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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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NASA NTRS1991

Time domain convergence properties of Lyapunov stable penalty methods

Linear hyperbolic partial differential equations are analyzed using standard techniques to show that a sequence of solutions generated by the Liapunov stable penalty equations approaches the solution of the differential-algebraic equations governing the dynamics of multibody problems arising in linear vibrations. The analysis does not require that the system be conservative and does not impose any specific integration scheme. Variational statements are derived which bound the error in approximation by the norm of the constraint violation obtained in the approximate solutions.

Kurdila, A. J.↗
NASA NTRS1983

Robust penalty method for structural synthesis

The Sequential Unconstrained Minimization Technique (SUMT) offers an easy way of solving nonlinearly constrained problems. However, this algorithm frequently suffers from the need to minimize an ill-conditioned penalty function. An ill-conditioned minimization problem can be solved very effectively by posing the problem as one of integrating a system of stiff differential equations utilizing concepts from singular perturbation theory. This paper evaluates the robustness and the reliability of such a singular perturbation based SUMT algorithm on two different problems of structural optimization of widely separated scales. The report concludes that whereas conventional SUMT can be bogged down by frequent ill-conditioning, especially in large scale problems, the singular perturbation SUMT has no such difficulty in converging to very accurate solutions.

Kamat, M. P.↗
NASA NTRS1994

A stable penalty method for the compressible Navier-Stokes equations. 1: Open boundary conditions

The purpose of this paper is to present asymptotically stable open boundary conditions for the numerical approximation of the compressible Navier-Stokes equations in three spatial dimensions. The treatment uses the conservation form of the Navier-Stokes equations and utilizes linearization and localization at the boundaries based on these variables. The proposed boundary conditions are applied through a penalty procedure, thus ensuring correct behavior of the scheme as the Reynolds number tends to infinity. The versatility of this method is demonstrated for the problem of a compressible flow past a circular cylinder.

Hesthaven, J. S.↗
NASA NTRS1983

N-person differential games. Part 2: The penalty method

The equilibrium strategy for N-person differential games can be found by studying a min-max problem subject to differential systems constraints. The differential constraints are penalized and finite elements are used to compute numerical solutions. Convergence proof and error estimates are given. Numerical results are also included and compared with those obtained by the dual method.

Chen, G.↗
NASA NTRS2002

The Fractional Step Method Applied to Simulations of Natural Convective Flows

This paper describes research done to apply the Fractional Step Method to finite-element simulations of natural convective flows in pure liquids, permeable media, and in a directionally solidified metal alloy casting. The Fractional Step Method has been applied commonly to high Reynold's number flow simulations, but is less common for low Reynold's number flows, such as natural convection in liquids and in permeable media. The Fractional Step Method offers increased speed and reduced memory requirements by allowing non-coupled solution of the pressure and the velocity components. The Fractional Step Method has particular benefits for predicting flows in a directionally solidified alloy, since other methods presently employed are not very efficient. Previously, the most suitable method for predicting flows in a directionally solidified binary alloy was the penalty method. The penalty method requires direct matrix solvers, due to the penalty term. The Fractional Step Method allows iterative solution of the finite element stiffness matrices, thereby allowing more efficient solution of the matrices. The Fractional Step Method also lends itself to parallel processing, since the velocity component stiffness matrices can be built and solved independently of each other. The finite-element simulations of a directionally solidified casting are used to predict macrosegregation in directionally solidified castings. In particular, the finite-element simulations predict the existence of 'channels' within the processing mushy zone and subsequently 'freckles' within the fully processed solid, which are known to result from macrosegregation, or what is often referred to as thermo-solutal convection. These freckles cause material property non-uniformities in directionally solidified castings; therefore many of these castings are scrapped. The phenomenon of natural convection in an alloy under-going directional solidification, or thermo-solutal convection, will be explained. The development of the momentum and continuity equations for natural convection in a fluid, a permeable medium, and in a binary alloy undergoing directional solidification will be presented. Finally, results for natural convection in a pure liquid, natural convection in a medium with a constant permeability, and for directional solidification will be presented.

Westra, Douglas G.↗
NASA NTRS1986

The expanded LaGrangian system for constrained optimization problems

Smooth penalty functions can be combined with numerical continuation/bifurcation techniques to produce a class of robust and fast algorithms for constrainted optimization problems. The key to the development of these algorithms is the Expanded Lagrangian System which is derived and analyzed in this work. This parameterized system of nonlinear equations contains the penalty path as a solution, provides a smooth homotopy into the first-order necessary conditions, and yields a global optimization technique. Furthermore, the inevitable ill-conditioning present in a sequential optimization algorithm is removed for three penalty methods: the quadratic penalty function for equality constraints, and the logarithmic barrier function (an interior method) and the quadratic loss function (an interior method) for inequality constraints. Although these techniques apply to optimization in general and to linear and nonlinear programming, calculus of variations, optimal control and parameter identification in particular, the development is primarily within the context of nonlinear programming.

Poore, A. B.↗
NASA NTRS1988

The expanded Lagrangian system for constrained optimization problems

Smooth penalty functions can be combined with numerical continuation/bifurcation techniques to produce a class of robust and fast algorithms for constrained optimization problems. The key to the development of these algorithms is the Expanded Lagrangian System which is derived and analyzed in this work. This parameterized system of nonlinear equations contains the penalty path as a solution, provides a smooth homotopy into the first-order necessary conditions, and yields a global optimization technique. Furthermore, the inevitable ill-conditioning present in a sequential optimization algorithm is removed for three penalty methods: the quadratic penalty function for equality constraints, and the logarithmic barrier function (an interior method) and the quadratic loss function (an interior method) for inequality constraints. Although these techniques apply to optimization in general and to linear and nonlinear programming, calculus of variations, optimal control and parameter identification in particular, the development is primarily within the context of nonlinear programming.

Poore, A. B.↗
NASA NTRS1989

A least-squares finite element method for incompressible Navier-Stokes problem

Most finite element schemes for solving the Navier-Stokes equations can be categorized into the Galerkin mixed method and the penalty method. The mixed method leads to a saddle-point problem. In order to guarantee the existence of a solution, the combination of velocity and pressure interpolations requires satisfaction of the Ladyzhenskaya Babuska Brezzi (LBB) consistency condition which precludes the use of equal order interpolations and many seemingly natural pairs of velocity and pressure elements. In a previous paper a least-squares finite element method based on the first order velocity-pressure-vorticity formulation for the Stokes problem was proposed. This method leads to a minimization problem. The choice of combination of elements is thus not subject to the LBB condition. The numerical experiments exhibit the optimal rate of convergence for all variables with equal order interpolations. A theoretical error analysis supports the numerical results. In this paper the least-squares finite element method is extended to solving the incompressible Navier-Stokes problem.

Jiang, Bonan↗
NASA NTRS1976

The Davidon-Fletcher-Powell penalty function method: A generalized iterative technique for solving parameter optimization problems

The Fletcher-Powell version of the Davidon variable metric unconstrained minimization technique is described. Equations that have been used successfully with the Davidon-Fletcher-Powell penalty function technique for solving constrained minimization problems and the advantages and disadvantages of using them are discussed. The experience gained in the behavior of the method while iterating is also related.

Johnson, I. L., Jr.↗
NASA NTRS2004

A Study of Penalty Function Methods for Constraint Handling with Genetic Algorithm

COMETBOARDS (Comparative Evaluation Testbed of Optimization and Analysis Routines for Design of Structures) is a design optimization test bed that can evaluate the performance of several different optimization algorithms. A few of these optimization algorithms are the sequence of unconstrained minimization techniques (SUMT), sequential linear programming (SLP) and the sequential quadratic programming techniques (SQP). A genetic algorithm (GA) is a search technique that is based on the principles of natural selection or "survival of the fittest". Instead of using gradient information, the GA uses the objective function directly in the search. The GA searches the solution space by maintaining a population of potential solutions. Then, using evolving operations such as recombination, mutation and selection, the GA creates successive generations of solutions that will evolve and take on the positive characteristics of their parents and thus gradually approach optimal or near-optimal solutions. By using the objective function directly in the search, genetic algorithms can be effectively applied in non-convex, highly nonlinear, complex problems. The genetic algorithm is not guaranteed to find the global optimum, but it is less likely to get trapped at a local optimum than traditional gradient-based search methods when the objective function is not smooth and generally well behaved. The purpose of this research is to assist in the integration of genetic algorithm (GA) into COMETBOARDS. COMETBOARDS cast the design of structures as a constrained nonlinear optimization problem. One method used to solve constrained optimization problem with a GA to convert the constrained optimization problem into an unconstrained optimization problem by developing a penalty function that penalizes infeasible solutions. There have been several suggested penalty function in the literature each with there own strengths and weaknesses. A statistical analysis of some suggested penalty functions is performed in this study. Also, a response surface approach to robust design is used to develop a new penalty function approach. This new penalty function approach is then compared with the other existing penalty functions.

Ortiz, Francisco↗
NASA NTRS1974

Nonparametric maximum likelihood estimation of probability densities by penalty function methods

When it is known a priori exactly to which finite dimensional manifold the probability density function gives rise to a set of samples, the parametric maximum likelihood estimation procedure leads to poor estimates and is unstable; while the nonparametric maximum likelihood procedure is undefined. A very general theory of maximum penalized likelihood estimation which should avoid many of these difficulties is presented. It is demonstrated that each reproducing kernel Hilbert space leads, in a very natural way, to a maximum penalized likelihood estimator and that a well-known class of reproducing kernel Hilbert spaces gives polynomial splines as the nonparametric maximum penalized likelihood estimates.

Demontricher, G. F.↗
NASA NTRS1989

ROCOPT: A user friendly interactive code to optimize rocket structural components

ROCOPT is a user-friendly, graphically-interfaced, microcomputer-based computer program (IBM compatible) that optimizes rocket components by minimizing the structural weight. The rocket components considered are ring stiffened truncated cones and cylinders. The applied loading is static, and can consist of any combination of internal or external pressure, axial force, bending moment, and torque. Stress margins are calculated by means of simple closed form strength of material type equations. Stability margins are determined by approximate, orthotropic-shell, closed-form equations. A modified form of Powell's method, in conjunction with a modified form of the external penalty method, is used to determine the minimum weight of the structure subject to stress and stability margin constraints, as well as user input constraints on the structural dimensions. The graphical interface guides the user through the required data prompts, explains program options and graphically displays results for easy interpretation.

Rule, William K.↗
NASA NTRS1990

Numerical Analysis Of Flows With FIDAP

Report presents an evaluation of accuracy of Fluid Dynamics Package (FIDAP) computer program. Finite-element code for analysis of flows of incompressible fluids and transfers of heat in multidimensional domains. Includes both available methods for treatment of spurious numerical coupling between simulated velocity and simulated pressure; namely, penalty method and mixed-interpolation method with variable choices of interpolation polynomials for velocity and pressure. Streamwise upwind (STU) method included as option for flows dominated by convection.

Sohn, Jeong L.↗
NASA NTRS1989

Velocity-pressure integrated versus penalty finite element methods for high Reynolds number flows

Velocity-pressure integrated and consistent penalty finite element computations of high Reynolds number laminar flows are presented. In both methods the pressure has been interpolated using linear shape functions for a triangular element which is contained inside the biquadratic flow element. It has been shown previously that the pressure interpolation method, when used in conjunction with the velocity-pressure integrated method, yields accurate computational results for high-Reynolds-number flows. It is shown in this paper that use of the same pressure interpolation method in the consistent penalty finite element method yields computational results which are comparable to those of the velocity-pressure integrated method for both the velocity and the pressure fields. Accuracy of the two finite element methods has been demonstrated by comparing the computational results with available experimental data and/or fine grid finite difference computational results. Advantages and disadvantages of the two finite element methods are discussed on the basis of accuracy and convergence nature. Example problems considered include a lid-driven cavity flow of Reynolds number 10000, a laminar backward-facing step flow and a laminar flow through a nest of cylinders.

Kim, S.-W.↗
NASA NTRS1988

Velocity-pressure integrated versus penalty finite element methods for high Reynolds number flows

Velocity-pressure integrated and consistent penalty finite element computations of high Reynolds number, laminar flows are presented. In both of the methods, the pressure has been interpolated using linear shape functions for a triangular element. The triangular element is contained inside the bi-quadratic isoparametric element. It has been reported previously that the pressure interpolation method, when used in the velocity-pressure integrated method, yielded accurate computational results for high Reynolds number flows. It is shown that use of the same pressure interpolation method in the consistent penalty finite element method yielded accurate velocity and pressure fields which were comparable to those obtained using the velocity-pressure integrated method. Accuracy of the two finite element methods has been demonstrated by comparing the computational results with available experimental data and/or fine-grid finite difference computational results. Advantages and disadvantages of the two methods are discussed on the basis of accuracy and convergence nature. Example problems considered include a lid-driven cavity flow for Reynolds number of 10,000, a laminar backward-facing step flow, a laminar flow through a nest of cylinders, and a channel flow with an internal blockage. A finite element computer program (NSFLOW/P) for the 2-D, incompressible Navier-Stokes equations is also presented.

Kim, Sang-Wook↗
NASA NTRS1996

A Higher Harmonic Optimal Controller to Optimise Rotorcraft Aeromechanical Behaviour

Three methods to optimize rotorcraft aeromechanical behavior for those cases where the rotorcraft plant can be adequately represented by a linear model system matrix were identified and implemented in a stand-alone code. These methods determine the optimal control vector which minimizes the vibration metric subject to constraints at discrete time points, and differ from the commonly used non-optimal constraint penalty methods such as those employed by conventional controllers in that the constraints are handled as actual constraints to an optimization problem rather than as just additional terms in the performance index. The first method is to use a Non-linear Programming algorithm to solve the problem directly. The second method is to solve the full set of non-linear equations which define the necessary conditions for optimality. The third method is to solve each of the possible reduced sets of equations defining the necessary conditions for optimality when the constraints are pre-selected to be either active or inactive, and then to simply select the best solution. The effects of maneuvers and aeroelasticity on the systems matrix are modelled by using a pseudo-random pseudo-row-dependency scheme to define the systems matrix. Cases run to date indicate that the first method of solution is reliable, robust, and easiest to use, and that it was superior to the conventional controllers which were considered.

Leyland, Jane Anne↗
NASA NTRS2014

High-Order Implicit-Explicit Multi-Block Time-stepping Method for Hyperbolic PDEs

This work seeks to explore and improve the current time-stepping schemes used in computational fluid dynamics (CFD) in order to reduce overall computational time. A high-order scheme has been developed using a combination of implicit and explicit (IMEX) time-stepping Runge-Kutta (RK) schemes which increases numerical stability with respect to the time step size, resulting in decreased computational time. The IMEX scheme alone does not yield the desired increase in numerical stability, but when used in conjunction with an overlapping partitioned (multi-block) domain significant increase in stability is observed. To show this, the Overlapping-Partition IMEX (OP IMEX) scheme is applied to both one-dimensional (1D) and two-dimensional (2D) problems, the nonlinear viscous Burger's equation and 2D advection equation, respectively. The method uses two different summation by parts (SBP) derivative approximations, second-order and fourth-order accurate. The Dirichlet boundary conditions are imposed using the Simultaneous Approximation Term (SAT) penalty method. The 6-stage additive Runge-Kutta IMEX time integration schemes are fourth-order accurate in time. An increase in numerical stability 65 times greater than the fully explicit scheme is demonstrated to be achievable with the OP IMEX method applied to 1D Burger's equation. Results from the 2D, purely convective, advection equation show stability increases on the order of 10 times the explicit scheme using the OP IMEX method. Also, the domain partitioning method in this work shows potential for breaking the computational domain into manageable sizes such that implicit solutions for full three-dimensional CFD simulations can be computed using direct solving methods rather than the standard iterative methods currently used.

Nielsen, Tanner B.↗
NASA NTRS1993

A multidomain spectral method for viscous compressible flows

We present a new multidomain spectral method for the solution of the compressible Navier-Stokes equations. In the subdomain interiors, Chebyshev spectral collocation is used. At interfaces, the advective terms are upwinded and the viscous terms are treated by a penalty method. The method is applied to the solution of a viscous hypersonic flow over a blunt body.

Kopriva, David A.↗