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NASA NTRS1972

Davidon-Broyden rank-one minimization methods in Hilbert space with application to optimal control problems

The Davidon-Broyden class of rank one, quasi-Newton minimization methods is extended from Euclidean spaces to infinite-dimensional, real Hilbert spaces. For several techniques of choosing the step size, conditions are found which assure convergence of the associated iterates to the location of the minimum of a positive definite quadratic functional. For those techniques, convergence is achieved without the problem of the computation of a one-dimensional minimum at each iteration. The application of this class of minimization methods for the direct computation of the solution of an optimal control problem is outlined. The performance of various members of the class are compared by solving a sample optimal control problem. Finally, the sample problem is solved by other known gradient methods, and the results are compared with those obtained with the rank one quasi-Newton methods.

Straeter, T. A.↗

NASA NTRS1993

Demonstration of the Dynamic Flowgraph Methodology using the Titan 2 Space Launch Vehicle Digital Flight Control System

Dynamic Flowgraph Methodology (DFM) is a new approach developed to integrate the modeling and analysis of the hardware and software components of an embedded system. The objective is to complement the traditional approaches which generally follow the philosophy of separating out the hardware and software portions of the assurance analysis. In this paper, the DFM approach is demonstrated using the Titan 2 Space Launch Vehicle Digital Flight Control System. The hardware and software portions of this embedded system are modeled in an integrated framework. In addition, the time dependent behavior and the switching logic can be captured by this DFM model. In the modeling process, it is found that constructing decision tables for software subroutines is very time consuming. A possible solution is suggested. This approach makes use of a well-known numerical method, the Newton-Raphson method, to solve the equations implemented in the subroutines in reverse. Convergence can be achieved in a few steps.

Yau, M.↗

NASA NTRS1984

Newton like: Minimal residual methods applied to transonic flow calculations

A computational technique for the solution of the full potential equation is presented. The method consists of outer and inner iterations. The outer iterate is based on a Newton like algorithm, and a preconditioned Minimal Residual method is used to seek an approximate solution of the system of linear equations arising at each inner iterate. The present iterative scheme is formulated so that the uncertainties and difficulties associated with many iterative techniques, namely the requirements of acceleration parameters and the treatment of additional boundary conditions for the intermediate variables, are eliminated. Numerical experiments based on the new method for transonic potential flows around the NACA 0012 airfoil at different Mach numbers and different angles of attack are presented, and these results are compared with those obtained by the Approximate Factorization technique. Extention to three dimensional flow calculations and application in finite element methods for fluid dynamics problems by the present method are also discussed. The Inexact Newton like method produces a smoother reduction in the residual norm, and the number of supersonic points and circulations are rapidly established as the number of iterations is increased.

Wong, Y. S.↗

NASA NTRS1985

Newton-like minimal residual methods applied to transonic flow calculations

Wong, Y. S.↗

NASA NTRS1964

Several trajectory optimization techniques. i - discussion.

Numerical techniques for trajectory optimization discussing steepest descent, second variation and generalized newton-raphson methods

TRAJECTORY CONTROL↗

NASA NTRS1984

Natural convection in steady solidification - Finite element analysis of a two-phase Rayleigh-Benard problem

Galerkin finite-element approximations and Newton's method for solving free boundary problems are combined with computer-implemented techniques from nonlinear perturbation analysis to study solidification problems with natural convection in the melt. The Newton method gives rapid convergence to steady state velocity, temperature and pressure fields and melt-solid interface shapes, and forms the basis for algebraic methods for detecting multiple steady flows and assessing their stability. The power of this combination is demonstrated for a two-phase Rayleigh-Benard problem composed of melt and solid in a veritical cylinder with the thermal boundary conditions arranged so that a static melt with a flat melt-solid interface is always a solution. Multiple cellular flows bifurcating from the static state are detected and followed as Rayleigh number is varied. Changing the boundary conditions to approach those appropriate for the vertical Bridgman solidification system causes imperfections that eliminate the static state. The flow structure in the Bridgman system is related to those for the Rayleigh-Benard system by a continuous evolution of the boundary conditions.

Chang, C. J.↗

NASA NTRS1969

A comparison of Newton-Raphson and other methods for determining stability derivatives from flight data.

Newton-Raphson technique development for determining stability derivatives from flight data, noting use of a priori wind tunnel information

Iliff, K. W.↗

NASA NTRS1983

A quasi-Newton versus a homotopy method for nonlinear structural analysis

The globally convergent quasi-Newton minimization algorithm and the homotopy algorithms are discussed in detail and their effectiveness in solving certain classes of highly nonlinear problems of structural analysis is demonstrated. The application of the double dogleg strategy controls the directions and step-lengths of the quasi-Newtonian algorithm and overcomes the problem of nonpositive definite Hessians being produced during the iteration process. The algorithms are applied to a centrally loaded clamped beam, the snap-through of a shallow arch, and a shallow reticulated dome.

Kamat, M. P.↗

NASA NTRS1987

Parallel CFD Algorithms for Aerodynamical Flow Solvers on Unstructured Meshes

The Advisory Group for Aerospace Research and Development (AGARD) has requested my participation in the lecture series entitled Parallel Computing in Computational Fluid Dynamics to be held at the von Karman Institute in Brussels, Belgium on May 15-19, 1995. In addition, a request has been made from the US Coordinator for AGARD at the Pentagon for NASA Ames to hold a repetition of the lecture series on October 16-20, 1995. I have been asked to be a local coordinator for the Ames event. All AGARD lecture series events have attendance limited to NATO allied countries. A brief of the lecture series is provided in the attached enclosure. Specifically, I have been asked to give two lectures of approximately 75 minutes each on the subject of parallel solution techniques for the fluid flow equations on unstructured meshes. The title of my lectures is "Parallel CFD Algorithms for Aerodynamical Flow Solvers on Unstructured Meshes" (Parts I-II). The contents of these lectures will be largely review in nature and will draw upon previously published work in this area. Topics of my lectures will include: (1) Mesh partitioning algorithms. Recursive techniques based on coordinate bisection, Cuthill-McKee level structures, and spectral bisection. (2) Newton's method for large scale CFD problems. Size and complexity estimates for Newton's method, modifications for insuring global convergence. (3) Techniques for constructing the Jacobian matrix. Analytic and numerical techniques for Jacobian matrix-vector products, constructing the transposed matrix, extensions to optimization and homotopy theories. (4) Iterative solution algorithms. Practical experience with GIVIRES and BICG-STAB matrix solvers. (5) Parallel matrix preconditioning. Incomplete Lower-Upper (ILU) factorization, domain-decomposed ILU, approximate Schur complement strategies.

Barth, Timothy J.↗

NASA NTRSDate not supplied

A Nonlinear Schur Complement Solver for CFD-Based Multidisciplinary Models

CFD-based multidisciplinary models are the fundamental building blocks of multidis- ciplinary design optimization frameworks. Linear and nonlinear solutions of these coupled models are difficult, especially when the Jacobian matrices represent a saddle point problem, where a block-diagonal corresponding to a discipline is non-invertible. These scenarios necessitate the use of a coupled solver algorithm such as the Newton’s method instead of the popular block Gauss– Seidel-based methods because of this non-invertible block. To address this challenge, we introduce a nonlinear Schur complement solver suitable for CFD-based multidisciplinary models. The solver leverages the specialized linear and nonlinear solvers of the CFD code, and therefore, does not require the solution of a large coupled linear system as the coupled Newton’s method. Further- more, because the solver primarily uses the specialized linear and nonlinear solvers of the CFD code, it does not suffer from the same robustness limitations as the coupled Newton’s method. In this work, we will implement this solver in NASA’s OpenMDAO framework and demonstrate its effectiveness using a CFD-based aeropropulsive model. The solver will contribute to the develop- ment of aeropropulsive design optimization and CFD-based design optimization methods with the ultimate goal of accelerating the design and integration of advanced propulsion systems.

Nonlinear Solvers↗

NASA NTRS1990

On domains of convergence in optimization problems

Numerical optimization algorithms require the knowledge of an initial set of design variables. Starting from an initial design x(sup 0), improved solutions are obtained by updating the design iteratively in a way prescribed by the particular algorithm used. If the algorithm is successful, convergence is achieved to a local optimal solution. Let A denote the iterative procedure that characterizes a typical optimization algorithm, applied to the problem: Find x belonging to R(sup n) that maximizes f(x) subject to x belonging to Omega contained in R(sup n). We are interested in problems with several local maxima (x(sub j))(sup *), j=1, ..., m, in the feasible design space Omega. In general, convergence of the algorithm A to a specific solution (x(sub j))(sup *) is determined by the choice of initial design x(sup 0). The domain of convergence D(sub j) of A associated with a local maximum (x(sub j))(sup *) is a subset of initial designs x(sup 0) in Omega such that the sequence (x(sup k)), k=0,1,2,... defined by x(sup k+1) = A(x(sup k)), k=0,1,... converges to (x(sub j))(sup *). The set D(sub j) is also called the basin of attraction of (x(sub j))(sup *). Cayley first proposed the problem of finding the basin of attraction for Newton's method in 1897. It has been shown that the basin of attraction for Newton's method exhibits chaotic behavior in problems with polynomial objective. This implies that there may be regions in the feasible design space where arbitrarily close starting points will converge to different local optimal solutions. Furthermore, the boundaries of the domains of convergence may have a very complex, even fractal structure. In this paper we show that even simple structural optimization problems solved using standard gradient based (first order) algorithms exhibit similar features.

Diaz, Alejandro R.↗

NASA NTRS1984

Large deflections of circular isotropic membranes subjected to arbitrary axisymmetric loading

Circular membranes with fixed peripheral edges, subjected to arbitrary axisymmetric loading are analyzed. A single governing differential equation in terms of radial stress is used. This nonlinear governing equation is solved using the finite difference method in conjunction with Newton-Raphson method. Three loading cases, namely (1) uniformly loaded membrane, (2) a membrane with uniform load over an inner portion, and (3) a membrane with ring load, are analyzed. Calculated central displacement and the central and edge radial stresses for uniformly loaded membrane, agree extremely well with the classical solution.

Kelkar, A.↗

NASA NTRS1985

Large deflections of circular isotropic membranes subjected to arbitrary axisymmetric loading

Circular membranes with fixed peripheral edges, subjected to arbitrary axisymmetric loading were analyzed. A single governing differential equation in terms of radial stress was used. This nonlinear governing equation was solved using the finite difference method in conjunction with Newton-Raphson method. Three loading cases, namely: (1) uniformly loaded membrane, (2) a membrane with uniform load over an inner portion, and (3) a membrane with ring load, were analyzed. Calculated central displacement and the central and edge radial stresses for uniformly loaded membrane, agreed extremely well with the classical solution.

Kelkar, A.↗

NASA NTRS1993

Helicopter trim analysis by shooting and finite element methods with optimally damped Newton iterations

Helicopter trim settings of periodic initial state and control inputs are investigated for convergence of Newton iteration in computing the settings sequentially and in parallel. The trim analysis uses a shooting method and a weak version of two temporal finite element methods with displacement formulation and with mixed formulation of displacements and momenta. These three methods broadly represent two main approaches of trim analysis: adaptation of initial-value and finite element boundary-value codes to periodic boundary conditions, particularly for unstable and marginally stable systems. In each method, both the sequential and in-parallel schemes are used, and the resulting nonlinear algebraic equations are solved by damped Newton iteration with an optimally selected damping parameter. The impact of damped Newton iteration, including earlier-observed divergence problems in trim analysis, is demonstrated by the maximum condition number of the Jacobian matrices of the iterative scheme and by virtual elimination of divergence. The advantages of the in-parallel scheme over the conventional sequential scheme are also demonstrated.

Achar, N. S.↗

NASA NTRS2002

Higher Order Time Integration Schemes for the Unsteady Navier-Stokes Equations on Unstructured Meshes

The efficiency gains obtained using higher-order implicit Runge-Kutta schemes as compared with the second-order accurate backward difference schemes for the unsteady Navier-Stokes equations are investigated. Three different algorithms for solving the nonlinear system of equations arising at each timestep are presented. The first algorithm (NMG) is a pseudo-time-stepping scheme which employs a non-linear full approximation storage (FAS) agglomeration multigrid method to accelerate convergence. The other two algorithms are based on Inexact Newton's methods. The linear system arising at each Newton step is solved using iterative/Krylov techniques and left preconditioning is used to accelerate convergence of the linear solvers. One of the methods (LMG) uses Richardson's iterative scheme for solving the linear system at each Newton step while the other (PGMRES) uses the Generalized Minimal Residual method. Results demonstrating the relative superiority of these Newton's methods based schemes are presented. Efficiency gains as high as 10 are obtained by combining the higher-order time integration schemes with the more efficient nonlinear solvers.

Jothiprasad, Giridhar↗

NASA NTRS1979

Concerning an application of the method of least squares with a variable weight matrix

An estimate of a state vector for a physical system when the weight matrix in the method of least squares is a function of this vector is considered. An iterative procedure is proposed for calculating the desired estimate. Conditions for the existence and uniqueness of the limit of this procedure are obtained, and a domain is found which contains the limit estimate. A second method for calculating the desired estimate which reduces to the solution of a system of algebraic equations is proposed. The question of applying Newton's method of tangents to solving the given system of algebraic equations is considered and conditions for the convergence of the modified Newton's method are obtained. Certain properties of the estimate obtained are presented together with an example.

Sukhanov, A. A.↗

NASA NTRS1990

An improved Newton iteration for the generalized inverse of a matrix, with applications

The purpose here is to clarify and illustrate the potential for the use of variants of Newton's method of solving problems of practical interest on highly personal computers. The authors show how to accelerate the method substantially and how to modify it successfully to cope with ill-conditioned matrices. The authors conclude that Newton's method can be of value for some interesting computations, especially in parallel and other computing environments in which matrix products are especially easy to work with.

Pan, Victor↗