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NASA NTRS1971

An analysis and comparison of several trajectory optimization methods

The sensitivities of the convergence characteristics of the methods to initially assumed parameters and trial solution, convergence times, computer logic, and storage requirements are discussed. Numerical comparison of the convergence characteristics is made by considering a minimum time, low thrust, Earth-Mars transfer trajectory. A modified quasi-linearization method reduces convergence time by approximately 70% when compared with the generalized Newton-Raphson method and allows the terminal boundary to be specified by a general function of the problem variables. A uniquely specified and easily determined, time dependent weighting matrix for the gradient techniques accelerates the shaping of the optimal control program and improves the convergence characteristics during the terminal iterations. Convergence envelopes, indicating how sensitive the convergence characteristics are to initially assumed parameters, are plotted for the perturbation and quasi-linearization methods. Several iteration schemes are proposed which increase the size of the convergence envelopes and decrease the sensitivity of the method to initially assumed parameters.

Lewallen, J. M.↗

NASA NTRS1991

Parallel-vector computation for linear structural analysis and non-linear unconstrained optimization problems

Several parallel-vector computational improvements to the unconstrained optimization procedure are described which speed up the structural analysis-synthesis process. A fast parallel-vector Choleski-based equation solver, pvsolve, is incorporated into the well-known SAP-4 general-purpose finite-element code. The new code, denoted PV-SAP, is tested for static structural analysis. Initial results on a four processor CRAY 2 show that using pvsolve reduces the equation solution time by a factor of 14-16 over the original SAP-4 code. In addition, parallel-vector procedures for the Golden Block Search technique and the BFGS method are developed and tested for nonlinear unconstrained optimization. A parallel version of an iterative solver and the pvsolve direct solver are incorporated into the BFGS method. Preliminary results on nonlinear unconstrained optimization test problems, using pvsolve in the analysis, show excellent parallel-vector performance indicating that these parallel-vector algorithms can be used in a new generation of finite-element based structural design/analysis-synthesis codes.

Nguyen, D. T.↗

NASA NTRS1986

Multigrid methods in structural mechanics

Although the application of multigrid methods to the equations of elasticity has been suggested, few such applications have been reported in the literature. In the present work, multigrid techniques are applied to the finite element analysis of a simply supported Bernoulli-Euler beam, and various aspects of the multigrid algorithm are studied and explained in detail. In this study, six grid levels were used to model half the beam. With linear prolongation and sequential ordering, the multigrid algorithm yielded results which were of machine accuracy with work equivalent to 200 standard Gauss-Seidel iterations on the fine grid. Also with linear prolongation and sequential ordering, the V(1,n) cycle with n greater than 2 yielded better convergence rates than the V(n,1) cycle. The restriction and prolongation operators were derived based on energy principles. Conserving energy during the inter-grid transfers required that the prolongation operator be the transpose of the restriction operator, and led to improved convergence rates. With energy-conserving prolongation and sequential ordering, the multigrid algorithm yielded results of machine accuracy with a work equivalent to 45 Gauss-Seidel iterations on the fine grid. The red-black ordering of relaxations yielded solutions of machine accuracy in a single V(1,1) cycle, which required work equivalent to about 4 iterations on the finest grid level.

Raju, I. S.↗

NASA NTRS1987

A linearized Euler analysis of unsteady flows in turbomachinery

A method for calculating unsteady flows in cascades is presented. The model, which is based on the linearized unsteady Euler equations, accounts for blade loading shock motion, wake motion, and blade geometry. The mean flow through the cascade is determined by solving the full nonlinear Euler equations. Assuming the unsteadiness in the flow is small, then the Euler equations are linearized about the mean flow to obtain a set of linear variable coefficient equations which describe the small amplitude, harmonic motion of the flow. These equations are discretized on a computational grid via a finite volume operator and solved directly subject to an appropriate set of linearized boundary conditions. The steady flow, which is calculated prior to the unsteady flow, is found via a Newton iteration procedure. An important feature of the analysis is the use of shock fitting to model steady and unsteady shocks. Use of the Euler equations with the unsteady Rankine-Hugoniot shock jump conditions correctly models the generation of steady and unsteady entropy and vorticity at shocks. In particular, the low frequency shock displacement is correctly predicted. Results of this method are presented for a variety of test cases. Predicted unsteady transonic flows in channels are compared to full nonlinear Euler solutions obtained using time-accurate, time-marching methods. The agreement between the two methods is excellent for small to moderate levels of flow unsteadiness. The method is also used to predict unsteady flows in cascades due to blade motion (flutter problem) and incoming disturbances (gust response problem).

Hall, Kenneth C.↗

NASA NTRS1989

Calculation of unsteady flows in turbomachinery using the linearized Euler equations

Hall, Kenneth C.↗

DOE OSTI2017

Parallel accelerated cyclic reduction preconditioner for three-dimensional elliptic PDEs with variable coefficients

We present a robust and scalable preconditioner for the solution of large-scale linear systems that arise from the discretization of elliptic PDEs amenable to rank compression. The preconditioner is based on hierarchical low-rank approximations and the cyclic reduction method. The setup and application phases of the preconditioner achieve log-linear complexity in memory footprint and number of operations, and numerical experiments exhibit good weak and strong scalability at large processor counts in a distributed memory environment. Numerical experiments with linear systems that feature symmetry and nonsymmetry, definiteness and indefiniteness, constant and variable coefficients demonstrate the preconditioner applicability and robustness. Furthermore, it is possible to control the number of iterations via the accuracy threshold of the hierarchical matrix approximations and their arithmetic operations, and the tuning of the admissibility condition parameter. Together, these parameters allow for optimization of the memory requirements and performance of the preconditioner.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2018

Exact and inexact subsampled Newton methods for optimization

Abstract The paper studies the solution of stochastic optimization problems in which approximations to the gradient and Hessian are obtained through subsampling. We first consider Newton-like methods that employ these approximations and discuss how to coordinate the accuracy in the gradient and Hessian to yield a superlinear rate of convergence in expectation. The second part of the paper analyzes an inexact Newton method that solves linear systems approximately using the conjugate gradient (CG) method, and that samples the Hessian and not the gradient (the gradient is assumed to be exact). We provide a complexity analysis for this method based on the properties of the CG iteration and the quality of the Hessian approximation, and compare it with a method that employs a stochastic gradient iteration instead of the CG method. We report preliminary numerical results that illustrate the performance of inexact subsampled Newton methods on machine learning applications based on logistic regression.

Mathematics↗

NASA NTRS1972

Computation of optimal output-feedback compensators for linear time-invariant systems

The control of linear time-invariant systems with respect to a quadratic performance criterion was considered, subject to the constraint that the control vector be a constant linear transformation of the output vector. The optimal feedback matrix, f*, was selected to optimize the expected performance, given the covariance of the initial state. It is first shown that the expected performance criterion can be expressed as the ratio of two multinomials in the element of f. This expression provides the basis for a feasible method of determining f* in the case of single-input single-output systems. A number of iterative algorithms are then proposed for the calculation of f* for multiple input-output systems. For two of these, monotone convergence is proved, but they involve the solution of nonlinear matrix equations at each iteration. Another is proposed involving the solution of Lyapunov equations at each iteration, and the gradual increase of the magnitude of a penalty function. Experience with this algorithm will be needed to determine whether or not it does, indeed, possess desirable convergence properties, and whether it can be used to determine the globally optimal f*.

Platzman, L. K.↗

DOE OSTI2025

FLORA Equilibrium and Stability Code Archive

FLORA solves, in a 2-D domain (radial and axial dimensions) with a specified azimuthal Fourier mode, for the linearized stability of a long, thin, axisymmetric plasma equilibrium in an applied magnetic field. Before the stability equation is solved, FLORA solves a set of simple equations for pressure balance that specify the equilibrium magnetic field and plasma pressure in the long-thin limit given a simplified description of the magnetic coils. It uses an initial-value method for the linear stability problem in which an equilibrium is given an initial perturbation to its magnetic field, and the temporal behavior of the perturbation is followed. The perturbation has been Fourier expanded in the azimuthal coordinate; each azimuthal mode must be examined separately. The complex partial differential equation of motion for the perturbed radial displacement of the field lines is solved as a coupled system of two real p.d.e.'s and the solution consists of two parts, the real part and the imaginary part. The system is solved by bringing the coupling terms in each equation to the right side and using an iterative technique.

Cohen, Bruce [Lawrence Livermore National Laborato↗

NASA NTRS1995

Nonlinear system guidance in the presence of transmission zero dynamics

An iterative procedure is proposed for computing the commanded state trajectories and controls that guide a possibly multiaxis, time-varying, nonlinear system with transmission zero dynamics through a given arbitrary sequence of control points. The procedure is initialized by the system inverse with the transmission zero effects nulled out. Then the 'steady state' solution of the perturbation model with the transmission zero dynamics intact is computed and used to correct the initial zero-free solution. Both time domain and frequency domain methods are presented for computing the steady state solutions of the possibly nonminimum phase transmission zero dynamics. The procedure is illustrated by means of linear and nonlinear examples.

Meyer, G.↗

NASA NTRS1993

A noniterative improvement of Guyan reduction

In determining the natural modes and frequencies of a linear elastic structure, Guyan reduction is often used to reduce the size of the mass and stiffness matrices and the solution of the reduced system is obtained first. The reduced system modes are then expanded to the size of the original system by using a static transformation linking the retained degrees of freedom to the omitted degrees of freedom. In the present paper, the transformation matrix of Guyan reduction is modified to include additional terms from a series accounting for the inertial effects. However, the inertial terms are dependent on the unknown frequencies. A practical approximation is employed to compute the inertial terms without any iteration. This new transformation is implemented in NASTRAN using a DMAP sequence alter. Numerical examples using a cantilever beam illustrate the necessary condition for allowing a large number of additional terms in the proposed series correction of Guyan reduction. A practical example of a large model of the Plasma Motor Generator module to be flown on a Delta launch vehicle is also presented.

Ganesan, N.↗

DOE OSTI2016

Solution of monotone complementarity and general convex programming problems using a modified potential reduction interior point method

We present a homogeneous algorithm equipped with a modified potential function for the monotone complementarity problem. We show that this potential function is reduced by at least a constant amount if a scaled Lipschitz condition (SLC) is satisfied. A practical algorithm based on this potential function is implemented in a software package named iOptimize. The implementation in iOptimize maintains global linear and polynomial time convergence properties, while achieving practical performance. It either successfully solves the problem, or concludes that the SLC is not satisfied. When compared with the mature software package MOSEK (barrier solver version 6.0.0.106), iOptimize solves convex quadratic programming problems, convex quadratically constrained quadratic programming problems, and general convex programming problems in fewer iterations. Moreover, several problems for which MOSEK fails are solved to optimality. In addition, we also find that iOptimize detects infeasibility more reliably than the general nonlinear solvers Ipopt (version 3.9.2) and Knitro (version 8.0).

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2022

Analysis of cell-based diffusion acceleration for the slice balance approach

In this work, we perform analysis on the use of cell-based diffusion acceleration methodologies to accelerate the convergence of transport solutions discretized with the slice balance approach (SBA) on unstructured polygonal grids.We investigated both linear diffusion synthetic acceleration (DSA) and non linear diffusion acceleration (NDA), including its partial-current variant (pNDA). DSA and NDA were both shown to diverge for intermediate ranges of mesh optical thicknesses. However, pNDA and Krylov methods like GMRES and Broyden stabilized the acceleration schemes, including problems with degenerate cells formed by mesh refinement. (author)

42 ENGINEERING↗

DOE OSTI2022

Fast Solution of Fully Implicit Runge--Kutta and Discontinuous Galerkin in Time for Numerical PDEs, Part II: Nonlinearities and DAEs

Fully implicit Runge--Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the difficulty of solving the stage equations. This paper introduces a theoretical and algorithmic framework for solving the nonlinear equations that arise from IRK methods (and discontinuous Galerkin discretizations in time) applied to nonlinear numerical PDEs, including PDEs with algebraic constraints. Several new linearizations of the nonlinear IRK equations are developed, offering faster and more robust convergence than the often-considered simplified Newton, as well as an effective preconditioner for the true Jacobian if exact Newton iterations are desired. Inverting these linearizations requires solving a set of block 2 x 2 systems. Under quite general assumptions, it is proven that the preconditioned 2 x 2 operator's condition number is bounded by a small constant close to one, independent of the spatial discretization, spatial mesh, and time step, and with only weak dependence on the number of stages or integration accuracy. Moreover, the new method is built using the same preconditioners needed for backward Euler-type time stepping schemes, so can be readily added to existing codes. The new methods are applied to several challenging fluid flow problems, including the compressible Euler and Navier--Stokes equations, and the vorticity-streamfunction formulation of the incompressible Euler and Navier--Stokes equations. Up to 10th-order accuracy is demonstrated using Gauss IRK, while in all cases fourth-order Gauss IRK requires roughly half the number of preconditioner applications as required by standard Singly diagonally implicit Runge--Kutta methods.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2018

High-order fully implicit solver for all-speed fluid dynamics: AUSM ride from nearly incompressible variable-density flows to shock dynamics

We introduce a novel Newton–Krylov (NK)-based fully implicit algorithm for solving fluid flows in a wide range of flow conditions—from variable density nearly incompressible to supersonic shock dynamics. The key enabling feature of our all-speed solver is the ability to efficiently solve conservation laws by choosing a set of independent variables that produce a well-conditioned Jacobian matrix for the linear iterations of the global nonlinear iterative solver. In particular, instead of choosing to discretize the conservative variables (density, momentum, total energy), which is traditionally used in Eulerian high-speed compressible fluid dynamics, we demonstrate superior performance by discretizing the primitive variables—pressure–velocity–temperature in the very low-Mach flow limits or density–velocity–temperature/entropy in the shock dynamics range. Moreover, our method allows us to avoid direct inversion of the mass matrix in discrete time derivatives, which is usually an additional source for stiffness, especially pronounced when going to very high-order schemes with non-orthogonal basis functions. Here, we show robust solutions obtained for discontinuous finite element discretization up to seventh-order accuracy. Another important aspect of the solution algorithm is the Advection Upstream Splitting Method (AUSM), adopted to compute numerical fluxes within our reconstructed discontinuous Galerkin (rDG) spatial discretization scheme. The use of the low-Mach modification of the hyperbolic flux operator is found to be necessary for enabling robust simulations of very stiff liquids and metals for Mach numbers below M=10 -5 , which is well known to be very computationally challenging for compressible solvers. We demonstrate that our fully implicit rDG-NK solver with the AUSM + -up flux treatment produces efficient and high-resolution numerical solutions at all speeds, ranging from vanishing Mach numbers to transonic and supersonic, without substantial modifications of the solution procedures. (At high speed, we add limiting and use a simpler preconditioning of the Krylov solver.) Numerical examples include nearly incompressible constant-property flow past a backward-facing step with heat transfer, low-Mach variable-property channel flow of water at supercritical state, phase change and melt pool dynamics for laser spot welding and selective laser melting in additive manufacturing, and Mach 3 flow in a wind tunnel with a step.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1987

Efficient solutions to the Euler equations for supersonic flow with embedded subsonic regions

A line Gauss-Seidel (LGS) relaxation algorithm in conjunction with a one-parameter family of upwind discretizations of the Euler equations in two dimensions is described. Convergence of the basic algorithm to the steady state is quadratic for fully supersonic flows and is linear for other flows. This is in contrast to the block alternating direction implicit methods (either central or upwind differenced) and the upwind biased relaxation schemes, all of which converge linearly, independent of the flow regime. Moreover, the algorithm presented herein is easily coupled with methods to detect regions of subsonic flow embedded in supersonic flow. This allows marching by lines in the supersonic regions, converging each line quadratically, and iterating in the subsonic regions, and yields a very efficient iteration strategy. Numerical results are presented for two-dimensional supersonic and transonic flows containing oblique and normal shock waves which confirm the efficiency of the iteration strategy.

Walters, Robert W.↗

DOE OSTI2022

Deblurring galaxy images with Tikhonov regularization on magnitude domain

Abstract We propose a regularization-based deblurring method that works efficiently for galaxy images. The spatial resolution of a ground-based telescope is generally limited by seeing conditions and is much worse than space-based telescopes. This circumstance has generated considerable research interest in the restoration of spatial resolution. Since image deblurring is a typical inverse problem and often ill-posed, solutions tend to be unstable. To obtain a stable solution, much research has adopted regularization-based methods for image deblurring, but the regularization term is not necessarily appropriate for galaxy images. Although galaxies have an exponential or Sérsic profile, the conventional regularization assumes the image profiles to behave linearly in space. The significant deviation between the assumption and real situations leads to blurring of the images and smoothing out the detailed structures. Clearly, regularization on logarithmic domain, i.e., magnitude domain, should provide a more appropriate assumption, which we explore in this study. We formulate a problem of deblurring galaxy images by an objective function with a Tikhonov regularization term on a magnitude domain. We introduce an iterative algorithm minimizing the objective function with a primal–dual splitting method. We investigate the feasibility of the proposed method using simulation and observation images. In the simulation, we blur galaxy images with a realistic point spread function and add both Gaussian and Poisson noise. For the evaluation with the observed images, we use galaxy images taken by the Subaru HSC-SSP. Both of these evaluations show that our method successfully recovers the spatial resolution of the deblurred images and significantly outperforms the conventional methods. The code is publicly available from the GitHub 〈https://github.com/kzmurata-astro/PSFdeconv_amag〉.

Murata, Kazumi↗

NASA NTRS1992

Development of iterative techniques for the solution of unsteady compressible viscous flows

The development of efficient iterative solution methods for the numerical solution of two- and three-dimensional compressible Navier-Stokes equations is discussed. Iterative time marching methods have several advantages over classical multi-step explicit time marching schemes, and non-iterative implicit time marching schemes. Iterative schemes have better stability characteristics than non-iterative explicit and implicit schemes. In this work, another approach based on the classical conjugate gradient method, known as the Generalized Minimum Residual (GMRES) algorithm is investigated. The GMRES algorithm has been used in the past by a number of researchers for solving steady viscous and inviscid flow problems. Here, we investigate the suitability of this algorithm for solving the system of non-linear equations that arise in unsteady Navier-Stokes solvers at each time step.

Sankar, Lakshmi N.↗