi rotations that takes advantage of the good initial guess to the solution given by the approximation to the orbitals from the previous SCF iteration. The approximate solution to the linear eigenvalue problem can be very rapid, particularly for those steps near SCF convergence. Here, we adapt pseudodiagonalization to finite-temperature and metallic systems, where partially-occupied orbitals must be individually resolved with some accuracy. We apply pseudodiagonalization to the subspace eigenvalue problem that arises in Chebyshev-filtered subspace iteration. In tests on metallic and other systems for a range of temperatures, we show that pseudodiagonalization achieves similar rates of SCF convergence to exact diagonalization.
High Rayleigh number convection in a rectangular cavity with insulated horizontal surfaces and differentially heated vertical walls was analyzed for an arbitrary aspect ratio smaller than or equal to unity. Unlike previous analytical studies, a systematic method of solution based on linearization technique and analytical iteration procedure was developed to obtain approximate closed-form solutions for a wide range of aspect ratios. The predicted velocity and temperature fields are shown to be in excellent agreement with available experimental and numerical data.
The ANTS code (Alternate Non-Linear Two-phase Solver) is based on a novel non-linear solution algorithm for the solution of the two-phase, subchannel fluid equations. It achieves its performance through decoupling of the two-phase momentum equations (axial and transverse) from the axial phasic mass and energy equations which allows for a nested non-linear iteration scheme. This enables a plane-by-plane solution which the inner iteration focuses on a reduced non-linear equation set for the primitives in phasic mass flow rate, enthalpy and void for each node edge. Single node edges are coupled as part of the outer iteration via surface mass fluxes which appear as source terms in the inner iteration scheme. The outer iteration readily accommodates two-phase flow phenomena closure relationships for subchannel mixing and void drift. A primary feature is the use of a non-staggered mesh computational mesh and steady-state iterative solver in contrast to all existing subchannel codes.
In this paper, we study the solution of block-structured linear algebra systems arising in optimization by using iterative solution techniques. These systems are the core computational bottleneck of many problems of interest such as parameter estimation, optimal control, network optimization, and stochastic programming. Our approach uses a Krylov solver (GMRES) that is preconditioned with an alternating method of multipliers (ADMM). We show that this ADMM-GMRES approach overcomes well-known scalability issues of Schur complement decomposition in problems that exhibit a high degree of coupling. The effectiveness of the approach is demonstrated using linear systems that arise in stochastic optimal power flow problems and that contain up to 2 million total variables and 4,000 coupling variables. We find that ADMM-GMRES is nearly an order of magnitude faster than Schur complement decomposition. Moreover, we demonstrate that the approach is robust to the selection of the augmented Lagrangian penalty parameter, which is a key advantage over the direct use of ADMM.
The feasibility of applying the solution techniques of Miniquasi to the set of equations which govern a thermoregulatory model is investigated. For solving nonlinear equations and/or boundary conditions, a Taylor Series expansion is required for linearization of both equations and boundary conditions. The solutions are iterative and in each iteration, a problem like the linear case is solved. It is shown that Miniquasi cannot be applied to the thermoregulatory model as originally planned.
We have computed populations of 16 levels of Si III-V and radiation fields in all connecting transitions; in particular the first six Si III triplet levels, including the 4553 line, and the first six Si IV levels including 4089. The computations were done for four non-LTE H-He model atmospheres, provided by Auer and Mihalas. Estimates of corresponding MK types are B1.5 V, B0.5 V, O9 V, and O6. Solutions were obtained by iterating the linearized equations of radiative transfer and statistical equilibrium, except that for less important lines an approximate equivalent two-level atom treatment was used. Continuous opacities of C, N, O, and Ne were included. All abundances were solar values.
This work presents the results of an analytical study and an experimental investigation of the three-dimensional flow in a turbine scroll. The finite element method is used in the iterative numerical solution of the locally linearized governing equations for the three-dimensional velocity potential field. The results of the numerical computations are compared with the experimental measurements in the scroll cross sections, which were obtained using laser Doppler velocimetry and hot wire techniques. The results of the computations show a variation in the flow conditions around the rotor periphery which was found to depend on the scroll geometry.
Theory of elastic and inelastic stresses and strains in isotropic materials blended with finite-element computer programs to calculate residual stresses due to creep in structures. Analogy drawn between thermal expansion and creep, enabling use of thermal-stress computational approach to calculate creep stresses and strains. Overall transient solution obtained by piecewise-linear iterations. Creep stresses in structure computed in iterative process in which cumulative creep strains treated as fictitious changes in coefficients of thermal expansion.