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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.↗
NASA NTRS1997

Implicit/Multigrid Algorithms for Incompressible Turbulent Flows on Unstructured Grids

An implicit code for computing inviscid and viscous incompressible flows on unstructured grids is described. The foundation of the code is a backward Euler time discretization for which the linear system is approximately solved at each time step with either a point implicit method or a preconditioned Generalized Minimal Residual (GMRES) technique. For the GMRES calculations, several techniques are investigated for forming the matrix-vector product. Convergence acceleration is achieved through a multigrid scheme that uses non-nested coarse grids that are generated using a technique described in the present paper. Convergence characteristics are investigated and results are compared with an exact solution for the inviscid flow over a four-element airfoil. Viscous results, which are compared with experimental data, include the turbulent flow over a NACA 4412 airfoil, a three-element airfoil for which Mach number effects are investigated, and three-dimensional flow over a wing with a partial-span flap.

Anderson, W. Kyle↗
NASA NTRS1989

Compressible flow calculations employing the Galerkin/least-squares method

A multielement group, domain decomposition algorithm is presented for solving linear nonsymmetric systems arising in the finite-element analysis of compressible flows employing the Galerkin/least-squares method. The iterative strategy employed is based on the generalized minimum residual (GMRES) procedure originally proposed by Saad and Shultz. Two levels of preconditioning are investigated. Applications to problems of high-speed compressible flow illustrate the effectiveness of the scheme.

Shakib, F.↗
NASA NTRS1990

Preconditioned conjugate gradient methods for the compressible Navier-Stokes equations

The compressible Navier-Stokes equations are solved for a variety of two-dimensional inviscid and viscous problems by preconditioned conjugate gradient-like algorithms. Roe's flux difference splitting technique is used to discretize the inviscid fluxes. The viscous terms are discretized by using central differences. An algebraic turbulence model is also incorporated. The system of linear equations which arises out of the linearization of a fully implicit scheme is solved iteratively by the well known methods of GMRES (Generalized Minimum Residual technique) and Chebyschev iteration. Incomplete LU factorization and block diagonal factorization are used as preconditioners. The resulting algorithm is competitive with the best current schemes, but has wide applications in parallel computing and unstructured mesh computations.

Venkatakrishnan, V.↗
NASA NTRS1991

Implicit solvers for unstructured meshes

Implicit methods were developed and tested for unstructured mesh computations. The approximate system which arises from the Newton linearization of the nonlinear evolution operator is solved by using the preconditioned GMRES (Generalized Minimum Residual) technique. Three different preconditioners were studied, namely, the incomplete LU factorization (ILU), block diagonal factorization, and the symmetric successive over relaxation (SSOR). The preconditioners were optimized to have good vectorization properties. SSOR and ILU were also studied as iterative schemes. The various methods are compared over a wide range of problems. Ordering of the unknowns, which affects the convergence of these sparse matrix iterative methods, is also studied. Results are presented for inviscid and turbulent viscous calculations on single and multielement airfoil configurations using globally and adaptively generated meshes.

Venkatakrishnan, V.↗
NASA NTRS1990

Global convergence of inexact Newton methods for transonic flow

In computational fluid dynamics, nonlinear differential equations are essential to represent important effects such as shock waves in transonic flow. Discretized versions of these nonlinear equations are solved using iterative methods. In this paper an inexact Newton method using the GMRES algorithm of Saad and Schultz is examined in the context of the full potential equation of aerodynamics. In this setting, reliable and efficient convergence of Newton methods is difficult to achieve. A poor initial solution guess often leads to divergence or very slow convergence. This paper examines several possible solutions to these problems, including a standard local damping strategy for Newton's method and two continuation methods, one of which utilizes interpolation from a coarse grid solution to obtain the initial guess on a finer grid. It is shown that the continuation methods can be used to augment the local damping strategy to achieve convergence for difficult transonic flow problems. These include simple wings with shock waves as well as problems involving engine power effects. These latter cases are modeled using the assumption that each exhaust plume is isentropic but has a different total pressure and/or temperature than the freestream.

Young, David P.↗
NASA NTRS1990

Fast secant methods for the iterative solution of large nonsymmetric linear systems

A family of secant methods based on general rank-1 updates was revisited in view of the construction of iterative solvers for large non-Hermitian linear systems. As it turns out, both Broyden's good and bad update techniques play a special role, but should be associated with two different line search principles. For Broyden's bad update technique, a minimum residual principle is natural, thus making it theoretically comparable with a series of well known algorithms like GMRES. Broyden's good update technique, however, is shown to be naturally linked with a minimum next correction principle, which asymptotically mimics a minimum error principle. The two minimization principles differ significantly for sufficiently large system dimension. Numerical experiments on discretized partial differential equations of convection diffusion type in 2-D with integral layers give a first impression of the possible power of the derived good Broyden variant.

Deuflhard, Peter↗
NASA NTRS1991

A look-ahead variant of the Lanczos algorithm and its application to the quasi-minimal residual method for non-Hermitian linear systems

The Lanczos algorithm can be used both for eigenvalue problems and to solve linear systems. However, when applied to non-Hermitian matrices, the classical Lanczos algorithm is susceptible to breakdowns and potential instabilities. In addition, the biconjugate gradient (BCG) algorithm, which is the natural generalization of the conjugate gradient algorithm to non-Hermitian linear systems, has a second source of breakdowns, independent of the Lanczos breakdowns. Here, we present two new results. We propose an implementation of a look-ahead variant of the Lanczos algorithm which overcomes the breakdowns by skipping over those steps where a breakdown or a near-breakdown would occur. The new algorithm can handle look-ahead steps of any length and requires the same number of matrix-vector products and inner products per step as the classical Lanczos algorithm without look-ahead. Based on the proposed look-ahead Lanczos algorithm, we then present a novel BCG-like approach, the quasi-minimal residual (QMR) method, which avoids the second source of breakdowns in the BCG algorithm. We present details of the new method and discuss some of its properties. In particular, we discuss the relationship between QMR and BCG, showing how one can recover the BCG iterates, when they exist, from the QMR iterates. We also present convergence results for QMR, showing the connection between QMR and the generalized minimal residual (GMRES) algorithm, the optimal method in this class of methods. Finally, we give some numerical examples, both for eigenvalue computations and for non-Hermitian linear systems.

Nachtigal, Noel M.↗
NASA NTRS1992

Upper bounds for convergence rates of vector extrapolation methods on linear systems with initial iterations

The application of the minimal polynomial extrapolation (MPE) and the reduced rank extrapolation (RRE) to a vector sequence obtained by the linear iterative technique x(sub j) + 1 = Ax(sub j) = b,j = 1,2,..., is considered. Both methods produce a two dimensional array of approximations s(sub n,k) to the solution of the system (I - A)x = b. Here, s(sub n,k) is obtained from the vectors x(sub j), n is less than or equal to j is less than or equal to n + k + 1. It was observed in an earlier publication by the first author that the sequence s(sub n,k), k = 1,2,..., for n greater than 0, but fixed, possesses better convergence properties than the sequence s(sub 0,k), k = 1,2,.... A detailed theoretical explanation for this phenomenon is provided in the present work. This explanation is heavily based on approximations by incomplete polynomials. It is demonstrated by numerical examples when the matrix A is sparse that cycling with s(sub n,k) for n greater than 0, but fixed, produces better convergence rates and costs less computationally than cycling with s(sub 0,k). It is also illustrated numerically with a convection-diffusion problem that the former may produce excellent results where the latter may fail completely. As has been shown in an earlier publication, the results produced by s(sub 0,k) are identical to the corresponding results obtained by applying the Arnoldi method or generalized minimal residual scheme (GMRES) to the system (I - A)x = b.

Sidi, Avram↗
NASA NTRS1993

Development of iterative techniques for the solution of unsteady compressible viscous flows

During the past two decades, there has been significant progress in the field of numerical simulation of unsteady compressible viscous flows. At present, a variety of solution techniques exist such as the transonic small disturbance analyses (TSD), transonic full potential equation-based methods, unsteady Euler solvers, and unsteady Navier-Stokes solvers. These advances have been made possible by developments in three areas: (1) improved numerical algorithms; (2) automation of body-fitted grid generation schemes; and (3) advanced computer architectures with vector processing and massively parallel processing features. In this work, the GMRES scheme has been considered as a candidate for acceleration of a Newton iteration time marching scheme for unsteady 2-D and 3-D compressible viscous flow calculation; from preliminary calculations, this will provide up to a 65 percent reduction in the computer time requirements over the existing class of explicit and implicit time marching schemes. The proposed method has ben tested on structured grids, but is flexible enough for extension to unstructured grids. The described scheme has been tested only on the current generation of vector processor architecture of the Cray Y/MP class, but should be suitable for adaptation to massively parallel machines.

Hixon, Duane↗
NASA NTRS1992

Aerodynamic shape optimization via sensitivity analysis on decomposed computational domains

Direct and iterative method considered to be most applicable to large systems of linear equations arising in discrete sensitivity analysis are assessed. Based on a single-domain grid, computations are performed using a banded matrix solver and an iterative solver, the generalized minimum residual (GMRES) method. The banded matrix solver is found to be generally the most economical method for those applications where the number of right-hand sides is large (i.e., a large number of design variables or a large number of adjoint vectors). For systems of equations that are too large to be solved by direct methods, an approach is proposed whereby the computational domain is divided into small subdomains, and each subdomain is solved separately.

Eleshaky, Mohamed E.↗
NASA NTRS1993

Laplace's equation and the Dirichlet-Neumann map in multiply connected domains

A variety of problems in material science and fluid dynamics require the solution of Laplace's equation in multiply connected domains. Integral equation methods are natural candidates for such problems, since they discretize the boundary alone, require no special effort for free boundaries, and achieve superalgebraic convergence rates on sufficiently smooth domains in two space dimensions, regardless of shape. Current integral equation methods for the Dirichlet problem, however, require the solution of M independent problems of dimension N, where M is the number of boundary components and N is the total number of points in the discretization. In this paper, we present a new boundary integral equation approach, valid for both interior and exterior problems, which requires the solution of a single linear system of dimension N + M. We solve this system by making use of an iterative method (GMRES) combined with the last multipole method for the rapid calculation of the necessary matrix vector products. For a two-dimensional system with 200 components and 100 points on each boundary, we gain a speedup of a factor of 100 from the new analytic formulation and a factor of 50 from the fast multipole method. The resulting scheme brings large scale calculations in extremely complex domains within practical reach.

Greenbaum, A.↗
NASA NTRS1993

Preconditioned domain decomposition scheme for three-dimensional aerodynamic sensitivity analysis

A preconditioned domain decomposition scheme is introduced for the solution of the 3D aerodynamic sensitivity equation. This scheme uses the iterative GMRES procedure to solve the effective sensitivity equation of the boundary-interface cells in the sensitivity analysis domain-decomposition scheme. Excluding the dense matrices and the effect of cross terms between boundary-interfaces is found to produce an efficient preconditioning matrix.

Eleshaky, Mohammed E.↗
NASA NTRS1994

Discrete sensitivity derivatives of the Navier-Stokes equations with a parallel Krylov solver

This paper solves an 'incremental' form of the sensitivity equations derived by differentiating the discretized thin-layer Navier Stokes equations with respect to certain design variables of interest. The equations are solved with a parallel, preconditioned Generalized Minimal RESidual (GMRES) solver on a distributed-memory architecture. The 'serial' sensitivity analysis code is parallelized by using the Single Program Multiple Data (SPMD) programming model, domain decomposition techniques, and message-passing tools. Sensitivity derivatives are computed for low and high Reynolds number flows over a NACA 1406 airfoil on a 32-processor Intel Hypercube, and found to be identical to those computed on a single-processor Cray Y-MP. It is estimated that the parallel sensitivity analysis code has to be run on 40-50 processors of the Intel Hypercube in order to match the single-processor processing time of a Cray Y-MP.

Ajmani, Kumud↗
NASA NTRS1994

Parallel implicit unstructured grid Euler solvers

A mesh-vertex finite volume scheme for solving the Euler equations on triangular unstructured meshes is implemented on an MIMD (multiple instruction/multiple data stream) parallel computer. An explicit four-stage Runge-Kutta scheme is used to solve two-dimensional flow problems. A family of implicit schemes is also developed to solve these problems, where the linear system that arises at each time step is solved by a preconditioned GMRES algorithm. Two partitioning strategies are employed, one that partitions triangles and the other that partitions vertices. The choice of the preconditioner in a distributed memory setting is discussed. All the methods are compared both in terms of elapsed times and convergence rates. It is shown that the implicit schemes offer adequate parallelism at the expense of minimal sequential overhead. The use of a global coarse grid to further minimize this overhead is also investigated. The schemes are implemented on a distributed memory parallel computer, the iPSC/860.

Venkatakrishnan, V.↗
NASA NTRS1994

Preconditioned implicit solvers for the Navier-Stokes equations on distributed-memory machines

The GMRES method is parallelized, and combined with local preconditioning to construct an implicit parallel solver to obtain steady-state solutions for the Navier-Stokes equations of fluid flow on distributed-memory machines. The new implicit parallel solver is designed to preserve the convergence rate of the equivalent 'serial' solver. A static domain-decomposition is used to partition the computational domain amongst the available processing nodes of the parallel machine. The SPMD (Single-Program Multiple-Data) programming model is combined with message-passing tools to develop the parallel code on a 32-node Intel Hypercube and a 512-node Intel Delta machine. The implicit parallel solver is validated for internal and external flow problems, and is found to compare identically with flow solutions obtained on a Cray Y-MP/8. A peak computational speed of 2300 MFlops/sec has been achieved on 512 nodes of the Intel Delta machine,k for a problem size of 1024 K equations (256 K grid points).

Ajmani, Kumud↗
NASA NTRS1993

Towards a generalized computational fluid dynamics technique for all Mach numbers

Currently there exists no single unified approach for efficiently and accurately solving computational fluid dynamics (CFD) problems across the Mach number regime, from truly low speed incompressible flows to hypersonic speeds. There are several CFD codes that have evolved into sophisticated prediction tools with a wide variety of features including multiblock capabilities, generalized chemistry and thermodynamics models among other features. However, as these codes evolve, the demand placed on the end user also increases simply because of the myriad of features that are incorporated into these codes. In order for a user to be able to solve a wide range of problems, several codes may be needed requiring the user to be familiar with the intricacies of each code and their rather complicated input files. Moreover, the cost of training users and maintaining several codes becomes prohibitive. The objective of the current work is to extend the compressible, characteristic-based, thermochemical nonequilibrium Navier-Stokes code GASP to very low speed flows and simultaneously improve convergence at all speeds. Before this work began, the practical speed range of GASP was Mach numbers on the order of 0.1 and higher. In addition, a number of new techniques have been developed for more accurate physical and numerical modeling. The primary focus has been on the development of optimal preconditioning techniques for the Euler and the Navier-Stokes equations with general finite-rate chemistry models and both equilibrium and nonequilibrium thermodynamics models. We began with the work of Van Leer, Lee, and Roe for inviscid, one-dimensional perfect gases and extended their approach to include three-dimensional reacting flows. The basic steps required to accomplish this task were a transformation to stream-aligned coordinates, the formulation of the preconditioning matrix, incorporation into both explicit and implicit temporal integration schemes, and modification of the numerical flux formulae. In addition, we improved the convergence rate of the implicit time integration schemes in GASP through the use of inner iteration strategies and the use of the GMRES (General Minimized Resisual) which belongs to the class of algorithms referred to as Krylov subspace iteration. Finally, we significantly improved the practical utility of GASP through the addition of mesh sequencing, a technique in which computations begin on a coarse grid and get interpolated onto successively finer grids. The fluid dynamic problems of interest to the propulsion community involve complex flow physics spanning different velocity regimes and possibly involving chemical reactions. This class of problems results in widely disparate time scales causing numerical stiffness. Even in the absence of chemical reactions, eigenvalue stiffness manifests itself at transonic and very low speed flows which can be quantified by the large condition number of the system and evidenced by slow convergence rates. This results in the need for thorough numerical analysis and subsequent implementation of sophisticated numerical techniques for these difficult yet practical problems. As a result of this work, we have been able to extend the range of applicability of compressible codes to very low speed inviscid flows (M = .001) and reacting flows.

Walters, R. W.↗
NASA NTRS1994

Parallel implicit unstructured grid Euler solvers

A mesh-vertex finite volume scheme for solving the Euler equations on triangular unstructured meshes is implemented on a multiple-instruction/multiple-data stream parallel computer. An explicit four-stage Runge-Kutta scheme is used to solve two-dimensional flow problems. A family of implicit schemes is also developed to solve these problems, where the linear system that arises at each time step is solved by a preconditioned GMRES algorithm. Two partitioning strategies are employed: one that partitions triangles and the other that partitions vertices. The choice of the preconditioner in a distributed memory setting is discussed. All of the methods are compared both in terms of elapsed times and convergence rates. It is shown that the implicit schemes offer adequate parallelism at the expense of minimal sequential overhead. The use of a global coarse grid to further minimize this overhead is also investigated. The schemes are implemented on a distributed memory parallel computer, the Intel iPSC/860.

TRT-THEORETICAL↗