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All sourcesNASA NTRSDOE OSTI
NASA NTRS1997

A Nonlinear Programming Perspective on Sensitivity Calculations for Systems Governed by State Equations

This paper discusses the calculation of sensitivities. or derivatives, for optimization problems involving systems governed by differential equations and other state relations. The subject is examined from the point of view of nonlinear programming, beginning with the analytical structure of the first and second derivatives associated with such problems and the relation of these derivatives to implicit differentiation and equality constrained optimization. We also outline an error analysis of the analytical formulae and compare the results with similar results for finite-difference estimates of derivatives. We then attend to an investigation of the nature of the adjoint method and the adjoint equations and their relation to directions of steepest descent. We illustrate the points discussed with an optimization problem in which the variables are the coefficients in a differential operator.

Lewis, Robert Michael↗
NASA NTRS1984

Design sensitivity analysis with Applicon IFAD using the adjoint variable method

A numerical method is presented to implement structural design sensitivity analysis using the versatility and convenience of existing finite element structural analysis program and the theoretical foundation in structural design sensitivity analysis. Conventional design variables, such as thickness and cross-sectional areas, are considered. Structural performance functionals considered include compliance, displacement, and stress. It is shown that calculations can be carried out outside existing finite element codes, using postprocessing data only. That is, design sensitivity analysis software does not have to be imbedded in an existing finite element code. The finite element structural analysis program used in the implementation presented is IFAD. Feasibility of the method is shown through analysis of several problems, including built-up structures. Accurate design sensitivity results are obtained without the uncertainty of numerical accuracy associated with selection of a finite difference perturbation.

Frederick, Marjorie C.↗
NASA NTRS1997

Airfoil Design Using a Coupled Euler and Integral Boundary Layer Method with Adjoint Based Sensitivities

The objective of this paper is to present a control theory approach for the design of airfoils in the presence of viscous compressible flows. A coupled system of the integral boundary layer and the Euler equations is solved to provide rapid flow simulations. An adjunct approach consistent with the complete coupled state equations is employed to obtain the sensitivities needed to drive a numerical optimization algorithm. Design to target pressure distribution is demonstrated on an RAE 2822 airfoil at transonic speed.

Edwards, S.↗
NASA NTRS1999

Optimization of Aerospace Structure Subject to Damage Tolerance Criteria

The objective of this cooperative agreement was to seek computationally efficient ways to optimize aerospace structures subject to damage tolerance criteria. Optimization was to involve sizing as well as topology optimization. The work was done in collaboration with Steve Scotti, Chauncey Wu and Joanne Walsh at the NASA Langley Research Center. Computation of constraint sensitivity is normally the most time-consuming step of an optimization procedure. The cooperative work first focused on this issue and implemented the adjoint method of sensitivity computation in an optimization code (runstream) written in Engineering Analysis Language (EAL). The method was implemented both for bar and plate elements including buckling sensitivity for the latter. Lumping of constraints was investigated as a means to reduce the computational cost. Adjoint sensitivity computation was developed and implemented for lumped stress and buckling constraints. Cost of the direct method and the adjoint method was compared for various structures with and without lumping. The results were reported in two papers. It is desirable to optimize topology of an aerospace structure subject to a large number of damage scenarios so that a damage tolerant structure is obtained. Including damage scenarios in the design procedure is critical in order to avoid large mass penalties at later stages. A common method for topology optimization is that of compliance minimization which has not been used for damage tolerant design. In the present work, topology optimization is treated as a conventional problem aiming to minimize the weight subject to stress constraints. Multiple damage configurations (scenarios) are considered. Each configuration has its own structural stiffness matrix and, normally, requires factoring of the matrix and solution of the system of equations. Damage that is expected to be tolerated is local and represents a small change in the stiffness matrix compared to the baseline (undamaged) structure. The exact solution to a slightly modified set of equations can be obtained from the baseline solution economically without actually solving the modified system. Sherrnan-Morrison-Woodbury (SMW) formulas are matrix update formulas that allow this. SMW formulas were therefore used here to compute adjoint displacements for sensitivity computation and structural displacements in damaged configurations.

Akgun, Mehmet A.↗
NASA NTRS2000

Adjoint Techniques for Topology Optimization of Structures Under Damage Conditions

The objective of this cooperative agreement was to seek computationally efficient ways to optimize aerospace structures subject to damage tolerance criteria. Optimization was to involve sizing as well as topology optimization. The work was done in collaboration with Steve Scotti, Chauncey Wu and Joanne Walsh at the NASA Langley Research Center. Computation of constraint sensitivity is normally the most time-consuming step of an optimization procedure. The cooperative work first focused on this issue and implemented the adjoint method of sensitivity computation (Haftka and Gurdal, 1992) in an optimization code (runstream) written in Engineering Analysis Language (EAL). The method was implemented both for bar and plate elements including buckling sensitivity for the latter. Lumping of constraints was investigated as a means to reduce the computational cost. Adjoint sensitivity computation was developed and implemented for lumped stress and buckling constraints. Cost of the direct method and the adjoint method was compared for various structures with and without lumping. The results were reported in two papers (Akgun et al., 1998a and 1999). It is desirable to optimize topology of an aerospace structure subject to a large number of damage scenarios so that a damage tolerant structure is obtained. Including damage scenarios in the design procedure is critical in order to avoid large mass penalties at later stages (Haftka et al., 1983). A common method for topology optimization is that of compliance minimization (Bendsoe, 1995) which has not been used for damage tolerant design. In the present work, topology optimization is treated as a conventional problem aiming to minimize the weight subject to stress constraints. Multiple damage configurations (scenarios) are considered. Each configuration has its own structural stiffness matrix and, normally, requires factoring of the matrix and solution of the system of equations. Damage that is expected to be tolerated is local and represents a small change in the stiffness matrix compared to the baseline (undamaged) structure. The exact solution to a slightly modified set of equations can be obtained from the baseline solution economically without actually solving the modified system.. Shennan-Morrison-Woodbury (SMW) formulas are matrix update formulas that allow this (Akgun et al., 1998b). SMW formulas were therefore used here to compute adjoint displacements for sensitivity computation and structural displacements in damaged configurations.

Akgun, Mehmet A.↗
NASA NTRS2014

Aerostructural Level Set Topology Optimization for a Common Research Model Wing

The purpose of this work is to use level set topology optimization to improve the design of a representative wing box structure for the NASA common research model. The objective is to minimize the total compliance of the structure under aerodynamic and body force loading, where the aerodynamic loading is coupled to the structural deformation. A taxi bump case was also considered, where only body force loads were applied. The trim condition that aerodynamic lift must balance the total weight of the aircraft is enforced by allowing the root angle of attack to change. The level set optimization method is implemented on an unstructured three-dimensional grid, so that the method can optimize a wing box with arbitrary geometry. Fast matching and upwind schemes are developed for an unstructured grid, which make the level set method robust and efficient. The adjoint method is used to obtain the coupled shape sensitivities required to perform aerostructural optimization of the wing box structure.

Dunning, Peter D.↗
DOE OSTI2026

New Time Integrators and Capabilities in SUNDIALS Versions 6.2.0-7.4.0

SUNDIALS is a well-established numerical library that provides robust and efficient time integrators and nonlinear solvers. This article overviews several significant improvements and new features added over the last 3 years to support scientific simulations run on high-performance computing systems. Notably, three new classes of one-step methods have been implemented: low storage Runge–Kutta, symplectic partitioned Runge–Kutta, and operator splitting. In addition, we describe new timestep adaptivity support for multirate methods, adjoint sensitivity analysis capabilities for explicit Runge–Kutta methods, additional options for Anderson acceleration in nonlinear solvers, and improved error handling and logging.

Computer science↗
DOE OSTI2024

Development of a Method for Shape Optimization for a Gas Turbine Fuel Injector Design Using Metal-Additive Manufacturing

Adjoint shape optimization has enabled physics-based optimal designs for aerodynamic surfaces. Additive manufacturing (AM) makes it possible to manufacture complex shapes. However, there has been a gap between optimal and manufacturable surfaces due to the inherent limitations of commercial computational fluid dynamics (CFD) codes to implement geometric constraints during adjoint computation. In such cases, the design sensitivities are exported and used to perform constrained shape modifications using parametric information stored in computer aided design (CAD) files to satisfy manufacturability constraints. However, modifying the design using adjoint methods in CFD solvers and performing constrained shape modification in CAD can lead to inconsistencies due to different shape parameterization schemes. This paper describes a method to enable the simultaneous optimization of the fluid domain and impose AM manufacturability constraints, resolving one of the key issues of geometry definition for isogeometric analysis. Similar to a grid convergence study, the proposed method verifies the consistencies between shape parameterization techniques present within commercial CAD and CFD software during mesh movement as a part of the adjoint shape optimization routine. By identifying the appropriate parameters essential to a shape optimization study, the error metric between the different parameterization techniques converges to demonstrate sufficient consistencies for justifiable exchange of data between CAD and CFD. For the identified shape optimization parameters, the error metric to measure the deviation between the two parameterization schemes lies within the AM laser-powder bed fusion (L-PBF) process tolerance. Additionally, comparison for subsequent objective function calculations between iterations of the optimization loop showed acceptable differences within 1% variation between the modified geometries obtained using the two parameterization schemes. This method provides justification for the use of multiphysics guided adjoint design sensitivities computed in CFD software to perform shape modifications in CAD to incorporate AM manufacturability constraints during the shape optimization loop such that optimal designs are also additively manufacturable.

33 ADVANCED PROPULSION SYSTEMS↗
DOE OSTI2024

When ancient numerical demons meet physics-informed machine learning: adjoint-based gradients for implicit differentiable modeling

Recent advances in differentiable modeling, a genre of physics-informed machine learning that trains neural networks (NNs) together with process-based equations, have shown promise in enhancing hydrological models' accuracy, interpretability, and knowledge-discovery potential. Current differentiable models are efficient for NN-based parameter regionalization, but the simple explicit numerical schemes paired with sequential calculations (operator splitting) can incur numerical errors whose impacts on models' representation power and learned parameters are not clear. Implicit schemes, however, cannot rely on automatic differentiation to calculate gradients due to potential issues of gradient vanishing and memory demand. Here we propose a “discretize-then-optimize” adjoint method to enable differentiable implicit numerical schemes for the first time for large-scale hydrological modeling. The adjoint model demonstrates comprehensively improved performance, with Kling–Gupta efficiency coefficients, peak-flow and low-flow metrics, and evapotranspiration that moderately surpass the already-competitive explicit model. Therefore, the previous sequential-calculation approach had a detrimental impact on the model's ability to represent hydrological dynamics. Furthermore, with a structural update that describes capillary rise, the adjoint model can better describe baseflow in arid regions and also produce low flows that outperform even pure machine learning methods such as long short-term memory networks. The adjoint model rectified some parameter distortions but did not alter spatial parameter distributions, demonstrating the robustness of regionalized parameterization. Despite higher computational expenses and modest improvements, the adjoint model's success removes the barrier for complex implicit schemes to enrich differentiable modeling in hydrology.

58 GEOSCIENCES↗
DOE OSTI2024

Simultaneous shape and topology optimization of inflatable soft robots

Simultaneous shape and topology optimization is used to design pressure-activated inflatable soft robots. The pressure loaded boundary is meshed conformingly and shape optimized, while the morphology of the robot is topology optimized. The design objective is to exert maximum force on an object, i.e. to produce soft “grippers”. The robot’s motion is modeled using nearly incompressible finite deformation hyperelasticity. To ensure stability of the robot, the buckling load factors obtained via linearized buckling analyses are constrained. The finite element method is used to evaluate the optimization cost and constraint functions and the adjoint method is employed to compute their sensitivities. The numerical examples produce pressure-driven soft robots with varying complexity. We also compare our simultaneous optimization results to those obtained via sequential topology and then shape optimization.

42 ENGINEERING↗
DOE OSTI2025

Technical Report on Subsurface Monitoring of the Brady Hot Spring Geothermal Site, Nevada, based upon Full Waveform Inversion

Abilities to accurately characterize the subsurface in a geothermal setting is key to assess and support production. An important element of geothermal reservoir monitoring is also the ability to investigate fluid transport within fracture network. This report focuses on improving subsurface imaging and monitoring in geothermal settings using full waveform inversion based on the adjoint method and time-lapse imaging. To assess our method, we rely on a dense seismic dataset collected in 2016 at the Brady Hot Springs geothermal site in Nevada for the DOE-funded project Poroelastic Tomography by Adjoint Inverse Modeling of Data from Seismology, Geodesy, and Hydrology. This dataset captures subsurface changes across four stages of geothermal power plant operations, which involve varying rates of fluid injection and extraction. Two velocity models were previously derived from this dataset using different methods: one based on travel times and another on sweep interferometry. Our first step is to refine these models using adjoint tomography, which has been applied successfully at global and regional-scales but is less common at the reservoir-scale. Two approaches are then explored for time-lapse analysis: directly comparing refined tomographic models from different stages or backpropagating waveform differences relative to a baseline tomographic model. The main take away is that both approaches highlight similar reservoir behaviors, but the latter approach is more computationally effective in capturing small-scale changes in subsurface properties. For this work, we leverage the use of Salvus (www.mondaic.com), an end-to-end seismic imaging solution, relying on the spectral element method to compute forward and adjoint simulations, and developed by Mondaic Ltd. It includes integrated workflow management that handles waveform and metadata, launches simulations, computes waveform misfits and adjoint sources, and iterates for model updates by nonlinear optimization.

15 GEOTHERMAL ENERGY↗
DOE OSTI2023

Adjoint DSMC for nonlinear spatially-homogeneous Boltzmann equation with a general collision model

We derive an adjoint method for the Direct Simulation Monte Carlo (DSMC) method for the spatially homogeneous Boltzmann equation with a general collision law. This generalizes our previous results in Caflisch et al., which was restricted to the case of Maxwell molecules, for which the collision rate is constant. The main difficulty in generalizing the previous results is that a rejection sampling step is required in the DSMC algorithm in order to handle the variable collision rate. We find a new term corresponding to the so-called score function in the adjoint equation and a new adjoint Jacobian matrix capturing the dependence of the collision parameter on the velocities. The new formula works for a much more general class of collision models.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS1990

Derivatives of buckling loads and vibration frequencies with respect to stiffness and initial strain parameters

A uniform variational approach to sensitivity analysis of vibration frequencies and bifurcation loads of nonlinear structures is developed. Two methods of calculating the sensitivities of bifurcation buckling loads and vibration frequencies of nonlinear structures, with respect to stiffness and initial strain parameters, are presented. A direct method requires calculation of derivatives of the prebuckling state with respect to these parameters. An adjoint method bypasses the need for these derivatives by using instead the strain field associated with the second-order postbuckling state. An operator notation is used and the derivation is based on the principle of virtual work. The derivative computations are easily implemented in structural analysis programs. This is demonstrated by examples using a general purpose, finite element program and a shell-of-revolution program.

Haftka, Raphael T.↗
NASA NTRS2014

Application of Adjoint Methodology in Various Aspects of Sonic Boom Design

One of the advances in computational design has been the development of adjoint methods allowing efficient calculation of sensitivities in gradient-based shape optimization. This paper discusses two new applications of adjoint methodology that have been developed to aid in sonic boom mitigation exercises. In the first, equivalent area targets are generated using adjoint sensitivities of selected boom metrics. These targets may then be used to drive the vehicle shape during optimization. The second application is the computation of adjoint sensitivities of boom metrics on the ground with respect to parameters such as flight conditions, propagation sampling rate, and selected inputs to the propagation algorithms. These sensitivities enable the designer to make more informed selections of flight conditions at which the chosen cost functionals are less sensitive.

Rallabhandi, Sriram K.↗
DOE OSTI2023

An autoencoder compression approach for accelerating large-scale inverse problems

Abstract Partial differential equation (PDE)-constrained inverse problems are some of the most challenging and computationally demanding problems in computational science today. Fine meshes required to accurately compute the PDE solution introduce an enormous number of parameters and require large-scale computing resources such as more processors and more memory to solve such systems in a reasonable time. For inverse problems constrained by time-dependent PDEs, the adjoint method often employed to compute gradients and higher order derivatives efficiently requires solving a time-reversed, so-called adjoint PDE that depends on the forward PDE solution at each timestep. This necessitates the storage of a high-dimensional forward solution vector at every timestep. Such a procedure quickly exhausts the available memory resources. Several approaches that trade additional computation for reduced memory footprint have been proposed to mitigate the memory bottleneck, including checkpointing and compression strategies. In this work, we propose a close-to-ideal scalable compression approach using autoencoders to eliminate the need for checkpointing and substantial memory storage, thereby reducing the time-to-solution and memory requirements. We compare our approach with checkpointing and an off-the-shelf compression approach on an earth-scale ill-posed seismic inverse problem. The results verify the expected close-to-ideal speedup for the gradient and Hessian-vector product using the proposed autoencoder compression approach. To highlight the usefulness of the proposed approach, we combine the autoencoder compression with the data-informed active subspace (DIAS) prior showing how the DIAS method can be affordably extended to large-scale problems without the need for checkpointing and large memory.

Mathematics↗