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NASA NTRS1984

Conjugate gradient coupled with multigrid for an indefinite problem

An iterative algorithm for the Helmholtz equation is presented. This scheme was based on the preconditioned conjugate gradient method for the normal equations. The preconditioning is one cycle of a multigrid method for the discrete Laplacian. The smoothing algorithm is red-black Gauss-Seidel and is constructed so it is a symmetric operator. The total number of iterations needed by the algorithm is independent of h. By varying the number of grids, the number of iterations depends only weakly on k when k(3)h(2) is constant. Comparisons with a SSOR preconditioner are presented.

Gozani, J.↗

NASA NTRS1982

A minimal residual method for transonic potential flows

For transonic flow calculations, a combination of the successive line over-relaxation (SLOR) and the preconditioned conjugate gradient (CG) method has been suggested by Wong and Hafez (1981). This paper studies the method of minimal residual (MR) which avoids a combined iteration. This method is closely related to the CG method, may be regarded as a first-order gradient method, and is applicable to symmetric and nonsymmetric matrices. The problem is formulated as a nonlinear mixed elliptic-hyperbolic partial differential equation which includes an artificial viscosity and a switching function which is zero in subsonic regions and nonzero in supersonic regions. Alternatives to the SLOR method which provide faster convergence rates are introduced. The preconditioned MR algorithm is developed, and transonic potential flows around NACA 0012 airfoil are calculated for different Mach numbers and angles of attack. Preliminary results are presented, demonstrating that the MR algorithm requires no parameter estimation and rapidly converges for subsonic flows.

Wong, Y. S.↗

NASA NTRS1984

Lubricity of well-characterized jet and broad-cut fuels by ball-on-cylinder machine

A ball-on-cylinder machine (BOCM) was used to measure the lubricity of fuels. The fuels tested were well-characterized fuels available from other programs at the NASA Lewis Research Center plus some in-house mildly hydroprocessed shale fuels from other programs included Jet-A, ERBS fuel, ERBS blends, and blend stock. The BOCM tests were made before and after clay treatment of some of these fuels with both humidified air and dry nitrogen as the preconditioning and cover gas. As expected, clay treatment always reduced fuel lubricity. Using nitrogen preconditioning and cover gas always resulted in a smaller wear scar diameter than when humidified air was used. Also observed was an indication of lower lubricity with lower boiling range fuels and lower aromatic fuels. Gas chromatographic analysis indicted changes in BOCM-stressed fuels.

Prok, G. M.↗

NASA NTRS1985

Algorithms for the Euler and Navier-Stokes equations for supercomputers

The steady state Euler and Navier-Stokes equations are considered for both compressible and incompressible flow. Methods are found for accelerating the convergence to a steady state. This acceleration is based on preconditioning the system so that it is no longer time consistent. In order that the acceleration technique be scheme-independent, this preconditioning is done at the differential equation level. Applications are presented for very slow flows and also for the incompressible equations.

Turkel, E.↗

NASA NTRS1985

GMRES acceleration of computational fluid dynamics codes

The generalized minimal residual algorithm (GMRES) is a conjugate-gradient like method that applies directly to nonsymmetric linear systems of equations. In this paper, GMRES is modified to handle nonlinear equations characteristic of computational fluid dynamics. Attention is devoted to the concept of preconditioning and the role it plays in assuring rapid convergence. A formulation is developed that allows GMRES to be preconditioned by the solution procedures already built into existing computer codes. Examples are provided that demonstrate the ability of GMRES to greatly improve the robustness and rate of convergence of current state-of-the-art fluid dynamics codes. Theoretical aspects of GMRES are presented that explain why it works. Finally, the advantage GMRES enjoys over related methods such as conjugate gradients are discussed.

Wigton, L. B.↗

NASA NTRS1985

Algorithms for the Euler and Navier-Stokes equations for supercomputers

Turkel, E.↗

NASA NTRS1986

Preconditioners for the spectral multigrid method

The systems of algebraic equations which arise from spectral discretizations of elliptic equations are full and direct solutions of them are rarely feasible. Iterative methods are an attractive alternative because Fourier transform techniques enable the discrete matrix-vector products to be computed with nearly the same efficiency as is possible for corresponding but sparse finite difference discretizations. For realistic Dirichlet problem preconditioning is essential for acceptable convergence rates. A brief description of Chebyshev spectral approximations and spectral multigrid methods for elliptic problems is given. A survey of preconditioners for Dirichlet problems based on second-order finite difference methods is made. New preconditioning techniques based on higher order finite differences and on the spectral matrix itself are presented. The preconditioners are analyzed in terms of their spectra and numerical examples are presented.

Phillips, T. N.↗

NASA NTRS1988

Domain decomposition methods for the parallel computation of reacting flows

Domain decomposition is a natural route to parallel computing for partial differential equation solvers. Subdomains of which the original domain of definition is comprised are assigned to independent processors at the price of periodic coordination between processors to compute global parameters and maintain the requisite degree of continuity of the solution at the subdomain interfaces. In the domain-decomposed solution of steady multidimensional systems of PDEs by finite difference methods using a pseudo-transient version of Newton iteration, the only portion of the computation which generally stands in the way of efficient parallelization is the solution of the large, sparse linear systems arising at each Newton step. For some Jacobian matrices drawn from an actual two-dimensional reacting flow problem, comparisons are made between relaxation-based linear solvers and also preconditioned iterative methods of Conjugate Gradient and Chebyshev type, focusing attention on both iteration count and global inner product count. The generalized minimum residual method with block-ILU preconditioning is judged the best serial method among those considered, and parallel numerical experiments on the Encore Multimax demonstrate for it approximately 10-fold speedup on 16 processors.

Keyes, David E.↗

NASA NTRS1987

Fault diagnosis based on continuous simulation models

The results are described of an investigation of techniques for using continuous simulation models as basis for reasoning about physical systems, with emphasis on the diagnosis of system faults. It is assumed that a continuous simulation model of the properly operating system is available. Malfunctions are diagnosed by posing the question: how can we make the model behave like that. The adjustments that must be made to the model to produce the observed behavior usually provide definitive clues to the nature of the malfunction. A novel application of Dijkstra's weakest precondition predicate transformer is used to derive the preconditions for producing the required model behavior. To minimize the size of the search space, an envisionment generator based on interval mathematics was developed. In addition to its intended application, the ability to generate qualitative state spaces automatically from quantitative simulations proved to be a fruitful avenue of investigation in its own right. Implementations of the Dijkstra transform and the envisionment generator are reproduced in the Appendix.

Feyock, Stefan↗

NASA NTRS1988

Krylov subspace methods on supercomputers

A short survey of recent research on Krylov subspace methods with emphasis on implementation on vector and parallel computers is presented. Conjugate gradient methods have proven very useful on traditional scalar computers, and their popularity is likely to increase as three-dimensional models gain importance. A conservative approach to derive effective iterative techniques for supercomputers has been to find efficient parallel/vector implementations of the standard algorithms. The main source of difficulty in the incomplete factorization preconditionings is in the solution of the triangular systems at each step. A few approaches consisting of implementing efficient forward and backward triangular solutions are described in detail. Polynomial preconditioning as an alternative to standard incomplete factorization techniques is also discussed. Another efficient approach is to reorder the equations so as to improve the structure of the matrix to achieve better parallelism or vectorization. An overview of these and other ideas and their effectiveness or potential for different types of architectures is given.

Saad, Youcef↗

NASA NTRS1989

Solution of the incompressible Navier-Stokes equations using artificial compressibility methods

A modified artificial compressibility formulation is derived from a preconditioned low Mach number compressible formulation, and these two methods are compared on a two-dimensional laminar leading edge flow using a LBI/ADI solution algorithm. The two methods are essentially equivalent with appropriate preconditioning parameters and have the same convergence rates and efficiency, giving 4 orders of residual reduction in about 75 iterations with a vectorized CRAY-XMP run time of 20 seconds for 3000 grid points.

Briley, W. R.↗

NASA NTRS1990

Constraint treatment techniques and parallel algorithms for multibody dynamic analysis

Computational procedures for kinematic and dynamic analysis of three-dimensional multibody dynamic (MBD) systems are developed from the differential-algebraic equations (DAE's) viewpoint. Constraint violations during the time integration process are minimized and penalty constraint stabilization techniques and partitioning schemes are developed. The governing equations of motion, a two-stage staggered explicit-implicit numerical algorithm, are treated which takes advantage of a partitioned solution procedure. A robust and parallelizable integration algorithm is developed. This algorithm uses a two-stage staggered central difference algorithm to integrate the translational coordinates and the angular velocities. The angular orientations of bodies in MBD systems are then obtained by using an implicit algorithm via the kinematic relationship between Euler parameters and angular velocities. It is shown that the combination of the present solution procedures yields a computationally more accurate solution. To speed up the computational procedures, parallel implementation of the present constraint treatment techniques, the two-stage staggered explicit-implicit numerical algorithm was efficiently carried out. The DAE's and the constraint treatment techniques were transformed into arrowhead matrices to which Schur complement form was derived. By fully exploiting the sparse matrix structural analysis techniques, a parallel preconditioned conjugate gradient numerical algorithm is used to solve the systems equations written in Schur complement form. A software testbed was designed and implemented in both sequential and parallel computers. This testbed was used to demonstrate the robustness and efficiency of the constraint treatment techniques, the accuracy of the two-stage staggered explicit-implicit numerical algorithm, and the speed up of the Schur-complement-based parallel preconditioned conjugate gradient algorithm on a parallel computer.

Chiou, Jin-Chern↗

NASA NTRS1991

Experiments with conjugate gradient algorithms for homotopy curve tracking

There are algorithms for finding zeros or fixed points of nonlinear systems of equations that are globally convergent for almost all starting points, i.e., with probability one. The essence of all such algorithms is the construction of an appropriate homotopy map and then tracking some smooth curve in the zero set of this homotopy map. HOMPACK is a mathematical software package implementing globally convergent homotopy algorithms with three different techniques for tracking a homotopy zero curve, and has separate routines for dense and sparse Jacobian matrices. The HOMPACK algorithms for sparse Jacobian matrices use a preconditioned conjugate gradient algorithm for the computation of the kernel of the homotopy Jacobian matrix, a required linear algebra step for homotopy curve tracking. Here, variants of the conjugate gradient algorithm are implemented in the context of homotopy curve tracking and compared with Craig's preconditioned conjugate gradient method used in HOMPACK. The test problems used include actual large scale, sparse structural mechanics problems.

Irani, Kashmira M.↗

NASA NTRS1991

An accelerated lambda iteration method for multilevel radiative transfer. I - Non-overlapping lines with background continuum

A method is presented for solving multilevel transfer problems when nonoverlapping lines and background continuum are present and active continuum transfer is absent. An approximate lambda operator is employed to derive linear, 'preconditioned', statistical-equilibrium equations. A method is described for finding the diagonal elements of the 'true' numerical lambda operator, and therefore for obtaining the coefficients of the equations. Iterations of the preconditioned equations, in conjunction with the transfer equation's formal solution, are used to solve linear equations. Some multilevel problems are considered, including an eleven-level neutral helium atom. Diagonal and tridiagonal approximate lambda operators are utilized in the problems to examine the convergence properties of the method, and it is found to be effective for the line transfer problems.

Rybicki, G. B.↗

NASA NTRS1991

Iterative solution techniques in boundary element analysis

Iterative techniques for the solution of the algebraic equations associated with the direct boundary element analysis (BEA) method are discussed. Continuum structural response analysis problems are considered, employing single- and multizone boundary element models with and without zone condensation. The impact on convergence rate and computer resource requirements associated with the sparse and blocked matrices, resulting in multizone BEA, is studied. Both conjugate gradient and generalized minimum residual preconditioned iterative solvers are applied for these problems and the performance of these algorithms is reported. Included is a quantification of the impact of the preconditioning utilized to render the boundary element matrices solvable by the respective iterative methods in a time competitive with direct methods.

Kane, J. H.↗

NASA NTRS1992

Modeling deep convection in the Greenland Sea

The development of deep convective events in the high-latitude ocean is studied using a three-dimensional, coupled ice-ocean model. Oceanic mixing is described according to the level 2.5 turbulence closure scheme in which convection occurs in a continuous way, i.e., convective adjustment is not invoked. The model is forced by strong winds and surface cooling. Strong upwelling at the multilyear ice edge and consequent entrainment of warm Atlantic waters into the mixed layer is produced by winds parallel to the ice edge. Concomitant cooling drives deep convection and produces chimneylike structures. Inclusion of a barotropic mean flow over topography to the model provides important preconditioning and selects the location of deep convection. The most efficient preconditioning occurs at locations where the flow ascends a slope. In a stratified environment similar to the Greenland Sea with a 12 m/s wind the model simulations show that localized deep convection takes place after about 10 days to depths of 1000 m.

Hakkinen, S.↗

NASA NTRS1993

The effect of grid aspect ratio on convergence

Vector stability theory and computational experiments are used to examine the effects of high aspect ratio grids on algorithm convergence. Emphasis is placed on identifying the degree of convergence deterioration that ADI schemes experience as grid aspect ratio increases and on deriving methods for circumventing this problem. Approximately factored implicit schemes are found to experience convergence deterioration because of nonoptimum local time stepping procedures and the increased need for viscous preconditioning. An enhanced algorithm is devised on the basis of improved selection of the local time step, appropriate definition of viscous preconditioning matrix, and proper implementation of boundary conditions. The novel algorithm provides uniformly efficient convergence at all aspect ratios for both Euler and Navier-Stokes computations for a variety of test problems.

Buelow, P. E. O.↗

NASA NTRS1995

Flow Coefficient Behavior for Boundary Layer Bleed Holes and Slots

An experimental investigation into the flow coefficient behavior for nine boundary layer bleed orifice configurations is reported. This test was conducted for the purposes of exploring boundary layer control through mass flow removal and does not address issues of stability bleed. Parametric data consist of bleed region flow coefficient as a function of Mach number, bleed plenum pressure, and bleed orifice geometry. Seven multiple hole configurations and two single slot configurations were tested over a supersonic Mach number range of 1.3 to 2.5 (nominal). Advantages gained by using multiple holes in a bleed region instead of a single spanwise slot are discussed and the issue of modeling an entire array of bleed orifices based on the performance of a single orifice is addressed. Preconditioning the flow approaching a 90 degree inclined (normal) hole configuration resulted in a significant improvement in the performance of the configuration. The same preconditioning caused only subtle changes in performance for a 20 degree inclined (slanted) configuration.

Willis, B. P.↗