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A Newton multigrid method for the Euler equations

A multigrid method is used to apply Newton's method to the Euler equations in a two dimensional curvilinear coordinate system. The objective is to obtain rapid convergence for steady state problems. Solutions computed with the method evolve in a non-time-like manner. Stable pressure distributions typically develop in eight to ten Newton-multigrid steps, which is equivalent to the computational work of about 70 iterations with a factored implicit algorithm.

Childs, R. E.

Enhancing ACPF Analysis: Integrating Newton-Raphson Method with Gradient Descent and Computational Graphs

This paper presents a new method for enhancing Alternating Current Power Flow (ACPF) analysis. The method integrates the Newton-Raphson (NR) method with Enhanced-Gradient Descent (GD) and computational graphs. The integration of renewable energy sources in power systems introduces variability and unpredictability, and this method addresses these challenges. It leverages the robustness of NR for accurate approximations and the flexibility of GD for handling variable conditions, all without requiring Jacobian matrix inversion. Furthermore, computational graphs provide a structured and visual framework that simplifies and systematizes the application of these methods. The goal of this fusion is to overcome the limitations of traditional ACPF methods and improve the resilience, adaptability, and efficiency of modern power grid analyses. We validate the effectiveness of our advanced algorithm through comprehensive testing on established IEEE benchmark systems. Furthermore, our findings demonstrate that our approach not only speeds up the convergence process but also ensures consistent performance across diverse system states, representing a significant advancement in power flow computation.

24 POWER TRANSMISSION AND DISTRIBUTION

Newton's method applied to finite-difference approximations for the steady-state compressible Navier-Stokes equations

Finite-difference approximations for steady-state compressible Navier-Stokes equations, whose two spatial dimensions are written in generalized curvilinear coordinates and strong conservation-law form, are presently solved by means of Newton's method in order to obtain a lifting-airfoil flow field under subsonic and transonnic conditions. In addition to ascertaining the computational requirements of an initial guess ensuring convergence and the degree of computational efficiency obtainable via the approximate Newton method's freezing of the Jacobian matrices, attention is given to the need for auxiliary methods assessing the temporal stability of steady-state solutions. It is demonstrated that nonunique solutions of the finite-difference equations are obtainable by Newton's method in conjunction with a continuation method.

Bailey, Harry E.

Application of Newton's method to the postbuckling of rings under pressure loadings

The postbuckling response of circular rings (or long cylinders) is examined. The rings are subjected to four types of external pressure loadings; each type of pressure is defined by its magnitude and direction at points on the buckled ring. Newton's method is applied to the nonlinear differential equations of the exact inextensional theory for the ring problem. A zeroth approximation for the solution of the nonlinear equations, based on the mode shape corresponding to the first buckling pressure, is derived in closed form for each of the four types of pressure. The zeroth approximation is used to start the iteration cycle in Newton's method to compute numerical solutions of the nonlinear equations. The zeroth approximations for the postbuckling pressure-deflection curves are compared with the converged solutions from Newton's method and with similar results reported in the literature.

Thurston, Gaylen A.

One-Dimensional Ablation with Pyrolysis Gas Flow Using a Full Newton's Method and Finite Control Volume Procedure

The development and verification of a one-dimensional material thermal response code with ablation is presented. The implicit time integrator, control volume finite element spatial discretization, and Newton's method for nonlinear iteration on the entire system of residual equations have been implemented and verified for the thermochemical ablation of internally decomposing materials. This study is a continuation of the work presented in "One-Dimensional Ablation with Pyrolysis Gas Flow Using a Full Newton's Method and Finite Control Volume Procedure" (AIAA-2006-2910), which described the derivation, implementation, and verification of the constant density solid energy equation terms and boundary conditions. The present study extends the model to decomposing materials including decomposition kinetics, pyrolysis gas flow through the porous char layer, and a mixture (solid and gas) energy equation. Verification results are presented for the thermochemical ablation of a carbon-phenolic ablator which involves the solution of the entire system of governing equations.

Amar, Adam J.

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

Efficient iterative solution methods are being developed for the numerical solution of two- and three-dimensional compressible Navier-Stokes equations. Iterative time marching methods have several advantages over classical multi-step explicit time marching schemes, and non-iterative implicit time marching schemes. Iterative schemes have better stability characteristics than non-iterative explicit and implicit schemes. Thus, the extra work required by iterative schemes can also be designed to perform efficiently on current and future generation scalable, missively parallel machines. An obvious candidate for iteratively solving the system of coupled nonlinear algebraic equations arising in CFD applications is the Newton method. Newton's method was implemented in existing finite difference and finite volume methods. Depending on the complexity of the problem, the number of Newton iterations needed per step to solve the discretized system of equations can, however, vary dramatically from a few to several hundred. Another popular approach based on the classical conjugate gradient method, known as the GMRES (Generalized Minimum Residual) algorithm is investigated. The GMRES algorithm was used in the past by a number of researchers for solving steady viscous and inviscid flow problems with considerable success. Here, the suitability of this algorithm is investigated for solving the system of nonlinear equations that arise in unsteady Navier-Stokes solvers at each time step. Unlike the Newton method which attempts to drive the error in the solution at each and every node down to zero, the GMRES algorithm only seeks to minimize the L2 norm of the error. In the GMRES algorithm the changes in the flow properties from one time step to the next are assumed to be the sum of a set of orthogonal vectors. By choosing the number of vectors to a reasonably small value N (between 5 and 20) the work required for advancing the solution from one time step to the next may be kept to (N+1) times that of a noniterative scheme. Many of the operations required by the GMRES algorithm such as matrix-vector multiplies, matrix additions and subtractions can all be vectorized and parallelized efficiently.

Sankar, Lakshmi N.

On Newton's method for Riccati equation solution

It is shown that the assumptions of controllability and observability in two theorems of Kleinman (1968, 1970) concerning Newton's method for the Ricatti equation can be weakened to stabilizability and detectability. Empirically, this has been known for some time.

Sandell, N. R., Jr.

Calculations of transonic flows with shocks using Newton's method and direct solver. II - Solution of Euler equations

Transonic flows with shocks are simulated using steady Euler equations and by simultaneously solving the resulting nonlinear algebraic equations using Newton's method. At each iteration, a direct solver computes the corrections and the process is repeated until convergence is achieved. The corrections and errors are reduced quadratically with the present method, allowing solutions of machine accuracy to be obtained in a few steps. Nonunique inviscid solutions and nonunique solutions of the Navier Stokes equations for quasi-one-dimensional flows in nozzles are presented. Calculations are also presented for steady two-dimensional inviscid flows around a cylinder in the transonic regime.

Hafez, M.

Larger Convergence Zones for Newton's Method

Iterative technique applies over wider range of initial guesses. New theorem describes convergence zone of Newton's iterative method for finding zeros of real function. Involves two points, Xp and Xp*, called primary conjugate points. If exact solution lies between these points (Xp is less than Xz is less than Xp*) and no other conjugate points in interval, then according to theorem, subsequent iterations will converge upon exact solution if initial guess lies in interval.

Campbell, C. W.

Implementing a unified solver for nonlinearly constrained optimization

SQP and interior-point methods (also referred to as Lagrange-Newton methods) typically share key algorithmic components, such as strategies for computing descent directions and mechanisms that promote global convergence. Building on this insight, we introduce a unifying framework with eight building blocks that abstracts the workflows of Lagrange-Newton methods. We then present Uno, a modular C++ solver that implements our unifying framework and allows the automatic combination of a wide range of strategies with no programming effort from the user. Uno is meant to (1) organize mathematical optimization strategies into a coherent hierarchy; (2) offer a wide range of efficient and robust methods that can be compared for a given instance; (3) enable researchers to experiment with novel optimization strategies; and (4) reduce the cost of development and maintenance of multiple optimization solvers. Uno’s software design allows user to compose new customized solvers for emerging optimization areas such as robust optimization or optimization problems with complementarity constraints, while building on reliable nonlinear optimization techniques. We demonstrate that Uno is highly competitive against state-of-the-art solvers filterSQP, IPOPT, SNOPT, MINOS, LANCELOT, LOQO, and CONOPT on a subset of 429 small problems from the CUTE collection. Uno is available as open-source software under the MIT license at https://github.com/cvanaret/Uno and via its C, Julia, Python, Fortran, and AMPL interfaces.

97 MATHEMATICS AND COMPUTING

Impacts of Hybrid Parallelism and Vectorization on the Performance of Newton-Krylov Methods in Computational Aerodynamics

Finding the numerical solution of moderate and high-fidelity aerodynamics problems on modern computer architectures involves, 1) decomposing the domain into smaller regions of nearly equal size, and 2) allocating computational resources for calculations on each domain and communication between domains. Modern computer clusters are composed from hierarchies of processing, memory, and communication resources with varying capabilities and latencies.This paper focuses on the combination of domain decomposition provided by ParMETIS [1]and Newton-Krylov Methods [2–5] for the solution of Computational Aerodynamics problems of interest to NASA. Herein, trade-offs encountered when mapping aerodynamics problems to modern computer architectures are explored through examples and discussions of trade-offs in parallelism from MPI [6], Open MP [7], and vectorization as partition sizes and computational resources are varied. An example of the impact that domain decomposition and MPI+OpenMPresource allocation can have on an adjoint calculation is presented in this abstract. The full paper will include more detailed examples, discussions of difficulties and potential methods to overcome them, and topics identified for future study.

Computational Aerodynamics, Hybrid Parallelism, Ve

A new flux conserving Newton's method scheme for the two-dimensional, steady Navier-Stokes equations

A new numerical method is developed for the solution of the two-dimensional, steady Navier-Stokes equations. The method that is presented differs in significant ways from the established numerical methods for solving the Navier-Stokes equations. The major differences are described. First, the focus of the present method is on satisfying flux conservation in an integral formulation, rather than on simulating conservation laws in their differential form. Second, the present approach provides a unified treatment of the dependent variables and their unknown derivatives. All are treated as unknowns together to be solved for through simulating local and global flux conservation. Third, fluxes are balanced at cell interfaces without the use of interpolation or flux limiters. Fourth, flux conservation is achieved through the use of discrete regions known as conservation elements and solution elements. These elements are not the same as the standard control volumes used in the finite volume method. Fifth, the discrete approximation obtained on each solution element is a functional solution of both the integral and differential form of the Navier-Stokes equations. Finally, the method that is presented is a highly localized approach in which the coupling to nearby cells is only in one direction for each spatial coordinate, and involves only the immediately adjacent cells. A general third-order formulation for the steady, compressible Navier-Stokes equations is presented, and then a Newton's method scheme is developed for the solution of incompressible, low Reynolds number channel flow. It is shown that the Jacobian matrix is nearly block diagonal if the nonlinear system of discrete equations is arranged approximately and a proper pivoting strategy is used. Numerical results are presented for Reynolds numbers of 100, 1000, and 2000. Finally, it is shown that the present scheme can resolve the developing channel flow boundary layer using as few as six to ten cells per channel width, depending on the Reynolds number.

Scott, James R.