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NASA NTRS1996

Preconditioned Mixed Spectral Element Methods for Elasticity and Stokes Problems

Preconditioned iterative methods for the indefinite systems obtained by discretizing the linear elasticity and Stokes problems with mixed spectral elements in three dimensions are introduced and analyzed. The resulting stiffness matrices have the structure of saddle point problems with a penalty term, which is associated with the Poisson ratio for elasticity problems or with stabilization techniques for Stokes problems. The main results of this paper show that the convergence rate of the resulting algorithms is independent of the penalty parameter, the number of spectral elements Nu and mildly dependent on the spectral degree eta via the inf-sup constant. The preconditioners proposed for the whole indefinite system are block-diagonal and block-triangular. Numerical experiments presented in the final section show that these algorithms are a practical and efficient strategy for the iterative solution of the indefinite problems arising from mixed spectral element discretizations of elliptic systems.

Pavarino, Luca F.↗

NASA NTRS1996

A Systematic Solution Approach for Neutron Transport Problems in Diffuse Regimes

A systematic solution approach for the neutron transport equation, based on a least-squares finite-element discretization, is presented. This approach includes the theory for the existence and uniqueness of the analytical as well as of the discrete solution, bounds for the discretization error, and guidance for the development of an efficient multigrid solver for the resulting discrete problem. To guarantee the accuracy of the discrete solution for diffusive regimes, a scaling transformation is applied to the transport operator prior to the discretization. The key result is the proof of the V-ellipticity and continuity of the scaled least-squares bilinear form with constants that are independent of the total cross section and the absorption cross section. For a variety of least-squares finite-element discretizations this leads to error bounds that remain valid in diffusive regimes. Moreover, for problems in slab geometry a full multigrid solver is presented with V(1, 1)-cycle convergence rates approximately equal to 0.1, independent of the size of the total cross section and the absorption cross section.

Manteuffel, T. A.↗

NASA NTRS1996

Preconditioning Operators on Unstructured Grids

We consider systems of mesh equations that approximate elliptic boundary value problems on arbitrary (unstructured) quasi-uniform triangulations and propose a method for constructing optimal preconditioning operators. The method is based upon two approaches: (1) the fictitious space method, i.e., the reduction of the original problem to a problem in an auxiliary (fictitious) space, and (2) the multilevel decomposition method, i.e., the construction of preconditioners by decomposing functions on hierarchical meshes. The convergence rate of the corresponding iterative process with the preconditioner obtained is independent of the mesh step. The preconditioner has an optimal computational cost: the number of arithmetic operations required for its implementation is proportional to the number of unknowns in the problem. The construction of the preconditioning operators for three dimensional problems can be done in the same way.

Nepomnyaschikh, S. V.↗

NASA NTRS1996

Multigrid and Krylov Subspace Methods for Transport Equations: Absorption Case

In this paper we look at Krylov subspace methods for solving the transport equations in a slab geometry. The spatial discretization scheme used is a finite element method called Modified Linear Discontinuous scheme (MLD). We investigate the convergence rates for a number of Krylov subspace methods for this problem and compare with the results of a spatial multigrid scheme.

Oliveira, S.↗

NASA NTRS1996

A Multilevel Algorithm for the Solution of Second Order Elliptic Differential Equations on Sparse Grids

A multilevel algorithm is presented that solves general second order elliptic partial differential equations on adaptive sparse grids. The multilevel algorithm consists of several V-cycles. Suitable discretizations provide that the discrete equation system can be solved in an efficient way. Numerical experiments show a convergence rate of order Omicron(1) for the multilevel algorithm.

Pflaum, Christoph↗

NASA NTRS1996

Effective Boundary Treatment for the Biharmonic Dirichlet Problem

The biharmonic equation can be rewritten as a system of two Poisson equations. Multigrid solution of this system is expected to converge with the same amount of work as solving two Poisson equations, requiring less than 70 floating point operations (scalar multiply or addition) per fine grid point to reach a solution using an FMG algorithm. For periodic boundary conditions, this goal is attained by simple, straightforward application of multigrid. For Dirichlet boundary conditions, however, convergence is impeded by poor interaction with the boundaries. Attempts to overcome the slowness without specifically addressing the boundaries have resulted in multigrid algorithms not attaining the Poisson convergence rate. We present three methods of boundary treatment with which full multigrid efficiency can be obtained. All implement an approach described by Brandt, concentrating some additional effort near the boundary. The first approach simply adds a number of relaxation sweeps over points close to the boundary. The second uses joint relaxation on near-boundary points. The third method takes something from each of the first two methods, resulting in a solver more suitable for highly parallel applications.

Brandt, A.↗

NASA NTRS1997

External Boundary Conditions for Three-Dimensional Problems of Computational Aerodynamics

We consider an unbounded steady-state flow of viscous fluid over a three-dimensional finite body or configuration of bodies. For the purpose of solving this flow problem numerically, we discretize the governing equations (Navier-Stokes) on a finite-difference grid. The grid obviously cannot stretch from the body up to infinity, because the number of the discrete variables in that case would not be finite. Therefore, prior to the discretization we truncate the original unbounded flow domain by introducing some artificial computational boundary at a finite distance of the body. Typically, the artificial boundary is introduced in a natural way as the external boundary of the domain covered by the grid. The flow problem formulated only on the finite computational domain rather than on the original infinite domain is clearly subdefinite unless some artificial boundary conditions (ABC's) are specified at the external computational boundary. Similarly, the discretized flow problem is subdefinite (i.e., lacks equations with respect to unknowns) unless a special closing procedure is implemented at this artificial boundary. The closing procedure in the discrete case is called the ABC's as well. In this paper, we present an innovative approach to constructing highly accurate ABC's for three-dimensional flow computations. The approach extends our previous technique developed for the two-dimensional case; it employs the finite-difference counterparts to Calderon's pseudodifferential boundary projections calculated in the framework of the difference potentials method (DPM) by Ryaben'kii. The resulting ABC's appear spatially nonlocal but particularly easy to implement along with the existing solvers. The new boundary conditions have been successfully combined with the NASA-developed production code TLNS3D and used for the analysis of wing-shaped configurations in subsonic (including incompressible limit) and transonic flow regimes. As demonstrated by the computational experiments and comparisons with the standard (local) methods, the DPM-based ABC's allow one to greatly reduce the size of the computational domain while still maintaining high accuracy of the numerical solution. Moreover, they may provide for a noticeable increase of the convergence rate of multigrid iterations.

Tsynkov, Semyon V.↗

NASA NTRS1998

Accelerated Training for Large Feedforward Neural Networks

In this paper we introduce a new training algorithm, the scaled variable metric (SVM) method. Our approach attempts to increase the convergence rate of the modified variable metric method. It is also combined with the RBackprop algorithm, which computes the product of the matrix of second derivatives (Hessian) with an arbitrary vector. The RBackprop method allows us to avoid computationally expensive, direct line searches. In addition, it can be utilized in the new, 'predictive' updating technique of the inverse Hessian approximation. We have used directional slope testing to adjust the step size and found that this strategy works exceptionally well in conjunction with the Rbackprop algorithm. Some supplementary, but nevertheless important enhancements to the basic training scheme such as improved setting of a scaling factor for the variable metric update and computationally more efficient procedure for updating the inverse Hessian approximation are presented as well. We summarize by comparing the SVM method with four first- and second- order optimization algorithms including a very effective implementation of the Levenberg-Marquardt method. Our tests indicate promising computational speed gains of the new training technique, particularly for large feedforward networks, i.e., for problems where the training process may be the most laborious.

Stepniewski, Slawomir W.↗

NASA NTRS1999

Plane Smoothers for Multiblock Grids: Computational Aspects

Standard multigrid methods are not well suited for problems with anisotropic discrete operators, which can occur, for example, on grids that are stretched in order to resolve a boundary layer. One of the most efficient approaches to yield robust methods is the combination of standard coarsening with alternating-direction plane relaxation in the three dimensions. However, this approach may be difficult to implement in codes with multiblock structured grids because there may be no natural definition of global lines or planes. This inherent obstacle limits the range of an implicit smoother to only the portion of the computational domain in the current block. This report studies in detail, both numerically and analytically, the behavior of blockwise plane smoothers in order to provide guidance to engineers who use block-structured grids. The results obtained so far show alternating-direction plane smoothers to be very robust, even on multiblock grids. In common computational fluid dynamics multiblock simulations, where the number of subdomains crossed by the line of a strong anisotropy is low (up to four), textbook multigrid convergence rates can be obtained with a small overlap of cells between neighboring blocks.

Llorente, Ignacio M.↗

NASA NTRS1999

Large-Scale Parallel Viscous Flow Computations using an Unstructured Multigrid Algorithm

The development and testing of a parallel unstructured agglomeration multigrid algorithm for steady-state aerodynamic flows is discussed. The agglomeration multigrid strategy uses a graph algorithm to construct the coarse multigrid levels from the given fine grid, similar to an algebraic multigrid approach, but operates directly on the non-linear system using the FAS (Full Approximation Scheme) approach. The scalability and convergence rate of the multigrid algorithm are examined on the SGI Origin 2000 and the Cray T3E. An argument is given which indicates that the asymptotic scalability of the multigrid algorithm should be similar to that of its underlying single grid smoothing scheme. For medium size problems involving several million grid points, near perfect scalability is obtained for the single grid algorithm, while only a slight drop-off in parallel efficiency is observed for the multigrid V- and W-cycles, using up to 128 processors on the SGI Origin 2000, and up to 512 processors on the Cray T3E. For a large problem using 25 million grid points, good scalability is observed for the multigrid algorithm using up to 1450 processors on a Cray T3E, even when the coarsest grid level contains fewer points than the total number of processors.

Mavriplis, Dimitri J.↗

NASA NTRS2000

Advancement of Bi-Level Integrated System Synthesis (BLISS)

Bi-Level Integrated System Synthesis (BLISS) is a method for optimization of an engineering system, e.g., an aerospace vehicle. BLISS consists of optimizations at the subsystem (module) and system levels to divide the overall large optimization task into sets of smaller ones that can be executed concurrently. In the initial version of BLISS that was introduced and documented in previous publications, analysis in the modules was kept at the early conceptual design level. This paper reports on the next step in the BLISS development in which the fidelity of the aerodynamic drag and structural stress and displacement analyses were upgraded while the method's satisfactory convergence rate was retained.

Sobieszczanski-Sobieski, J.↗

NASA NTRS2000

Advancement of Bi-Level Integrated System Synthesis (BLISS)

Sobieszczanski-Sobieski, Jaroslaw↗

NASA NTRS2000

Recent Improvements in Aerodynamic Design Optimization on Unstructured Meshes

Recent improvements in an unstructured-grid method for large-scale aerodynamic design are presented. Previous work had shown such computations to be prohibitively long in a sequential processing environment. Also, robust adjoint solutions and mesh movement procedures were difficult to realize, particularly for viscous flows. To overcome these limiting factors, a set of design codes based on a discrete adjoint method is extended to a multiprocessor environment using a shared memory approach. A nearly linear speedup is demonstrated, and the consistency of the linearizations is shown to remain valid. The full linearization of the residual is used to precondition the adjoint system, and a significantly improved convergence rate is obtained. A new mesh movement algorithm is implemented and several advantages over an existing technique are presented. Several design cases are shown for turbulent flows in two and three dimensions.

Nielsen, Eric J.↗

NASA NTRS2000

Advancement of Bi-Level Integrated System Synthesis (BLISS)

Sobieszczanski-Sobieski, Jaroslaw↗

NASA NTRS2000

Wavelet-Based Interpolation and Representation of Non-Uniformly Sampled Spacecraft Mission Data

A well-documented problem in the analysis of data collected by spacecraft instruments is the need for an accurate, efficient representation of the data set. The data may suffer from several problems, including additive noise, data dropouts, an irregularly-spaced sampling grid, and time-delayed sampling. These data irregularities render most traditional signal processing techniques unusable, and thus the data must be interpolated onto an even grid before scientific analysis techniques can be applied. In addition, the extremely large volume of data collected by scientific instrumentation presents many challenging problems in the area of compression, visualization, and analysis. Therefore, a representation of the data is needed which provides a structure which is conducive to these applications. Wavelet representations of data have already been shown to possess excellent characteristics for compression, data analysis, and imaging. The main goal of this project is to develop a new adaptive filtering algorithm for image restoration and compression. The algorithm should have low computational complexity and a fast convergence rate. This will make the algorithm suitable for real-time applications. The algorithm should be able to remove additive noise and reconstruct lost data samples from images.

Bose, Tamal↗

NASA NTRS2001

Additive Runge-Kutta Schemes for Convection-Diffusion-Reaction Equations

Additive Runge-Kutta (ARK) methods are investigated for application to the spatially discretized one-dimensional convection-diffusion-reaction (CDR) equations. First, accuracy, stability, conservation, and dense output are considered for the general case when N different Runge-Kutta methods are grouped into a single composite method. Then, implicit-explicit, N = 2, additive Runge-Kutta ARK2 methods from third- to fifth-order are presented that allow for integration of stiff terms by an L-stable, stiffly-accurate explicit, singly diagonally implicit Runge-Kutta (ESDIRK) method while the nonstiff terms are integrated with a traditional explicit Runge-Kutta method (ERK). Coupling error terms are of equal order to those of the elemental methods. Derived ARK2 methods have vanishing stability functions for very large values of the stiff scaled eigenvalue, z(exp [I]) goes to infinity, and retain high stability efficiency in the absence of stiffness, z(exp [I]) goes to zero. Extrapolation-type stage-value predictors are provided based on dense-output formulae. Optimized methods minimize both leading order ARK2 error terms and Butcher coefficient magnitudes as well as maximize conservation properties. Numerical tests of the new schemes on a CDR problem show negligible stiffness leakage and near classical order convergence rates. However, tests on three simple singular-perturbation problems reveal generally predictable order reduction. Error control is best managed with a PID-controller. While results for the fifth-order method are disappointing, both the new third- and fourth-order methods are at least as efficient as existing ARK2 methods while offering error control and stage-value predictors.

Kennedy, Christopher A.↗

NASA NTRS1996

Experimental Study of Collision Detection Schema Used by Pilots During Closely Spaced Parallel Approaches

An experimental flight simulator study was conducted to examine the mental alerting logic and thresholds used by subjects to issue an alert and execute an avoidance maneuver. Subjects flew a series of autopilot landing approaches with traffic on a closely-spaced parallel approach; during some runs, the traffic would deviate towards the subject and the subject was to indicate the point when they recognized the potential traffic conflict, and then indicate a direction of flight for an avoidance maneuver. A variety of subjects, including graduate students, general aviation pilots and airline pilots, were tested. Five traffic displays were evaluated, with a moving map TCAS-type traffic display as a baseline. A side-task created both high and low workload situations. Subjects appeared to use the lateral deviation of the intruder aircraft from its approach path as the criteria for an alert regardless of the display available. However, with displays showing heading and/or trend information, their alerting thresholds were significantly lowered. This type of range-only schema still resulted in many near misses, as a high convergence rate was often established by the time of the subject's alert. Therefore, the properties of the intruder's trajectory had the greatest effect on the resultant near miss rate; no display system reliably caused alerts timely enough for certain collision avoidance. Subjects' performance dropped significantly on a side-task while they analyzed the need for an alert, showing alert generation can be a high workload situation at critical times. No variation was found between subjects with and with out piloting experience. These results suggest the design of automatic alerting systems should take into account the range-type alerting schema used by the human, such that the rationale for the automatic alert should be obvious to, and trusted by, the operator. Although careful display design may help generate pilot/automation trust, issues such as user non-conformance to automatically generated commands can remain a possibility.

Pritchett, Amy R.↗

NASA NTRS2003

An Exact Dual Adjoint Solution Method for Turbulent Flows on Unstructured Grids

An algorithm for solving the discrete adjoint system based on an unstructured-grid discretization of the Navier-Stokes equations is presented. The method is constructed such that an adjoint solution exactly dual to a direct differentiation approach is recovered at each time step, yielding a convergence rate which is asymptotically equivalent to that of the primal system. The new approach is implemented within a three-dimensional unstructured-grid framework and results are presented for inviscid, laminar, and turbulent flows. Improvements to the baseline solution algorithm, such as line-implicit relaxation and a tight coupling of the turbulence model, are also presented. By storing nearest-neighbor terms in the residual computation, the dual scheme is computationally efficient, while requiring twice the memory of the flow solution. The scheme is expected to have a broad impact on computational problems related to design optimization as well as error estimation and grid adaptation efforts.

Nielsen, Eric J.↗