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Demonstration of Automatically-Generated Adjoint Code for Use in Aerodynamic Shape Optimization

Gradient-based optimization requires accurate derivatives of the objective function and constraints. These gradients may have previously been obtained by manual differentiation of analysis codes, symbolic manipulators, finite-difference approximations, or existing automatic differentiation (AD) tools such as ADIFOR (Automatic Differentiation in FORTRAN). Each of these methods has certain deficiencies, particularly when applied to complex, coupled analyses with many design variables. Recently, a new AD tool called ADJIFOR (Automatic Adjoint Generation in FORTRAN), based upon ADIFOR, was developed and demonstrated. Whereas ADIFOR implements forward-mode (direct) differentiation throughout an analysis program to obtain exact derivatives via the chain rule of calculus, ADJIFOR implements the reverse-mode counterpart of the chain rule to obtain exact adjoint form derivatives from FORTRAN code. Automatically-generated adjoint versions of the widely-used CFL3D computational fluid dynamics (CFD) code and an algebraic wing grid generation code were obtained with just a few hours processing time using the ADJIFOR tool. The codes were verified for accuracy and were shown to compute the exact gradient of the wing lift-to-drag ratio, with respect to any number of shape parameters, in about the time required for 7 to 20 function evaluations. The codes have now been executed on various computers with typical memory and disk space for problems with up to 129 x 65 x 33 grid points, and for hundreds to thousands of independent variables. These adjoint codes are now used in a gradient-based aerodynamic shape optimization problem for a swept, tapered wing. For each design iteration, the optimization package constructs an approximate, linear optimization problem, based upon the current objective function, constraints, and gradient values. The optimizer subroutines are called within a design loop employing the approximate linear problem until an optimum shape is found, the design loop limit is reached, or no further design improvement is possible due to active design variable bounds and/or constraints. The resulting shape parameters are then used by the grid generation code to define a new wing surface and computational grid. The lift-to-drag ratio and its gradient are computed for the new design by the automatically-generated adjoint codes. Several optimization iterations may be required to find an optimum wing shape. Results from two sample cases will be discussed. The reader should note that this work primarily represents a demonstration of use of automatically- generated adjoint code within an aerodynamic shape optimization. As such, little significance is placed upon the actual optimization results, relative to the method for obtaining the results.

Green, Lawrence↗

Experimenting with the GMAO 4D Data Assimilation

The Global Modeling and Assimilation Office (GMAO) has been working to promote its prototype four-dimensional variational (4DVAR) system to a version that can be exercised at operationally desirable configurations. Beyond a general circulation model (GeM) and an analysis system, traditional 4DV AR requires availability of tangent linear (TL) and adjoint (AD) models of the corresponding GeM. The GMAO prototype 4DVAR uses the finite-volume-based GEOS GeM and the Grid-point Statistical Interpolation (GSI) system for the first two, and TL and AD models derived ITom an early version of the finite-volume hydrodynamics that is scientifically equivalent to the present GEOS nonlinear GeM but computationally rather outdated. Specifically, the TL and AD models hydrodynamics uses a simple (I-dimensional) latitudinal MPI domain decomposition, which has consequent low scalability and prevents the prototype 4DV AR ITom being used in realistic applications. In the near future, GMAO will be upgrading its operational GEOS GCM (and assimilation system) to use a cubed-sphere-based hydrodynamics. This versions of the dynamics scales to thousands of processes and has led to a decision to re-derive the TL and AD models for this more modern dynamics, thus taking advantage of a two-dimensional MPI decomposition and improved scalability properties. With the aid of the Transformation of Algorithms in FORTRAN (l'AF) automatic adjoint generation tool and some hand-coding, a version of the cubed-sphere-based TL and AD models, with a simplified vertical diffusion scheme, is now available, enabling multiple configurations of standard implementations of 4DV AR in GEOS. Concurrent to this development, collaboration with the National Centers for Environmental Prediction (NCEP) and the Earth System Research Laboratory (ESRL) has allowed GMAO to implement a hybrid-ensemble capability within the GEOS data assimilation system. Both 3Dand 4D-ensemble capabilities are presently available thus allowing GMAO to now evaluate the performance and benefit of various ensemble and variational assimilation strategies. This presentation will cover the most recent developments taking place at GMAO and show results from various comparisons from traditional techniques to more recent ensemble-based ones.

Todling, R.↗

Introduction to Adjoint Models

In this lecture, some fundamentals of adjoint models will be described. This includes a basic derivation of tangent linear and corresponding adjoint models from a parent nonlinear model, the interpretation of adjoint-derived sensitivity fields, a description of methods of automatic differentiation, and the use of adjoint models to solve various optimization problems, including singular vectors. Concluding remarks will attempt to correct common misconceptions about adjoint models and their utilization.

EnKF↗

Retrospective Data Assimilation for GEOS-4

The NASA/Goddard Earth Observing System 3 (GEOS-3) has recently been replaced operationally by GEOS-4. One of the major components of the new system is the finite-volume general circulation model (GCM) of Lin and Rood. Updating the GEOS-3 retrospective data assimilation system of Zhu et al. to GEOS-4 requires two main steps: (i) developing the adjoint of the finite-volume GCM; and (ii) developing the adjoint of the procedures interfacing the GCM with the Physical-space Statistical Analysis System. These required adjoints are being developed automatically through the use of the Transformation of Algorithms in Fortran compiler of Giering and Kaminski. In this presentation we discuss the current status of development and plans for the near future as well as show preliminary results.

Todling, Ricardo↗

Cart3D Simulations for the First AIAA Sonic Boom Prediction Workshop

Simulation results for the First AIAA Sonic Boom Prediction Workshop (LBW1) are presented using an inviscid, embedded-boundary Cartesian mesh method. The method employs adjoint-based error estimation and adaptive meshing to automatically determine resolution requirements of the computational domain. Results are presented for both mandatory and optional test cases. These include an axisymmetric body of revolution, a 69deg delta wing model and a complete model of the Lockheed N+2 supersonic tri-jet with V-tail and flow through nacelles. In addition to formal mesh refinement studies and examination of the adjoint-based error estimates, mesh convergence is assessed by presenting simulation results for meshes at several resolutions which are comparable in size to the unstructured grids distributed by the workshop organizers. Data provided includes both the pressure signals required by the workshop and information on code performance in both memory and processing time. Various enhanced techniques offering improved simulation efficiency will be demonstrated and discussed.

Predictions↗

Progress Towards Integrating the Finite-Volume Cubed-Sphere (FV3) Dynamical Core Tangent Linear and Adjoint Models into JEDI

The Joint Effort for Data assimilation Integration (JEDI) -- led by the Joint Center for Satellite Data Assimilation (JCSDA) -- is an inter-organizational endeavor to develop a common framework for performing data assimilation. This extensive framework will ultimately provide solvers, observation operators, interpolation and model interfaces using object oriented modeling. Two partners involved in JEDI use or plan to use the Finite Volume Cubed-Sphere (FV3) dynamical core to produce weather forecasts; these are NASA's Global Modeling and Assimilation Office and NOAA's National Center for Environment Prediction. In this work we present an update on ongoing efforts to integrate the FV3 tangent linear and adjoint models into the prototype JEDI framework. We setup and run a simple cycled data assimilation experiment using 4DVAR on the cubed sphere grid and with the FV3 tangent linear and adjoint models. Development of the observation operators for JEDI is separately underway. Instead of using real observations a simplified set of simulated observations will be used. We discuss the steps required to bring the FV3 linearized model into the object oriented framework and consider what would be the computational requirements of running this configuration for an operational system. FV3 uses a small time-step to ensure that small scales are well resolved, however this presents design challenges when running 4DVAR with the adjoint. An approach to storing the FV3 model trajectory has been developed that maintains the flexibility of using automatic differentiation. We discuss how this approach is incorporated into the framework. Other important uses of adjoint models include computing observation impacts and singular vectors, we consider how these tools can be included in JEDI.

Holdaway, Daniel↗

Aerodynamic Shape Optimization Benchmarks with Error Control and Automatic Parameterization

Results are presented for four optimization benchmark problems posed by the AIAA Aerodynamic Design Optimization Discussion Group. The benchmarks are intended to exercise optimization frameworks on representative airfoil and wing design problems. All problems involve drag minimization subject to geometric and aerodynamic constraints. Our design approach involves two forms of adaptation. First, the shape parameterization is gradually and automatically enriched from an initially coarse search space. Second, adjoint solutions are used to drive adaptive mesh refinement to control discretization error. The error threshold is tailored so that the nest meshes, with the greatest accuracy, are used only when nearing the optimum. On the inviscid airfoil design problem, while reducing the drag by a factor of 10, we show how the combination of progressive parameterization and tiered discretization error control can dramatically accelerate the optimization. On the viscous airfoil design problem, we use inviscid analysis-driven optimization to reduce the total drag by a factor of two. Next, we improve the span efficiency factor of a wing by performing twist optimization. Finally, we optimize the Common Research Model wing, managing to hold drag roughly fixed, while targeting an initially-violated pitching moment constraint. Our approach aims to introduce greater complexity and accuracy only when necessary to improve the design, and also support a greater degree of automation.

Anderson, George R.↗

Toward Automatic Verification of Goal-Oriented Flow Simulations

We demonstrate the power of adaptive mesh refinement with adjoint-based error estimates in verification of simulations governed by the steady Euler equations. The flow equations are discretized using a finite volume scheme on a Cartesian mesh with cut cells at the wall boundaries. The discretization error in selected simulation outputs is estimated using the method of adjoint-weighted residuals. Practical aspects of the implementation are emphasized, particularly in the formulation of the refinement criterion and the mesh adaptation strategy. Following a thorough code verification example, we demonstrate simulation verification of two- and three-dimensional problems. These involve an airfoil performance database, a pressure signature of a body in supersonic flow and a launch abort with strong jet interactions. The results show reliable estimates and automatic control of discretization error in all simulations at an affordable computational cost. Moreover, the approach remains effective even when theoretical assumptions, e.g., steady-state and solution smoothness, are relaxed.

Simulations↗

Aerodynamic Shape Optimization of the STARC-ABL Concept for Minimal Inlet Distortion

The NASA single-aisle turboelectric aircraft with an aft boundary layer propulsor (STARC-ABL) concept utilizes a novel electrically driven aft fan that ingests the fuselage boundary-layer for increased propulsive efficiency. In this paper we examine how aerodynamic shaping of the fuselage diffuser and nacelle inlet can reduce the flow distortion at the aft fan. Adjoint-based aerodynamic shape optimization with the ARP1420 distortion metric objective is used to automatically determine the optimal shapes for minimal fan-face distortion. Single and multipoint optimizations are carried out for simplified body-duct and wing-body-duct configurations. These two configurations highlight the importance of including the wing downwash effects when designing the propulsor. The optimizations showed the body-duct configuration can obtain cruise distortion values of approximately 1% while the wing-body-duct configuration can obtain distortion values of just over 2%.

Kenway, Gaetan K. W.↗

A steepest descents method for reentry optimization

A steepest descents optimization program is applied to the problem of a lifting vehicle entering the earth's atmosphere. The program employs penalty functions representing terminal conditions and inflight inequality constraints. During each iteration, it reduces a single performance measure which is the sum of the performance index and the penalty functions. Therefore, only one set of adjoint equations must be integrated per iteration. Values of weight factors, multiplying the penalty functions, are automatically adjusted before each iteration in order that the penalty functions will approach acceptable values. This method is shown to be a form of the classical Lagrange multiplier methods.

Andrus, J. F.↗

Constrained Multipoint Aerodynamic Shape Optimization Using an Adjoint Formulation and Parallel Computers

An aerodynamic shape optimization method that treats the design of complex aircraft configurations subject to high fidelity computational fluid dynamics (CFD), geometric constraints and multiple design points is described. The design process will be greatly accelerated through the use of both control theory and distributed memory computer architectures. Control theory is employed to derive the adjoint differential equations whose solution allows for the evaluation of design gradient information at a fraction of the computational cost required by previous design methods. The resulting problem is implemented on parallel distributed memory architectures using a domain decomposition approach, an optimized communication schedule, and the MPI (Message Passing Interface) standard for portability and efficiency. The final result achieves very rapid aerodynamic design based on a higher order CFD method. In order to facilitate the integration of these high fidelity CFD approaches into future multi-disciplinary optimization (NW) applications, new methods must be developed which are capable of simultaneously addressing complex geometries, multiple objective functions, and geometric design constraints. In our earlier studies, we coupled the adjoint based design formulations with unconstrained optimization algorithms and showed that the approach was effective for the aerodynamic design of airfoils, wings, wing-bodies, and complex aircraft configurations. In many of the results presented in these earlier works, geometric constraints were satisfied either by a projection into feasible space or by posing the design space parameterization such that it automatically satisfied constraints. Furthermore, with the exception of reference 9 where the second author initially explored the use of multipoint design in conjunction with adjoint formulations, our earlier works have focused on single point design efforts. Here we demonstrate that the same methodology may be extended to treat complete configuration designs subject to multiple design points and geometric constraints. Examples are presented for both transonic and supersonic configurations ranging from wing alone designs to complex configuration designs involving wing, fuselage, nacelles and pylons.

Reuther, James↗

Adaptive Shape Control for Aerodynamic Design

We present an approach to aerodynamic optimization in which the shape control is adaptively parameterized. Starting from a coarse set of design variables, a sequence of higher-dimensional nested search spaces is automatically generated. Refinement can be either uniform or adaptive, in which case only the most important shape control is added. The relative importance of candidate design variables is determined by comparing objective and constraint gradients, computed at low cost via adjoint solutions. A search procedure for finding an effective ensemble of shape parameters is also given. We first demonstrate this system on a multipoint drag miminization problem in 2D with many constraints, showing that an adaptive parameterization approach consistently achieves smoother, more robust, and faster design improvement than fixed parameterizations. We also establish a 3D shape- matching benchmark, where we demonstrate that our approach automatically discovers the necessary parameters to match a target shape. By largely automating shape parameterization, this work also aims to remove a time-consuming aspect of shape optimization.

Aerodynamic Design↗

Adjoint-Based, Three-Dimensional Error Prediction and Grid Adaptation

Engineering computational fluid dynamics (CFD) analysis and design applications focus on output functions (e.g., lift, drag). Errors in these output functions are generally unknown and conservatively accurate solutions may be computed. Computable error estimates can offer the possibility to minimize computational work for a prescribed error tolerance. Such an estimate can be computed by solving the flow equations and the linear adjoint problem for the functional of interest. The computational mesh can be modified to minimize the uncertainty of a computed error estimate. This robust mesh-adaptation procedure automatically terminates when the simulation is within a user specified error tolerance. This procedure for estimating and adapting to error in a functional is demonstrated for three-dimensional Euler problems. An adaptive mesh procedure that links to a Computer Aided Design (CAD) surface representation is demonstrated for wing, wing-body, and extruded high lift airfoil configurations. The error estimation and adaptation procedure yielded corrected functions that are as accurate as functions calculated on uniformly refined grids with ten times as many grid points.

Park, Michael A.↗

Methodology for sensitivity analysis, approximate analysis, and design optimization in CFD for multidisciplinary applications

The straightforward automatic-differentiation and the hand-differentiated incremental iterative methods are interwoven to produce a hybrid scheme that captures some of the strengths of each strategy. With this compromise, discrete aerodynamic sensitivity derivatives are calculated with the efficient incremental iterative solution algorithm of the original flow code. Moreover, the principal advantage of automatic differentiation is retained (i.e., all complicated source code for the derivative calculations is constructed quickly with accuracy). The basic equations for second-order sensitivity derivatives are presented; four methods are compared. Each scheme requires that large systems are solved first for the first-order derivatives and, in all but one method, for the first-order adjoint variables. Of these latter three schemes, two require no solutions of large systems thereafter. For the other two for which additional systems are solved, the equations and solution procedures are analogous to those for the first order derivatives. From a practical viewpoint, implementation of the second-order methods is feasible only with software tools such as automatic differentiation, because of the extreme complexity and large number of terms. First- and second-order sensitivities are calculated accurately for two airfoil problems, including a turbulent flow example; both geometric-shape and flow-condition design variables are considered. Several methods are tested; results are compared on the basis of accuracy, computational time, and computer memory. For first-order derivatives, the hybrid incremental iterative scheme obtained with automatic differentiation is competitive with the best hand-differentiated method; for six independent variables, it is at least two to four times faster than central finite differences and requires only 60 percent more memory than the original code; the performance is expected to improve further in the future.

Taylor, Arthur C., III↗

CFD Analysis and Design Optimization Using Parallel Computers

A versatile and efficient multi-block method is presented for the simulation of both steady and unsteady flow, as well as aerodynamic design optimization of complete aircraft configurations. The compressible Euler and Reynolds Averaged Navier-Stokes (RANS) equations are discretized using a high resolution scheme on body-fitted structured meshes. An efficient multigrid implicit scheme is implemented for time-accurate flow calculations. Optimum aerodynamic shape design is achieved at very low cost using an adjoint formulation. The method is implemented on parallel computing systems using the MPI message passing interface standard to ensure portability. The results demonstrate that, by combining highly efficient algorithms with parallel computing, it is possible to perform detailed steady and unsteady analysis as well as automatic design for complex configurations using the present generation of parallel computers.

Martinelli, Luigi↗

Some Advanced Concepts in Discrete Aerodynamic Sensitivity Analysis

An efficient incremental-iterative approach for differentiating advanced flow codes is successfully demonstrated on a 2D inviscid model problem. The method employs the reverse-mode capability of the automatic- differentiation software tool ADIFOR 3.0, and is proven to yield accurate first-order aerodynamic sensitivity derivatives. A substantial reduction in CPU time and computer memory is demonstrated in comparison with results from a straight-forward, black-box reverse- mode application of ADIFOR 3.0 to the same flow code. An ADIFOR-assisted procedure for accurate second-order aerodynamic sensitivity derivatives is successfully verified on an inviscid transonic lifting airfoil example problem. The method requires that first-order derivatives are calculated first using both the forward (direct) and reverse (adjoint) procedures; then, a very efficient non-iterative calculation of all second-order derivatives can be accomplished. Accurate second derivatives (i.e., the complete Hessian matrices) of lift, wave-drag, and pitching-moment coefficients are calculated with respect to geometric- shape, angle-of-attack, and freestream Mach number

Taylor, Arthur C., III↗