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DOE OSTI2020

Towards Robustness Guarantees for Feedback-Based Optimization

Feedback-based online optimization algorithms have gained traction in recent years because of their simple implementation, their ability to reject disturbances in real time, and their increased robustness to model mismatch. While the robustness properties have been observed both in simulation and experimental results, the theoretical analysis in the literature is mostly limited to nominal conditions. In this work, we propose a framework to systematically assess the robust stability of feedback-based online optimization algorithms. We leverage tools from monotone operator theory, variational inequalities and classical robust control to obtain tractable numerical tests that guarantee robust convergence properties of online algorithms in feedback with a physical system, even in the presence of disturbances and model uncertainty. The results are illustrated via an academic example and a case study of a power distribution system.

approximation algorithms↗

NASA NTRS1994

Robust inverse kinematics using damped least squares with dynamic weighting

This paper presents a general method for calculating the inverse kinematics with singularity and joint limit robustness for both redundant and non-redundant serial-link manipulators. Damped least squares inverse of the Jacobian is used with dynamic weighting matrices in approximating the solution. This reduces specific joint differential vectors. The algorithm gives an exact solution away from the singularities and joint limits, and an approximate solution at or near the singularities and/or joint limits. The procedure is here implemented for a six d.o.f. teleoperator and a well behaved slave manipulator resulted under teleoperational control.

Schinstock, D. E.↗

NASA NTRS1998

Congruence Approximations for Entrophy Endowed Hyperbolic Systems

Building upon the standard symmetrization theory for hyperbolic systems of conservation laws, congruence properties of the symmetrized system are explored. These congruence properties suggest variants of several stabilized numerical discretization procedures for hyperbolic equations (upwind finite-volume, Galerkin least-squares, discontinuous Galerkin) that benefit computationally from congruence approximation. Specifically, it becomes straightforward to construct the spatial discretization and Jacobian linearization for these schemes (given a small amount of derivative information) for possible use in Newton's method, discrete optimization, homotopy algorithms, etc. Some examples will be given for the compressible Euler equations and the nonrelativistic MHD equations using linear and quadratic spatial approximation.

Barth, Timothy J.↗

NASA NTRS1993

Navier-Stokes calculations for the unsteady flowfield of turbomachinery

The Multistage Unsteady Turbomachinery Code is presently used to numerically simulate the flowfield generated by rotating machinery. The code, which simplifies the Reynolds-averaged Navier-Stokes equations via the thin-layer approximation, is an implicit finite-volume scheme with flux Jacobians that are evaluated by flux-vector splitting, while residual fluxes are evaluated by flux-difference splitting. Attention is given to the computational results this obtained for three engineering problems, involving propfan, rotating blade, and both rotating and static blade flows.

Chen, Jen P.↗

DOE OSTI2024

Symbolic construction of the chemical Jacobian of quasi-steady state (QSS) chemistries for Exascale computing platforms

The Quasi-Steady State Approximation (QSSA) can be an effective tool for reducing the size and stiffness of chemical mechanisms for implementation in computational reacting flow solvers. However, for many applications, the resulting model still requires implicit methods for efficient time integration. Here, in this paper, we outline an approach to formulating the QSSA reduction that is coupled with a strategy to generate C++ source code to evaluate the net species production rates, and the chemical Jacobian. The code-generation component employs a symbolic approach enabling a simple and effective strategy to analytically compute the chemical Jacobian. For computational tractability, the symbolic approach needs to be paired with common subexpression elimination which can negatively affect memory usage. Several solutions are outlined and successfully tested on a 3D multipulse ignition problem, thus allowing portable application across chemical model sizes and GPU capabilities. The implementation of the proposed method is available at https://github.com/AMReX-Combustion/PelePhysics under an open-source license.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

NASA NTRS1997

Convergence Estimates for Multidisciplinary Analysis and Optimization

A quantitative analysis of coupling between systems of equations is introduced. This analysis is then applied to problems in multidisciplinary analysis, sensitivity, and optimization. For the sensitivity and optimization problems both multidisciplinary and single discipline feasibility schemes are considered. In all these cases a "convergence factor" is estimated in terms of the Jacobians and Hessians of the system, thus it can also be approximated by existing disciplinary analysis and optimization codes. The convergence factor is identified with the measure for the "coupling" between the disciplines in the system. Applications to algorithm development are discussed. Demonstration of the convergence estimates and numerical results are given for a system composed of two non-linear algebraic equations, and for a system composed of two PDEs modeling aeroelasticity.

Arian, Eyal↗

NASA NTRS1986

About the coupling of turbulence closure models with averaged Navier-Stokes equations

The MacCormack implicit predictor-corrector model (1981) for numerical solution of the coupled Navier-Stokes equations for turbulent flows is extended to nonconservative multiequation turbulence models, as well as the inclusion of second-order Reynolds stress turbulence closure. A scalar effective pressure turbulent contribution to the pressure field is defined to approximate the effects of the Reynolds stress in strongly sheared flows. The Jacobian matrices of the transport equations are diagonalized to reduce the required computer memory and run time. Techniques are defined for including turbulence in the diagonalization. Application of the method is demonstrated with solutions generated for transonic nozzle flow and for the interaction between a supersonic flat plate boundary layer and a 12 deg compression-expansion ramp.

Vandromme, D.↗

NASA NTRS1993

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.↗

DOE OSTI2025

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↗

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 NTRSDate not supplied

Sonic Boom Propagation Model Based on a Single-Ray Jacobian

A sonic boom is a nonlinear event whose propagation can be modeled involving two stages. The first stage consists of ray path calculations using linear approximations, while the second stage deals with a nonlinear transport of the acoustic energy along these paths. This presentation discusses a second-order finite difference numerical approach used to predict the ray paths in range-dependent atmospheres and compares it to existing finite difference schemes. The approach is validated using exact solutions obtained for stratified atmospheres. In the second stage, the geometrical spreading effect needed in determining sonic boom waveforms from a Burgers' equation is obtained using a method that only needs a single ray rather than four rays required by most existing sonic boom propagation codes. The single-ray method calculates the Jacobian, associated with the coordinate transformation from a suitable ray coordinate system to the Cartesian coordinate system, directly from the ray tracing equations. While the four-ray method approximates the geometrical spreading using a finite difference scheme involving the four rays, the single-ray method does not rely on this approximation and instead depends purely on the acoustical kinematic properties of the atmosphere. Comparisons of results using these two methods are discussed.

sonic boom↗

NASA NTRS1989

Three dimensional PNS solutions of hypersonic internal flows with equilibrium chemistry

An implicit procedure for solving parabolized Navier-Stokes equations under the assumption of a general equation of state for a gas in chemical equilibrium is given. A general and consistent approach for the evaluation of Jacobian matrices in the implicit operator avoids the use of unnecessary auxiliary quantities and approximations, and leads to a simple expression. Applications to two- and three-dimensional flow problems show efficiency in computer time and economy in storage.

Liou, May-Fun↗

NASA NTRS1985

Errors in reduction methods

A mathematical basis is given for comparing the relative merits of various techniques used to reduce the order of large linear and nonlinear dynamics problems during their numerical integration. In such techniques as Guyan-Irons, path derivatives, selected eigenvectors, Ritz vectors, etc., the nth order initial value problem of /y(dot) = f(y) for t greater than 0, y(0) given/ is typically reduced to the mth order (m is much less than n) problem of /z(dot) = g(z) for t greater than 0, z(0) given/ by the transformation y = Pz where P changes from technique to technique. This paper gives an explicit approximate expression for the reduction error e-i in terms of P and the Jacobian of f. It is shown that: (a) reduction techniques are more accurate when the time rate of change of the response y is relatively small; (b) the change in response between two successive stations contributes to the errors at future stations after the change in response is transformed by a filtering matrix H, defined in terms of P; (c) the error committed at a station propagates to future stations by a mixing and scaling matrix G, defined in terms of P, Jacobian and of f, and time increment h. The paper discusses the conditions under which the reduction errors may be minimized and gives guidelines for selecting the reduction basis vector, i.e., the columns of P.

Utku, S.↗

NASA NTRS1991

An efficient solution technique for shockwave-boundary layer interactions with flow separation and slot suction effects

An efficient method for computing two-dimensional compressible Navier-Stokes flow fields is presented. The solution algorithm is a fully-implicit approximate factorization technique based on an unsymmetric line Gauss-Seidel splitting of the equation system Jacobian matrix. Convergence characteristics are improved by the addition of acceleration techniques based on Shamanskii's method for nonlinear equations and Broyden's quasi-Newton update. Characteristic-based differencing of the equations is provided by means of Van Leer's flux vector splitting. In this investigation, emphasis is placed on the fast and accurate computation of shock-wave-boundary layer interactions with and without slot suction effects. In the latter context, a set of numerical boundary conditions for simulating the transpiration flow in an open slot is devised. Both laminar and turbulent cases are considered, with turbulent closure provided by a modified Cebeci-Smith algebraic model. Comparisons with computational and experimental data sets are presented for a variety of interactions, and a fully-coupled simulation of a plenum chamber/inlet flowfield with shock interaction and suction is also shown and discussed.

Edwards, Jack R.↗

NASA NTRSDate not supplied

Implicit Preconditioning for Explicit Multigrid Solvers on Cut-Cell Cartesian Meshes

This work assesses the effectiveness of linearized implicit Euler preconditioning for multigrid solvers using an unpreconditioned, Jacobian-free Newton Krylov method to converge the linear system of equations. Multigrid convergence rates improve to approximately 0.75 across the cases tested including a Mach 2 supersonic wedge, transonic NACA 0012 airfoil, and ONERA M6 wing. While larger Krylov subspaces increase the convergence rate, they also increase the computational cost, such that 4-8 Krylov vectors often offers the fastest turnaround. Further reductions in computational cost are achieved with a sequential hybrid preconditioner that begins with the explicit multigrid solver before transitioning to the preconditioned algorithm later on. In addition, a novel implementation of dual time stepping is extended to include both common BDF methods as well as high-order implicit Runge-Kutta schemes. This particular formulation, which uses A −1 preconditioning, is amenable to matrix-free solvers, and the L-stable methods are especially suited for meshes with arbitrarily small cut-cells. Asymptotic order of convergence is demonstrated for BDF1, BDF2, SDIRK2, and 3rd-order Radau IIA time integration with unsteady 2D vortex simulations.

ARMD↗

DOE OSTI2021

A scalable exponential-DG approach for nonlinear conservation laws: With application to Burger and Euler equations

In this work, we propose an Exponential DG framework for partial differential equations. We decompose 7 governing equations into linear and nonlinear parts to which we apply the discontinuous Galerkin 8 (DG) spatial discretization. In particular, we construct the linear part using Jacobian that effectively 9 capture stiff characteristics in the system. The former is integrated analytically, whereas the latter 10 is approximated. This approach i) is stable with a large Courant number (Cr > 1); ii) supports 11 high-order solutions both in time and space; iii) is computationally favorable compared to IMEX 12 DG methods with no preconditioner; iv) becomes comparable to explicit RKDG methods on uniform 13 mesh and beneficial on non-uniform grid for Euler equations; v) is scalable in a modern massively 14 parallel computing architecture due to its explicit nature of exponential time integrators and com15 pact communication stencil of DG method. Numerical results demonstrate the performance of our 16 proposed methods through various examples. We also discuss the stability and convergence analysis 17 for our exponential DG scheme in the context of Burgers equation.

42 ENGINEERING↗

DOE OSTI2022

Nonlinear dimension reduction for surrogate modeling using gradient information

We introduce a method for the nonlinear dimension reduction of a high-dimensional function $u:{\mathbb{R}}^d\rightarrow{\mathbb{R}}$, $d\gg 1$. Our objective is to identify a nonlinear feature map $g:{\mathbb{R}}^d\rightarrow{\mathbb{R}}^m$, with a prescribed intermediate dimension $m\ll d$, so that $u$ can be well approximated by $f\circ g$ for some profile function $f:{\mathbb{R}}^m\rightarrow{\mathbb{R}}$. We propose to build the feature map by aligning the Jacobian $\nabla g$ with the gradient $\nabla u$, and we theoretically analyze the properties of the resulting $g$. Once $g$ is built, we construct $f$ by solving a gradient-enhanced least squares problem. Our practical algorithm uses a sample $\{{\textbf{x}}^{(i)},u({\textbf{x}}^{(i)}),\nabla u({\textbf{x}}^{(i)})\}_{i=1}^N$ and builds both $g$ and $f$ on adaptive downward-closed polynomial spaces, using cross validation to avoid overfitting. We numerically evaluate the performance of our algorithm across different benchmarks, and explore the impact of the intermediate dimension $m$. We show that building a nonlinear feature map $g$ can permit more accurate approximation of $u$ than a linear $g$, for the same input data set.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1988

Flux Jacobian matrices and generaled Roe average for an equilibrium real gas

Inviscid flux Jacobian matrices and their properties used in numerical solutions of conservation laws are extended to general, equilibrium gas laws. Exact and approximate generalizations of the Roe average are presented. Results are given for one-dimensional flow, and then extended to three-dimensional flow with time-varying grids.

Vinokur, Marcel↗