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All sourcesNASA NTRSDOE OSTI
NASA NTRS1991

One shot methods for optimal control of distributed parameter systems 1: Finite dimensional control

The efficient numerical treatment of optimal control problems governed by elliptic partial differential equations (PDEs) and systems of elliptic PDEs, where the control is finite dimensional is discussed. Distributed control as well as boundary control cases are discussed. The main characteristic of the new methods is that they are designed to solve the full optimization problem directly, rather than accelerating a descent method by an efficient multigrid solver for the equations involved. The methods use the adjoint state in order to achieve efficient smoother and a robust coarsening strategy. The main idea is the treatment of the control variables on appropriate scales, i.e., control variables that correspond to smooth functions are solved for on coarse grids depending on the smoothness of these functions. Solution of the control problems is achieved with the cost of solving the constraint equations about two to three times (by a multigrid solver). Numerical examples demonstrate the effectiveness of the method proposed in distributed control case, pointwise control and boundary control problems.

Taasan, Shlomo↗
DOE OSTI2025

A Scalable Interior‐Point Gauss–Newton Method for PDE‐Constrained Optimization With Bound Constraints

Here, we present a scalable approach to solve a class of partial differential equation (PDE)‐constrained optimization problems with bound constraints. This approach utilizes a robust full‐space interior‐point (IP)‐Gauss–Newton optimization method. To cope with the poorly‐conditioned IP‐Gauss–Newton saddle‐point linear systems that need to be solved approximately, once per optimization step, we propose two spectrally related preconditioners. These preconditioners leverage the limited informativeness of data in regularized PDE‐constrained optimization problems. A block Gauss–Seidel preconditioner is proposed for the GMRES‐based solution of the IP‐Gauss–Newton linear systems. It is shown, for a large‐class of PDE‐ and bound‐constrained optimization problems, that the spectrum of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix is asymptotically independent of discretization and is not impacted by the ill‐conditioning that notoriously plagues interior‐point methods. We exploit symmetry of the IP‐Gauss–Newton linear systems and propose a regularization and log‐barrier Hessian preconditioner for the preconditioned conjugate gradient (PCG)‐based solution of the equivalent IP‐Gauss–Newton–Schur complement linear systems. The eigenvalues of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix, that are not equal to one, are identical to the eigenvalues of the regularization and log‐barrier Hessian preconditioned Schur complement matrix. The scalability of the approach is demonstrated on two example problems. The numerical solution of these optimization problems is shown to require a discretization independent number of IP‐Gauss–Newton linear solves. Furthermore, the linear systems are solved in a discretization and IP ill‐conditioning independent number of preconditioned Krylov subspace iterations. The parallel scalability of the preconditioner, achieved via algebraic multigrid component solvers when applicable, and the aforementioned algorithmic scalability permits a parallel scalable means to compute solutions of a large class of PDE‐ and bound‐constrained problems.

PDE-constrained optimization↗
NASA NTRS1998

Multigrid Strategies for Viscous Flow Solvers on Anisotropic Unstructured Meshes

Unstructured multigrid techniques for relieving the stiffness associated with high-Reynolds number viscous flow simulations on extremely stretched grids are investigated. One approach consists of employing a semi-coarsening or directional-coarsening technique, based on the directions of strong coupling within the mesh, in order to construct more optimal coarse grid levels. An alternate approach is developed which employs directional implicit smoothing with regular fully coarsened multigrid levels. The directional implicit smoothing is obtained by constructing implicit lines in the unstructured mesh based on the directions of strong coupling. Both approaches yield large increases in convergence rates over the traditional explicit full-coarsening multigrid algorithm. However, maximum benefits are achieved by combining the two approaches in a coupled manner into a single algorithm. An order of magnitude increase in convergence rate over the traditional explicit full-coarsening algorithm is demonstrated, and convergence rates for high-Reynolds number viscous flows which are independent of the grid aspect ratio are obtained. Further acceleration is provided by incorporating low-Mach-number preconditioning techniques, and a Newton-GMRES strategy which employs the multigrid scheme as a preconditioner. The compounding effects of these various techniques on speed of convergence is documented through several example test cases.

Movriplis, Dimitri J.↗
NASA NTRS1989

Zonal multigrid solution of compressible flow problems on unstructured and adaptive meshes

The simultaneous use of adaptive meshing techniques with a multigrid strategy for solving the 2-D Euler equations in the context of unstructured meshes is studied. To obtain optimal efficiency, methods capable of computing locally improved solutions without recourse to global recalculations are pursued. A method for locally refining an existing unstructured mesh, without regenerating a new global mesh is employed, and the domain is automatically partitioned into refined and unrefined regions. Two multigrid strategies are developed. In the first, time-stepping is performed on a global fine mesh covering the entire domain, and convergence acceleration is achieved through the use of zonal coarse grid accelerator meshes, which lie under the adaptively refined regions of the global fine mesh. Both schemes are shown to produce similar convergence rates to each other, and also with respect to a previously developed global multigrid algorithm, which performs time-stepping throughout the entire domain, on each mesh level. However, the present schemes exhibit higher computational efficiency due to the smaller number of operations on each level.

Mavriplis, Dimitri J.↗
DOE OSTI2025

A scalable multidimensional fully implicit solver for Hall magnetohydrodynamics

We propose an optimally performant fully implicit algorithm for the Hall magnetohydrodynamics (HMHD) equations based on multigrid-preconditioned Jacobian-free Newton-Krylov methods. HMHD is a challenging system to solve numerically because it supports stiff fast dispersive waves. The preconditioner is formulated using an operator-split approximate block factorization (Schur complement), informed by physics insight. We use a vector-potential formulation (instead of a magnetic field one) to allow a clean segregation of the problematic $\nabla$ x $\nabla$ x operator in the electron Ohm's law subsystem. This segregation allows the formulation of an effective damped block-Jacobi smoother for multigrid. We demonstrate by analysis that our proposed block-Jacobi iteration is convergent and has the smoothing property. The resulting HMHD solver is verified linearly with wave propagation examples, and nonlinearly with the GEM challenge reconnection problem by comparison against another HMHD code. We demonstrate the excellent algorithmic and parallel performance of the algorithm up to 16384 MPI tasks in two dimensions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

Low-order preconditioning of the Stokes equations

A well-known strategy for building effective preconditioners for higher-order discretizations of some PDEs, such as Poisson's equation, is to leverage effective preconditioners for their low-order analogs. In this work, we show that high-quality preconditioners can also be derived for the Taylor–Hood discretization of the Stokes equations in much the same manner. In particular, we investigate the use of geometric multigrid based on the Q 1 iso Q 2 /Q 1 discretization of the Stokes operator as a preconditioner for the Q 2 /Q 1 discretization of the Stokes system. We utilize local Fourier analysis to optimize the damping parameters for Vanka and Braess–Sarazin relaxation schemes and to achieve robust convergence. Furthermore, these results are then verified and compared against the measured multigrid performance. While geometric multigrid can be applied directly to the Q 2 /Q 1 system, our ultimate motivation is to apply algebraic multigrid within solvers for Q 2 /Q 1 systems via the Q 1 iso Q 2 /Q 1 discretization, which will be considered in a companion paper.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1992

The design and implementation of a parallel unstructured Euler solver using software primitives

This paper is concerned with the implementation of a three-dimensional unstructured grid Euler-solver on massively parallel distributed-memory computer architectures. The goal is to minimize solution time by achieving high computational rates with a numerically efficient algorithm. An unstructured multigrid algorithm with an edge-based data structure has been adopted, and a number of optimizations have been devised and implemented in order to accelerate the parallel communication rates. The implementation is carried out by creating a set of software tools, which provide an interface between the parallelization issues and the sequential code, while providing a basis for future automatic run-time compilation support. Large practical unstructured grid problems are solved on the Intel iPSC/860 hypercube and Intel Touchstone Delta machine. The quantitative effect of the various optimizations are demonstrated, and we show that the combined effect of these optimizations leads to roughly a factor of three performance improvement. The overall solution efficiency is compared with that obtained on the CRAY-YMP vector supercomputer.

Das, R.↗
NASA NTRS1994

Design and implementation of a parallel unstructured Euler solver using software primitives

This paper is concerned with the implementation of a three-dimensional unstructured-grid Euler solver on massively parallel distributed-memory computer architectures. The goal is to minimize solution time by achieving high computational rates with a numerically efficient algorithm. An unstructured multigrid algorithm with an edge-based data structure has been adopted, and a number of optimizations have been devised and implemented to accelerate the parallel computational rates. The implementation is carried out by creating a set of software tools, which provide an interface between the parallelization issues and the sequential code, while providing a basis for future automatic run-time compilation support. Large practical unstructured grid problems are solved on the Intel iPSC/860 hypercube and Intel Touchstone Delta machine. The quantitative effects of the various optimizations are demonstrated, and we show that the combined effect of these optimizations leads to roughly a factor of 3 performance improvement. The overall solution efficiency is compared with that obtained on the Cray Y-MP vector supercomputer.

Das, R.↗
DOE OSTI2020

Parallel performance of algebraic multigrid domain decomposition

Algebraic multigrid (AMG) is a widely used scalable solver and preconditioner for large-scale linear systems resulting from the discretization of a wide class of elliptic PDEs. While AMG has optimal computational complexity, the cost of communication has become a significant bottleneck that limits its scalability as processor counts continue to grow on modern machines. This article examines the design, implementation, and parallel performance of a novel algorithm, algebraic multigrid domain decomposition (AMG-DD), designed specifically to limit communication. The goal of AMG-DD is to provide a low-communication alternative to standard AMG V-cycles by trading some additional computational overhead for a significant reduction in communication cost. Numerical results show that AMG-DD achieves superior accuracy per communication cost compared with AMG, and speedup over AMG is demonstrated on a large GPU cluster.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1992

The design and implementation of a parallel unstructured Euler solver using software primitives

This paper is concerned with the implementation of a 3D unstructured-grid Euler-solver on massively parallel distributed-memory computer architectures. The goal is to minimize solution time by achieving high computational rates with a numerically efficient algorithm. An unstructured multigrid algorithm with an edge-based data-structure has been adopted, and a number of optimizations have been devised and implemented in order to accelerate the parallel computational rates. The implementation is carried out by creating a set of software tools, which ease the implementation of computational problems on parallel architecture machines by relieving the user of the low-level machine specific issues. The quantitative effect of the various optimizations are demonstrated, and we show that the combined effect of these optimizations leads to roughly a factor of three performance improvement. The overall solution efficiency is compared with that obtained on the CRAY-YMP vector supercomputer.

Das, R.↗
NASA NTRS2004

Adjoint Formulation for an Embedded-Boundary Cartesian Method

Many problems in aerodynamic design can be characterized by smooth and convex objective functions. This motivates the use of gradient-based algorithms, particularly for problems with a large number of design variables, to efficiently determine optimal shapes and configurations that maximize aerodynamic performance. Accurate and efficient computation of the gradient, however, remains a challenging task. In optimization problems where the number of design variables dominates the number of objectives and flow- dependent constraints, the cost of gradient computations can be significantly reduced by the use of the adjoint method. The problem of aerodynamic optimization using the adjoint method has been analyzed and validated for both structured and unstructured grids. The method has been applied to design problems governed by the potential, Euler, and Navier-Stokes equations and can be subdivided into the continuous and discrete formulations. Giles and Pierce provide a detailed review of both approaches. Most implementations rely on grid-perturbation or mapping procedures during the gradient computation that explicitly couple changes in the surface shape to the volume grid. The solution of the adjoint equation is usually accomplished using the same scheme that solves the governing flow equations. Examples of such code reuse include multistage Runge-Kutta schemes coupled with multigrid, approximate-factorization, line-implicit Gauss-Seidel, and also preconditioned GMRES. The development of the adjoint method for aerodynamic optimization problems on Cartesian grids has been limited. In contrast to implementations on structured and unstructured grids, Cartesian grid methods decouple the surface discretization from the volume grid. This feature makes Cartesian methods well suited for the automated analysis of complex geometry problems, and consequently a promising approach to aerodynamic optimization. Melvin e t al. developed an adjoint formulation for the TRANAIR code, which is based on the full-potential equation with viscous corrections. More recently, Dadone and Grossman presented an adjoint formulation for the Euler equations. In both approaches, a boundary condition is introduced to approximate the effects of the evolving surface shape that results in accurate gradient computation.

Nemec, Marian↗
NASA NTRS1991

Parallel Methods on Large-Scale Structural Analysis and Physics Applications; Symposium, Hampton, VA, Feb. 5, 6, 1991, Selected Papers

Recent advances in parallel methods and algorithms integrated into large-scale codes are presented. Consideration is given to problem decomposition (substructuring), efficient matrix solution algorithms for shared memory architectures, dynamic and transient analysis algorithms for shared memory architectures, and algorithms for distributed and massively parallel architectures. Particular attention is given to partitioning of unstructured problems for parallel processing, parallel-vector computation for linear-structural analysis and nonlinear unconstraint optimization problems, a parallel-vector equation solver for unsymmetric matrices on supercomputers, parallel nonlinear finite element dynamic response, multigrid algorithms for solving structural mechanics problems on supercomputers, structural analysis on massively parallel computers, explicit finite element methods with contact-impact on SIMD computers, and the impact of mapping and sparsity on parallelized finite element method modules.

Storaasli, Olaf O.↗
NASA NTRS1992

Design of optimally smoothing multistage schemes for the Euler equations

A recently derived local preconditioning of the Euler equations is shown to be useful in developing multistage schemes suited for multigrid use. The effect of the preconditioning matrix on the spatial Euler operator is to equalize the characteristic speeds. When applied to the discretized Euler equations, the preconditioning has the effect of strongly clustering the operator's eigenvalues in the complex plane. This makes possible the development of explicit marching schemes that effectively damp most high-frequency Fourier modes, as desired in multigrid applications. The technique is the same as developed earlier for scalar convection schemes: placement of the zeros of the amplification factor of the multistage scheme in locations where eigenvalues corresponding to high-frequency modes abound.

Van Leer, Bram↗
NASA NTRS1992

Aerodynamic design and optimization in one shot

This paper describes an efficient numerical approach for the design and optimization of aerodynamic bodies. As in classical optimal control methods, the present approach introduces a cost function and a costate variable (Lagrange multiplier) in order to achieve a minimum. High efficiency is achieved by using a multigrid technique to solve for all the unknowns simultaneously, but restricting work on a design variable only to grids on which their changes produce nonsmooth perturbations. Thus, the effort required to evaluate design variables that have nonlocal effects on the solution is confined to the coarse grids. However, if a variable has a nonsmooth local effect on the solution in some neighborhood, it is relaxed in that neighborhood on finer grids. The cost of solving the optimal control problem is shown to be approximately two to three times the cost of the equivalent analysis problem. Examples are presented to illustrate the application of the method to aerodynamic design and constraint optimization.

Ta'asan, Shlomo↗
NASA NTRS1992

Volume 2: Explicit, multistage upwind schemes for Euler and Navier-Stokes equations

The objective of this study was to develop a high-resolution-explicit-multi-block numerical algorithm, suitable for efficient computation of the three-dimensional, time-dependent Euler and Navier-Stokes equations. The resulting algorithm has employed a finite volume approach, using monotonic upstream schemes for conservation laws (MUSCL)-type differencing to obtain state variables at cell interface. Variable interpolations were written in the k-scheme formulation. Inviscid fluxes were calculated via Roe's flux-difference splitting, and van Leer's flux-vector splitting techniques, which are considered state of the art. The viscous terms were discretized using a second-order, central-difference operator. Two classes of explicit time integration has been investigated for solving the compressible inviscid/viscous flow problems--two-state predictor-corrector schemes, and multistage time-stepping schemes. The coefficients of the multistage time-stepping schemes have been modified successfully to achieve better performance with upwind differencing. A technique was developed to optimize the coefficients for good high-frequency damping at relatively high CFL numbers. Local time-stepping, implicit residual smoothing, and multigrid procedure were added to the explicit time stepping scheme to accelerate convergence to steady-state. The developed algorithm was implemented successfully in a multi-block code, which provides complete topological and geometric flexibility. The only requirement is C degree continuity of the grid across the block interface. The algorithm has been validated on a diverse set of three-dimensional test cases of increasing complexity. The cases studied were: (1) supersonic corner flow; (2) supersonic plume flow; (3) laminar and turbulent flow over a flat plate; (4) transonic flow over an ONERA M6 wing; and (5) unsteady flow of a compressible jet impinging on a ground plane (with and without cross flow). The emphasis of the test cases was validation of code, and assessment of performance, as well as demonstration of flexibility.

Elmiligui, Alaa↗
NASA NTRS1985

Recent developments in FEM-CFD

The current status of CFD with regard to unstructured grids employing finite element methods and Eulerian frames is reviewed. Algorithms suitable for the computation of large three-dimensional problems involving flow past arbitrary geometries are developed. Adaptive mesh refinement strategy is reviewed, and domain splitting or local time-stepping are briefly addressed. The development of search algorithms of optimal order, variable time-stepping Jacobi smoothers for elliptic problems, and transport concepts for hyperbolics to help achieve good performance for unstructured multigrid processes is discussed. As examples, transient supersonic flow in a channel, regular shock reflection of a wall, viscous flow past a protruberance, potential flow past a cylinder, and Burgers equation are considered.

Loehner, R.↗
NASA NTRS1997

An Initial Multi-Domain Modeling of an Actively Cooled Structure

A methodology for the simulation of turbine cooling flows is being developed. The methodology seeks to combine numerical techniques that optimize both accuracy and computational efficiency. Key components of the methodology include the use of multiblock grid systems for modeling complex geometries, and multigrid convergence acceleration for enhancing computational efficiency in highly resolved fluid flow simulations. The use of the methodology has been demonstrated in several turbo machinery flow and heat transfer studies. Ongoing and future work involves implementing additional turbulence models, improving computational efficiency, adding AMR.

Steinthorsson, Erlendur↗
DOE OSTI2020

Layer-Parallel Training of Deep Residual Neural Networks

Residual neural networks (ResNets) are a promising class of deep neural networks that have shown excellent performance for a number of learning tasks, e.g., image classification and recognition. Mathematically, ResNet architectures can be interpreted as forward Euler discretizations of a nonlinear initial value problem whose time-dependent control variables represent the weights of the neural network. Hence, training a ResNet can be cast as an optimal control problem of the associated dynamical system. For similar time-dependent optimal control problems arising in engineering applications, parallel-in-time methods have shown notable improvements in scalability. This paper demonstrates the use of those techniques for efficient and effective training of ResNets. The proposed algorithms replace the classical (sequential) forward and backward propagation through the network layers with a parallel nonlinear multigrid iteration applied to the layer domain. This adds a new dimension of parallelism across layers that is attractive when training very deep networks. From this basic idea, we derive multiple layer-parallel methods. The most efficient version employs a simultaneous optimization approach where updates to the network parameters are based on inexact gradient information in order to speed up the training process. Finally, using numerical examples from supervised classification, we demonstrate that the new approach achieves a training performance similar to that of traditional methods, but enables layer-parallelism and thus provides speedup over layer-serial methods through greater concurrency.

97 MATHEMATICS AND COMPUTING↗