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All sourcesNASA NTRSDOE OSTI
NASA NTRS1985

Selecting step sizes in sensitivity analysis by finite differences

This paper deals with methods for obtaining near-optimum step sizes for finite difference approximations to first derivatives with particular application to sensitivity analysis. A technique denoted the finite difference (FD) algorithm, previously described in the literature and applicable to one derivative at a time, is extended to the calculation of several simultaneously. Both the original and extended FD algorithms are applied to sensitivity analysis for a data-fitting problem in which derivatives of the coefficients of an interpolation polynomial are calculated with respect to uncertainties in the data. The methods are also applied to sensitivity analysis of the structural response of a finite-element-modeled swept wing. In a previous study, this sensitivity analysis of the swept wing required a time-consuming trial-and-error effort to obtain a suitable step size, but it proved to be a routine application for the extended FD algorithm herein.

Iott, J.↗
NASA NTRS1972

Large deflection elastic-plastic dynamic response of stiffened shells of revolution

The formulation and check out porblems for a computer code DYNAPLAS, which analyzes the large deflection elastic-plastic dynamic response of stiffened shells of revolution, are presented. The formulation for special discretization is by the finite element method with finite differences being used for the evaluation of the pseudo forces due to material and geometric nonlinearities. Time integration is by the Houbolt method. The stiffeners may be due to concentrated or distributed eccentric rings and spring supports at arbitrary angles around the circumference of the elements. Check out porblems include the comparison of solutions from DYNAPLAS with experimental and other computer solutions for rings, conical and cylindrical shells and a curved panel. A hypothetical submarine including stiffeners and missile tube is studied under a combination of hydrostatic and dynamically applied asymmetrical pressure loadings.

Stricklin, J. A.↗
NASA NTRS1974

Large deflection elastic-plastic dynamic response of stiffened shells of revolution

This paper presents the formulation and check-out problems for a computer code DYNAPLAS, which analyzes the large deflection elastic-plastic dynamic response of stiffened shells of revolution. The formulation for spacial discretization is by the finite element method with finite differences being used for the evaluation of the pseudo forces due to material and geometric nonlinearities. Time integration is by the Houbolt method or central differences. The stiffeners may be due to concentrated or distributed eccentric rings and spring supports at arbitrary angles around the circumference of the elements. Check-out problems include the comparison of solutions from DYNAPLAS with experimental and other computer solutions for rings and conical and cylindrical shells. A hypothetical submarine including stiffeners and missile tube is studied under a combination of hydrostatic and dynamically applied asymmetrical pressure loadings.

Stricklin, J. A.↗
DOE OSTI2021

Approximating and incorporating model uncertainty in an inversion for seismic source functions: Preliminary results

We present preliminary work on propagating model uncertainty into the estimation of the time domain source time functions of the seismic source. Our method is based on an estimated model covariance function, which we estimate from the data. The model covariance function is then used to construct a suite of surrogate Greens functions which we use in a Monte Carlo type inversion scheme. The result is a probability density function of the six independent source time functions, each of which corresponds to an individual component of the seismic moment tensor. We compare the results of our method with those obtained using a computationally expensive finite difference Monte Carlo method and find that our new method produces results that are deficient in low frequencies. The advantage of our new method, which we term the Karhunen-Loeve Monte Carlo (KLMC) method, is that is several orders of magnitude faster than our current method, which uses a finite difference scheme to produce the suite of forward models.

42 ENGINEERING↗
DOE OSTI2026

A sweeping positivity-preserving high-order finite difference WENO scheme for Euler equations

We develop a simple, high-order, conservative and robust positivity-preserving sweeping procedure for the density and the nonlinear pressure function in the compressible Euler equations. Using the scaling limiter in Zhang and Shu (J Comput Phys 229:3091–3120, 2010), we obtain a non-trivial extension of the scalar sweeping technique in Liu et al. (J Sci Comput 73:1028–1071, 2017) for the positivity of pressure. The sweeping procedure developed in this paper is a post-processing technique, which can be applied to any concave functions of the conserved variables in hyperbolic conservation law systems. Thus, it has applications beyond the Euler equations. This procedure preserves positivity and conservation of physical quantities without destroying the accuracy of the underlying scheme. The algorithm works for general schemes including finite difference, finite volume and discontinuous Galerkin methods; however, in this paper we focus on finite difference weighted essentially non-oscillatory (WENO) methods. As a result, we provide numerical tests of the fifth-order finite difference WENO scheme to demonstrate the accuracy and robustness of the technique.

Compressible Euler equations↗
NASA NTRS1974

Estimation of deviation angle for axial-flow compressor blade sections using inviscid-flow solutions

Development of a method of estimating deviation angles by analytical procedures was begun. Solutions for inviscid, irrotational flow in the blade-to-blade plane were obtained with a finite-difference calculation method. Deviation angles for a plane cascade with a rounded trailing edge were estimated by using the inviscid-flow solutions and three trailing-edge hypotheses. The estimated deviation angles were compared with existing experimental data over a range of incidence angles at inlet flow angles of 30 deg and 60 deg. The results indicate that deviation angles can be estimated accurately (within 1 deg) by using one of the three trailing-edge hypotheses, but only when pressure losses are low. A new trailing-edge hypotheses is presented which is suitable (for the cascade considered) for both low- and high-loss operating points.

Miller, M. J.↗
NASA NTRS1974

Deviation angle estimation for axial-flow compressors using inviscid flow solutions

Development of a more satisfactory method of estimating deviation angles was attempted using analytical procedures. Solutions for inviscid, irrotational flow in the blade-to-blade plane were obtained with a finite-difference calculation method. Deviation angles for three cascades with rounded trailing edges were estimated using the inviscid flow solutions and four existing trailing edge hypotheses. The estimated deviation angles were compared with experimental values for a range of incidence angle and inlet flow angle. None of the hypotheses were satisfactory at all incidence angles for all the cascades considered. An alternative hypothesis is presented which is suitable for one of the cascade profiles over a range of incidence and blade setting angle.

Miller, M. J.↗
NASA NTRS1993

Finite-Difference Algorithms For Computing Sound Waves

Governing equations considered as matrix system. Method variant of method described in "Scheme for Finite-Difference Computations of Waves" (ARC-12970). Present method begins with matrix-vector formulation of fundamental equations, involving first-order partial derivatives of primitive variables with respect to space and time. Particular matrix formulation places time and spatial coordinates on equal footing, so governing equations considered as matrix system and treated as unit. Spatial and temporal discretizations not treated separately as in other finite-difference methods, instead treated together by linking spatial-grid interval and time step via common scale factor related to speed of sound.

Davis, Sanford↗
NASA NTRS1984

Methods for analysis of cracks in three-dimensional solids

Various analytical and numerical methods used to evaluate the stress intensity factors for cracks in three-dimensional (3-D) solids are reviewed. Classical exact solutions and many of the approximate methods used in 3-D analyses of cracks are reviewed. The exact solutions for embedded elliptic cracks in infinite solids are discussed. The approximate methods reviewed are the finite element methods, the boundary integral equation (BIE) method, the mixed methods (superposition of analytical and finite element method, stress difference method, discretization-error method, alternating method, finite element-alternating method), and the line-spring model. The finite element method with singularity elements is the most widely used method. The BIE method only needs modeling of the surfaces of the solid and so is gaining popularity. The line-spring model appears to be the quickest way to obtain good estimates of the stress intensity factors. The finite element-alternating method appears to yield the most accurate solution at the minimum cost.

Raju, I. S.↗
NASA NTRS1991

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

Efficient iterative solution methods are being developed for the numerical solution of two- and three-dimensional compressible Navier-Stokes equations. 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. Thus, the extra work required by iterative schemes can also be designed to perform efficiently on current and future generation scalable, missively parallel machines. An obvious candidate for iteratively solving the system of coupled nonlinear algebraic equations arising in CFD applications is the Newton method. Newton's method was implemented in existing finite difference and finite volume methods. Depending on the complexity of the problem, the number of Newton iterations needed per step to solve the discretized system of equations can, however, vary dramatically from a few to several hundred. Another popular approach based on the classical conjugate gradient method, known as the GMRES (Generalized Minimum Residual) algorithm is investigated. The GMRES algorithm was used in the past by a number of researchers for solving steady viscous and inviscid flow problems with considerable success. Here, the suitability of this algorithm is investigated for solving the system of nonlinear equations that arise in unsteady Navier-Stokes solvers at each time step. Unlike the Newton method which attempts to drive the error in the solution at each and every node down to zero, the GMRES algorithm only seeks to minimize the L2 norm of the error. In the GMRES algorithm the changes in the flow properties from one time step to the next are assumed to be the sum of a set of orthogonal vectors. By choosing the number of vectors to a reasonably small value N (between 5 and 20) the work required for advancing the solution from one time step to the next may be kept to (N+1) times that of a noniterative scheme. Many of the operations required by the GMRES algorithm such as matrix-vector multiplies, matrix additions and subtractions can all be vectorized and parallelized efficiently.

Sankar, Lakshmi N.↗
NASA NTRS2001

An Implicit Characteristic Based Method for Electromagnetics

An implicit characteristic-based approach for numerical solution of Maxwell's time-dependent curl equations in flux conservative form is introduced. This method combines a characteristic based finite difference spatial approximation with an implicit lower-upper approximate factorization (LU/AF) time integration scheme. This approach is advantageous for three-dimensional applications because the characteristic differencing enables a two-factor approximate factorization that retains its unconditional stability in three space dimensions, and it does not require solution of tridiagonal systems. Results are given both for a Fourier analysis of stability, damping and dispersion properties, and for one-dimensional model problems involving propagation and scattering for free space and dielectric materials using both uniform and nonuniform grids. The explicit Finite Difference Time Domain Method (FDTD) algorithm is used as a convenient reference algorithm for comparison. The one-dimensional results indicate that for low frequency problems on a highly resolved uniform or nonuniform grid, this LU/AF algorithm can produce accurate solutions at Courant numbers significantly greater than one, with a corresponding improvement in efficiency for simulating a given period of time. This approach appears promising for development of dispersion optimized LU/AF schemes for three dimensional applications.

Beggs, John H.↗
NASA NTRS1977

Assessment of existing analytic methods for prediction of high angle-of-attack loads on delta wings at supersonic speeds

An assessment of the applicability of four loading prediction methods to high angle-of-attack conditions for simplified wing-body configurations is provided. The methods are: The tangent wedge approximation, the linear theory methods of Middleton and Woodward, and a shock-fitting finite-difference technique. Estimates obtained by these methods were compared with experimental pressure data on delta wings to examine the effects of Mach number, camber, sweep angle, and angle of attack. Results indicate that all of the methods provided reasonable estimates at moderate angles of attack. At these moderate angles of attack, the methods of Middleton and Woodward provided good estimates at Mach numbers higher than those usually associated with linear theory. Only the finite-difference method provided reasonable load estimates at high angles of attack.

Landrum, E. J.↗
DOE OSTI2026

Sparsity Applications for Gradient‐Based Optimization of Wind Farms

Optimizing wind farms is essential for designing efficient energy systems, especially as farms grow larger and span multiple sites. However, this optimization becomes increasingly challenging due to the rising computational cost associated with more turbines. Gradient‐based optimization methods scale better than gradient‐free approaches for large problems, but the most computationally expensive component remains the calculation of gradients for the objective function and constraint Jacobians. To address this, we propose leveraging sparsity to accelerate gradient evaluations and reduce the size of the constraint Jacobian. Wind farms naturally exhibit sparsity—many turbines do not influence each other under certain wind directions. However, unlike traditional sparse problems with fixed patterns, wind farm sparsity is dynamic, requiring new strategies to handle changing interactions efficiently. This paper presents a study of sparsity in wind farm optimization and introduces several methods to exploit it. These strategies are tested on multiple farms using the analytic Cumulative Curl model, with gradients computed via automatic differentiation (AD). The same sparsity‐aware techniques are also applicable to finite difference (FD) methods, where they can yield even greater speedups due to the high cost of directional evaluations. Results show that sparse methods achieve up to a 10x speedup with less than ± 5% variance in optimized wake losses compared to traditional methods. These findings suggest that sparsity‐aware optimization not only maintains solution quality but also scales efficiently with farm size, enabling more comprehensive design exploration at reduced computational cost.

17 WIND ENERGY↗
DOE OSTI2022

On-the-fly response function generation method for composite coarse mesh

The hybrid stochastic deterministic transport code COMET, based on the incident response expansion theory, is used to model reactor cores with high fidelity and formidable computational speed. COMET models a reactor core using a library of incident flux response expansion coefficients that are pre computed for all the unique lattice cells (e.g., fuel assemblies, reflector blocks, etc.) in the core. In order to further improve its computational efficiency in pre-calculating the response library a new response function generation method is developed to compute the response functions for the composite coarse meshes made of a smaller set of unique lattices on the fly within the COMET's deterministic transport core sweep. The efficiency is achieved by eliminating a number of unique lattices that can be made up from the reduced set of unique meshes on the fly. The numerical process consists of the following steps. First, the boundary condition on composite coarse mesh boundaries is projected onto the expansion basis to compute the incident flux moments on external surfaces of all the basic (reduced set of unique) coarse meshes. Secondly, the deterministic sweeping solver in COMET is used to converge on the outgoing/incoming flux expansion moments crossing interfaces between the basic coarse meshes. Thirdly, the response functions for the composite coarse meshes are constructed as a superposition on the fly. The new response function generation method was tested on 88 composite coarse meshes consisting of CANDU fuel bundles and moderator blocks. It was found that response functions generated by the new method agree very well with those generated by direct Monte Carlo calculations. The average and maximum relative differences in the surface-to-surface response coefficients computed by the two methods are 0.10% and 0.20%, respectively. Similarly, the average and maximum relative differences in the response fission densities are 0.13% and 0.43%, respectively. These discrepancies are within one standard deviation of the stochastic uncertainties. The new method is five times faster than the original direct Monte Carlo method. The size of the response function library for the new method is five times smaller than that for the original method, leading to significantly less requirement for the computer hard drive space and memory. (authors)

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗
NASA NTRS1992

Two-dimensional hybrid continuum/particle approach for rarefied flows

A hybrid numerical technique previously developed for one-dimensional rarefied gas flows is generalized to two dimensions. The method is based on the fact that the flowfield that develops near a body in a rarefied gas typically contains local regions of continuum, transitional and free-molecular flow. By utilizing the solution technique most appropriate for each region and coupling the techniques in an interface region where both are applicable, more computationally efficient solutions can be obtained, or equivalently, more complex flowfields can be analyzed. The present method combines finite difference solution of the Navier-Stokes equations in the continuum regions, with Direct Simulation Monte Carlo in the more rarefied regions. The two schemes are coupled interactively via a general conservative flux boundary condition. The method is tested by application to the model problem of pressure-driven rarefied flow through a slit. Results show the hybrid scheme offers a speedup of a factor of nearly two for the nominal conditions considered, due to the decrease in the size of the Direct Simulation domain.

Wadsworth, Dean C.↗
NASA NTRS1990

Numerical Methods For Chemically Reacting Flows

Issues related to numerical stability, accuracy, and resolution discussed. Technical memorandum presents issues in numerical solution of hyperbolic conservation laws containing "stiff" (relatively large and rapidly changing) source terms. Such equations often used to represent chemically reacting flows. Usually solved by finite-difference numerical methods. Source terms generally necessitate use of small time and/or space steps to obtain sufficient resolution, especially at discontinuities, where incorrect mathematical modeling results in unphysical solutions.

Leveque, R. J.↗
DOE OSTI2024

Efficient sensitivity analysis of the thermal profile in powder bed fusion of metals using hypercomplex automatic differentiation finite element method

Rapid cyclic temperature fluctuation occurring in powder bed fusion of metals using a laser beam (PBF-LB/M) influences the formation of flaws in printed parts. Consequently, there is a pressing need to enhance the quality of printed parts by developing innovative methodologies that can predict thermal histories and help uncover the intricate relationships between process parameters and thermal profiles. Sensitivity Analysis (SA) emerges as an essential tool for this, offering the potential for process optimization and enhanced quality control. Nonetheless, conventional SA methodologies often incur in excessive computational costs and potential numerical approximation errors. Here, to address this technical challenge, we present a novel method for SA that integrates the HYPercomplex-based Automatic Differentiation (HYPAD) technique with transient thermal simulations conducted via the finite element method (FEM). Leveraging this methodology, we efficiently and accurately perform SA for PBF-LB/M processes in a post-processing step. Compared to traditional methods like Finite Differences (FD), HYPAD-FEM required 96 % less computational time for obtaining sensitivities for 22 process parameters, under a comparative study conducted within the context of the 2018–02 AM benchmark of the National Institute of Standards and Technology. In summary, HYPAD-FEM offers superior efficiency and accuracy in SA over conventional methods, delivering the best sensitivity of a model without the need for step-size selection and problem or parameter-based implementations.

36 MATERIALS SCIENCE↗