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Results for “Approximate Jacobian”

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.

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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2020

A computationally-efficient method for flamelet calculations

A new open-source code for the simulation of the diffusion flamelet equations is proposed. Emphasis is placed on using an approximate Jacobian to reduce the computational cost of the matrix operations. Performance of the proposed solvers is tested by performing flamelet calculations with kinetic mechanisms of varying sizes. For the unity Lewis number equations, the present iterative Newton solver using an approximate Jacobian greatly outperforms direct Newton solvers using exact Jacobians. The computation cost scales linearly with the number of species, leading to a reduction in solution times by two orders of magnitude for mechanisms containing thousands of species. The applicability of the Jacobian approximations to the solution of the non-unity Lewis number flamelet equations is assessed. The approximations are generally inadequate to solve the full non-unity Lewis number equations but can be used in some applications depending on the balance of terms in the flamelet equations. As an example, the flamelet solver is applied to the study of sooting tendencies in laminar co-flow diffusion flames where modified non-unity Lewis number flamelet equations, previously shown to accurately reproduce experimentally-measured Yield Sooting Indices (YSI), are solved. Here, the accelerated flamelet solver is well suited for sensitivity analysis and uncertainty quantification with large detailed kinetic mechanisms, tasks for which the computational cost was previously prohibitive.

42 ENGINEERING↗
DOE OSTI2023

A projection-based analytical Jacobian framework for chemical kinetics applications

A major challenge in simulating complex combustion systems with detailed chemical kinetic models is the cost of integrating the chemical source terms, often done using stiff ODE solvers that require frequent Jacobian evaluations. Using analytically derived Jacobian matrices instead of divided-difference-based numerical Jacobian approximations can significantly reduce the associated computational cost. However, ambiguities arise in the formulation of analytical Jacobians because the chemical state of the system, or state vector, can be expressed in multiple ways, involving variables that are typically not independent from one another. Here, in this work, the consequences of those ambiguities on practical calculations are characterized in detail, and a generalized, projection-based framework is proposed as a mitigation strategy. Performances are assessed in a series of test cases involving a variety of configurations and numerical solution approaches. Results show that with proper treatment, commonly used analytical Jacobian formulations can be considered as equivalent for practical purposes, thereby alleviating concerns that the state vector chosen to express the governing equations and corresponding analytical Jacobian may significantly impact the accuracy of the simulations.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
NASA NTRS1989

Nonlinear control via approximate input-output linearization - The ball and beam example

This paper presents an approach for the approximate input-output linearization of nonlinear systems, particularly those for which relative degree is not well defined. It is shown that there is a great deal of freedom in the selection of an approximation and that, by designing a tracking controller based on the approximating system, tracking of reasonable trajectories can be achieved with small error. The approximating system is itself a nonlinear system, with the difference that it is input-output linearizable by state feedback. Some properties of the accuracy of the approximation are demonstrated and, in the context of the ball and beam example, it is shown to be far superior to the Jacobian approximation. The results are focused on finding regular SISO systems which are close to systems which are not regular and controlling these approximate regular systems.

Hauser, John↗
DOE OSTI2021

Multirate linearly-implicit GARK schemes

Many complex applications require the solution of initial-value problems where some components change fast, while others vary slowly. Multirate schemes apply different step sizes to resolve different components of the system, according to their dynamics, in order to achieve increased computational efficiency. The stiff components of the system, fast or slow, are best discretized with implicit base methods in order to ensure numerical stability. To this end, linearly implicit methods are particularly attractive as they solve only linear systems of equations at each step. This paper develops the Multirate GARK-ROS/ROW (MR-GARK-ROS/ROW) framework for linearly-implicit multirate time integration. The order conditions theory considers both exact and approximative Jacobians. The effectiveness of implicit multirate methods depends on the coupling between the slow and fast computations; an array of efficient coupling strategies and the resulting numerical schemes are analyzed. Multirate infinitesimal step linearly-implicit methods, that allow arbitrarily small micro-steps and offer extreme computational flexibility, are constructed. The new unifying framework includes existing multirate Rosenbrock(-W) methods as particular cases, and opens the possibility to develop new classes of highly effective linearly implicit multirate integrators.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Partitioned exponential methods for coupled multiphysics systems

Multiphysics problems involving two or more coupled physical phenomena are ubiquitous in science and engineering. This work develops a new partitioned exponential approach for the time integration of multiphysics problems. After a possible semi-discretization in space, the class of problems under consideration is modeled by a system of ordinary differential equations where the right-hand side is a summation of two component functions, each corresponding to a given set of physical processes. The partitioned-exponential methods proposed herein evolve each component of the system via an exponential integrator, and information between partitions is exchanged via coupling terms. Here, the traditional approach to constructing exponential methods, based on the variation-of-constants formula, is not directly applicable to partitioned systems. Rather, our approach to developing new partitioned-exponential families is based on a general-structure additive formulation of the schemes. Two method formulations are considered, one based on a linear-nonlinear splitting of the right hand component functions, and another based on approximate Jacobians. The paper develops classical (non-stiff) order conditions theory for partitioned exponential schemes based on particular families of T-trees and B-series theory. Several practical methods of third order are constructed that extend the Rosenbrock-type and EPIRK families of exponential integrators. Several implementation optimizations specific to the application of these methods to reaction-diffusion systems are also discussed. Numerical experiments reveal that the new partitioned-exponential methods can perform better than traditional unpartitioned exponential methods on some problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2025

Convergence Analysis of the Alternating Anderson–Picard Method for Nonlinear Fixed-Point Problems

Anderson acceleration (AA) has been widely used to solve nonlinear fixed-point problems due to its rapid convergence. This work focuses on a variant of AA in which multiple Picard iterations are performed between each AA step, referred to as the Alternating Anderson–Picard (AAP) method. Furthermore, despite introducing more “slow” Picard iterations, this method has been shown to be efficient and even more robust in both linear and nonlinear cases. However, there is a lack of theoretical analysis for AAP in the nonlinear case. In this paper, we address this gap by establishing the equivalence between AAP and a multisecant-GMRES method that uses GMRES to solve a multisecant linear system at each iteration. From this perspective, we show that AAP “converges” to the Newton-GMRES method. Specifically, as the residual approaches zero, the multisecant matrix, the approximate Jacobian inverse, the search direction, and the optimization gain of AAP converge to their counterparts in the Newton-GMRES method. These connections provide insights for analyzing the asymptotic convergence properties of AAP. Consequently, we show that AAP is locally 𝑞-linear convergent and provide an upper bound for the convergence factor of AAP. To validate the theoretical results, numerical examples are provided.

Anderson acceleration↗
NASA NTRSDate not supplied

Improvements in Iterative Convergence of FUN3D Solutions

This paper presents a hierarchical adaptive nonlinear iteration method (HANIM) implemented in NASA computational fluid dynamics code, FUN3D, to improve robustness and computational efficiency of FUN3Dsolutions. In contrast to the baseline iterative solver that relies on an approximate Jacobian, a simple multicolor Gauss-Seidel point-implicit iteration scheme, and linear CFL ramping, HANIM is based upon a hierarchy of modules including pre conditioner, generalized conjugate residual, realizability check, nonlinear control,and CFL adaption modules. HANIM performance is systematically compared with the performance of the baseline solver. The iterative solutions are compared for three aerodynamic benchmark cases: a subsonic separated flow around a hemisphere cylinder, a supersonic flow through a long duct, and a subsonic flow over the NASA wing-body juncture model. Two Reynolds-averaged Navier-Stokes turbulence models are used in these computations, namely, the negative variant of the linear one-equation Spalart-Allmar as model and its nonlinear extension based on quadratic constitutive relations.

Li Wang↗
NASA NTRSDate not supplied

Improvements in Iterative Convergence of FUN3D Solutions

This paper presents a hierarchical adaptive nonlinear iteration method (HANIM) implemented in the NASA computational fluid dynamics code, FUN3D, to improve robustness and computational efficiency. In contrast to the legacy FUN3D iterative solver that relies on an approximate Jacobian, a simple multicolor Gauss-Seidel point-implicit iteration scheme, and linear Courant-Friedrichs-Lewy number (CFL) ramping, HANIM is based upon a hierarchy of modules including preconditioner, generalized conjugate residual, realizability check, nonlinear control, and CFL adaption modules. HANIM performance is systematically compared with the performance of the legacy solver of FUN3D and a baseline solver based on a preconditioner alone. Iterative solutions are compared for three benchmark cases: a subsonic separated flow around a hemisphere cylinder, a supersonic flow through a long duct, and a subsonic flow over the NASA wing-fuselage juncture model. Two Reynolds-averaged Navier-Stokes turbulence models are used in these computations, namely, the negative variant of the linear one-equation Spalart-Allmaras model and its nonlinear extension based on quadratic constitutive relations.

CFD↗
NASA NTRS1981

Approximations of satellite stability

Modifications and corrections are presented to relations obtained in an investigation conducted by Szebehely (1978), who has discussed the problem of Hill's (1878) stability of satellites in the restricted problem of three bodies. Attention is given to an approximation of the Jacobian constant for the satellite, the critical value of the Jacobian constant, and approximate solutions.

Markellos, V. V.↗
NASA NTRS1987

A computational procedure for automated flutter analysis

A direct solution procedure for computing the flutter Mach number and the flutter frequency is applied to the aeroelastic analysis of propfans using a finite element structural model and an unsteady aerodynamic model based on a three-dimensional subsonic compressible lifting surface theory. An approximation to the Jacobian matrix that improves the efficiency of the iterative process is presented. The Jacobian matrix is indirectly approximated from approximate derivatives of the flutter matrix. Examples are used to illustrate the convergence properties. The direct solution procedure facilitates the automated flutter analysis in addition to contributing to the efficient use of computer time as well as the analyst's time.

Murthy, Durbha V.↗
NASA NTRS1988

A computational procedure for automated flutter analysis

A direct solution procedure for computing the flutter Mach number and the flutter frequency is applied to the aeroelastic analysis of propfans using an unsteady aerodynamic model based on a three-dimensional subsonic compressible lifting surface theory. An approximation to the Jacobian matrix that improves the efficiency of the iterative process is presented. The Jacobian matrix is indirectly approximated from approximate derivatives of the flutter matrix. Examples are used to illustrate the convergence properties. The direct solution procedure facilitates the automated flutter analysis in addition to contributing to the efficient use of computer time as well as the analyst's time.

Murthy, Durbha V.↗
NASA NTRS1989

A computational procedure for automated flutter analysis

A direct solution procedure for computing the flutter Mach number and the flutter frequency is applied to the aeroelastic analysis of propfans using a finite element structural model and an unsteady aerodynamic model based on a three-dimensional subsonic compressible lifting surface theory. An approximation to the Jacobian matrix that improves the efficiency of the iterative process is presented. The Jacobian matrix is indirectly approximated from approximate derivatives of the flutter matrix, which are updated only in the direction of the last move. Examples are used to illustrate the convergence properties. The direct solution procedure facilitates the automated flutter analysis in addition to contributing to the efficient use of computer time as well as the analyst's time.

Murthy, Durbha V.↗
DOE OSTI2024

Development of Segregated Thermal-Hydraulics Solvers in MOOSE

The simulation of fluid flows is an essential part of the design and analysis of nuclear systems. Algorithms able to simulate flows at different fidelity levels are available in the Multiphysics Object-Oriented Simulation Environment (MOOSE) and MOOSE-based applications such as Pronghorn \cite{novak2018pronghorn}, Pronghorn-Subchannel, RELAP-7, and SAM. Currently, significant effort is being invested in the development of coarse-mesh Computational Fluid Dynamics (CFD) capabilities within MOOSE and Pronghorn for the simulation of Generation IV nuclear reactors. Traditionally, the solution algorithms in MOOSE have relied on Newton or quasi-Newton methods (such as the preconditioned Jacobian-free Newton-Krylov method) where residuals and Jacobians (or approximations thereof) are constructed. Both Newton and quasi-Newton methods require the solution of a linear system at each nonlinear Newton iteration with the Jacobian as the system matrix. The Jacobian contains blocks originating from all variables in the problem (i.e., for thermal-hydraulics at least pressure, velocities, and temperature). Due to the formulation of the problem in a general multiphysics setting on unstructured mesh, creating a good preconditioner for the linear system can be challenging, thus many fluid applications have utilized direct solver-based methods such as LU factorization. However, with increasing system size and complexity in multi-dimensional problems, the direct solution of linear systems becomes computationally expensive both in execution time and and memory. For this reason, recent effort has focused on adapting segregated solution algorithms for CFD problems in MOOSE. These algorithms use fixed-point iteration between segregated systems whose assembly and preconditioning are easier those of the monolithic system. Initial results show that the segregated solution algorithm outperforms the monolithic approach in terms of memory usage and for large 3D problems in terms of CPU time as well.

42 ENGINEERING↗
DOE OSTI2024

Development of Segregated Thermal-Hydraulics Solvers in MOOSE

The simulation of fluid flows is an essential part of the design and analysis of nuclear systems. Algorithms able to simulate flows at different fidelity levels are available in the Multiphysics Object-Oriented Simulation Environment (MOOSE) and MOOSE-based applications such as Pronghorn \cite{novak2018pronghorn}, Pronghorn-Subchannel, RELAP-7, and SAM. Currently, significant effort is being invested in the development of coarse-mesh Computational Fluid Dynamics (CFD) capabilities within MOOSE and Pronghorn for the simulation of Generation IV nuclear reactors. Traditionally, the solution algorithms in MOOSE have relied on Newton or quasi-Newton methods (such as the preconditioned Jacobian-free Newton-Krylov method) where residuals and Jacobians (or approximations thereof) are constructed. Both Newton and quasi-Newton methods require the solution of a linear system at each nonlinear Newton iteration with the Jacobian as the system matrix. The Jacobian contains blocks originating from all variables in the problem (i.e., for thermal-hydraulics at least pressure, velocities, and temperature). Due to the formulation of the problem in a general multiphysics setting on unstructured mesh, creating a good preconditioner for the linear system can be challenging, thus many fluid applications have utilized direct solver-based methods such as LU factorization. However, with increasing system size and complexity in multi-dimensional problems, the direct solution of linear systems becomes computationally expensive both in execution time and and memory. For this reason, recent effort has focused on adapting segregated solution algorithms for CFD problems in MOOSE. These algorithms use fixed-point iteration between segregated systems whose assembly and preconditioning are easier those of the monolithic system. Initial results show that the segregated solution algorithm outperforms the monolithic approach in terms of memory usage and for large 3D problems in terms of CPU time as well.

42 ENGINEERING↗
NASA NTRS1991

Discretized Newton-relaxation solution of high resolution flux-difference split schemes

A method is presented for the implicit solution of high resolution flux-difference split schemes for which it is impractical to obtain the Jacobian matrix analytically. The method is used frequently in numerical schemes for solving nonlinear systems of equations, but apparently has not been used to date for approximating the Jacobian of the Roe numerical flux vectors. The method consists of obtaining a discretized Jacobian by using simple finite-differences of the flux vectors, and then using this discretized Jacobian in a Newton-relaxation solution method. The method is applied to both compressible and incompressible flows. Numerical results are presented that demonstrate the method works for both inviscid and viscous flows.

Whitfield, David L.↗
DOE OSTI2022

Preconditioned least‐squares Petrov–Galerkin reduced order models

Abstract In this article, we introduce a methodology for improving the accuracy and efficiency of reduced order models (ROMs) constructed using the least‐squares Petrov–Galerkin (LSPG) projection method through the introduction of preconditioning. Unlike prior related work, which focuses on preconditioning the linear systems arising within the ROM numerical solution procedure to improve linear solver performance, our approach leverages a preconditioning matrix directly within the minimization problem underlying the LSPG formulation. Applying preconditioning in this way has the potential to improve ROM accuracy for several reasons. First, preconditioning the LSPG formulation changes the norm defining the residual minimization, which can improve the residual‐based stability constant bounding the ROM solution's error. The incorporation of a preconditioner into the LSPG formulation can have the additional effect of scaling the components of the residual being minimized to make them roughly of the same magnitude, which can be beneficial when applying the LSPG method to problems with disparate scales (e.g., dimensional equations, multi‐physics problems). Importantly, we demonstrate that an “ideal preconditioned” LSPG ROM (a ROM in which the preconditioner is the inverse of the Jacobian of its corresponding full order model) emulates projection of the full order model solution increment onto the reduced basis. This quantity defines a lower bound on the error of a ROM solution for a given reduced basis. By designing preconditioners that approximate the Jacobian inverse—as is common in designing preconditioners for solving linear systems—it is possible to obtain a ROM whose error approaches this lower bound. The proposed approach is evaluated on several mechanical and thermo‐mechanical problems implemented within the Albany HPC code and run in the predictive regime, with prediction across material parameter space. We demonstrate numerically that the introduction of simple Jacobi, Gauss‐Seidel, and ILU preconditioners into the proper orthogonal decomposition/LSPG formulation reduces significantly the ROM solution error, the reduced Jacobian condition number, the number of nonlinear iterations required to reach convergence, and the wall time (thereby improving efficiency). Moreover, our numerical results reveal that the introduction of preconditioning can deliver a robust and accurate solution for test cases in which the unpreconditioned LSPG method fails to converge.

Lindsay, Payton↗
NASA NTRS1991

A parallel trajectory optimization tool for aerospace plane guidance

A parallel trajectory optimization algorithm is being developed. One possible mission is to provide real-time, on-line guidance for the National Aerospace Plane. The algorithm solves a discrete-time problem via the augmented Lagrangian nonlinear programming algorithm. The algorithm exploits the dynamic programming structure of the problem to achieve parallelism in calculating cost functions, gradients, constraints, Jacobians, Hessian approximations, search directions, and merit functions. Special additions to the augmented Lagrangian algorithm achieve robust convergence, achieve (almost) superlinear local convergence, and deal with constraint curvature efficiency. The algorithm can handle control and state inequality constraints such as angle-of-attack and dynamic pressure constraints. Portions of the algorithm have been tested. The nonlinear programming core algorithm performs well on a variety of static test problems and on an orbit transfer problem. The parallel search direction algorithm can reduce wall clock time by a factor of 10 for this part of the computation task.

Psiaki, Mark L.↗
NASA NTRS1993

Multigrid properties of upwind-biased data reconstructions

The multigrid properties of two data reconstruction methods used for achieving second-order spatial accuracy when solving the two-dimensional Euler equations are examined. The data reconstruction methods are used with an implicit upwind algorithm which uses linearized backward-Euler time-differencing. The solution of the resulting linear system is performed by an iterative procedure. In the present study only regular quadrilateral grids are considered, so a red-black Gauss-Seidel iteration is used. Although the Jacobian is approximated by first-order upwind extrapolation, two alternative data reconstruction techniques for the flux integral that yield higher-order spatial accuracy at steady state are examined. The first method, probably most popular for structured quadrilateral grids, is based on estimating the cell gradients using one-dimensional reconstruction along curvilinear coordinates. The second method is based on Green's theorem. Analysis and numerical results for the two dimensional Euler equations show that data reconstruction based on Green's theorem has superior multigrid properties as compared to the one-dimensional data reconstruction method.

Warren, Gary P.↗