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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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All sourcesNASA NTRSDOE OSTI
NASA NTRS1983

Flux vector splitting and approximate Newton methods

In the present investigation, the basic approach is employed to view an iterative scheme as Newton's method or as a modified Newton's method. Attention is given to various modified Newton methods which can arise from differencing schemes for the Euler equations. Flux vector splitting is considered as the basic spatial differencing technique. This technique is based on the partition of a flux vector into groups which have certain properties. The Euler equations fluxes can be split into two groups, the first group having a flux Jacobian with all positive eigenvalues, and the second group having a flux Jacobian with all negative eigenvalues. Flux vector splitting based on a velocity-sound speed split is considered along with the use of numerical techniques to analyze nonlinear systems, and the steady Euler equations for quasi-one-dimensional flow in a nozzle. Results are given for steady flows with shocks.

Jespersen, D. C.↗
DOE OSTI2021

Optimal design of acoustic metamaterial cloaks under uncertainty

In this work, we consider the problem of optimal design of an acoustic cloak under uncertainty and develop scalable approximation and optimization methods to solve this problem. The design variable is taken as an infinite-dimensional spatially-varying field that represents the material property, while an additive infinite-dimensional random field represents the variability of the material property or the manufacturing error. Discretization of this optimal design problem results in high-dimensional design variables and uncertain parameters. To solve this problem, we develop a computational approach based on a Taylor approximation and an approximate Newton method for optimization, which is based on a Hessian derived at the mean of the random field. We show our approach is scalable with respect to the dimension of both the design variables and uncertain parameters, in the sense that the necessary number of acoustic wave propagations is essentially independent of these dimensions, for numerical experiments with up to one million design variables and half a million uncertain parameters. Additionally, we demonstrate that, using our computational approach, an optimal design of the acoustic cloak that is robust to material uncertainty is achieved in a tractable manner. The optimal design under uncertainty problem is posed and solved for the classical circular obstacle surrounded by a ring-shaped cloaking region, subjected to both a single-direction single-frequency incident wave and multiple-direction multiple-frequency incident waves. Finally, we apply the method to a deterministic large-scale optimal cloaking problem with complex geometry, to demonstrate that the approximate Newton method’s Hessian computation is viable for large, complex problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS1989

Algorithm For Solution Of Navier-Stokes Equations

Advantages of two previous algorithms combined. Steady-state Navier-Stokes equations put in implicit finite-difference form solved by approximate Newton iteration. LU-SSOR scheme is new relaxation method combining advantages of LU factorization with Gauss-Seidel relaxation. Vectorizable LU-SSOR scheme, based on central differences, requires scalar diagonal inversions. Application of scheme to approximate Newton iteration of Navier-Stokes equations yields set of equations requiring no implicit smoothing on left side. Only adaptive, total-variation-diminishing, flux-limited dissipation terms added to right side. Algorithm used to predict laminar, turbulent, and hypersonic flows.

Yoon, Seokkwan↗
NASA NTRS1989

Globally convergent techniques in nonlinear Newton-Krylov

Some convergence theory is presented for nonlinear Krylov subspace methods. The basic idea of these methods is to use variants of Newton's iteration in conjunction with a Krylov subspace method for solving the Jacobian linear systems. These methods are variants of inexact Newton methods where the approximate Newton direction is taken from a subspace of small dimensions. The main focus is to analyze these methods when they are combined with global strategies such as linesearch techniques and model trust region algorithms. Most of the convergence results are formulated for projection onto general subspaces rather than just Krylov subspaces.

Brown, Peter N.↗
DOE OSTI2020

On the Solution of ℓ 0 -Constrained Sparse Inverse Covariance Estimation Problems

The sparse inverse covariance matrix is used to model conditional dependencies between variables in a graphical model to fit a multivariate Gaussian distribution. Estimating the matrix from data are well known to be computationally expensive for large-scale problems. Sparsity is employed to handle noise in the data and to promote interpretability of a learning model. Although the use of a convex ℓ 1 regularizer to encourage sparsity is common practice, the combinatorial ℓ 0 penalty often has more favorable statistical properties. In this paper, we directly constrain sparsity by specifying a maximally allowable number of nonzeros, in other words, by imposing an ℓ 0 constraint. Here, we introduce an efficient approximate Newton algorithm using warm starts for solving the nonconvex ℓ 0 -constrained inverse covariance learning problem. Numerical experiments on standard data sets show that the performance of the proposed algorithm is competitive with state-of-the-art methods.

$\ell_0$-Constrained↗
DOE OSTI2021

Distributed and communication-efficient solutions to linear equations with special sparse structure

In this paper we report two distributed and communication-efficient algorithms based on the multi-agent system are proposed to solve a system of linear equations with the Laplacian sparse system matrix. One algorithm is based on the gradient descent method in optimization. In this algorithm, the agents only share partial information instead of all of their collective state vectors to save significant communication. The other algorithm is obtained by approximating Newton’s method for a faster convergence rate. Although it requires twice as much communication as the first one, it is still communication-efficient given the low dimension of the information shared among agents. The convergence at a linear rate is proved for both algorithms, and a comprehensive comparison of their convergence rate, communication burden, and computation costs is also performed. The proposed algorithms can be applied to various systems to solve those problems that can be modeled as a system of linear equations with a Laplacian sparse system matrix. Simulation results with the electric power system illustrate their effectiveness.

42 ENGINEERING↗
DOE OSTI2026

RegularizedOptimization.jl: A Julia framework for regularized and nonsmooth optimization

RegularizedOptimization.jl is a Julia package that implements families of quadratic regularization and trust-region methods for solving the nonsmooth optimization problem $^{\textrm{minimize}}_{𝑥∈ℝ^𝑛}$ 𝑓(𝑥) + ℎ(𝑥) subject to 𝑐(𝑥) = 0, (1) where 𝑓 ∶ ℝ 𝑛 → ℝ and 𝑐 ∶ ℝ 𝑛 → ℝ 𝑚 are continuously differentiable, and ℎ ∶ ℝ 𝑛 → ℝ∪{+∞} is lower semi-continuous. The nonsmooth objective ℎ can be a regularizer, such as a sparsity inducing penalty, model simple constraints, such as 𝑥 belonging to a simple convex set, or can be a combination of both. All 𝑓, ℎ, and 𝑐 can be nonconvex. RegularizedOptimization.jl provides a modular and extensible framework for solving (1), and developing novel solvers. Currently, the following solvers are implemented: • Trust-region solvers TR and TRDH (Aravkin et al., 2022; Leconte & Orban, 2025) • Quadratic regularization solvers R2, R2DH and R2N (Aravkin et al., 2022; Diouane, Habiboullah, et al., 2024) • Levenberg-Marquardt solvers LM and LMTR (Aravkin et al., 2024) used when 𝑓 is a least-squares residual. • Augmented Lagrangian solver AL (De Marchi et al., 2023). All solvers rely on first derivatives of 𝑓 and 𝑐, and optionally on their second derivatives in the form of Hessian-vector products. If second derivatives are not available, quasi-Newton approximations can be used. In addition, the proximal mapping of the nonsmooth part ℎ, or adequate models thereof, must be evaluated. At each iteration, a step is computed by solving a subproblem of the form (1) inexactly, in which 𝑓, ℎ, and 𝑐 are replaced with appropriate models around the current iterate. The solvers R2, R2DH, and TRDH are particularly well suited to solve the subproblems, though they are general enough to solve (1). All solvers are allocation-free, so re-solves incur no additional allocations. To illustrate our claim of extensibility, a first version of the AL solver was implemented by an external contributor. Furthermore, a nonsmooth penalty approach, described in Diouane, Gollier, et al. (2024), is currently being developed, that relies on the library to efficiently solve the subproblems.

Gollier, Maxence [Polytechnique Montréal, QC (Cana↗
NASA NTRS1986

An LU-SSOR scheme for the Euler and Navier-Stokes equations

A new multigrid relaxation scheme, lower-upper symmetric successive overrelaxation (LU-SSOR) is developed for the steady-state solution of the Euler and Navier-Stokes equations. The scheme, which is based on central differences, does not require flux splitting for approximate Newton iteration. Application to transonic flow shows that the new method is efficient and robust. The vectorizable LU-SSOR scheme needs only scalar diagonal inversions.

Yoon, Seokkwan↗
NASA NTRS1987

An LU-SSOR scheme for the Euler and Navier-Stokes equations

A new multigrid relaxation scheme, lower-upper symmetric successive overrelaxation (LU-SSOR) is developed for the steady-state solution of the Euler and Navier-Stokes equations. The scheme, which is based on central differences, does not require flux splitting for approximate Newton iteration. Application to transonic flow shows that the new method is efficient and robust. The vectorizable LU-SSOR scheme needs only scalar diagonal inversions.

Yoon, Seokkwan↗
NASA NTRS1989

High speed corner and gap-seal computations using an LU-SGS scheme

The hybrid Lower-Upper Symmetric Gauss-Seidel (LU-SGS) algorithm was added to a widely used series of 2D/3D Euler/Navier-Stokes solvers and was demonstrated for a particular class of high-speed flows. A limited study was conducted to compare the hybrid LU-SGS for approximate Newton iteration and diagonalized Beam-Warming (DBW) schemes on a work and convergence history basis. The hybrid LU-SGS algorithm is more efficient and easier to implement than the DBW scheme originally present in the code for the cases considered. The code was validated for the hypersonic flow through two mutually perpendicular flat plates and then used to investigate the flow field in and around a simplified scramjet module gap seal configuration. Due to the similarities, the gap seal flow was compared to hypersonic corner flow at the same freestream conditions and Reynolds number.

Coirier, William J.↗
NASA NTRS1989

High speed corner and gap-seal computations using an LU-SGS scheme

The hybrid Lower-Upper Symmetric Gauss-Seidel (LU-SGS) algorithm was added to a widely used series of 2D/3D Euler/Navier-Stokes solvers and was demonstrated for a particular class of high-speed flows. A limited study was conducted to compare the hybrid LU-SGS for approximate Newton iteration and diagonalized Beam-Warming (DBW) schemes on a work and convergence history basis. The hybrid LU-SGS algorithm is more efficient and easier to implement than the DBW scheme originally present in the code for the cases considered. The code was validated for the hypersonic flow through two mutually perpendicular flat plates and then used to investigate the flow field in and around a simplified scramjet module gap seal configuration. Due to the similarities, the gap seal flow was compared to hypersonic corner flow at the same freestream conditions and Reynolds number.

Coirier, William J.↗
NASA NTRS1990

Efficient numerical simulation of electron states in quantum wires

A new algorithm is presented for the numerical simulation of electrons in a quantum wire as described by a two-dimensional eigenvalue problem for Schroedinger's equation coupled with Poisson's equation. Initially, the algorithm employs an underrelaxed fixed point iteration to generate an approximation which is reasonably close to the solution. Subsequently, this approximate solution is employed as an initial guess for a Jacobian-free implementation of an approximate Newton method. In this manner the nonlinearity in the model is dealt with effectively. The effectiveness of this approach is demonstrated in a set of numerical experiments which study the electron states on the cross section of a quantum wire structure based on III-V semiconductors at 4.2 and 77 K.

Kerkhoven, Thomas↗
NASA NTRS1990

A superlinear interior points algorithm for engineering design optimization

We present a quasi-Newton interior points algorithm for nonlinear constrained optimization. It is based on a general approach consisting of the iterative solution in the primal and dual spaces of the equalities in Karush-Kuhn-Tucker optimality conditions. This is done in such a way to have primal and dual feasibility at each iteration, which ensures satisfaction of those optimality conditions at the limit points. This approach is very strong and efficient, since at each iteration it only requires the solution of two linear systems with the same matrix, instead of quadratic programming subproblems. It is also particularly appropriate for engineering design optimization inasmuch at each iteration a feasible design is obtained. The present algorithm uses a quasi-Newton approximation of the second derivative of the Lagrangian function in order to have superlinear asymptotic convergence. We discuss theoretical aspects of the algorithm and its computer implementation.

Herskovits, J.↗
NASA NTRS1992

First MEM task IRMEO in IRAF

The first task for image restoration using the Maximum Entropy Method (MEM) in IRAF, called IRMEO, is described. The underlining algorithm is the approximate Newton method for optimization. The basic input images and parameters for deconvolution are described in some detail. Results of preliminary tests, including the number of iterations, required CPU time on a variety of computers, and deconvolved images are reported and compared with those from other deconvolution methods. The merits and limitations of this task are pointed out. The possible development of better MEM tasks on the basis of IRMEO is also discussed.

Wu, Nailong↗
NASA NTRS1999

Approximation of the Newton Step by a Defect Correction Process

In this paper, an optimal control problem governed by a partial differential equation is considered. The Newton step for this system can be computed by solving a coupled system of equations. To do this efficiently with an iterative defect correction process, a modifying operator is introduced into the system. This operator is motivated by local mode analysis. The operator can be used also for preconditioning in Generalized Minimum Residual (GMRES). We give a detailed convergence analysis for the defect correction process and show the derivation of the modifying operator. Numerical tests are done on the small disturbance shape optimization problem in two dimensions for the defect correction process and for GMRES.

Arian, E.↗
DOE OSTI2020

Multiphysics coupling plan

In this chapter, multiphysics coupling simulations of nuclear reactor systems are reviewed. On the one hand, the mainstream methods of multiphysics coupling are demonstrated. The fundamental theory and coupling scheme of operator splitting methods, Jacobian-free Newton–Krylov methods, and approximate block Newton methods are summarized and presented. On the other hand, some significant works on neutronic and thermal-hydraulic codes coupling, and large research project, including NURESAFE European project, Multiphysics Object-Oriented Simulation Environment plan, and Consortium for the Advanced Simulation of Light Water Reactors project, are reviewed. This chapter helps the readers have a better understanding on the worldwide current status of multiphysics coupling research.

Gui, Miao↗