Search NASA⌕ Search

SEARCH · Search NASA

Results for “Convergence rate”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 91 records · Page 5
All sourcesNASA NTRSDOE OSTI
NASA NTRS1992

Improved inhomogeneous finite elements for fabric reinforced composite mechanics analysis

There is a need to do routine stress/failure analysis of fabric reinforced composite microstructures to provide additional confidence in critical applications and guide materials development. Conventional methods of 3-D stress analysis are time consuming to set up, run and interpret. A need exists for simpler methods of modeling these structures and analyzing the models. The principal difficulty is the discrete element mesh generation problem. Inhomogeneous finite elements are worth investigating for application to these problems because they eliminate the mesh generation problem. However, there are penalties associated with these elements. Their convergence rates can be slow compared to homogeneous elements. Also, there is no accepted method for obtaining detailed stresses in the constituent materials of each element. This paper shows that the convergence rate can be significantly improved by a simple device which substitutes homogeneous elements for the inhomogeneous ones. The device is shown to work well in simple one and two dimensional problems. However, demonstration of the application to more complex two and three dimensional problems remains to be done. Work is also progressing toward more realistic fabric microstructural geometries.

Foye, R. L.↗
NASA NTRS1985

Artificial dissipation models for the Euler equations

Various artificial dissipation models which are used with central difference algorithms for the Euler equations are analyzed for their effect on accuracy, stability and convergence rates. In particular, linear and nonlinear models are investigated using an implicit approximate factorization code (ARC2D) for transonic airfoils. Fully implicit application of the dissipation models is shown to improve robustness and convergence rates. The treatment of dissipation models at boundaries will be examined. It will be shown that accurate, error free solutions with sharp shocks can be obtained using a central difference algorithm coupled with an appropriate nonlinear artificial dissipation model.

Pulliam, T. H.↗
DOE OSTI2021

When and why PINNs fail to train: A neural tangent kernel perspective

Physics-informed neural networks (PINNs) have lately received great attention thanks to their flexibility in tackling a wide range of forward and inverse problems involving partial differential equations. However, despite their noticeable empirical success, little is known about how such constrained neural networks behave during their training via gradient descent. More importantly, even less is known about why such models sometimes fail to train at all. Here in this work, we aim to investigate these questions through the lens of the Neural Tangent Kernel (NTK); a kernel that captures the behavior of fully-connected neural networks in the infinite width limit during training via gradient descent. Specifically, we derive the NTK of PINNs and prove that, under appropriate conditions, it converges to a deterministic kernel that stays constant during training in the infinite-width limit. This allows us to analyze the training dynamics of PINNs through the lens of their limiting NTK and find a remarkable discrepancy in the convergence rate of the different loss components contributing to the total training error. To address this fundamental pathology, we propose a novel gradient descent algorithm that utilizes the eigenvalues of the NTK to adaptively calibrate the convergence rate of the total training error. Finally, we perform a series of numerical experiments to verify the correctness of our theory and the practical effectiveness of the proposed algorithms.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2023

Unified analysis of finite-size error for periodic Hartree-Fock and second order Møller-Plesset perturbation theory

Despite decades of practice, finite-size errors in many widely used electronic structure theories for periodic systems remain poorly understood. For periodic systems using a general Monkhorst-Pack grid, there has been no comprehensive and rigorous analysis of the finite-size error in the Hartree-Fock theory (HF) and the second order Møller-Plesset perturbation theory (MP2), which are the simplest wavefunction based method, and the simplest post-Hartree-Fock method, respectively. Such calculations can be viewed as a multi-dimensional integral discretized with certain trapezoidal rules. Due to the Coulomb singularity, the integrand has many points of discontinuity in general, and standard error analysis based on the Euler-Maclaurin formula gives overly pessimistic results. The lack of analytic understanding of finite-size errors also impedes the development of effective finite-size correction schemes. We propose a unified analysis to obtain sharp convergence rates of finite-size errors for the periodic HF and MP2 theories. Our main technical advancement is a generalization of the result of Lyness [Math. Comp. 30 (1976), pp. 1–23] for obtaining sharp convergence rates of the trapezoidal rule for a class of non-smooth integrands. Our result is applicable to three-dimensional bulk systems as well as low dimensional systems (such as nanowires and 2D materials). Our unified analysis also allows us to prove the effectiveness of the Madelung-constant correction to the Fock exchange energy, and the effectiveness of a recently proposed staggered mesh method for periodic MP2 calculations (see X. Xing, X. Li, and L. Lin [J. Chem. Theory Comput. 17 (2021), pp. 4733–4745]). In conclusion, our analysis connects the effectiveness of the staggered mesh method with integrands with removable singularities, and suggests a new staggered mesh method for reducing finite-size errors of periodic HF calculations.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1986

Fourier analysis of the SOR iteration

The SOR iteration for solving linear systems of equations depends upon an overrelaxation factor omega. It is shown that for the standard model problem of Poisson's equation on a rectangle, the optimal omega and corresponding convergence rate can be rigorously obtained by Fourier analysis. The trick is to tilt the space-time grid so that the SOR stencil becomes symmetrical. The tilted grid also gives insight into the relation between convergence rates of several variants.

Leveque, R. J.↗
NASA NTRS1994

A note on windowing for the waveform relaxation

The technique of windowing has been often used in the implementation of the waveform relaxations for solving ODE's or time dependent PDE's. Its efficiency depends upon problem stiffness and operator splitting. Using model problems, the estimates for window length and convergence rate are derived. The electiveness of windowing is then investigated for non-stiff and stiff cases respectively. lt concludes that for the former, windowing is highly recommended when a large discrepancy exists between the convergence rate on a time interval and the ones on its subintervals. For the latter, windowing does not provide any computational advantage if machine features are disregarded. The discussion is supported by experimental results.

Zhang, Hong↗
NASA NTRS1994

On Bi-Grid Local Mode Analysis of Solution Techniques for 3-D Euler and Navier-Stokes Equations

A procedure is presented for utilizing a bi-grid stability analysis as a practical tool for predicting multigrid performance in a range of numerical methods for solving Euler and Navier-Stokes equations. Model problems based on the convection, diffusion and Burger's equation are used to illustrate the superiority of the bi-grid analysis as a predictive tool for multigrid performance in comparison to the smoothing factor derived from conventional von Neumann analysis. For the Euler equations, bi-grid analysis is presented for three upwind difference based factorizations, namely Spatial, Eigenvalue and Combination splits, and two central difference based factorizations, namely LU and ADI methods. In the former, both the Steger-Warming and van Leer flux-vector splitting methods are considered. For the Navier-Stokes equations, only the Beam-Warming (ADI) central difference scheme is considered. In each case, estimates of multigrid convergence rates from the bi-grid analysis are compared to smoothing factors obtained from single-grid stability analysis. Effects of grid aspect ratio and flow skewness are examined. Both predictions are compared with practical multigrid convergence rates for 2-D Euler and Navier-Stokes solutions based on the Beam-Warming central scheme.

Ibraheem, S. O.↗
DOE OSTI2021

Algebraic Multigrid with Optimal Interpolation and Adaptive Smoothers (Final Report)

The project team continued with work on developing new bootstrap AMG techniques for solving symmetric and non-symmetric PDE systems. The focus of this work is to derive more reliable measures of the quality of the coarse space set than the convergence rate of the standard F-relaxation form of CR and a more robust form of interpolation than the so-called ideal form. We have successfully derived a sharp variant of CR that gives the precise convergence rate of the two-grid method using this optimal interpolation and, in addition, we derived a new Generalized Bootstrap AMG setup algorithm that uses as its main tool a multilevel eigensolver for the generalized eigenvalue problem involving the system matrix and the symmetrized smoother. In addition, the approach allows for general block smoothers with overlap. We have applied the method to scalar diffusion problems, linear elasticity, and Maxwell’s and the method shows marked improvements over existing AMG methods for these problems. In addition, the team worked with CASC members on new forms of ideal AMG interpolation.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1986

Multigrid methods in structural mechanics

Although the application of multigrid methods to the equations of elasticity has been suggested, few such applications have been reported in the literature. In the present work, multigrid techniques are applied to the finite element analysis of a simply supported Bernoulli-Euler beam, and various aspects of the multigrid algorithm are studied and explained in detail. In this study, six grid levels were used to model half the beam. With linear prolongation and sequential ordering, the multigrid algorithm yielded results which were of machine accuracy with work equivalent to 200 standard Gauss-Seidel iterations on the fine grid. Also with linear prolongation and sequential ordering, the V(1,n) cycle with n greater than 2 yielded better convergence rates than the V(n,1) cycle. The restriction and prolongation operators were derived based on energy principles. Conserving energy during the inter-grid transfers required that the prolongation operator be the transpose of the restriction operator, and led to improved convergence rates. With energy-conserving prolongation and sequential ordering, the multigrid algorithm yielded results of machine accuracy with a work equivalent to 45 Gauss-Seidel iterations on the fine grid. The red-black ordering of relaxations yielded solutions of machine accuracy in a single V(1,1) cycle, which required work equivalent to about 4 iterations on the finest grid level.

Raju, I. S.↗
NASA NTRS1978

On-line parameter estimation using a high sensitivity estimator

An on-line parameter identification method is presented. The method is based on a recursive formulation of the maximum likelihood method, with a significant modification on the gains of the state estimator. In the conventional maximum likelihood method, the Kalman gains are used in the state estimator. This produces unbiased, minimum variance parameter estimates in the presence of process noise and measurement noise, but it also slows the convergence rate when the identification is done on-line. Here we suggest choosing the gains to maximize a measure of the sensitivities of the state estimates to parameter variations. One such criterion is to minimize the trace of the inverse information matrix. This increases the convergence rate significantly. After one or two time constants, the gains are switched to the Kalman values to assure unbiased, minimum-variance estimates. The state estimate will initially be nonoptimal, and may not be adequate for control purposes. In this case, a parallel Kalman filter which uses the identifier's parameter estimates can be used. This method is applied here for the identification of a simple first-order system, and for the identification of short-period stability derivatives of an F-8 aircraft from simulated data.

Mishne, D.↗
DOE OSTI2023

Finite-Time Analysis of Whittle Index based Q-Learning for Restless Multi-Armed Bandits with Neural Network Function Approximation

Whittle index policy is a heuristic to the intractable restless multi-armed bandits (RMAB) problem. Although it is provably asymptotically optimal, finding Whittle indices remains difficult. In this paper, we present Neural-Q-Whittle, a Whittle index based Q-learning algorithm for RMAB with neural network function approximation, which is an example of nonlinear two-timescale stochastic approximation with Q-function values updated on a faster timescale and Whittle indices on a slower timescale. Despite the empirical success of deep Q-learning, the non-asymptotic convergence rate of Neural-Q-Whittle, which couples neural networks with two-timescale Q-learning largely remains unclear. This paper provides a finite-time analysis of Neural-Q-Whittle, where data are generated from a Markov chain, and Q-function is approximated by a ReLU neural network. Our analysis leverages a Lyapunov drift approach to capture the evolution of two coupled parameters, and the nonlinearity in value function approximation further requires us to characterize the approximation error. Combing these provide Neural-Q-Whittle with convergence rate, where is the number of iterations.

reinforcement learning, structured learning, conve↗
NASA NTRS1995

Coarsening strategies for unstructured multigrid techniques with application to anisotropic problems

Over the years, multigrid has been demonstrated as an efficient technique for solving inviscid flow problems. However, for viscous flows, convergence rates often degrade. This is generally due to the required use of stretched meshes (i.e., the aspect-ratio AR = delta y/delta x is much less than 1) in order to capture the boundary layer near the body. Usual techniques for generating a sequence of grids that produce proper convergence rates on isotopic meshes are not adequate for stretched meshes. This work focuses on the solution of Laplace's equation, discretized through a Galerkin finite-element formulation on unstructured stretched triangular meshes. A coarsening strategy is proposed and results are discussed.

Morano, E.↗
NASA NTRS1996

Coarsening Strategies for Unstructured Multigrid Techniques with Application to Anisotropic Problems

Over the years, multigrid has been demonstrated as an efficient technique for solving inviscid flow problems. However, for viscous flows, convergence rates often degrade. This is generally due to the required use of stretched meshes (i.e. the aspect-ratio AR = (delta)y/(delta)x much less than 1) in order to capture the boundary layer near the body. Usual techniques for generating a sequence of grids that produce proper convergence rates on isotropic meshes are not adequate for stretched meshes. This work focuses on the solution of Laplace's equation, discretized through a Galerkin finite-element formulation on unstructured stretched triangular meshes. A coarsening strategy is proposed and results are discussed.

Morano, E.↗
NASA NTRS1989

Indirect addressing and load balancing for faster solution to Mandelbrot Set on SIMD architectures

SIMD computers with local indirect addressing allow programs to have queues and buffers, making certain kinds of problems much more efficient. Examined here are a class of problems characterized by computations on data points where the computation is identical, but the convergence rate is data dependent. Normally, in this situation, the algorithm time is governed by the maximum number of iterations required by each point. Using indirect addressing allows a processor to proceed to the next data point when it is done, reducing the overall number of iterations required to approach the mean convergence rate when a sufficiently large problem set is solved. Load balancing techniques can be applied for additional performance improvement. Simulations of this technique applied to solving Mandelbrot Sets indicate significant performance gains.

Tomboulian, Sherryl↗
DOE OSTI2024

Stochastic Approximation for Multi-period Simulation Optimization with Streaming Input Data

We consider a continuous-valued simulation optimization (SO) problem, where a simulator is built to optimize an expected performance measure of a real-world system while parameters of the simulator are estimated from streaming data collected periodically from the system. At each period, a new batch of data is combined with the cumulative data and the parameters are re-estimated with higher precision. The system requires the decision variable to be selected in all periods. Therefore, it is sensible for the decision-maker to update the decision variable at each period by solving a more precise SO problem with the updated parameter estimate to reduce the performance loss with respect to the target system. We define this decision-making process as the multi-period SO problem and introduce a multi-period stochastic approximation (SA) framework that generates a sequence of solutions. Two algorithms are proposed: Re-start SA (ReSA) reinitializes the stepsize sequence in each period, whereas Warm-start SA (WaSA) carefully tunes the stepsizes, taking both fewer and shorter gradient-descent steps in later periods as parameter estimates become increasingly more precise. We show that under suitable strong convexity and regularity conditions, ReSA and WaSA achieve the best possible convergence rate in expected sub-optimality either when an unbiased or a simultaneous perturbation gradient estimator is employed, while WaSA accrues significantly lower computational cost as the number of periods increases. In addition, we present the regularized ReSA, which obviates the need to know the strong convexity constant and achieves the same convergence rate at the expense of additional computation.

Computer Science↗
NASA NTRS1998

Comments on the Diffusive Behavior of Two Upwind Schemes

The diffusive characteristics of two upwind schemes, multi-dimensional fluctuation splitting and locally one-dimensional finite volume, are compared for scalar advection-diffusion problems. Algorithms for the two schemes are developed for node-based data representation on median-dual meshes associated with unstructured triangulations in two spatial dimensions. Four model equations are considered: linear advection, non-linear advection, diffusion, and advection-diffusion. Modular coding is employed to isolate the effects of the two approaches for upwind flux evaluation, allowing for head-to-head accuracy and efficiency comparisons. Both the stability of compressive limiters and the amount of artificial diffusion generated by the schemes is found to be grid-orientation dependent, with the fluctuation splitting scheme producing less artificial diffusion than the finite volume scheme. Convergence rates are compared for the combined advection-diffusion problem, with a speedup of 2.5 seen for fluctuation splitting versus finite volume when solved on the same mesh. However, accurate solutions to problems with small diffusion coefficients can be achieved on coarser meshes using fluctuation splitting rather than finite volume, so that when comparing convergence rates to reach a given accuracy, fluctuation splitting shows a speedup of 29 over finite volume.

Wood, William A.↗
DOE OSTI2025

Addendum to SAND2023-09604 Xyce lumped-element transmission line model verification to support Empire-Cable cable SGEMP analyses

This report supplements the Verification of Empire-Cable SAND report by expanding on the use of Xyce to simulate the coupling to a transmission line cable model. While Empire-Cable solves its governing equations on a high-order, finite-element mesh with an an implicit-in-time formulation, Xyce must use a first order graph for the circuit and explicit-in-time approach to be compatible with non-linear electrical device models. Thus, given the different solution methodologies in Xyce as compared to Empire-Cable, the convergence rates are expected to be different but the overall quality of the solution should be the same. The original four canonical problems studied in the Empire-Cable verification report are replicated here running in Xyce using transmission line modeling parameters from the verification report. Overall, agreement between the codes is excellent with Xyce’s convergence rates being limited mostly to first order due to the circuit network approximation of a transmission line being a first order approximation.

42 ENGINEERING↗
NASA NTRS1998

Diffusion Characteristics of Upwind Schemes on Unstructured Triangulations

The diffusive characteristics of two upwind schemes, multi-dimensional fluctuation splitting and dimensionally-split finite volume, are compared for scalar advection-diffusion problems. Algorithms for the two schemes are developed for node-based data representation on median-dual meshes associated with unstructured triangulations in two spatial dimensions. Four model equations are considered: linear advection, non-linear advection, diffusion, and advection-diffusion. Modular coding is employed to isolate the effects of the two approaches for upwind flux evaluation, allowing for head-to-head accuracy and efficiency comparisons. Both the stability of compressive limiters and the amount of artificial diffusion generated by the schemes is found to be grid-orientation dependent, with the fluctuation splitting scheme producing less artificial diffusion than the dimensionally-split finite volume scheme. Convergence rates are compared for the combined advection-diffusion problem, with a speedup of 2-3 seen for fluctuation splitting versus finite volume when solved on the same mesh. However, accurate solutions to problems with small diffusion coefficients can be achieved on coarser meshes using fluctuation splitting rather than finite volume, so that when comparing convergence rates to reach a given accuracy, fluctuation splitting shows a 20-25 speedup over finite volume.

Wood, William A.↗