Global convergence of Newton-Gauss-Seidel methods
Global convergence of iterative schemes by Newton-Gauss-Seidel method, considering discrete approximations of elliptic partial differential equations
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Global convergence of iterative schemes by Newton-Gauss-Seidel method, considering discrete approximations of elliptic partial differential equations
Early work is presented for an unstructured grid adaptation workflow with VULCAN and refine. Anisotropic simplex grids are iteratively adapted to match a Riemannian metric tensor field describing desired mesh spacing. The Riemannian metric tensor field is obtained from Hessians of CFD solution output scalar sensor fields; both Mach number and static temperature sensor fields are explored. In addition, we describe a Newton-method-based solver recently implemented in VULCAN utilizing Jacobian-Free-Newton-Krylov that can be used to increase flow solver automation on early grids in the adadptation process. Hypersonic flow solutions are presented on a high Reynolds number flat plate and wall heat flux is compared against a highly resolved structured solution. Additionally, complex shock boundary-layer interaction is explored in a high Mach number compression corner and complex 3D flow phenomena are evaluated on the Boundary Layer Transition (BOLT) vehicle.
A solution to the correlation between structural dynamic test results and finite element analyses of the same components is presented in this paper. Basically, the method can be categorized as a Levenberg-Marquardt type Gauss-Newton method which requires only the differences between FE modal analyses and test results and their first derivatives with respect to preassigned design variables. With proper variable normalization and equation scaling, the method has been made numerically better-conditioned and the inclusion of the Levenberg-Marquardt technique overcomes any remaining difficulty encountered in inverting singular or near-singular matrices. An important feature is that each iteration requires only one function evaluation along with the associated design sensitivity analysis and so the procedure is computationally efficient.
The first task for image restoration using the Maximum Entropy Method (MEM) in IRAF, called IRMEO, is described. The underlining algorithm is the approximate Newton method for optimization. The basic input images and parameters for deconvolution are described in some detail. Results of preliminary tests, including the number of iterations, required CPU time on a variety of computers, and deconvolved images are reported and compared with those from other deconvolution methods. The merits and limitations of this task are pointed out. The possible development of better MEM tasks on the basis of IRMEO is also discussed.
The numerical simulation of the transonic flows of idealized fluids and of incompressible viscous fluids, by the nonlinear least squares methods is presented. The nonlinear equations, the boundary conditions, and the various constraints controlling the two types of flow are described. The standard iterative methods for solving a quasi elliptical nonlinear equation with partial derivatives are reviewed with emphasis placed on two examples: the fixed point method applied to the Gelder functional in the case of compressible subsonic flows and the Newton method used in the technique of decomposition of the lifting potential. The new abstract least squares method is discussed. It consists of substituting the nonlinear equation by a problem of minimization in a H to the minus 1 type Sobolev functional space.
The Strong Constraint 4D Variational (SC-4DVAR) data assimilation method is widely used in climate and weather applications. SC-4DVAR involves solving a minimization problem to compute the maximum a posteriori estimate, which we tackle using the Gauss-Newton method. The computation of the descent direction is expensive since it involves the solution of a large-scale and potentially ill-conditioned linear system, solved using the preconditioned conjugate gradient (PCG) method. Here, to address this cost, we efficiently construct scalable preconditioners using three different randomization techniques, which all rely on a certain low-rank structure involving the Gauss-Newton Hessian. The proposed techniques come with theoretical guarantees on the condition number, and at the same time, are amenable to parallelization. We also develop an adaptive approach to estimate the sketch size and choose between the reuse or recomputation of the preconditioner. We demonstrate the performance and effectiveness of our methodology on two representative model problems—the Burgers and barotropic vorticity equation—showing a drastic reduction in both the number of PCG iterations and the number of Gauss-Newton Hessian products after including the preconditioner construction cost.
A sensitivity study of blade stability in forward flight for a hingeless rotor with respect to structural design variables is carried out using a direct analytical method. Structural design variables include nonstructural mass distribution (spanwise and chordwise), chordwise offset of center of gravity, and blade bending stiffnesses (flap, lag and torsion). The formulation for blade steady response is based on a finite element method in space and time. The vehicle trim and blade steady response are calculated iteratively as one coupled solution using a modified Newton method. Eigenvalues corresponding to different blade modes are calculated using Floquet transition matrix theory. The formulation for derivatives of the eigenvalues with respect to design variables is implemented using a direct analytical approach (chain rule differentiation), and constitutes an integral part of the regular stability analysis. The stability sensitivity derivatives were obtained at a fraction of computation time compared to the frequently adopted finite difference method. A parametric study showed that nonstructural mass and chordwise cg offset of outboarad elements, and lag bending stiffness of inboard elements, have powerful influence on blade stability.
Donnell equations, Newton method, and numerical solution applied to buckling of imperfect cylinders under axial compression
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.
An advanced higher harmonic control (HHC) analysis has been developed and applied to investigate its effect on vibration reduction levels, blade and control system fatigue loads, rotor performance, and power requirements of servo-actuators. The analysis is based on a finite element method in space and time. A nonlinear time domain unsteady aerodynamic model, based on the indicial response formulation, is used to calculate the airloads. The rotor induced inflow is computed using a free wake model. The vehicle trim controls and blade steady responses are solved as one coupled solution using a modified Newton method. A linear frequency-domain quasi-steady transfer matrix is used to relate the harmonics of the vibratory hub loads to the harmonics of the HHC inputs. Optimal HHC is calculated from the minimization of the vibratory hub loads expressed in term of a quadratic performance index. Predicted vibratory hub shears are correlated with wind tunnel data. The fixed-gain HHC controller suppresses completely the vibratory hub shears for most of steady or quasi-steady flight conditions. HHC actuator amplitudes and power increase significantly at high forward speeds (above 100 knots). Due to the applied HHC, the blade torsional stresses and control loads are increased substantially. For flight conditions where the blades are stalled considerably, the HHC input-output model is quite nonlinear. For such cases, the adaptive-gain controller is effective in suppressing vibratory hub loads, even though HHC may actually increase stall areas on the rotor disk. The fixed-gain controller performs poorly for such flight conditions. Comparison study of different rotor systems indicates that a soft-inplane hingeless rotor requires less actuator power at high speeds (above 130 knots) than an articulated rotor, and a stiff-inplane hingeless rotor generally requires more actuator power than an articulated or a soft-inplane hingeless rotor. Parametric studies for a hingeless rotor operating in a transition flight regime and for an articulated rotor operating at the level-flight boundary (high speed and high thrust conditions) indicate that blade parameters including flap, lag, torsion stiffness distributions, linear pretwist, chordwise offset of center-of-mass from elastic axis and chordwise offset of elastic axis from aerodynamic center can be selected to minimize the actuator power requirements for HHC.
Newton-Krylov methods and Krylov-Schwarz (domain decomposition) methods have begun to become established in computational fluid dynamics (CFD) over the past decade. The former employ a Krylov method inside of Newton's method in a Jacobian-free manner, through directional differencing. The latter employ an overlapping Schwarz domain decomposition to derive a preconditioner for the Krylov accelerator that relies primarily on local information, for data-parallel concurrency. They may be composed as Newton-Krylov-Schwarz (NKS) methods, which seem particularly well suited for solving nonlinear elliptic systems in high-latency, distributed-memory environments. We give a brief description of this family of algorithms, with an emphasis on domain decomposition iterative aspects. We then describe numerical simulations with Newton-Krylov-Schwarz methods on aerodynamics applications emphasizing comparisons with a standard defect-correction approach, subdomain preconditioner consistency, subdomain preconditioner quality, and the effect of a coarse grid.
A highly efficient implicit method for the computation of steady, two-dimensional compressible Navier-Stokes flowfields is presented. The discretization of the governing equations is hybrid in nature, with flux-vector splitting utilized in the streamwise direction and central differences with flux-limited artificial dissipation used for the transverse fluxes. Line Jacobi relaxation is used to provide a suitable initial guess for a new nonlinear iteration strategy based on line Gauss-Seidel sweeps. The applicability of quasi-Newton methods as convergence accelerators for this and other line relaxation algorithms is discussed, and efficient implementations of such techniques are presented. Convergence histories and comparisons with experimental data are presented for supersonic flow over a flat plate and for several high-speed compression corner interactions. Results indicate a marked improvement in computational efficiency over more conventional upwind relaxation strategies, particularly for flowfields containing large pockets of streamwise subsonic flow.
An optimal design algorithm is presented for the analysis of general solidification processes, and is demonstrated for the growth of GaAs crystals in a Bridgman furnace. The system is optimal in the sense that the prespecified temperature distribution in the solidifying materials is obtained to maximize product quality. The optimization uses traditional numerical programming techniques which require the evaluation of cost and constraint functions and their sensitivities. The finite element method is incorporated to analyze the crystal solidification problem, evaluate the cost and constraint functions, and compute the sensitivities. These techniques are demonstrated in the crystal growth application by determining an optimal furnace wall temperature distribution to obtain the desired temperature profile in the crystal, and hence to maximize the crystal's quality. Several numerical optimization algorithms are studied to determine the proper convergence criteria, effective 1-D search strategies, appropriate forms of the cost and constraint functions, etc. In particular, we incorporate the conjugate gradient and quasi-Newton methods for unconstrained problems. The efficiency and effectiveness of each algorithm is presented in the example problem.
In the controller design of a linear time-invariant system, it is important to improve the feedback properties such as robust stability and sensitivity. In the multi-input multi-output case, these properties can be estimated by using the singular values of return difference matrix. The design method to obtain better singular-value-points is desired. How to tune the weight matrix of performance index and/or covariance matrix of noise in the Linear Quadratic Gaussian (LQC) theory to get a desired singular-value-plot was studied. First, the property of singular-value plots of return difference matrix of a system designed by LQG theory is examined from the viewpoint of tuning weight. Second, a distance between real singular-value-plots and a desired plot is defined, and the weight of performance index is numerically determined by quasi-Newton method so that the distance is minimized.
In many bearings and contacts, forces are transmitted through thin continuous fluid films which separate two contacting elements. Objects in contact are normally subjected to friction and wear which can be reduced effectively by using lubricants. If the lubricant film is sufficiently thin to prevent the opposing solids from coming into contact and carries the entire load, then we have hydrodynamic lubrication, where the lubricant film is determined by the motion and geometry of the solids. However, for loaded contacts of low geometrical conformity, such as gears, rolling contact bearings and cams, this is not the case due to high pressures and this is referred to as Elasto-Hydrodynamic Lubrication (EHL) In EHL, elastic deformation of the contacting elements and the increase in fluid viscosity with pressure are very significant and cannot be ignored. Since the deformation results in changing the geometry of the lubricating film, which in turn determines the pressure distribution, an EHL mathematical model must simultaneously satisfy the complex elasticity (integral) and the Reynolds lubrication (differential) equations. The nonlinear and coupled nature of the two equations makes numerical calculations computationally intensive. This is especially true for highly loaded problems found in practice. One novel feature of these problems is that the solution may exhibit sharp pressure spikes in the outlet region. To this date both finite element and finite difference methods have been used to solve EHL problems with perhaps greater emphasis on the use of the finite difference approach. In both cases, a major computational difficulty is ensuring convergence of the nonlinear equations solver to a steady state solution. Two successful methods for achieving this are direct iteration and multigrid methods. Direct iteration methods (e.g Gauss Seidel) have long been used in conjunction with finite difference discretizations on regular meshes. Perhaps one of the best examples of the application of such methods is the recent Effective Influence Method of Dowson and Wang. Multigrid methods have also been used with great success by Venner and Venner and Lubrecht with a good summary being given by Venner. As both these finite difference discretization based approaches appear to provide an efficient way of solving EHL problems, it is important to understand their relative merits. This paper is a first attempt at providing such an understanding in the context of EHL point contact problem, (contact of two spheres), in which the contact zone is a point and an ellipse or circle for unloaded and loaded dry contacts respectively. Since the film thickness and the contact width are generally small compared to the local radius of curvature of the two surfaces, the reduced geometry of the surfaces in the contact area can be accurately approximated to the contact between a paraboloid and a flat surface. The layout of the remainder of this paper is as follows. In section 2 we introduce the form of the equations to be solved. The Effective Influence Newton Method is described in Section 3 while Section 4 describes the Multigrid method to be used. Sections 5 and 6 describe the test problems to be used in the comparison between the two methods and compare the performance of the two methods. Section 7 concludes the paper with an argument of the two methods and suggests some future research directions.
Integrated modeling of spacecraft systems is a rapidly evolving area in which multidisciplinary models are developed to design and analyze spacecraft configurations. These models are especially important in the early design stages where rapid trades between subsystems can substantially impact design decisions. Integrated modeling is one of the cornerstones of two of NASA's planned missions in the Origins Program -- the Next Generation Space Telescope (NGST) and the Space Interferometry Mission (SIM). Common modeling tools for control design and opto-mechanical analysis have recently emerged and are becoming increasingly widely used. A discipline that has been somewhat less integrated, but is nevertheless of critical concern for high precision optical instruments, is thermal analysis and design. A major factor contributing to this mild estrangement is that the modeling philosophies and objectives for structural and thermal systems typically do not coincide. Consequently the tools that are used in these discplines suffer a degree of incompatibility, each having developed along their own evolutionary path. Although standard thermal tools have worked relatively well in the past. integration with other disciplines requires revisiting modeling assumptions and solution methods. Over the past several years we have been developing a MATLAB based integrated modeling tool called IMOS (Integrated Modeling of Optical Systems) which integrates many aspects of structural, optical, control and dynamical analysis disciplines. Recent efforts have included developing a thermal modeling and analysis capability, which is the subject of this article. Currently, the IMOS thermal suite contains steady state and transient heat equation solvers, and the ability to set up the linear conduction network from an IMOS finite element model. The IMOS code generates linear conduction elements associated with plates and beams/rods of the thermal network directly from the finite element structural model. Conductances for temperature varying materials are accommodated. This capability both streamlines the process of developing the thermal model from the finite element model, and also makes the structural and thermal models compatible in the sense that each structural node is associated with a thermal node. This is particularly useful when the purpose of the analysis is to predict structural deformations due to thermal loads. The steady state solver uses a restricted step size Newton method, and the transient solver is an adaptive step size implicit method applicable to general differential algebraic systems. Temperature dependent conductances and capacitances are accommodated by the solvers. In addition to discussing the modeling and solution methods. applications where the thermal modeling is "in the loop" with sensitivity analysis, optimization and optical performance drawn from our experiences with the Space Interferometry Mission (SIM), and the Next Generation Space Telescope (NGST) are presented.
Multiphysics modeling of liquid metal fusion blankets, which produce tritium and convert energy of neutrons created via fusion reactions into heat, is crucial for predicting performance, ensuring structural integrity, and optimizing energy production. While traditional blanket modeling of liquid metal flows during normal steady operating conditions commonly employs the inductionless approximation of the magnetohydrodynamics (MHD) equations, transient scenarios, when the plasma-confining magnetic field varies on millisecond time scales, require a full-induction MHD approach that dynamically evolves the magnetic field via the time-dependent induction equation. This paper presents the formulation, implementation, and initial verification of a full-induction MHD solver integrated within the open-source Vertex-CFD framework, which aims to achieve tight multiphysics coupling, a flexible software design enabling easy extension and addition of physics models, and performance portability across computing platforms. The solver utilizes finite element spatial discretization, implicit Runge–Kutta time integration, and an inexact Newton method to solve the resulting discrete nonlinear system, leveraging Trilinos packages for efficient computation. Verification against selected benchmark problems demonstrates accuracy and robustness of the solver. Furthermore, when the solver is applied to an idealized blanket model in 2.5D and full 3D, results obtained with Vertex-CFD are in good agreement with recently published quasi-2D simulations. These findings establish a computational foundation for future simulations of transient MHD phenomena in liquid metal blankets with Vertex-CFD, and open avenues for future extensions and performance optimizations.
Newton method for boundary value problem associated with differential equations applied to Lambert, rendezvous and orbital transfer problems