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All sourcesNASA NTRSDOE OSTI
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 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↗
NASA NTRS1989

Parallel iterative methods for sparse linear and nonlinear equations

As three-dimensional models are gaining importance, iterative methods will become almost mandatory. Among these, preconditioned Krylov subspace methods have been viewed as the most efficient and reliable, when solving linear as well as nonlinear systems of equations. There has been several different approaches taken to adapt iterative methods for supercomputers. Some of these approaches are discussed and the methods that deal more specifically with general unstructured sparse matrices, such as those arising from finite element methods, are emphasized.

Saad, Youcef↗
NASA NTRS1989

Projection methods for the numerical solution of Markov chain models

Projection methods for computing stationary probability distributions for Markov chain models are presented. A general projection method is a method which seeks an approximation from a subspace of small dimension to the original problem. Thus, the original matrix problem of size N is approximated by one of dimension m, typically much smaller than N. A particularly successful class of methods based on this principle is that of Krylov subspace methods which utilize subspaces of the form span(v,av,...,A(exp m-1)v). These methods are effective in solving linear systems and eigenvalue problems (Lanczos, Arnoldi,...) as well as nonlinear equations. They can be combined with more traditional iterative methods such as successive overrelaxation, symmetric successive overrelaxation, or with incomplete factorization methods to enhance convergence.

Saad, Youcef↗
NASA NTRS1990

Application of the TRANAIR rectangular grid approach to the aerodynamic analysis of complex configurations

A numerical method is described which uses a rectangular grid to solve the nonlinear full potential equation about complex configurations. The grid is locally refined to resolve high velocity gradients arising from leading edge expansions or shock waves. The grid penetrates the boundary (described by networks of quadrilateral panels) and is generated automatically. Discrete operators are constructed using the finite element method. The system of nonlinear discrete equations is solved iteratively using a Krylov subspace method preconditioned by an exterior Poisson solver and a direct sparse solver. The primary emphasis is to provide design engineers with an aerodynamic analysis tool (the TRANAIR code) which is accurate, reliable, economical, and flexible to use. Computational results for many interesting configurations are presented.

Johnson, Forrester T.↗
NASA NTRS1992

Iterative solution of linear systems

Recent advances in the field of iterative methods for solving large linear systems are reviewed. The main focus is on developments in the area of conjugate gradient-type algorithms and Krylov subspace methods for nonHermitian matrices.

Freund, Roland W.↗
NASA NTRSDate not supplied

Sparse Linear Algebra Toolkit for Computational Aerodynamics

Finding solutions to sparse linear systems of equations is an essential step in Computational Engineering applications of interest to NASA. Linear systems of equations are composed and solved in almost every computational engineering application. The characteristics of linear systems vary greatly from one application to another. Accordingly, there are a wide variety of methods for the solution of linear systems of equations. The operations and methods prepared by the authors are focused on linear systems of interest to NASA, primarily those associated with Computational Fluid Dynamics (CFD), Aeroelasticity, and Aeroacoustics. The Sparse Linear Algebra Toolkit (SLAT) is a coordinated collection of software featuring operations, methods, and data structures that are useful when solving sparse linear systems of equations on modern computer architectures. The implemented operations and methods are designed and tuned for parallelism in shared memory, in distributed memory, and across the hybrid combination of distributed-shared memory. The toolkit includes novel methods and implementations for modern architectures and facilitates development of new approaches for meeting NASA’s evolving computational engineering challenges using evolving computer architectures that are not available in vendor libraries. In this paper, significant features and interfaces within SLAT are presented and verified for simulations performed with NASA’s CFD solver, FUN3D. The runtime and scaling performance of the Generalized Minimum Residual (GMRES) method implemented in SLAT is analyzed for the linear subproblems within the solution of turbulent Navier-Stokes equations employed in the simulation of high-lift configurations. Prior to this work, the SPARSKIT GMRES implementation was the only Krylov subspace method available within FUN3D. A strong scaling study shows the SLAT GMRES implementation facilitates accurate Reynolds-averaged Navier-Stokes CFD solutions between 15% and 56% faster than the SPARSKIT GMRES implementation.

Stephen L Wood↗
NASA NTRS1992

Rational approximations from power series of vector-valued meromorphic functions

Let F(z) be a vector-valued function, F: C yields C(sup N), which is analytic at z = 0 and meromorphic in a neighborhood of z = 0, and let its Maclaurin series be given. In this work we developed vector-valued rational approximation procedures for F(z) by applying vector extrapolation methods to the sequence of partial sums of its Maclaurin series. We analyzed some of the algebraic and analytic properties of the rational approximations thus obtained, and showed that they were akin to Pade approximations. In particular, we proved a Koenig type theorem concerning their poles and a de Montessus type theorem concerning their uniform convergence. We showed how optical approximations to multiple poles and to Laurent expansions about these poles can be constructed. Extensions of the procedures above and the accompanying theoretical results to functions defined in arbitrary linear spaces was also considered. One of the most interesting and immediate applications of the results of this work is to the matrix eigenvalue problem. In a forthcoming paper we exploited the developments of the present work to devise bona fide generalizations of the classical power method that are especially suitable for very large and sparse matrices. These generalizations can be used to approximate simultaneously several of the largest distinct eigenvalues and corresponding eigenvectors and invariant subspaces of arbitrary matrices which may or may not be diagonalizable, and are very closely related with known Krylov subspace methods.

Sidi, Avram↗
NASA NTRS1996

Parallel Newton-Krylov-Schwarz algorithms for the transonic full potential equation

We study parallel two-level overlapping Schwarz algorithms for solving nonlinear finite element problems, in particular, for the full potential equation of aerodynamics discretized in two dimensions with bilinear elements. The overall algorithm, Newton-Krylov-Schwarz (NKS), employs an inexact finite-difference Newton method and a Krylov space iterative method, with a two-level overlapping Schwarz method as a preconditioner. We demonstrate that NKS, combined with a density upwinding continuation strategy for problems with weak shocks, is robust and, economical for this class of mixed elliptic-hyperbolic nonlinear partial differential equations, with proper specification of several parameters. We study upwinding parameters, inner convergence tolerance, coarse grid density, subdomain overlap, and the level of fill-in in the incomplete factorization, and report their effect on numerical convergence rate, overall execution time, and parallel efficiency on a distributed-memory parallel computer.

Cai, Xiao-Chuan↗
NASA NTRS1971

The influence of the great inequality on the secular disturbing function of the planetary system.

This paper derives the contribution by the great inequality to the secular disturbing function of the principal planets. Andoyer's expansion of the planetary disturbing function and von Zeipel's method of eliminating the periodic terms is employed; thereby, the corrected secular disturbing function for the planetary system is derived. The conclusion is drawn that the canonicity of the equations for the secular variation of the heliocentric elements can be preserved if there be retained, in the secular disturbing function, terms only of the second and fourth order relative to the eccentricity and inclinations. The Krylov-Bogoliubov method is suggested for eliminating periodic terms, if it is desired to include the secular perturbations of the fifth and higher order in the heliocentric elements. The additional part of the secular disturbing function derived in this paper can be included in existing theories of the secular effects of principal planets.

Musen, P.↗
NASA NTRS1997

Improvements in Block-Krylov Ritz Vectors and the Boundary Flexibility Method of Component Synthesis

A method of dynamic substructuring is presented which utilizes a set of static Ritz vectors as a replacement for normal eigenvectors in component mode synthesis. This set of Ritz vectors is generated in a recurrence relationship, proposed by Wilson, which has the form of a block-Krylov subspace. The initial seed to the recurrence algorithm is based upon the boundary flexibility vectors of the component. Improvements have been made in the formulation of the initial seed to the Krylov sequence, through the use of block-filtering. A method to shift the Krylov sequence to create Ritz vectors that will represent the dynamic behavior of the component at target frequencies, the target frequency being determined by the applied forcing functions, has been developed. A method to terminate the Krylov sequence has also been developed. Various orthonormalization schemes have been developed and evaluated, including the Cholesky/QR method. Several auxiliary theorems and proofs which illustrate issues in component mode synthesis and loss of orthogonality in the Krylov sequence have also been presented. The resulting methodology is applicable to both fixed and free- interface boundary components, and results in a general component model appropriate for any type of dynamic analysis. The accuracy is found to be comparable to that of component synthesis based upon normal modes, using fewer generalized coordinates. In addition, the block-Krylov recurrence algorithm is a series of static solutions and so requires significantly less computation than solving the normal eigenspace problem. The requirement for less vectors to form the component, coupled with the lower computational expense of calculating these Ritz vectors, combine to create a method more efficient than traditional component mode synthesis.

Carney, Kelly Scott↗
NASA NTRS1987

TRANAIR - A computer code for transonic analyses of arbitrary configurations

Attention is given to a new approach to solving full potential equations about arbitrary configurations. Numerical algorithms from such fields as finite elements, preconditioned Krylov subspace methods, discrete Fourier analysis, and integral equations are combined to take advantage of the size and speed of current and emerging supercomputers. On the basis of this appraoch, a robust, efficient and easy to use computer code referred to as TRANAIR has been developed for transonic analysis of complex geometries.

Samant, S. S.↗
NASA NTRS1986

A new approach to the solution of boundary value problems involving complex configurations

A new approach for solving certain types of boundary value problems about complex configurations is presented. Numerical algorithms from such diverse fields as finite elements, preconditioned Krylov subspace methods, discrete Fourier analysis, and integral equations are combined to take advantage of the memory, speed and architecture of current and emerging supercomputers. Although the approach has application to many branches of computational physics, the present effort is concentrated in areas of Computational Fluid Dynamics (CFD) such as steady nonlinear aerodynamics, time harmonic unsteady aerodynamics, and aeroacoustics. The most significant attribute of the approach is that it can handle truly arbitrary boundary geometries and eliminates the difficult task of generating surface fitted grids.

Rubbert, P. E.↗
NASA NTRS1996

Schwarz-Based Algorithms for Compressible Flows

We investigate in this paper the application of Schwarz-based algorithms to compressible flows. First we study the combination of these methods with defect-correction procedures. We then study the effect on the Schwarz-based methods of replacing the explicit treatment of the boundary conditions by an implicit one. In the last part of this paper we study the combination of these methods with Newton-Krylov matrix-free methods. Numerical experiments that show the performance of our approaches are then presented.

Tidriri, M. D.↗
NASA NTRS1996

MGLab: An Interactive Multigrid Environment

MGLab is a set of Matlab functions that defines an interactive environment for experimenting with multigrid algorithms. The package solves two-dimensional elliptic partial differential equations discretized using either finite differences or finite volumes, depending on the problem. Built-in problems include the Poisson equation, the Helmholtz equation, a convection-diffusion problem, and a discontinuous coefficient problem. A number of parameters controlling the multigrid V-cycle can be set using a point-and-click mechanism. The menu-based user interface also allows a choice of several Krylov subspace methods, including CG, GMRES(k), and Bi-CGSTAB, which can be used either as stand-alone solvers or as multigrid acceleration schemes. The package exploits Matlab's visualization and sparse matrix features and has been structured to be easily extensible.

Bordner, James↗
NASA NTRS2000

A Reduced Order Model of the Linearized Incompressible Navier-Strokes Equations for the Sensor/Actuator Placement Problem

A reduced order modeling approach of the Navier-Stokes equations is presented for the design of a distributed optimal feedback kernel. This approach is based oil a Krylov subspace method where significant modes of the flow are captured in the model This model is then used in all optimal feedback control design where sensing and actuation is performed oil tile entire flow field. This control design approach yields all optimal feedback kernel which provides insight into the placement of sensors and actuators in the flow field. As all evaluation of this approach, a two-dimensional shear layer and driven cavity flow are investigated.

Allan, Brian G.↗
NASA NTRS1978

A note on obtaining an approximate value for the period of a periodic solution of x-double prime = -V prime /x/

The first integral of x-double prime = - V prime (x) yields an integral for the period of a periodic solution, if such exists. In general, this integral cannot be evaluated. By means of an approximate solution along with the minimization of a mean-square error, one can obtain an approximate value for the period in terms of the amplitude of the motion. The calculated period agrees very well with the period obtained by means of numerical integration for the case of orbit-orbit resonance involving the motion of two satellites of a planet. The same method is applied to obtain an alternative derivation of the first Krylov-Bogoliuboff averaging method in nonlinear mechanics.

Lass, H.↗