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Results for “Quadratic convergence”

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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NASA NTRS1986

An efficient method for solving the steady Euler equations

An efficient numerical procedure for solving a set of nonlinear partial differential equations is given, specifically for the steady Euler equations. Solutions of the equations were obtained by Newton's linearization procedure, commonly used to solve the roots of nonlinear algebraic equations. In application of the same procedure for solving a set of differential equations we give a theorem showing that a quadratic convergence rate can be achieved. While the domain of quadratic convergence depends on the problems studied and is unknown a priori, we show that firstand second-order derivatives of flux vectors determine whether the condition for quadratic convergence is satisfied. The first derivatives enter as an implicit operator for yielding new iterates and the second derivatives indicates smoothness of the flows considered. Consequently flows involving shocks are expected to require larger number of iterations. First-order upwind discretization in conjunction with the Steger-Warming flux-vector splitting is employed on the implicit operator and a diagonal dominant matrix results. However the explicit operator is represented by first- and seond-order upwind differencings, using both Steger-Warming's and van Leer's splittings. We discuss treatment of boundary conditions and solution procedures for solving the resulting block matrix system. With a set of test problems for one- and two-dimensional flows, we show detailed study as to the efficiency, accuracy, and convergence of the present method.

Liou, M. S.↗
NASA NTRS1989

A parallel algorithm for the eigenvalues and eigenvectors for a general complex matrix

A new parallel Jacobi-like algorithm is developed for computing the eigenvalues of a general complex matrix. Most parallel methods for this parallel typically display only linear convergence. Sequential norm-reducing algorithms also exit and they display quadratic convergence in most cases. The new algorithm is a parallel form of the norm-reducing algorithm due to Eberlein. It is proven that the asymptotic convergence rate of this algorithm is quadratic. Numerical experiments are presented which demonstrate the quadratic convergence of the algorithm and certain situations where the convergence is slow are also identified. The algorithm promises to be very competitive on a variety of parallel architectures.

Shroff, Gautam↗
NASA NTRS1986

An efficient method for solving the steady Euler equations

An efficient numerical procedure for solving a set of nonlinear partial differential equations, the steady Euler equations, using Newton's linearization procedure is presented. A theorem indicating quadratic convergence for the case of differential equations is demonstrated. A condition for the domain of quadratic convergence Omega(2) is obtained which indicates that whether an approximation lies in Omega(2) depends on the rate of change and the smoothness of the flow vectors, and hence is problem-dependent. The choice of spatial differencing, of particular importance for the present method, is discussed. The treatment of boundary conditions is addressed, and the system of equations resulting from the foregoing analysis is summarized and solution strategies are discussed. The convergence of calculated solutions is demonstrated by comparing them with exact solutions to one and two-dimensional problems.

Liou, M.-S.↗
NASA NTRS1972

Performance Analysis and Design Synthesis (PADS) computer program. Volume 2: Program description, part 2

The QL module of the Performance Analysis and Design Synthesis (PADS) computer program is described. Execution of this module is initiated when and if subroutine PADSI calls subroutine GROPE. Subroutine GROPE controls the high level logical flow of the QL module. The purpose of the module is to determine a trajectory that satisfies the necessary variational conditions for optimal performance. The module achieves this by solving a nonlinear multi-point boundary value problem. The numerical method employed is described. It is an iterative technique that converges quadratically when it does converge. The three basic steps of the module are: (1) initialization, (2) iteration, and (3) culmination. For Volume 1 see N73-13199.

Source record↗
NASA NTRS1996

Conversion of Osculating Orbital Elements to Mean Orbital Elements

Orbit determination and ephemeris generation or prediction over relatively long elapsed times can be accomplished with mean elements. The most simple and efficient method for orbit determination, which is also known as epoch point conversion, performs the conversion of osculating elements to mean elements by iterative procedures. Previous epoch point conversion methods are restricted to shorter elapsed times with linear convergence. The new method presented in this paper calculates an analytic initial guess of the unknown mean elements from a first order theory of secular perturbations and computes a transition matrix with accurate numerical partials. It thereby eliminates the problem of an inaccurate initial guess and an identity transition matrix employed by previous methods. With a good initial guess of the unknown mean elements and an accurate transition matrix, converging osculating elements to mean elements can be accomplished over long elapsed times with quadratic convergence.

Der, Gim J.↗
NASA NTRS1992

Upwind relaxation methods for the Navier-Stokes equations using inner iterations

A subsonic and a supersonic problem are respectively treated by an upwind line-relaxation algorithm for the Navier-Stokes equations using inner iterations to accelerate steady-state solution convergence and thereby minimize CPU time. While the ability of the inner iterative procedure to mimic the quadratic convergence of the direct solver method is attested to in both test problems, some of the nonquadratic inner iterative results are noted to have been more efficient than the quadratic. In the more successful, supersonic test case, inner iteration required only about 65 percent of the line-relaxation method-entailed CPU time.

Taylor, Arthur C., III↗
NASA NTRS1996

The Newton Modified Barrier Method for QP Problems

The Modified Barrier Functions (MBF) have elements of both Classical Lagrangians (CL) and Classical Barrier Functions (CBF). The MBF methods find an unconstrained minimizer of some smooth barrier function in primal space and then update the Lagrange multipliers, while the barrier parameter either remains fixed or can be updated at each step. The numerical realization of the MBF method leads to the Newton MBF method, where the primal minimizer is found by using Newton's method. This minimizer is then used to update the Lagrange multipliers. In this paper, we examine the Newton MBF method for the Quadratic Programming (QP) problem. It will be shown that under standard second-order optimality conditions, there is a ball around the primal solution and a cut cone in the dual space such that for a set of Lagrange multipliers in this cut cone, the method converges quadratically to the primal minimizer from any point in the aforementioned ball, and continues to do so after each Lagrange multiplier update. The Lagrange multipliers remain within the cut cone and converge linearly to their optimal values. Any point in this ball will be called a "hot start". Starting at such a "hot start", at most Omicron(1n 1n epsilon(exp -1)) Newton steps are sufficient to perform the primal minimization which is necessary for the Lagrange multiplier update. Here, epsilon > 0 is the desired accuracy. Because of the linear convergence of the Lagrange multipliers, this means that only Omicron(1n epsilon(exp -1))omicron(ln 1n epsilon(exp-1)) Newton steps are required to reach an epsilon-approximation to the solution from any "hot start". In order to reach the "hot start", one has to perform Omicron(square root(m) 1n C) Newton steps, where m characterizes the size of the problem and C > 0 is the condition number of the QP problem. This condition number will be characterized explicitly in terms of key parameters of the QP problem, which in turn depend on the input data and the size of the problem.

Melman, A.↗
NASA NTRS1987

Extrapolation methods for vector sequences

This paper derives, describes, and compares five extrapolation methods for accelerating convergence of vector sequences or transforming divergent vector sequences to convergent ones. These methods are the scalar epsilon algorithm (SEA), vector epsilon algorithm (VEA), topological epsilon algorithm (TEA), minimal polynomial extrapolation (MPE), and reduced rank extrapolation (RRE). MPE and RRE are first derived and proven to give the exact solution for the right 'essential degree' k. Then, Brezinski's (1975) generalization of the Shanks-Schmidt transform is presented; the generalized form leads from systems of equations to TEA. The necessary connections are then made with SEA and VEA. The algorithms are extended to the nonlinear case by cycling, the error analysis for MPE and VEA is sketched, and the theoretical support for quadratic convergence is discussed. Strategies for practical implementation of the methods are considered.

Smith, David A.↗
NASA NTRS1976

Gradient optimization and nonlinear control

The book represents an introduction to computation in control by an iterative, gradient, numerical method, where linearity is not assumed. The general language and approach used are those of elementary functional analysis. The particular gradient method that is emphasized and used is conjugate gradient descent, a well known method exhibiting quadratic convergence while requiring very little more computation than simple steepest descent. Constraints are not dealt with directly, but rather the approach is to introduce them as penalty terms in the criterion. General conjugate gradient descent methods are developed and applied to problems in control.

Hasdorff, L.↗
NASA NTRS1983

Finite element calculation of buoyancy-driven convection near a melt/solid phase boundary

Two iterative schemes based on the mixed finite element method are developed for analyzing steady natural convection in a melt adjacent to its solid phase. The simplest method decouples the calculation of the field variables and the shape of the melt/solid interface into two interlocked iterations that are performed successively. The second method uses Newton's iteration to solve simultaneously for both types of unknowns and has a quadratic convergence rate. Results for a model problem of melt and solid in a cylindrical ampoule show the Newton algorithm to be a factor of three more efficient.

Chang, C. J.↗
NASA NTRS1987

Vortex breakdown simulation

In this paper, steady, axisymmetric inviscid, and viscous (laminar) swirling flows representing vortex breakdown phenomena are simulated using a stream function-vorticity-circulation formulation and two numerical methods. The first is based on an inverse iteration, where a norm of the solution is prescribed and the swirling parameter is calculated as a part of the output. The second is based on direct Newton iterations, where the linearized equations, for all the unknowns, are solved simultaneously by an efficient banded Gaussian elimination procedure. Several numerical solutions for inviscid and viscous flows are demonstrated, followed by a discussion of the results. Some improvements on previous work have been achieved: first order upwind differences are replaced by second order schemes, line relaxation procedure (with linear convergence rate) is replaced by Newton's iterations (which converge quadratically), and Reynolds numbers are extended from 200 up to 1000.

Hafez, M.↗
NASA NTRS1988

Consistent linearization of the element-independent corotational formulation for the structural analysis of general shells

A consistent linearization is provided for the element-dependent corotational formulation, providing the proper first and second variation of the strain energy. As a result, the warping problem that has plagued flat elements has been overcome, with beneficial effects carried over to linear solutions. True Newton quadratic convergence has been restored to the Structural Analysis of General Shells (STAGS) code for conservative loading using the full corotational implementation. Some implications for general finite element analysis are discussed, including what effect the automatic frame invariance provided by this work might have on the development of new, improved elements.

Rankin, C. C.↗
NASA NTRS1988

Newton solution of inviscid and viscous problems

The application of Newton iteration to inviscid and viscous airfoil calculations is examined. Spatial discretization is performed using upwind differences with split fluxes. The system of linear equations which arises as a result of linearization in time is solved directly using either a banded matrix solver or a sparse matrix solver. In the latter case, the solver is used in conjunction with the nested dissection strategy, whose implementation for airfoil calculations is discussed. The boundary conditions are also implemented in a fully implicit manner, thus yielding quadratic convergence. Complexities such as the ordering of cell nodes and the use of a far field vortex to correct freestream for a lifting airfoil are addressed. Various methods to accelerate convergence and improve computational efficiency while using Newton iteration are discussed. Results are presented for inviscid, transonic nonlifting and lifting airfoils and also for laminar viscous cases.

Venkatakrishnan, V.↗
NASA NTRS1988

Fast polar decomposition of an arbitrary matrix

The polar decomposition of an m x n matrix A of full rank, where m is greater than or equal to n, can be computed using a quadratically convergent algorithm. The algorithm is based on a Newton iteration involving a matrix inverse. With the use of a preliminary complete orthogonal decomposition the algorithm can be extended to arbitrary A. How to use the algorithm to compute the positive semi-definite square root of a Hermitian positive semi-definite matrix is described. A hybrid algorithm which adaptively switches from the matrix inversion based iteration to a matrix multiplication based iteration due to Kovarik, and to Bjorck and Bowie is formulated. The decision when to switch is made using a condition estimator. This matrix multiplication rich algorithm is shown to be more efficient on machines for which matrix multiplication can be executed 1.5 times faster than matrix inversion.

Higham, Nicholas J.↗
NASA NTRS1991

Robust control of systems with real parameter uncertainty and unmodelled dynamics

During this research period we have made significant progress in the four proposed areas: (1) design of robust controllers via H infinity optimization; (2) design of robust controllers via mixed H2/H infinity optimization; (3) M-delta structure and robust stability analysis for structured uncertainties; and (4) a study on controllability and observability of perturbed plant. It is well known now that the two-Riccati-equation solution to the H infinity control problem can be used to characterize all possible stabilizing optimal or suboptimal H infinity controllers if the optimal H infinity norm or gamma, an upper bound of a suboptimal H infinity norm, is given. In this research, we discovered some useful properties of these H infinity Riccati solutions. Among them, the most prominent one is that the spectral radius of the product of these two Riccati solutions is a continuous, nonincreasing, convex function of gamma in the domain of interest. Based on these properties, quadratically convergent algorithms are developed to compute the optimal H infinity norm. We also set up a detailed procedure for applying the H infinity theory to robust control systems design. The desire to design controllers with H infinity robustness but H(exp 2) performance has recently resulted in mixed H(exp 2) and H infinity control problem formulation. The mixed H(exp 2)/H infinity problem have drawn the attention of many investigators. However, solution is only available for special cases of this problem. We formulated a relatively realistic control problem with H(exp 2) performance index and H infinity robustness constraint into a more general mixed H(exp 2)/H infinity problem. No optimal solution yet is available for this more general mixed H(exp 2)/H infinity problem. Although the optimal solution for this mixed H(exp 2)/H infinity control has not yet been found, we proposed a design approach which can be used through proper choice of the available design parameters to influence both robustness and performance. For a large class of linear time-invariant systems with real parametric perturbations, the coefficient vector of the characteristic polynomial is a multilinear function of the real parameter vector. Based on this multilinear mapping relationship together with the recent developments for polytopic polynomials and parameter domain partition technique, we proposed an iterative algorithm for coupling the real structured singular value.

Chang, Bor-Chin↗
NASA NTRS1991

A Newton algorithm for complex curve fitting

The problem of synthesizing transfer functions from frequency response measurements is considered. Given a complex vector representing the measured frequency response of a physical system, a transfer function of specified order is determined that minimizes the sum of the magnitude-squared of the frequency response errors. This nonlinear least squares minimization problem is solved by an iterative global descent algorithm of the Newton type which converges quadratically near the minimum. The unknown transfer function is expressed as a sum of second order rational polynomials, a parameterization that facilitates a numerically robust computer implementation. The algorithm is developed for single-input, single-output, causal, stable transfer functions.

Spanos, J. T.↗