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NASA NTRS1992

High-performance equation solvers and their impact on finite element analysis

The role of equation solvers in modern structural analysis software is described. Direct and iterative equation solvers which exploit vectorization on modern high-performance computer systems are described and compared. The direct solvers are two Cholesky factorization methods. The first method utilizes a novel variable-band data storage format to achieve very high computation rates and the second method uses a sparse data storage format designed to reduce the number od operations. The iterative solvers are preconditioned conjugate gradient methods. Two different preconditioners are included; the first uses a diagonal matrix storage scheme to achieve high computation rates and the second requires a sparse data storage scheme and converges to the solution in fewer iterations that the first. The impact of using all of the equation solvers in a common structural analysis software system is demonstrated by solving several representative structural analysis problems.

Poole, Eugene L.↗

NASA NTRS1992

A study of equation solvers for linear and non-linear finite element analysis on parallel processing computers

Concurrent computing environments provide the means to achieve very high performance for finite element analysis of systems, provided the algorithms take advantage of multiple processors. The authors have examined several algorithms for both linear and nonlinear finite element analysis. The performance of these algorithms on an Alliant FX/80 parallel supercomputer has been studied. For single load case linear analysis, the optimal solution algorithm is strongly problem dependent. For multiple load cases or nonlinear analysis through a modified Newton-Raphson method, decomposition algorithms are shown to have a decided advantage over element-by-element preconditioned conjugate gradient algorithms.

Watson, Brian C.↗

NASA NTRS1993

Large-scale computation of incompressible viscous flow by least-squares finite element method

The least-squares finite element method (LSFEM) based on the velocity-pressure-vorticity formulation is applied to large-scale/three-dimensional steady incompressible Navier-Stokes problems. This method can accommodate equal-order interpolations and results in symmetric, positive definite algebraic system which can be solved effectively by simple iterative methods. The first-order velocity-Bernoulli function-vorticity formulation for incompressible viscous flows is also tested. For three-dimensional cases, an additional compatibility equation, i.e., the divergence of the vorticity vector should be zero, is included to make the first-order system elliptic. The simple substitution of the Newton's method is employed to linearize the partial differential equations, the LSFEM is used to obtain discretized equations, and the system of algebraic equations is solved using the Jacobi preconditioned conjugate gradient method which avoids formation of either element or global matrices (matrix-free) to achieve high efficiency. To show the validity of this scheme for large-scale computation, we give numerical results for 2D driven cavity problem at Re = 10000 with 408 x 400 bilinear elements. The flow in a 3D cavity is calculated at Re = 100, 400, and 1,000 with 50 x 50 x 50 trilinear elements. The Taylor-Goertler-like vortices are observed for Re = 1,000.

Jiang, Bo-Nan↗

NASA NTRS1992

A conjugate gradients/trust regions algorithms for training multilayer perceptrons for nonlinear mapping

This paper addresses the issue of applying a globally convergent optimization algorithm to the training of multilayer perceptrons, a class of Artificial Neural Networks. The multilayer perceptrons are trained towards the solution of two highly nonlinear problems: (1) signal detection in a multi-user communication network, and (2) solving the inverse kinematics for a robotic manipulator. The research is motivated by the fact that a multilayer perceptron is theoretically capable of approximating any nonlinear function to within a specified accuracy. The algorithm that has been employed in this study combines the merits of two well known optimization algorithms, the Conjugate Gradients and the Trust Regions Algorithms. The performance is compared to a widely used algorithm, the Backpropagation Algorithm, that is basically a gradient-based algorithm, and hence, slow in converging. The performances of the two algorithms are compared with the convergence rate. Furthermore, in the case of the signal detection problem, performances are also benchmarked by the decision boundaries drawn as well as the probability of error obtained in either case.

Madyastha, Raghavendra K.↗

NASA NTRS1992

Sub-domain decomposition methods and computational controls for multibody dynamical systems

This paper presents a concurrent methodology to simulate the dynamics of flexible multibody systems with a large number of degrees of freedom. A general class of open-loop structures is treated and a redundant coordinate formulation is adopted. A range space method is used in which the constraint forces are calculated using a preconditioned conjugate gradient method. By using a preconditioner motivated by the regular ordering of the directed graph of the structures, it is shown that the method is order N in the total number of coordinates of the system. The overall formulation has the advantage that it permits fine parallelization and does not rely on system topology to induce concurrency. It can be efficiently implemented on the present generation of parallel computers with a large number of processors. Validation of the method is presented via numerical simulations of space structures incorporating large number of flexible degrees of freedom.

Menon, R. G.↗

NASA NTRS1993

A least-squares finite element method for 3D incompressible Navier-Stokes equations

The least-squares finite element method (LSFEM) based on the velocity-pressure-vorticity formulation is applied to three-dimensional steady incompressible Navier-Stokes problems. This method can accommodate equal-order interpolations, and results in symmetric, positive definite algebraic system. An additional compatibility equation, i.e., the divergence of vorticity vector should be zero, is included to make the first-order system elliptic. The Newton's method is employed to linearize the partial differential equations, the LSFEM is used to obtain discretized equations, and the system of algebraic equations is solved using the Jacobi preconditioned conjugate gradient method which avoids formation of either element or global matrices (matrix-free) to achieve high efficiency. The flow in a half of 3D cubic cavity is calculated at Re = 100, 400, and 1,000 with 50 x 52 x 25 trilinear elements. The Taylor-Gortler-like vortices are observed at Re = 1,000.

Jiang, Bo-Nan↗

NASA NTRS1993

A natural partitioning scheme for parallel simulation of multibody systems

A parallel partitioning scheme based on physical-co-ordinate variables is presented to systematically eliminate system constraint forces and yield the equations of motion of multibody dynamics systems in terms of their independent coordinates. Key features of the present scheme include an explicit determination of the independent coordinates, a parallel construction of the null space matrix of the constraint Jacobian matrix, an easy incorporation of the previously developed two-stage staggered solution procedure and a Schur complement based parallel preconditioned conjugate gradient numerical algorithm.

Chiou, J. C.↗

NASA NTRS1993

The North Atlantic circulation in the early 1980s - An estimate from inversion of a finite-difference model

A finite-difference model of the North Atlantic is constructed for the purpose of making an estimate of the circulation through an inverse calculation. The data base is eclectic, and includes hydrography, oxygen, nutrients, current meter and float records, atmospheric momentum, heat and water vapor transfers, as well as estimates of certain integral fluxes. Owing to the available hydrographic database, the model resolution is restricted to 1 deg at best, and is much coarser in many aspects. This limited resolution is a major obstacle to accurate estimates of climatological fluxes. In its final form, there are about 9000 constraints in 29,000 formal unknowns plus 9000 noise unknowns. The system is solved as a tapered least-squares system by a sparse conjugate gradient algorithm. With the exception of a few float velocities, all constraints are found to be consistent within error estimates. The model produces estimates of large-scale fluxes and flux divergences for all conventional properties including heat and nutrients as well as carbon dioxide and alkalinity. Meridional fluxes of carbon are found to be indistinguishable from zero, whereas the North Atlantic tends to export nutrients to the south, but carry heat to the north. Traditional oceanographic depictions of the circulation through combination of nonsynoptic data into steady models may have reached their useful limit in the present calculation, as the conflicts between the data and physical requirements become quantitatively apparent.

Martel, Francoise↗

NASA NTRS1993

Variational approaches to CFD: Applications to potential Euler and Navier-Stokes equations

Flow simulations based on variational techniques are discussed. Variational techniques are applied for the problem formulation, for the construction of discrete schemes, and for the solution procedures. Inviscid transonic flows, as well as viscous incompressible and compressible flows, are analyzed by several methods. Variational techniques to solve the discrete systems of equations are well known. The most popular one is the conjugate gradient method. Extensions to nonsymmetric and nonpositive definite systems were under investigation for the last two decades. Variational techniques were used for convergence acceleration of iterative procedures. Some of these ideas based on recent work are examined. The lectures are organized in three parts including numerical simulation of inviscid as well as viscous incompressible and compressible flows.

Hafez, M.↗

NASA NTRS1993

Massively parallel computation of RCS with finite elements

One of the promising combinations of finite element approaches for scattering problems uses Whitney edge elements, spherical vector wave-absorbing boundary conditions, and bi-conjugate gradient solution for the frequency-domain near field. Each of these approaches may be criticized. Low-order elements require high mesh density, but also result in fast, reliable iterative convergence. Spherical wave-absorbing boundary conditions require additional space to be meshed beyond the most minimal near-space region, but result in fully sparse, symmetric matrices which keep storage and solution times low. Iterative solution is somewhat unpredictable and unfriendly to multiple right-hand sides, yet we find it to be uniformly fast on large problems to date, given the other two approaches. Implementation of these approaches on a distributed memory, message passing machine yields huge dividends, as full scalability to the largest machines appears assured and iterative solution times are well-behaved for large problems. We present times and solutions for computed RCS for a conducting cube and composite permeability/conducting sphere on the Intel ipsc860 with up to 16 processors solving over 200,000 unknowns. We estimate problems of approximately 10 million unknowns, encompassing 1000 cubic wavelengths, may be attempted on a currently available 512 processor machine, but would be exceedingly tedious to prepare. The most severe bottlenecks are due to the slow rate of mesh generation on non-parallel machines and the large transfer time from such a machine to the parallel processor. One solution, in progress, is to create and then distribute a coarse mesh among the processors, followed by systematic refinement within each processor. Elimination of redundant node definitions at the mesh-partition surfaces, snap-to-surface post processing of the resulting mesh for good modelling of curved surfaces, and load-balancing redistribution of new elements after the refinement are auxiliary steps expected to result in a robust low i/o system for very large finite element problems.

Parker, Jay↗

NASA NTRS1993

Layout optimization with algebraic multigrid methods

Finding the optimal position for the individual cells (also called functional modules) on the chip surface is an important and difficult step in the design of integrated circuits. This paper deals with the problem of relative placement, that is the minimization of a quadratic functional with a large, sparse, positive definite system matrix. The basic optimization problem must be augmented by constraints to inhibit solutions where cells overlap. Besides classical iterative methods, based on conjugate gradients (CG), we show that algebraic multigrid methods (AMG) provide an interesting alternative. For moderately sized examples with about 10000 cells, AMG is already competitive with CG and is expected to be superior for larger problems. Besides the classical 'multiplicative' AMG algorithm where the levels are visited sequentially, we propose an 'additive' variant of AMG where levels may be treated in parallel and that is suitable as a preconditioner in the CG algorithm.

Regler, Hans↗

NASA NTRS1993

Extending substructure based iterative solvers to multiple load and repeated analyses

Direct solvers currently dominate commercial finite element structural software, but do not scale well in the fine granularity regime targeted by emerging parallel processors. Substructure based iterative solvers--often called also domain decomposition algorithms--lend themselves better to parallel processing, but must overcome several obstacles before earning their place in general purpose structural analysis programs. One such obstacle is the solution of systems with many or repeated right hand sides. Such systems arise, for example, in multiple load static analyses and in implicit linear dynamics computations. Direct solvers are well-suited for these problems because after the system matrix has been factored, the multiple or repeated solutions can be obtained through relatively inexpensive forward and backward substitutions. On the other hand, iterative solvers in general are ill-suited for these problems because they often must restart from scratch for every different right hand side. In this paper, we present a methodology for extending the range of applications of domain decomposition methods to problems with multiple or repeated right hand sides. Basically, we formulate the overall problem as a series of minimization problems over K-orthogonal and supplementary subspaces, and tailor the preconditioned conjugate gradient algorithm to solve them efficiently. The resulting solution method is scalable, whereas direct factorization schemes and forward and backward substitution algorithms are not. We illustrate the proposed methodology with the solution of static and dynamic structural problems, and highlight its potential to outperform forward and backward substitutions on parallel computers. As an example, we show that for a linear structural dynamics problem with 11640 degrees of freedom, every time-step beyond time-step 15 is solved in a single iteration and consumes 1.0 second on a 32 processor iPSC-860 system; for the same problem and the same parallel processor, a pair of forward/backward substitutions at each step consumes 15.0 seconds.

Farhat, Charbel↗

NASA NTRS1994

An implicit numerical scheme for the simulation of internal viscous flows on unstructured grids

The Navier-Stokes equations are solved numerically for two-dimensional steady viscous laminar flows. The grids are generated based on the method of Delaunay triangulation. A finite-volume approach is used to discretize the conservation law form of the compressible flow equations written in terms of primitive variables. A preconditioning matrix is added to the equations so that low Mach number flows can be solved economically. The equations are time marched using either an implicit Gauss-Seidel iterative procedure or a solver based on a conjugate gradient like method. A four color scheme is employed to vectorize the block Gauss-Seidel relaxation procedure. This increases the memory requirements minimally and decreases the computer time spent solving the resulting system of equations substantially. A factor of 7.6 speed up in the matrix solver is typical for the viscous equations. Numerical results are obtained for inviscid flow over a bump in a channel at subsonic and transonic conditions for validation with structured solvers. Viscous results are computed for developing flow in a channel, a symmetric sudden expansion, periodic tandem cylinders in a cross-flow, and a four-port valve. Comparisons are made with available results obtained by other investigators.

Jorgenson, Philip C. E.↗

NASA NTRS1993

A transient FETI methodology for large-scale parallel implicit computations in structural mechanics, part 2

Explicit codes are often used to simulate the nonlinear dynamics of large-scale structural systems, even for low frequency response, because the storage and CPU requirements entailed by the repeated factorizations traditionally found in implicit codes rapidly overwhelm the available computing resources. With the advent of parallel processing, this trend is accelerating because explicit schemes are also easier to parallellize than implicit ones. However, the time step restriction imposed by the Courant stability condition on all explicit schemes cannot yet and perhaps will never be offset by the speed of parallel hardware. Therefore, it is essential to develop efficient and robust alternatives to direct methods that are also amenable to massively parallel processing because implicit codes using unconditionally stable time-integration algorithms are computationally more efficient than explicit codes when simulating low-frequency dynamics. Here we present a domain decomposition method for implicit schemes that requires significantly less storage than factorization algorithms, that is several times faster than other popular direct and iterative methods, that can be easily implemented on both shared and local memory parallel processors, and that is both computationally and communication-wise efficient. The proposed transient domain decomposition method is an extension of the method of Finite Element Tearing and Interconnecting (FETI) developed by Farhat and Roux for the solution of static problems. Serial and parallel performance results on the CRAY Y-MP/8 and the iPSC-860/128 systems are reported and analyzed for realistic structural dynamics problems. These results establish the superiority of the FETI method over both the serial/parallel conjugate gradient algorithm with diagonal scaling and the serial/parallel direct method, and contrast the computational power of the iPSC-860/128 parallel processor with that of the CRAY Y-MP/8 system.

Farhat, Charbel↗

NASA NTRS1993

Two-dimensional radiative transfer in cloudy atmospheres - The spherical harmonic spatial grid method

A new two-dimensional monochromatic method that computes the transfer of solar or thermal radiation through atmospheres with arbitrary optical properties is described. The model discretizes the radiative transfer equation by expanding the angular part of the radiance field in a spherical harmonic series and representing the spatial part with a discrete grid. The resulting sparse coupled system of equations is solved iteratively with the conjugate gradient method. A Monte Carlo model is used for extensive verification of outgoing flux and radiance values from both smooth and highly variable (multifractal) media. The spherical harmonic expansion naturally allows for different levels of approximation, but tests show that the 2D equivalent of the two-stream approximation is poor at approximating variations in the outgoing flux. The model developed here is shown to be highly efficient so that media with tens of thousands of grid points can be computed in minutes. The large improvement in efficiency will permit quick, accurate radiative transfer calculations of realistic cloud fields and improve our understanding of the effect of inhomogeneity on radiative transfer in cloudy atmospheres.

Evans, K. F.↗

NASA NTRS1994

Automation of reverse engineering process in aircraft modeling and related optimization problems

During the year of 1994, the engineering problems in aircraft modeling were studied. The initial concern was to obtain a surface model with desirable geometric characteristics. Much of the effort during the first half of the year was to find an efficient way of solving a computationally difficult optimization model. Since the smoothing technique in the proposal 'Surface Modeling and Optimization Studies of Aerodynamic Configurations' requires solutions of a sequence of large-scale quadratic programming problems, it is important to design algorithms that can solve each quadratic program in a few interactions. This research led to three papers by Dr. W. Li, which were submitted to SIAM Journal on Optimization and Mathematical Programming. Two of these papers have been accepted for publication. Even though significant progress has been made during this phase of research and computation times was reduced from 30 min. to 2 min. for a sample problem, it was not good enough for on-line processing of digitized data points. After discussion with Dr. Robert E. Smith Jr., it was decided not to enforce shape constraints in order in order to simplify the model. As a consequence, P. Dierckx's nonparametric spline fitting approach was adopted, where one has only one control parameter for the fitting process - the error tolerance. At the same time the surface modeling software developed by Imageware was tested. Research indicated a substantially improved fitting of digitalized data points can be achieved if a proper parameterization of the spline surface is chosen. A winning strategy is to incorporate Dierckx's surface fitting with a natural parameterization for aircraft parts. The report consists of 4 chapters. Chapter 1 provides an overview of reverse engineering related to aircraft modeling and some preliminary findings of the effort in the second half of the year. Chapters 2-4 are the research results by Dr. W. Li on penalty functions and conjugate gradient methods for quadratic programming problems.

Li, W.↗

NASA NTRS1992

On adaptive weighted polynomial preconditioning for Hermitian positive definite matrices

The conjugate gradient algorithm for solving Hermitian positive definite linear systems is usually combined with preconditioning in order to speed up convergence. In recent years, there has been a revival of polynomial preconditioning, motivated by the attractive features of the method on modern architectures. Standard techniques for choosing the preconditioning polynomial are based only on bounds for the extreme eigenvalues. Here a different approach is proposed, which aims at adapting the preconditioner to the eigenvalue distribution of the coefficient matrix. The technique is based on the observation that good estimates for the eigenvalue distribution can be derived after only a few steps of the Lanczos process. This information is then used to construct a weight function for a suitable Chebyshev approximation problem. The solution of this problem yields the polynomial preconditioner. In particular, we investigate the use of Bernstein-Szego weights.

Fischer, Bernd↗

NASA NTRS1992

A transient FETI methodology for large-scale parallel implicit computations in structural mechanics

Explicit codes are often used to simulate the nonlinear dynamics of large-scale structural systems, even for low frequency response, because the storage and CPU requirements entailed by the repeated factorizations traditionally found in implicit codes rapidly overwhelm the available computing resources. With the advent of parallel processing, this trend is accelerating because explicit schemes are also easier to parallelize than implicit ones. However, the time step restriction imposed by the Courant stability condition on all explicit schemes cannot yet -- and perhaps will never -- be offset by the speed of parallel hardware. Therefore, it is essential to develop efficient and robust alternatives to direct methods that are also amenable to massively parallel processing because implicit codes using unconditionally stable time-integration algorithms are computationally more efficient when simulating low-frequency dynamics. Here we present a domain decomposition method for implicit schemes that requires significantly less storage than factorization algorithms, that is several times faster than other popular direct and iterative methods, that can be easily implemented on both shared and local memory parallel processors, and that is both computationally and communication-wise efficient. The proposed transient domain decomposition method is an extension of the method of Finite Element Tearing and Interconnecting (FETI) developed by Farhat and Roux for the solution of static problems. Serial and parallel performance results on the CRAY Y-MP/8 and the iPSC-860/128 systems are reported and analyzed for realistic structural dynamics problems. These results establish the superiority of the FETI method over both the serial/parallel conjugate gradient algorithm with diagonal scaling and the serial/parallel direct method, and contrast the computational power of the iPSC-860/128 parallel processor with that of the CRAY Y-MP/8 system.

Farhat, Charbel↗