Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “subspace method”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 37 records · Page 2
All sourcesNASA NTRSDOE OSTI
NASA NTRS1996

Multigrid and Krylov Subspace Methods for the Discrete Stokes Equations

Discretization of the Stokes equations produces a symmetric indefinite system of linear equations. For stable discretizations, a variety of numerical methods have been proposed that have rates of convergence independent of the mesh size used in the discretization. In this paper, we compare the performance of four such methods: variants of the Uzawa, preconditioned conjugate gradient, preconditioned conjugate residual, and multigrid methods, for solving several two-dimensional model problems. The results indicate that where it is applicable, multigrid with smoothing based on incomplete factorization is more efficient than the other methods, but typically by no more than a factor of two. The conjugate residual method has the advantage of being both independent of iteration parameters and widely applicable.

Elman, Howard C.↗
NASA NTRS1996

Preserving Symmetry in Preconditioned Krylov Subspace Methods

We consider the problem of solving a linear system Ax = b when A is nearly symmetric and when the system is preconditioned by a symmetric positive definite matrix M. In the symmetric case, one can recover symmetry by using M-inner products in the conjugate gradient (CG) algorithm. This idea can also be used in the nonsymmetric case, and near symmetry can be preserved similarly. Like CG, the new algorithms are mathematically equivalent to split preconditioning, but do not require M to be factored. Better robustness in a specific sense can also be observed. When combined with truncated versions of iterative methods, tests show that this is more effective than the common practice of forfeiting near-symmetry altogether.

Chan, Tony F.↗
NASA NTRS1994

An Exploratory Study of a Subspace Iteration Method as an Alternative to the QR Method for Floquet Eigenanalysis

Floquet eigenanalysis requires a few dominant eigenvalues of the Floquet transition matrix (FTM). Although the QR method is used almost exclusively, it is expensive for such partial eigenanalysis; the operation counts and, thereby, the approximate machine-time grow cubically with the matrix order. Accordingly, for Floquet eigenanalysis, the Arnold-Saad method, a subspace iteration method, is investigated as an alternative to the QR method. The two methods are compared for machine-time efficiency and the residual errors of the corresponding eigenpairs. The Arnolds-Saad method takes much less machine-time than the QR method with comparable computational reliability and offers promise fpr large-scale Floquet eigenanalysis.

Achar, N. S.↗
DOE OSTI2022

A Comparison of Linear Solvers for Resolving Flow in Three-Dimensional Discrete Fracture Networks

We compare various methods for resolving steady flow within three-dimensional discrete fracture networks, including direct methods, Krylov subspace methods with and without preconditioning, and multi-grid methods. We compared the performance of the methods based on compute times and scaling of the solution as a function of the number of grid nodes and log-variance of the hydraulic aperture. The methods are applied to three test cases: (a) variable density of networks with a truncated power-law distribution of fracture lengths, (b) a fixed network composed of monodisperse fracture sizes but varied permeability/aperture heterogeneity, (c) and a network based on field site in Nevada, US. We chose these cases to allow us to study the impact of the mesh size and flow properties, as well as to demonstrate our conclusions on a large-scale, realistic problem (more than 40 million mesh nodes). A direct solution using Cholesky factorization outperformed other methods for every example but was closely followed in performance by some algebraic multigrid (AMG) preconditioned Krylov subspace methods. Among the Krylov methods, conjugate gradients (CG) with an AMG preconditioner performs the best. Generally, Cholesky factorization is recommended, but CG with an AMG preconditioner may be suitable for very large problems beyond 40 million nodes where the entire linear system cannot reside in memory.

58 GEOSCIENCES↗
NASA NTRS1996

Practical Aspects of Krylov Subspace Iterative Methods in CFD

Implementation issues associated with the application of Krylov subspace iterative methods, such as Newton-GMRES, are presented within the framework of practical computational fluid dynamic (CFD) applications. This paper categorizes, evaluates, and contrasts the major ingredients (function evaluations, matrix-vector products, and preconditioners) of Newton-GMRES Krylov subspace methods in terms of their effect on the local linear and global nonlinear convergence, memory requirements, and accuracy. The discussion focuses on Newton-GMRES in both a structured multi-zone incompressible Navier-Stokes solver and an unstructured mesh finite-volume Navier-Stokes solver. Approximate versus exact matrix-vector products, effective preconditioners, and other pertinent issues are addressed.

Pulliam, Thomas H.↗
NASA NTRS2009

Subspace Iteration Method for Complex Eigenvalue Problems with Nonsymmetric Matrices in Aeroelastic System

Modern airplane design is a multidisciplinary task which combines several disciplines such as structures, aerodynamics, flight controls, and sometimes heat transfer. Historically, analytical and experimental investigations concerning the interaction of the elastic airframe with aerodynamic and in retia loads have been conducted during the design phase to determine the existence of aeroelastic instabilities, so called flutter .With the advent and increased usage of flight control systems, there is also a likelihood of instabilities caused by the interaction of the flight control system and the aeroelastic response of the airplane, known as aeroservoelastic instabilities. An in -house code MPASES (Ref. 1), modified from PASES (Ref. 2), is a general purpose digital computer program for the analysis of the closed-loop stability problem. This program used subroutines given in the International Mathematical and Statistical Library (IMSL) (Ref. 3) to compute all of the real and/or complex conjugate pairs of eigenvalues of the Hessenberg matrix. For high fidelity configuration, these aeroelastic system matrices are large and compute all eigenvalues will be time consuming. A subspace iteration method (Ref. 4) for complex eigenvalues problems with nonsymmetric matrices has been formulated and incorporated into the modified program for aeroservoelastic stability (MPASES code). Subspace iteration method only solve for the lowest p eigenvalues and corresponding eigenvectors for aeroelastic and aeroservoelastic analysis. In general, the selection of p is ranging from 10 for wing flutter analysis to 50 for an entire aircraft flutter analysis. The application of this newly incorporated code is an experiment known as the Aerostructures Test Wing (ATW) which was designed by the National Aeronautic and Space Administration (NASA) Dryden Flight Research Center, Edwards, California to research aeroelastic instabilities. Specifically, this experiment was used to study an instability known as flutter. ATW was a small-scale airplane wing comprised of an airfoil and wing tip boom. This wing was formulated based on a NACA-65A004 airfoil shape with a 3.28 aspect ratio. The wing had a span of 18 inch with root chord length of 13.2 inch and tip chord length of 8.7 inch. The total area of this wing was 197 square inch. The wing tip boom was a 1 inch diameter hollow tube of length 21.5 inch. The total weight of the wing was 2.66 lbs.

Pak, Chan-gi↗
DOE OSTI2021

Multi-Fidelity Active Subspaces for Wind Farm Uncertainty Quantification

Wind plants operate in stochastic environments characterized by complex turbulent flow dynamics and high-dimensional random variables. A key step in uncertainty quantification studies is sensitivity analysis and dimension reduction that can facilitate the development of surrogate models to be used for forward and inverse propagation or optimization under uncertainty. Prior work has shown active subspaces are an effective tool for identifying important directions in the space of stochastic inputs; however, they have only been applied to single-fidelity wind plant models. In this study, we investigate the efficacy of a multi-fidelity active subspace method for analyzing the uncertainty in wind plant power output. The multi-fidelity active subspace estimator offers the promise of increased accuracy in identifying active subspaces as compared to a single-fidelity estimator for the same computational cost, or a reduction in cost for the same accuracy. This makes the study of uncertainty in larger wind plants and with higher fidelity physics tractable. The multi-fidelity active subspace method is applied to gridded and existing wind plant layouts with single and multiple inflow conditions and its performance for surrogate modeling and uncertainty propagation is compared against a single-fidelity active subspace method. This multi-fidelity approach yields substantial computational speedups of 2x - 3.4x across the test cases along with acceptable accuracy in surrogate modeling and computing statistical moments.

active subspace↗
DOE OSTI2026

Augmenting subspace optimization methods with linear bandits

In this work, we consider the framework of methods for unconstrained minimization that are, in each iteration, restricted to a model that is only a valid approximation to the objective function on some affine subspace containing an incumbent point. These methods are of practical interest in computational settings where derivative information is either expensive or impossible to obtain. Recent attention has been paid in the literature to employing randomized matrix sketching for generating the affine subspaces within this framework. We consider a relatively straightforward, deterministic augmentation of such a generic subspace optimization method. In particular, we consider a sequential optimization framework where actions consist of one-dimensional linear subspaces and rewards consist of (approximations to) the magnitudes of directional derivatives computed in the direction of the action subspace. Reward maximization in this context is consistent with maximizing lower bounds on descent guaranteed by first-order Taylor models. This sequential optimization problem can be analysed through the lens of dynamic regret. We modify an existing linear upper confidence bound (UCB) bandit method and prove sublinear dynamic regret in the subspace optimization setting. We demonstrate the efficacy of employing this linear UCB method in a setting where forward-mode algorithmic differentiation can provide directional derivatives in arbitrary directions and in a derivative-free setting. For the derivative-free setting, we propose SS-POUNDers, an extension of the derivative-free optimization method POUNDers that employs the linear UCB mechanism to identify promising subspaces. Our numerical experiments suggest a preference, in either computational setting, for employing a linear UCB mechanism within a subspace optimization method.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1991

Distributed Minimal Residual (DMR) method for acceleration of iterative algorithms

A new method for enhancing the convergence rate of iterative algorithms for the numerical integration of systems of partial differential equations was developed. It is termed the Distributed Minimal Residual (DMR) method and it is based on general Krylov subspace methods. The DMR method differs from the Krylov subspace methods by the fact that the iterative acceleration factors are different from equation to equation in the system. At the same time, the DMR method can be viewed as an incomplete Newton iteration method. The DMR method was applied to Euler equations of gas dynamics and incompressible Navier-Stokes equations. All numerical test cases were obtained using either explicit four stage Runge-Kutta or Euler implicit time integration. The formulation for the DMR method is general in nature and can be applied to explicit and implicit iterative algorithms for arbitrary systems of partial differential equations.

Lee, Seungsoo↗
DOE OSTI2021

Quarter 4 Report: Report on Final Findings and Opportunities for Future Work in the Use of Mixed Precision in Iterative Solvers

The fourth quarter of the project was spent developing an error analysis of the s-step Lanczos and CG algorithms. Our theoretical bounds and numerical experiments show that the numerical behavior of the algorithm can be significantly improved by using extra precision in a small part of the computation related to the computation and application of the Gram matrix. We have published a technical report which includes all steps of the analysis [8]; a shortened version for journal submission is in preparation. We plan to submit this paper in the following weeks. Activities related to this also include a collaboration with Ichitaro Yamazaki on gathering performance results for these new mixed precision s-step Krylov subspace methods using single/double precision on GPUs. Namely, we would like to obtain performance results that show that the performance overhead of using double the working precision in these select computations is minimal. Other activities include attending biweekly xSDK meetings and presenting a pitch talk on this work to the group on February 25, 2021. In the remainder of the document, we summarize our findings on the potential for mixed precision in classical Krylov subspace methods and s-step Krylov subspace methods, as well as key opportunities for future work.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

A Data-driven approach to Determining the Fidelity in the Hardware-in-the-loop Systems using Subspace Identification Method

One of the major questions in any Hardware-in-the-loop (HiL) simulation is to understand the fidelity of the HiL simulation itself which is most often indicated qualitatively as either high or low instead of quantifying it. Being cognizant of the level of fidelity forms the crux to assess the validity and credibility of the HiL simulation. In this work, we address this issue by developing a systematic, data-driven approach to assess the fidelity of any HiL simulation, and more specifically, the fidelity of the interface between the simulator and hardware in an HiL simulation. Applying a subspace identification method, a linear system representing the interface is obtained from the time-series data captured between the hardware and simulator in the HiL simulation. Finally, the fidelity is defined based on this linear system properties. The proposed data-driven fidelity quantification framework is illustrated on the IEEE 123 node feeder system running on HYPERSIM and interacting with virtual protection relays.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1989

Globally convergent techniques in nonlinear Newton-Krylov

Some convergence theory is presented for nonlinear Krylov subspace methods. The basic idea of these methods is to use variants of Newton's iteration in conjunction with a Krylov subspace method for solving the Jacobian linear systems. These methods are variants of inexact Newton methods where the approximate Newton direction is taken from a subspace of small dimensions. The main focus is to analyze these methods when they are combined with global strategies such as linesearch techniques and model trust region algorithms. Most of the convergence results are formulated for projection onto general subspaces rather than just Krylov subspaces.

Brown, Peter N.↗
NASA NTRS2000

Ordering Unstructured Meshes for Sparse Matrix Computations on Leading Parallel Systems

The ability of computers to solve hitherto intractable problems and simulate complex processes using mathematical models makes them an indispensable part of modern science and engineering. Computer simulations of large-scale realistic applications usually require solving a set of non-linear partial differential equations (PDES) over a finite region. For example, one thrust area in the DOE Grand Challenge projects is to design future accelerators such as the SpaHation Neutron Source (SNS). Our colleagues at SLAC need to model complex RFQ cavities with large aspect ratios. Unstructured grids are currently used to resolve the small features in a large computational domain; dynamic mesh adaptation will be added in the future for additional efficiency. The PDEs for electromagnetics are discretized by the FEM method, which leads to a generalized eigenvalue problem Kx = AMx, where K and M are the stiffness and mass matrices, and are very sparse. In a typical cavity model, the number of degrees of freedom is about one million. For such large eigenproblems, direct solution techniques quickly reach the memory limits. Instead, the most widely-used methods are Krylov subspace methods, such as Lanczos or Jacobi-Davidson. In all the Krylov-based algorithms, sparse matrix-vector multiplication (SPMV) must be performed repeatedly. Therefore, the efficiency of SPMV usually determines the eigensolver speed. SPMV is also one of the most heavily used kernels in large-scale numerical simulations.

Oliker, Leonid↗
DOE OSTI2025

Towards a Quantum Algorithm for the Incompressible Nonlinear Navier-Stokes Equations

In this work, we present novel concepts for quantum algorithms to solve transient, nonlinear partial differential equations (PDEs). The challenge lies in how to effectively represent, encode, process, and evolve the nonlinear system of PDEs on quantum computers. We will discuss the new techniques using the incompressible Navier-Stokes equations as an example, because it represents the fundamental nonlinear feature and yet removes certain complexity in physics, allowing us to focus on the design of quantum algorithms. Previous attempts solving nonlinear PDEs in quantum computation have often involved storing multiple copies of solutions or employing linearizations. Neither is practical due to exponential scaling with evolution time or insufficient solution accuracy. We propose a new framework based on matrix product states (MPSs) and matrix product operators (MPOs), in addition to the Krylov subspace methods. For example, the solution variables of the Navier-Stokes equations are represented by MPSs, and the linear and nonlinear terms are processed by MPOs. The time evolution of the operators is attained by a fast-forwarding algorithm using Krylov subspace methods. Furthermore, we discuss various techniques for efficient encoding of MPSs, measurement reduction for MPOs, and use of tensor operations to treat multi-variate, multi-physics characteristics of Navier-Stokes.

Gopalakrishnan Meena, Murali [ORNL] (ORCID:0000000↗
DOE OSTI2022

A Subspace-Inclusive Sampling Method for the Computational Design of Compositionally Graded Alloys

Abstract Compositionally graded alloys, a subclass of functionally graded materials (FGMs), utilize localized variations in composition with a single metal part to achieve higher performance than traditional single material parts. In previous work [Kirk, T., Galvan, E., Malak, R., and Arroyave, R., 2018, “Computational Design of Gradient Paths in Additively Manufactured Functionally Graded Materials,” J. Mech. Des., 140, p. 111410. 10.1115/1.4040816], the authors presented a computational design methodology that avoids common issues which limit a gradient alloy’s feasibility, such as deleterious phases, and optimizes for performance objectives. However, the previous methodology only samples the interior of a composition space, meaning designed gradients must include all elements in the space throughout the gradient. Because even small amounts of additional alloying elements can introduce new deleterious phases, this characteristic often neglects potentially simpler solutions to otherwise unsolvable problems and, consequently, discourages the addition of new elements to the state space. The present work improves upon the previous methodology by introducing a sampling method that includes subspaces with fewer elements in the design search. The new method samples within an artificially expanded form of the state space and projects samples outside the true region to the nearest true subspace. This method is evaluated first by observing the sample distribution in each subspace of a 3D, 4D, and 5D state space. Next, a parametric study in a synthetic 3D problem compares the performance of the new sampling scheme to the previous methodology. Lastly, the updated methodology is applied to design a gradient from stainless steel to equiatomic NiTi that has practical uses such as embedded shape memory actuation and for which the previous methodology fails to find a feasible path.

Engineering↗
DOE OSTI2025

Scalable Bayesian Physics-Informed Kolmogorov-Arnold Networks

Uncertainty quantification (UQ) plays a pivotal role in scientific machine learning, especially when surrogate models are used to approximate complex systems. Although multilayer perceptions (MLPs) are commonly employed as surrogates, they often suffer from overfitting due to their large number of parameters. Kolmogorov-Arnold networks (KANs) offer an alternative solution with fewer parameters. However, gradient-based inference methods, such as Hamiltonian Monte Carlo (HMC), may result in computational inefficiency when applied to KANs, especially for large-scale datasets, due to the high cost of back-propagation. To address these challenges, we propose a novel approach, combining the dropout Tikhonov ensemble Kalman inversion (DTEKI) with Chebyshev KANs. This gradient-free method effectively mitigates overfitting and enhances numerical stability. In addition, we incorporate the active subspace method to reduce the parameter-space dimensionality, allowing us to improve the accuracy of predictions and obtain more reliable uncertainty estimates. Extensive experiments demonstrate the efficacy of our approach in various test cases, including scenarios with large datasets and high noise levels. Our results show that the new method achieves comparable or better accuracy, much higher efficiency as well as stability compared to HMC, in addition to scalability. Moreover, by leveraging the low-dimensional parameter subspace, our method preserves prediction accuracy while substantially reducing further the computational cost.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Pseudodiagonalization Method for Accelerating Nonlinear Subspace Diagonalization in Density Functional Theory

In density functional theory, each self-consistent field (SCF) nonlinear step updates the discretized Kohn-Sham orbitals by solving a linear eigenvalue problem. The concept of pseudodiagonalization is to solve this linear eigenvalue problem approximately, and specifically utilizing a method involving a small number of Jacobi rotations that takes advantage of the good initial guess to the solution given by the approximation to the orbitals from the previous SCF iteration. The approximate solution to the linear eigenvalue problem can be very rapid, particularly for those steps near SCF convergence. Here, we adapt pseudodiagonalization to finite-temperature and metallic systems, where partially-occupied orbitals must be individually resolved with some accuracy. We apply pseudodiagonalization to the subspace eigenvalue problem that arises in Chebyshev-filtered subspace iteration. In tests on metallic and other systems for a range of temperatures, we show that pseudodiagonalization achieves similar rates of SCF convergence to exact diagonalization.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
NASA NTRS1994

Preconditioned conjugate gradient methods for the Navier-Stokes equations

A preconditioned Krylov subspace method (GMRES) is used to solve the linear systems of equations formed at each time-integration step of the unsteady, two-dimensional, compressible Navier-Stokes equations of fluid flow. The Navier-Stokes equations are cast in an implicit, upwind finite-volume, flux-split formulation. Several preconditioning techniques are investigated to enhance the efficiency and convergence rate of the implicit solver based on the GMRES algorithm. The superiority of the new solver is established by comparisons with a conventional implicit solver, namely line Gauss-Seidel relaxation (LGSR). Computational test results for low-speed (incompressible flow over a backward-facing step at Mach 0.1), transonic flow (trailing edge flow in a transonic turbine cascade), and hypersonic flow (shock-on-shock interactions on a cylindrical leading edge at Mach 6.0) are presented. For the Mach 0.1 case, overall speedup factors of up to 17 (in terms of time-steps) and 15 (in terms of CPU time on a CRAY-YMP/8) are found in favor of the preconditioned GMRES solver, when compared with the LGSR solver. The corresponding speedup factors for the transonic flow case are 17 and 23, respectively. The hypersonic flow case shows slightly lower speedup factors of 9 and 13, respectively. The study of preconditioners conducted in this research reveals that a new LUSGS-type preconditioner is much more efficient than a conventional incomplete LU-type preconditioner.

Ajmani, Kumud↗