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Equivalence of perturbation method, Newtons method, and adjoint-perturbation method for solving boundary value problems from variational calculus treatment of optimal control problems
A unified theory is described of design sensitivity analysis of linear and nonlinear structures for shape, nonshape and material selection problems. The concepts of reference volume and adjoint structure are used to develop the unified viewpoint. A general formula for design sensitivity analysis is derived. Simple analytical linear and nonlinear examples are used to interpret various terms of the formula and demonstrate its use.
The molten salt reactor (MSR) with the fuel dissolved into the liquid salt has been selected as one of the six Generation-IV reactors due to its excellent characteristics in the aspects of sustainability, economy, passive safety, and resource utilization. In a MSR, the fuel salt is circulated throughout the whole system and thus some of delayed neutron precursors generated in the core decay in position of low importance or even out of the core. As a result, the multiplication factor (k-eff) of MSR is smaller than that of a reactor of stationary fuel when all the other conditions are same. Therefore, the neutronics code developed for stationary fuel cannot be applied directly to MSR analysis. In this paper, we describe the extension and application of the DIF3D code to MSR neutronics analysis. The DIF3D code system is a multi-group steady-state neutron diffusion and transport theory solver. It provides three flux solution options: finite-difference diffusion theory, nodal diffusion theory, and variational nodal transport theory methods. Eigenvalue, adjoint, fixed source and criticality (concentration) search problems are permitted. The DIF3D code has recently been modified to model the flowing fuel. To verify the new capability of DIF3D, the MSFR [4] core was analyzed with a wide range of velocity field of fuel salt and time spent outside of the core.
A DJOINT solutions of the governing flow equations are becoming increasingly important for the development of efficient analysis and optimization algorithms. A well-known use of the adjoint method is gradient-based shape. Given an objective function that defines some measure of performance, such as the lift and drag functionals, its gradient is computed at a cost that is essentially independent of the number of design variables (e.g., geometric parameters that control the shape). Classic aerodynamic applications of gradient-based optimization include the design of cruise configurations for transonic and supersonic flow, as well as the design of high-lift systems. are perhaps the most promising approach for addressing the issues of flow solution automation for aerodynamic design problems. In these methods, the discretization of the wetted surface is decoupled from that of the volume mesh. This not only enables fast and robust mesh generation for geometry of arbitrary complexity, but also facilitates access to geometry modeling and manipulation using parametric computer-aided design (CAD). In previous work on Cartesian adjoint solvers, Melvin et al. developed an adjoint formulation for the TRANAIR code, which is based on the full-potential equation with viscous corrections. More recently, Dadone and Grossman presented an adjoint formulation for the two-dimensional Euler equations using a ghost-cell method to enforce the wall boundary conditions. In Refs. 18 and 19, we presented an accurate and efficient algorithm for the solution of the adjoint Euler equations discretized on Cartesian meshes with embedded, cut-cell boundaries. Novel aspects of the algorithm were the computation of surface shape sensitivities for triangulations based on parametric-CAD models and the linearization of the coupling between the surface triangulation and the cut-cells. The accuracy of the gradient computation was verified using several three-dimensional test cases, which included design variables such as the free stream parameters and the planform shape of an isolated wing. The objective of the present work is to extend our adjoint formulation to problems involving general shape changes. Factors under consideration include the computation of mesh sensitivities that provide a reliable approximation of the objective function gradient, as well as the computation of surface shape sensitivities based on a direct-CAD interface. We present detailed gradient verification studies and then focus on a shape optimization problem for an Apollo-like reentry vehicle. The goal of the optimization is to enhance the lift-to-drag ratio of the capsule by modifying the shape of its heat-shield in conjunction with a center-of-gravity (c.g.) offset. This multipoint and multi-objective optimization problem is used to demonstrate the overall effectiveness of the Cartesian adjoint method for addressing the issues of complex aerodynamic design.
We use a variational method to assimilate multiple data streams into the terrestrial ecosystem carbon cycle model DALECv2 (Data Assimilation Linked Ecosystem Carbon). Ecological and dynamical constraints have recently been introduced to constrain unresolved components of this otherwise ill-posed problem. We recast these constraints as a multivariate Gaussian distribution to incorporate them into the variational framework and we demonstrate their advantage through a linear analysis. By using an adjoint method we study a linear approximation of the inverse problem: firstly we perform a sensitivity analysis of the different outputs under consideration, and secondly we use the concept of resolution matrices to diagnose the nature of the ill-posedness and evaluate regularisation strategies. We then study the non-linear problem with an application to real data. Finally, we propose a modification to the model: introducing a spin-up period provides us with a built-in formulation of some ecological constraints which facilitates the variational approach.
Abstract Partial differential equation (PDE)-constrained inverse problems are some of the most challenging and computationally demanding problems in computational science today. Fine meshes required to accurately compute the PDE solution introduce an enormous number of parameters and require large-scale computing resources such as more processors and more memory to solve such systems in a reasonable time. For inverse problems constrained by time-dependent PDEs, the adjoint method often employed to compute gradients and higher order derivatives efficiently requires solving a time-reversed, so-called adjoint PDE that depends on the forward PDE solution at each timestep. This necessitates the storage of a high-dimensional forward solution vector at every timestep. Such a procedure quickly exhausts the available memory resources. Several approaches that trade additional computation for reduced memory footprint have been proposed to mitigate the memory bottleneck, including checkpointing and compression strategies. In this work, we propose a close-to-ideal scalable compression approach using autoencoders to eliminate the need for checkpointing and substantial memory storage, thereby reducing the time-to-solution and memory requirements. We compare our approach with checkpointing and an off-the-shelf compression approach on an earth-scale ill-posed seismic inverse problem. The results verify the expected close-to-ideal speedup for the gradient and Hessian-vector product using the proposed autoencoder compression approach. To highlight the usefulness of the proposed approach, we combine the autoencoder compression with the data-informed active subspace (DIAS) prior showing how the DIAS method can be affordably extended to large-scale problems without the need for checkpointing and large memory.
The study applies mathematical methods of control theory to the problem of control of fluid flow with the long-range objective of developing effective methods for the control of turbulent flows. Model problems are employed through the formalism and language of control theory to present the procedure of how to cast the problem of controlling turbulence into a problem in optimal control theory. Methods of calculus of variations through the adjoint state and gradient algorithms are used to present a suboptimal control and feedback procedure for stationary and time-dependent problems. Two types of controls are investigated: distributed and boundary controls. Several cases of both controls are numerically simulated to investigate the performances of the control algorithm. Most cases considered show significant reductions of the costs to be minimized. The dependence of the control algorithm on the time-descretization method is discussed.
A number of geophysical applications require the use of the linearized version of the full model. One such example is in numerical weather prediction, where the tangent linear and adjoint versions of the atmospheric model are required for the 4DVAR inverse problem. The part of the model that represents the resolved scale processes of the atmosphere is known as the dynamical core. Advection, or transport, is performed by the dynamical core. It is a central process in many geophysical applications and is a process that often has a quasi-linear underlying behavior. However, over the decades since the advent of numerical modelling, significant effort has gone into developing many flavors of high-order, shape preserving, nonoscillatory, positive definite advection schemes. These schemes are excellent in terms of transporting the quantities of interest in the dynamical core, but they introduce nonlinearity through the use of nonlinear limiters. The linearity of the transport schemes used in Goddard Earth Observing System version 5 (GEOS-5), as well as a number of other schemes, is analyzed using a simple 1D setup. The linearized version of GEOS-5 is then tested using a linear third order scheme in the tangent linear version.
The goal of this work is to present a fast and viable approach for the numerical solution of the high-contrast state problems arising in topology optimization. The optimization process is iterative, and the gradients are obtained by an adjoint analysis, which requires the numerical solution of large high-contrast linear elastic problems with features spanning several length scales. The size of the discretized problems forces the utilization of iterative linear solvers with solution time dependent on the quality of the preconditioner. The lack of clear separation between the scales, as well as the high-contrast, imposes severe challenges on the standard preconditioning techniques. Thus, here we propose new methods for the high-contrast elasticity equation with performance independent of the high-contrast and the multi-scale structure of the elasticity problem. The solvers are based on two-levels domain decomposition techniques with a carefully constructed coarse level to deal with the high-contrast and multi-scale nature of the problem. The construction utilizes spectral equivalence between scalar diffusion and each displacement block of the elasticity problems and, in contrast to previous solutions proposed in the literature, is able to select the appropriate dimension of the coarse space automatically. The new methods inherit the advantages of domain decomposition techniques, such as easy parallelization and scalability. Finally, the presented numerical experiments demonstrate the excellent performance of the proposed methods.
This paper presents a discrete adjoint version of the recently developed non-intrusive least squares shadowing (NILSS) algorithm, which circumvents the instability that conventional adjoint methods encounter for chaotic systems. The NILSS approach involves solving a smaller minimization problem than other shadowing approaches and can be implemented with only minor modifications to preexisting tangent and adjoint solvers. Adjoint NILSS is demonstrated on a small chaotic ODE, a one-dimensional scalar PDE, and a direct numerical simulation (DNS) of the minimal flow unit, a turbulent channel flow on a small spatial domain. This is the first application of an adjoint shadowing-based algorithm to a three-dimensional turbulent flow. - Highlights: • A discrete adjoint non-intrusive least squares shadowing (NILSS) is presented. • The NILSS approach is closely related to multiple shooting shadowing (MSS). • Adjoint NILSS prevents exponential growth in time of the adjoint field. • Adjoint NILSS is demonstrated on a simulation of wall-bounded turbulent flow.
This paper introduces a statistical treatment of inverse problems constrained by models with stochastic terms. The solution of the forward problem is given by a distribution represented numerically by an ensemble of simulations. The goal is to formulate the inverse problem, in particular the objective function, to find the closest forward distribution (i.e., the output of the stochastic forward problem) that best explains the distribution of the observations in a certain metric. We use proper scoring rules, a concept employed in statistical forecast verification, namely energy, variogram, and hybrid (i.e., combination of the two) scores. We study the performance of the proposed formulation in the context of two applications: a coefficient field inversion for subsurface flow governed by an elliptic partial differential equation with a stochastic source and a parameter inversion for power grid governed by differential-algebraic equations. In both cases we show that the variogram and the hybrid scores produce better parameter inversion results than does the energy score, whereas the energy score leads to better probabilistic predictions.
A numerical approach for the treatment of optimal shape problems governed by the Euler equations is discussed. Focus is on flows with embedded shocks. A very simple problem is considered: the design of a quasi-one-dimensional Laval nozzle. A cost function and a set of Lagrange multipliers are introduced to achieve the minimum. The nature of the resulting costate equations is discussed. A theoretical difficulty that arises for cases with embedded shocks is pointed out and solved. Finally, some results are given to illustrate the effectiveness of the method.
Flutter is a critical factor in designing and certifying aircraft. The linearized frequency-domain method offers a lower cost alternative to time-marching computational fluid dynamics for high-fidelity flutter analysis. In this work, adjoint-based sensitivities are added to a flutter analysis based on the linearized frequency-domain method to efficiently compute derivatives of flutter cost functions with respect to design variables or uncertain parameters. The derivation of the adjoint equations, which involve complications such as derivatives of a nonlinear generalized eigenvalue problem with complex-valued inputs and derivatives of the linearized Navier-Stokes equations, is provided. The implemented adjoint terms and derivatives are verified before demonstrating the approach for derivatives of flutter dynamic pressure with respect to Mach number for the AGARD 445.6 wing.
Adjoint-based optimization methods are attractive for aerodynamic shape design primarily due to their computational costs being independent of the dimensionality of the input space and their ability to generate high-fidelity gradients that can then be used in a gradient-based optimizer. This makes them very well suited for high-fidelity simulation based aerodynamic shape optimization of highly parametrized geometries such as aircraft wings. However, the development of adjoint-based solvers involve careful mathematical treatment and their implementation require detailed software development. Furthermore, they can become prohibitively expensive when multiple optimization problems are being solved, each requiring multiple restarts to circumvent local optima. In this work, we propose a machine learning enabled, surrogate-based framework that replaces the expensive adjoint solver, without compromising on predicting predictive accuracy. Specifically, we first train a deep neural network (DNN) from training data generated from evaluating the high-fidelity simulation model on a model-agnostic design of experiments on the geometry shape parameters. The optimum shape may then be computed by using a gradient-based optimizer coupled with the trained DNN. Subsequently, we also perform a gradient-free Bayesian optimization, where the trained DNN is used as the prior mean. We observe that the latter framework (DNN-BO) improves upon the DNN-only based optimization strategy for the same computational cost. Overall, this framework predicts the true optimum with very high accuracy, while requiring far fewer high-fidelity function calls compared to the adjoint-based method. Furthermore, we show that multiple optimization problems can be solved with the same machine learning model with high accuracy, to amortize the offline costs associated with constructing our models. Our methodology finds applications in the early stages of aerospace design. (C) 2021 Published by Elsevier Masson SAS.
The stabilized finite element solver, FUN3D-SFE, along with the grid mechanics package refine are verified for aerospace applications of laminar and turbulent flow simulations. The current verification exercise represents an extension of previous research using FUN3D-SFEwith adjoint-based mesh adaptation to generate highly anisotropic adapted meshes for inviscid problems. Adaptations are performed using a solution-based approach that controls the Lpnorm of Mach number interpolation error and an adjoint-based approach that controls the error in some output functional. Adaptive results are shown for laminar subsonic flow over a delta wing, laminar subsonic flow over ONERA M6 wing, inviscid supersonic flow over a sonic boom test case, and a turbulent flow over a high lift configuration (JAXA Standard Model). Mesh convergence results are also compared with results from FUN3D-FV (Finite Volume) whenever available. For all test cases considered, FUN3D-SFE gives significantly better accurate results than FUN3D-FV on coarse meshes.
An algorithm is proposed for the computation of streamfunction and velocity potential from given horizontal velocity vectors based on solving a minimization problem. To guarantee the uniqueness of the solution and computational reliability of the algorithm, a Tikhonov regularization is applied. The solution implies that the obtained streamfunction and velocity potential have minimal magnitude, while the given velocity vectors can be accurately reconstructed from the computed streamfunction and velocity potential. Because the formulation of the minimization problem allows for circumventing the explicit specification of separate boundary conditions on the streamfunction and velocity potential, the algorithm is easily applicable to irregular domains. By using an advanced minimization algorithm with the use of adjoint techniques, the method is computationally efficient and suitable for problems with large dimensions. An example is presented for coastal oceans to illustrate the practical application of the algorithm.
Optimization-based coupling (OBC) is an attractive alternative to traditional Lagrange multiplier approaches in multiple modeling and simulation contexts. However, application of OBC to time-dependent problems has been hindered by the computational cost of finding the stationary points of the associated Lagrangian, which requires primal and adjoint solves. This issue can be mitigated by using OBC in conjunction with computationally efficient reduced order models (ROMs). To demonstrate the potential of this combination, in this paper, we develop an optimization-based ROM-ROM coupling for a transient advection-diffusion transmission problem. We pursue the “optimize-then-reduce” path toward solving the minimization problem at each time step and solve reduced space adjoint system of equations, where the main challenge in this formulation is the generation of adjoint snapshots and reduced bases for the adjoint systems required by the optimizer. One of the main contributions of the paper is a new technique for an efficient adjoint snapshot collection for gradient-based optimizers in the context of optimization-based ROM-ROM couplings. In conclusion, we present numerical studies demonstrating the accuracy of the approach along with comparison between various approaches for selecting a reduced order basis for the adjoint systems, including decay of snapshot energy, average iteration counts, and timings.
Rattlesnake and MAMMOTH are the designated TREAT analysis tools currently being developed at the Idaho National Laboratory. Concurrent with development of the multi-physics, multi-scale capabilities, sensitivity analysis and uncertainty quantification (SA/UQ) capabilities are required for predicitive modeling of the TREAT reactor. For steady-state SA/UQ, that is essential for setting initial conditions for the transients, generalized perturbation theory (GPT) will be used. This work describes the implementation of a PETSc based solver for the generalized adjoint equations that constitute a inhomogeneous, rank deficient problem. The standard approach is to use an outer iteration strategy with repeated removal of the fundamental mode contamination. The described GPT algorithm directly solves the GPT equations without the need of an outer iteration procedure by using Krylov subspaces that are orthogonal to the operator’s nullspace. Three test problems are solved and provide sufficient verification for the Rattlesnake’s GPT capability. We conclude with a preliminary example evaluating the impact of the Boron distribution in the TREAT reactor using perturbation theory.