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First- and Second-Order Sensitivity Analysis of a P-Version Finite Element Equation Via Automatic Differentiation

Sensitivity analysis is a technique for determining derivatives of system responses with respect to design parameters. Among many methods available for sensitivity analysis, automatic differentiation has been proven through many applications in fluid dynamics and structural mechanics to be an accurate and easy method for obtaining derivatives. Nevertheless, the method can be computational expensive and can require a high memory space. This project will apply an automatic differentiation tool, ADIFOR, to a p-version finite element code to obtain first- and second- order then-nal derivatives, respectively. The focus of the study is on the implementation process and the performance of the ADIFOR-enhanced codes for sensitivity analysis in terms of memory requirement, computational efficiency, and accuracy.

Hou, Gene

Recent advances in the sensitivity analysis for the thermomechanical postbuckling of composite panels

Three recent developments in the sensitivity analysis for thermomechanical postbuckling response of composite panels are reviewed. The three developments are: (1) effective computational procedure for evaluating hierarchical sensitivity coefficients of the various response quantities with respect to the different laminate, layer, and micromechanical characteristics; (2) application of reduction methods to the sensitivity analysis of the postbuckling response; and (3) accurate evaluation of the sensitivity coefficients to transverse shear stresses. Sample numerical results are presented to demonstrate the effectiveness of the computational procedures presented. Some of the future directions for research on sensitivity analysis for the thermomechanical postbuckling response of composite and smart structures are outlined.

Noor, Ahmed K.

Structural sensitivity analysis: Methods, applications and needs

Innovative techniques applicable to sensitivity analysis of discretized structural systems are reviewed. The techniques include a finite difference step size selection algorithm, a method for derivatives of iterative solutions, a Green's function technique for derivatives of transient response, simultaneous calculation of temperatures and their derivatives, derivatives with respect to shape, and derivatives of optimum designs with respect to problem parameters. Computerized implementations of sensitivity analysis and applications of sensitivity derivatives are also discussed. Some of the critical needs in the structural sensitivity area are indicated along with plans for dealing with some of those needs.

Adelman, H. M.

Least Squares Shadowing Sensitivity Analysis of Chaotic Flow Around a Two-Dimensional Airfoil

Gradient-based sensitivity analysis has proven to be an enabling technology for many applications, including design of aerospace vehicles. However, conventional sensitivity analysis methods break down when applied to long-time averages of chaotic systems. This breakdown is a serious limitation because many aerospace applications involve physical phenomena that exhibit chaotic dynamics, most notably high-resolution large-eddy and direct numerical simulations of turbulent aerodynamic flows. A recently proposed methodology, Least Squares Shadowing (LSS), avoids this breakdown and advances the state of the art in sensitivity analysis for chaotic flows. The first application of LSS to a chaotic flow simulated with a large-scale computational fluid dynamics solver is presented. The LSS sensitivity computed for this chaotic flow is verified and shown to be accurate, but the computational cost of the current LSS implementation is high.

Blonigan, Patrick J.

Development of a sensitivity analysis technique for multiloop flight control systems

This report presents the development and application of a sensitivity analysis technique for multiloop flight control systems. This analysis yields very useful information on the sensitivity of the relative-stability criteria of the control system, with variations or uncertainties in the system and controller elements. The sensitivity analysis technique developed is based on the computation of the singular values and singular-value gradients of a feedback-control system. The method is applicable to single-input/single-output as well as multiloop continuous-control systems. Application to sampled-data systems is also explored. The sensitivity analysis technique was applied to a continuous yaw/roll damper stability augmentation system of a typical business jet, and the results show that the analysis is very useful in determining the system elements which have the largest effect on the relative stability of the closed-loop system. As a secondary product of the research reported here, the relative stability criteria based on the concept of singular values were explored.

Vaillard, A. H.

Three-dimensional aerodynamic shape optimization using discrete sensitivity analysis

An aerodynamic shape optimization procedure based on discrete sensitivity analysis is extended to treat three-dimensional geometries. The function of sensitivity analysis is to directly couple computational fluid dynamics (CFD) with numerical optimization techniques, which facilitates the construction of efficient direct-design methods. The development of a practical three-dimensional design procedures entails many challenges, such as: (1) the demand for significant efficiency improvements over current design methods; (2) a general and flexible three-dimensional surface representation; and (3) the efficient solution of very large systems of linear algebraic equations. It is demonstrated that each of these challenges is overcome by: (1) employing fully implicit (Newton) methods for the CFD analyses; (2) adopting a Bezier-Bernstein polynomial parameterization of two- and three-dimensional surfaces; and (3) using preconditioned conjugate gradient-like linear system solvers. Whereas each of these extensions independently yields an improvement in computational efficiency, the combined effect of implementing all the extensions simultaneously results in a significant factor of 50 decrease in computational time and a factor of eight reduction in memory over the most efficient design strategies in current use. The new aerodynamic shape optimization procedure is demonstrated in the design of both two- and three-dimensional inviscid aerodynamic problems including a two-dimensional supersonic internal/external nozzle, two-dimensional transonic airfoils (resulting in supercritical shapes), three-dimensional transport wings, and three-dimensional supersonic delta wings. Each design application results in realistic and useful optimized shapes.

Burgreen, Gregory W.

Design sensitivity analysis with Applicon IFAD using the adjoint variable method

A numerical method is presented to implement structural design sensitivity analysis using the versatility and convenience of existing finite element structural analysis program and the theoretical foundation in structural design sensitivity analysis. Conventional design variables, such as thickness and cross-sectional areas, are considered. Structural performance functionals considered include compliance, displacement, and stress. It is shown that calculations can be carried out outside existing finite element codes, using postprocessing data only. That is, design sensitivity analysis software does not have to be imbedded in an existing finite element code. The finite element structural analysis program used in the implementation presented is IFAD. Feasibility of the method is shown through analysis of several problems, including built-up structures. Accurate design sensitivity results are obtained without the uncertainty of numerical accuracy associated with selection of a finite difference perturbation.

Frederick, Marjorie C.

Structural sensitivity analysis: Methods, applications, and needs

Some innovative techniques applicable to sensitivity analysis of discretized structural systems are reviewed. These techniques include a finite-difference step-size selection algorithm, a method for derivatives of iterative solutions, a Green's function technique for derivatives of transient response, a simultaneous calculation of temperatures and their derivatives, derivatives with respect to shape, and derivatives of optimum designs with respect to problem parameters. Computerized implementations of sensitivity analysis and applications of sensitivity derivatives are also discussed. Finally, some of the critical needs in the structural sensitivity area are indicated along with Langley plans for dealing with some of these needs.

Adelman, H. M.

Implementation of design sensitivity analysis with existing finite element codes

A numerical method is presented to implement structural design sensitivity analysis theory, using the versatility and convenience of existing finite element structural analysis programs. Design variables such as thickness and cross-sectional areas of components of individual members and built-up structures are considered. Structural performance functionals considered include displacement and stress. The method is also applicable for eigenvalue problem design sensitivity analysis. It is shown that calculations can be carried out outside existing finite element codes, using postprocessing data only. Thus, design sensitivity analysis software does not have to be embedded in an existing finite element code. Feasability of the method is shown through analysis of several problems, including a built-up structure. Accurate design sensitivity results are obtained without the uncertainty of numerical accuracy associated with selection of finite difference perturbations.

Choi, Kyung K.

Blurring the Inputs: A Natural Language Approach to Sensitivity Analysis

To document model parameter uncertainties and to automate sensitivity analyses for numerical simulation codes, a natural-language-based method to specify tolerances has been developed. With this new method, uncertainties are expressed in a natural manner, i.e., as one would on an engineering drawing, namely, 5.25 +/- 0.01. This approach is robust and readily adapted to various application domains because it does not rely on parsing the particular structure of input file formats. Instead, tolerances of a standard format are added to existing fields within an input file. As a demonstration of the power of this simple, natural language approach, a Monte Carlo sensitivity analysis is performed for three disparate simulation codes: fluid dynamics (LAURA), radiation (HARA), and ablation (FIAT). Effort required to harness each code for sensitivity analysis was recorded to demonstrate the generality and flexibility of this new approach.

Kleb, William L.

Selecting step sizes in sensitivity analysis by finite differences

This paper deals with methods for obtaining near-optimum step sizes for finite difference approximations to first derivatives with particular application to sensitivity analysis. A technique denoted the finite difference (FD) algorithm, previously described in the literature and applicable to one derivative at a time, is extended to the calculation of several simultaneously. Both the original and extended FD algorithms are applied to sensitivity analysis for a data-fitting problem in which derivatives of the coefficients of an interpolation polynomial are calculated with respect to uncertainties in the data. The methods are also applied to sensitivity analysis of the structural response of a finite-element-modeled swept wing. In a previous study, this sensitivity analysis of the swept wing required a time-consuming trial-and-error effort to obtain a suitable step size, but it proved to be a routine application for the extended FD algorithm herein.

Iott, J.

Variational Methods in Design Optimization and Sensitivity Analysis for Two-Dimensional Euler Equations

Variational methods (VM) sensitivity analysis employed to derive the costate (adjoint) equations, the transversality conditions, and the functional sensitivity derivatives. In the derivation of the sensitivity equations, the variational methods use the generalized calculus of variations, in which the variable boundary is considered as the design function. The converged solution of the state equations together with the converged solution of the costate equations are integrated along the domain boundary to uniquely determine the functional sensitivity derivatives with respect to the design function. The application of the variational methods to aerodynamic shape optimization problems is demonstrated for internal flow problems at supersonic Mach number range. The study shows, that while maintaining the accuracy of the functional sensitivity derivatives within the reasonable range for engineering prediction purposes, the variational methods show a substantial gain in computational efficiency, i.e., computer time and memory, when compared with the finite difference sensitivity analysis.

Ibrahim, A. H.

Sensitivity analysis in computational aerodynamics

Information on sensitivity analysis in computational aerodynamics is given in outline, graphical, and chart form. The prediction accuracy if the MCAERO program, a perturbation analysis method, is discussed. A procedure for calculating perturbation matrix, baseline wing paneling for perturbation analysis test cases and applications of an inviscid sensitivity matrix are among the topics covered.

Bristow, D. R.

Sensitivity Analysis for the Component Design App: Analysis of Success Assured Data

A new tool has been developed to perform variance-based global sensitivity analysis (VBGSA) on data from a set-based concurrent engineering software called Success Assured (SA). The tool is part of a digital component design app, which is currently in production as an Accelerated Digital Engineering Pathfinder at Sandia National Laboratories. When working with complex digital models, it is important to understand relationships between inputs and outputs, i.e., how “sensitive” model outputs are to changes in model inputs. After extensive research and trials of various sensitivity analysis methods, it was determined that estimation of Sobol’ indices for VBGSA with Monte Carlo simulation, paired with simple surrogate models, produces the best results for SA data. This tool increases understanding of SA models and streamlines the creation of SA datasets. This report details the methodology and implementation of this sensitivity analysis tool so others can understand it and implement it.

97 MATHEMATICS AND COMPUTING

LSENS: A General Chemical Kinetics and Sensitivity Analysis Code for homogeneous gas-phase reactions. Part 3: Illustrative test problems

LSENS, the Lewis General Chemical Kinetics and Sensitivity Analysis Code, has been developed for solving complex, homogeneous, gas-phase chemical kinetics problems and contains sensitivity analysis for a variety of problems, including nonisothermal situations. This report is part 3 of a series of three reference publications that describe LSENS, provide a detailed guide to its usage, and present many example problems. Part 3 explains the kinetics and kinetics-plus-sensitivity analysis problems supplied with LSENS and presents sample results. These problems illustrate the various capabilities of, and reaction models that can be solved by, the code and may provide a convenient starting point for the user to construct the problem data file required to execute LSENS. LSENS is a flexible, convenient, accurate, and efficient solver for chemical reaction problems such as static system; steady, one-dimensional, inviscid flow; reaction behind incident shock wave, including boundary layer correction; and perfectly stirred (highly backmixed) reactor. In addition, the chemical equilibrium state can be computed for the following assigned states: temperature and pressure, enthalpy and pressure, temperature and volume, and internal energy and volume. For static problems the code computes the sensitivity coefficients of the dependent variables and their temporal derivatives with respect to the initial values of the dependent variables and/or the three rate coefficient parameters of the chemical reactions.

Bittker, David A.

Design sensitivity analysis using EAL. Part 1: Conventional design parameters

A numerical implementation of design sensitivity analysis of builtup structures is presented, using the versatility and convenience of an existing finite element structural analysis code and its database management system. The finite element code used in the implemenatation presented is the Engineering Analysis Language (EAL), which is based on a hybrid method of analysis. It was shown that design sensitivity computations can be carried out using the database management system of EAL, without writing a separate program and a separate database. Conventional (sizing) design parameters such as cross-sectional area of beams or thickness of plates and plane elastic solid components are considered. Compliance, displacement, and stress functionals are considered as performance criteria. The method presented is being extended to implement shape design sensitivity analysis using a domain method and a design component method.

Dopker, B.

Shape design sensitivity analysis and optimal design of structural systems

The material derivative concept of continuum mechanics and an adjoint variable method of design sensitivity analysis are used to relate variations in structural shape to measures of structural performance. A domain method of shape design sensitivity analysis is used to best utilize the basic character of the finite element method that gives accurate information not on the boundary but in the domain. Implementation of shape design sensitivty analysis using finite element computer codes is discussed. Recent numerical results are used to demonstrate the accuracy obtainable using the method. Result of design sensitivity analysis is used to carry out design optimization of a built-up structure.

Choi, Kyung K.

LSENS, A General Chemical Kinetics and Sensitivity Analysis Code for Homogeneous Gas-Phase Reactions: Code Description and Usage - Part 2

LSENS, the Lewis General Chemical Kinetics and Sensitivity Analysis Code, has been developed for solving complex, homogeneous, gas-phase chemical kinetics problems and contains sensitivity analysis for a variety of problems, including nonisothermal situations. This report is part II of a series of three reference publications that describe LSENS, provide a detailed guide to its usage, and present many example problems. Part II describes the code, how to modify it, and its usage, including preparation of the problem data file required to execute LSENS. Code usage is illustrated by several example problems, which further explain preparation of the problem data file and show how to obtain desired accuracy in the computed results. LSENS is a flexible, convenient, accurate, and efficient solver for chemical reaction problems such as static system; steady, one-dimensional, inviscid flow; reaction behind incident shock wave, including boundary layer correction; and perfectly stirred (highly backmixed) reactor. In addition, the chemical equilibrium state can be computed for the following assigned states: temperature and pressure, enthalpy and pressure, temperature and volume, and internal energy and volume. For static problems the code computes the sensitivity coefficients of the dependent variables and their temporal derivatives with respect to the initial values of the dependent variables and/or the three rate coefficient parameters of the chemical reactions. Part I (NASA RP-1328) derives the governing equations and describes the numerical solution procedures for the types of problems that can be solved by LSENS. Part III (NASA RP-1330) explains the kinetics and kinetics-plus-sensitivity-analysis problems supplied with LSENS and presents sample results.

Radhakrishnan, Krishnan