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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 721 records · Page 40
All sourcesNASA NTRSDOE OSTI
DOE OSTI2022

Automatic Differentiation of C++ Codes on Emerging Manycore Architectures with Sacado

Automatic differentiation (AD) is a well-known technique for evaluating analytic derivatives of calculations implemented on a computer, with numerous software tools available for incorporating AD technology into complex applications. However, a growing challenge for AD is the efficient differentiation of parallel computations implemented on emerging manycore computing architectures such as multicore CPUs, GPUs, and accelerators as these devices become more pervasive. In this work, we explore forward mode, operator overloading-based differentiation of C++ codes on these architectures using the widely available Sacado AD software package. In particular, we leverage Kokkos, a C++ tool providing APIs for implementing parallel computations that is portable to a wide variety of emerging architectures. Here we describe the challenges that arise when differentiating code for these architectures using Kokkos, and two approaches for overcoming them that ensure optimal memory access patterns as well as expose additional dimensions of fine-grained parallelism in the derivative calculation. We describe the results of several computational experiments that demonstrate the performance of the approach on a few contemporary CPU and GPU architectures. We then conclude with applications of these techniques to the simulation of discretized systems of partial differential equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Leveraging Multitime Hamilton–Jacobi PDEs for Certain Scientific Machine Learning Problems

Hamilton-Jacobi partial differential equations (HJ PDEs) have deep connections with a wide range of fields, including optimal control, differential games, and imaging sciences. By considering the time variable to be a higher dimensional quantity, HJ PDEs can be extended to the multi-time case. In this paper, we establish a novel theoretical connection between specific optimization problems arising in machine learning and the multi-time Hopf formula, which corresponds to a representation of the solution to certain multi-time HJ PDEs. Through this connection, we increase the interpretability of the training process of certain machine learning applications by showing that when we solve these learning problems, we also solve a multi-time HJ PDE and, by extension, its corresponding optimal control problem. As a first exploration of this connection, we develop the relation between the regularized linear regression problem and the Linear Quadratic Regulator (LQR). We then leverage our theoretical connection to adapt standard LQR solvers (namely, those based on the Riccati ordinary differential equations) to design new training approaches for machine learning. Lastly, we provide some numerical examples that demonstrate the versatility and possible computational advantages of our Riccati-based approach in the context of continual learning, post-training calibration, transfer learning, and sparse dynamics identification.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1999

Transverse Mode Dynamics of VCSELs Through Space-Time Domain Simulation

Modeling and simulation are important to understand laser operation and to optimize and design device functions. Numerical simulation of VCSEL (Vertical Cavity Surface Emitting Lasers) has been largely based on solving time-independent Helmholtz equation or time dependent coupled mode equations. There are various advantages for choosing these approaches. However, the disadvantages are also apparent. The former cannot handle dynamical mode competition seen in VCSELs, while the latter assumes a given type and number of modes a priori. Furthermore, the microscopic physics of heterstructures and electron-hole plasma is very often represented by a few parameters such as linear gain coefficients and the linewidth enhancement factor. These are over simplification of space and frequency (wavelength) dependent gain and refractive index functions. When the space-time dynamical operation of VCSELs becomes important, these simple approximations become questionable. In this paper, we apply a recently developed model for edge-emitting lasers to a gain guided VCSEL for space-time domain simulation. This model takes into account the actual nonlinear dependence of gain and refractive index on frequency and carrier density within the frame work of the effective Bloch equations. The corresponding partial differential equations are solved directly by finite difference methods. Laser behavior with increasing pumping current is investigated in detail. Special attention is paid to the dynamical competition of the transverse modes.

Goorjian, Peter M.↗
DOE OSTI2025

Neural Active Manifolds: Nonlinear Dimensionality Reduction for Uncertainty Quantification

We present a new approach for nonlinear dimensionality reduction, specifically designed for computationally expensive mathematical models. We leverage autoencoders to discover a one-dimensional neural active manifold (NeurAM) capturing the model output variability, through the aid of a simultaneously learnt surrogate model with inputs on this manifold. Our method only relies on model evaluations and does not require the knowledge of gradients. The proposed dimensionality reduction framework can then be applied to assist outer loop many-query tasks in scientific computing, like sensitivity analysis and multifidelity uncertainty propagation. In particular, we prove, both theoretically under idealized conditions, and numerically in challenging test cases, how NeurAM can be used to obtain multifidelity sampling estimators with reduced variance by sampling the models on the discovered low-dimensional and shared manifold among models. Several numerical examples illustrate the main features of the proposed dimensionality reduction strategy and highlight its advantages with respect to existing approaches in the literature.

Autoencoders↗
NASA NTRS1995

Numerical thermal analyses of heat exchangers for the stirling engine application

The Regenerator, Cooler and Heater for the NASA Space Power Research Engine (SPRE) have been analyzed in detail for laminar, incompressible and oscillatory flow conditions. Each component has been analyzed independently and in detail with the regenerator being modeled as two-parallel-plates channel with a solid wall. The ends of the channel are exposed to two reservoir maintained at different temperature thus providing an axial temperature gradient along the channel. The cooler and heater components have been modeled as circular pipes with isothermal walls. Two different types of thermal boundary conditions have been investigated for the cooler and heater, namely, symmetric and asymmetric temperature inflow. In symmetric temperature inflow the flow enters the channel with the same temperature in throughout the velocity cycle whereas, in asymmetric temperature inflow the flow enters with a different temperature in each half cycle. The study was conducted over a wide range of Maximum Reynolds number (RE(max) varying from 75 to 60000, Valensi number (Va) from 2.5 to 800, and relative amplitude of fluid displacement (A(sub r) from 0.357 to 1.34. A two dimensional Finite volume method based on the SIMPLE algorithm was used to solve the governing partial differential equations. Post processing programs were developed to effectively describe the heat transfer mechanism under oscillatory flows. The computer code was validated by comparing with existing analytical solutions for oscillating flows. The thermal field have been studied with the help of temperature contour and three dimensional plots. The instantaneous friction factor, wall heat flux and heat transfer coefficient have been examined. It has been concluded that in general, the frictional factor and heat transfer coefficient are higher under oscillatory flow conditions when the Valensi number is high. Also, the thermal efficiency decreases for lower A(r) values. Further, the usual steady state definition for the heat transfer coefficient does not seem to be valid.

Kannapareddy, Mohan Raj↗
DOE OSTI2024

On the force exerted on a non-spherical asymmetric dust grain from homogeneous, stationary, isotropic, non-magnetized plasma

Whereas the conventional wisdom suggests that the force between non-magnetized homogeneous, stationary, isotropic plasma, and the dust grain is only possible for the case of relative plasma–grain velocity, it is shown that stationary non-spherical asymmetric dust grain immersed in stationary, non-magnetized, isotropic plasma can experience a force caused by the grain–plasma interactions. The component of the force due to scattering of plasma particles in the limit of infinite Debye length is considered analytically. Both the particle scattering and absorption force components are modeled numerically in the limits of infinite and finite Debye length using a newly developed 2D3V Aspherical Particle-in-Cell code. The code simulates interactions of dust grain of selected non-spherical asymmetric shape with plasmas using dust shape conforming coordinates. Here, the simulations confirm the existence of the force on non-spherical asymmetric grain in stationary non-magnetized plasma and show that the plasma screening effects can lead to reversal of the force direction.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2024

Exact enforcement of temporal continuity in sequential physics-informed neural networks

The use of deep learning methods in scientific computing represents a potential paradigm shift in engineering problem solving. One of the most prominent developments is Physics-Informed Neural Networks (PINNs), in which neural networks are trained to satisfy partial differential equations (PDEs). While this method shows promise, the standard version has been shown to struggle in accurately predicting the dynamic behavior of time-dependent problems. To address this challenge, methods have been proposed that decompose the time domain into multiple segments, employing a distinct neural network in each segment and directly incorporating continuity between them in the loss function of the minimization problem. In this work we introduce a method to exactly enforce continuity between successive time segments via a solution ansatz. This hard constrained sequential PINN (HCS-PINN) method is simple to implement and eliminates the need for any loss terms associated with temporal continuity. The method is tested for a number of benchmark problems involving both linear and non-linear PDEs. Examples include various first order time dependent problems in which traditional PINNs struggle, namely advection, Allen–Cahn, and Korteweg–de Vries equations. Furthermore, second and third order time-dependent problems are demonstrated via wave and Jerky dynamics examples, respectively. Notably, the Jerky dynamics problem is chaotic, making the problem especially sensitive to temporal accuracy. Finally, the numerical experiments conducted with the proposed method demonstrated superior convergence and accuracy over both traditional PINNs and the soft-constrained counterparts.

42 ENGINEERING↗
DOE OSTI2020

Pass-efficient methods for compression of high-dimensional turbulent flow data

The future of high-performance computing, specifically on future Exascale computers, will presumably see memory capacity and bandwidth fail to keep pace with data generated, for instance, from massively parallel partial differential equation (PDE) systems. Current strategies proposed to address this bottleneck entail the omission of large fractions of data, as well as the incorporation of in situ compression algorithms to avoid overuse of memory. To ensure that post-processing operations are successful, this must be done in a way that a sufficiently accurate representation of the solution is stored. Moreover, in situations where the input/output system becomes a bottleneck in analysis, visualization, etc., or the execution of the PDE solver is expensive, the number of passes made over the data must be minimized. In the interest of addressing this problem, this work focuses on the utility of pass-efficient, parallelizable, low-rank, matrix decomposition methods in compressing high-dimensional simulation data from turbulent flows. Additionally, a particular emphasis is placed on using coarse representation of the data – compatible with the PDE discretization grid – to accelerate the construction of the low-rank factorization. This includes the presentation of a novel single-pass matrix decomposition algorithm for computing the so-called interpolative decomposition. The methods are described extensively and numerical experiments on two turbulent channel flow data are performed. In the first (unladen) channel flow case, compression factors exceeding 400 are achieved while maintaining accuracy with respect to first- and second-order flow statistics. In the particle-laden case, compression factors of 100 are achieved and the compressed data is used to recover particle velocities. These results show that these compression methods can enable efficient computation of various quantities of interest in both the carrier and disperse phases.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

When and why PINNs fail to train: A neural tangent kernel perspective

Physics-informed neural networks (PINNs) have lately received great attention thanks to their flexibility in tackling a wide range of forward and inverse problems involving partial differential equations. However, despite their noticeable empirical success, little is known about how such constrained neural networks behave during their training via gradient descent. More importantly, even less is known about why such models sometimes fail to train at all. Here in this work, we aim to investigate these questions through the lens of the Neural Tangent Kernel (NTK); a kernel that captures the behavior of fully-connected neural networks in the infinite width limit during training via gradient descent. Specifically, we derive the NTK of PINNs and prove that, under appropriate conditions, it converges to a deterministic kernel that stays constant during training in the infinite-width limit. This allows us to analyze the training dynamics of PINNs through the lens of their limiting NTK and find a remarkable discrepancy in the convergence rate of the different loss components contributing to the total training error. To address this fundamental pathology, we propose a novel gradient descent algorithm that utilizes the eigenvalues of the NTK to adaptively calibrate the convergence rate of the total training error. Finally, we perform a series of numerical experiments to verify the correctness of our theory and the practical effectiveness of the proposed algorithms.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2020

High-order partitioned spectral deferred correction solvers for multiphysics problems

We present an arbitrarily high-order, conditionally stable, partitioned spectral deferred correction (SDC) method for solving multiphysics problems using a sequence of pre-existing single-physics solvers. This method extends the work in [1], [2], which used implicit-explicit Runge-Kutta methods (IMEX) to build high-order, partitioned multiphysics solvers. We consider a generic multiphysics problem modeled as a system of coupled ordinary differential equations (ODEs), coupled through coupling terms that can depend on the state of each subsystem; therefore the method applies to both a semi-discretized system of partial differential equations (PDEs) or problems naturally modeled as coupled systems of ODEs. The sufficient conditions to build arbitrarily high-order partitioned SDC schemes are derived. Based on these conditions, various of partitioned SDC schemes are designed. The stability of the first-order partitioned SDC scheme is analyzed in detail on a coupled, linear model problem. We show that the scheme is conditionally stable, and under conditions on the coupling strength, the scheme can be unconditionally stable. We demonstrate the performance of the proposed partitioned solvers on several classes of multiphysics problems with moderate coupling strength. They include a stiff linear system of ODEs, advection-diffusion-reaction systems, and fluid-structure interaction problems with both incompressible and compressible flows, where we verify the design order of the SDC schemes and study various stability properties. We also directly compare the accuracy, stability, and cost of the proposed partitioned SDC solver with the partitioned IMEX method in [1], [2] on this suite of test problems. The results suggest that the high-order partitioned SDC solvers are more robust than the partitioned IMEX solvers for the numerical examples considered in this work, while the IMEX methods require fewer implicit solves.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Stochastic Learning Approach for Binary Optimization: Application to Bayesian Optimal Design of Experiments

Here, we present a novel stochastic approach to binary optimization suited for optimal experimental design (OED) for Bayesian inverse problems governed by mathematical models such as partial differential equations. The OED utility function, namely, the regularized optimality criterion, is cast into a stochastic objective function in the form of an expectation over a multivariate Bernoulli distribution. The probabilistic objective is then solved by using a stochastic optimization routine to find an optimal observational policy. This formulation (a) is generally applicable to binary optimization problems with soft constraints and is ideal for OED and sensor placement problems; (b) does not require differentiability of the original objective function (e.g., a utility function in OED applications) with respect to the design variable, and thus it enables direct employment of sparsity-enforcing penalty functions such as $\ell_0$, without needing to utilize a continuation procedure or apply a rounding technique; (c) exhibits much lower computational cost than traditional gradient-based relaxation approaches; and (d) can be applied to both linear and nonlinear OED problems with proper choice of the utility function. The proposed approach is analyzed from an optimization perspective with detailed convergence analysis of the optimization approach and is also analyzed from a machine learning perspective with correspondence to policy gradient reinforcement learning. The approach is demonstrated numerically by using an idealized two-dimensional Bayesian linear inverse problem and validated by extensive numerical experiments carried out for sensor placement in a parameter identification setup.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

A 1D–0D–3D coupled model for simulating blood flow and transport processes in breast tissue

In this work, we present mixed dimensional models for simulating blood flow and transport processes in breast tissue and the vascular tree supplying it. These processes are considered, to start from the aortic inlet to the capillaries and tissue of the breast. Large variations in biophysical properties and flow conditions exist in this system necessitating the use of different flow models for different geometries and flow regimes. In total, we consider four different model types. First, a system of 1D nonlinear hyperbolic partial differential equations (PDEs) is considered to simulate blood flow in larger arteries with highly elastic vessel walls. Second, we assign 1D linearized hyperbolic PDEs to model the smaller arteries with stiffer vessel walls. The third model type consists of ODE systems (0D models). It is used to model the arterioles and peripheral circulation. Finally, homogenized 3D porous media models are considered to simulate flow and transport in capillaries and tissue within the breast volume. Sink terms are used to account for the influence of the venous and lymphatic systems. Combining the four model types, we obtain two different 1D–0D–3D coupled models for simulating blood flow and transport processes: The first model results in a fully coupled 1D–0D–3D model covering the complete path from the aorta to the breast combining a generic arterial network with a patient specific breast network and geometry. The second model is a reduced one based on the separation of the generic and patient specific parts. The information from a calibrated fully coupled model is used as inflow condition for the patient specific sub-model allowing a significant computational cost reduction. Several numerical experiments are conducted to calibrate the generic model parameters and to demonstrate realistic flow simulations compared to existing data on blood flow in the human breast and vascular system. Moreover, we use two different breast vasculature and tissue data sets to illustrate the robustness of our reduced sub-model approach.

multiscale blood flow models↗
NASA NTRS2000

Ordering Unstructured Meshes for Sparse Matrix Computations on Leading Parallel Systems

The ability of computers to solve hitherto intractable problems and simulate complex processes using mathematical models makes them an indispensable part of modern science and engineering. Computer simulations of large-scale realistic applications usually require solving a set of non-linear partial differential equations (PDES) over a finite region. For example, one thrust area in the DOE Grand Challenge projects is to design future accelerators such as the SpaHation Neutron Source (SNS). Our colleagues at SLAC need to model complex RFQ cavities with large aspect ratios. Unstructured grids are currently used to resolve the small features in a large computational domain; dynamic mesh adaptation will be added in the future for additional efficiency. The PDEs for electromagnetics are discretized by the FEM method, which leads to a generalized eigenvalue problem Kx = AMx, where K and M are the stiffness and mass matrices, and are very sparse. In a typical cavity model, the number of degrees of freedom is about one million. For such large eigenproblems, direct solution techniques quickly reach the memory limits. Instead, the most widely-used methods are Krylov subspace methods, such as Lanczos or Jacobi-Davidson. In all the Krylov-based algorithms, sparse matrix-vector multiplication (SPMV) must be performed repeatedly. Therefore, the efficiency of SPMV usually determines the eigensolver speed. SPMV is also one of the most heavily used kernels in large-scale numerical simulations.

Oliker, Leonid↗
DOE OSTI2025

Learning and discovering multiple solutions using physics-informed neural networks with random initialization and deep ensemble

In this work we explore the capability of physics-informed neural networks (PINNs) to discover multiple solutions. Many real-world phenomena governed by nonlinear differential equations (DEs), such as fluid flow, exhibit multiple solutions under the same conditions, yet capturing this solution multiplicity remains a significant challenge. A key difficulty lies in providing appropriate initial conditions or guesses, as widely used time-marching schemes and Newton’s method are highly sensitive to these choices when solving complex computational problems. While machine learning models, particularly PINNs, have shown promise in solving DEs, their ability to capture multiple solutions remains underexplored. In this work, we propose a simple and practical approach using PINNs to learn and discover multiple solutions. We first demonstrate that PINNs, when combined with random initialization and deep ensemble method—originally developed for uncertainty quantification—can effectively uncover multiple solutions to nonlinear ordinary and partial DEs. Although training large ensembles of PINNs may appear computationally demanding, this can be done efficiently using vectorization techniques supported by modern deep learning frameworks, allowing many networks to be trained simultaneously. Our approach highlights the critical role of initialization in shaping solution diversity, addressing an often-overlooked aspect of machine learning for scientific computing. Furthermore, we propose utilizing PINN-generated solutions as initial conditions or initial guesses for conventional numerical solvers to enhance accuracy and efficiency in capturing multiple solutions. Extensive numerical experiments, including the Allen–Cahn equation and cavity flow, where our approach successfully identifies both stable and unstable solutions, validate the effectiveness of our method. These findings establish a general and efficient framework for addressing solution multiplicity in nonlinear DEs.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1996

Low-Dimensional Dynamical Models of Thermal Convection

A low-dimensional dynamic model for transitional buoyancy-driven flow in a differentially heated tall enclosure is presented. The full governing partial differential equations with the associated boundary conditions are solved by a spectral element method for a cavity of aspect ratio A=20. Proper orthogonal decomposition is applied to the oscillatory solution at Prandtl number Pr=P tau (omega) = 0.71 and Grashof number G tau (omega) = 3.2 x 10 (exp 4) to construct empirical eigenfunctions. Using the four most energetic empirical eigenfunctions for the velocity and temperature as basis functions and applying Galerkin's method, a reduced model consisting of eight nonlinear ordinary differential equations is obtained. Close to the 'design' conditions (P tau(omega) G tau(omega)), the low-order model (LOM) predictions are in excellent agreement with the predictions of the full model. In particular, the critical Grashof number at the onset of the first temporal flow instability (Hopf bifurcation) was well as the frequency and amplitude of oscillations at supercritical conditions are in excellent agreement with the predictions of the full model. Far from the 'design' conditions, the LOM predicts the existence of multiple stable steady solutions at large values of G tau, and a unique stable steady solution at small values of G tau, and exhibits hysteretic behavior that is qualitatively similar to that observed in direct numerical simulations based on the full model.

Liakopoulos, Anthony↗
DOE OSTI2024

Online randomized interpolative decomposition with a posteriori error estimator for temporal PDE data reduction

Traditional low-rank approximation is a powerful tool for compressing large data matrices that arise in simulations of partial differential equations (PDEs), but suffers from high computational cost and requires several passes over the PDE data. The compressed data may also lack interpretability thus making it difficult to identify feature patterns from the original data. Here, to address these issues, we present an online randomized algorithm to compute the interpolative decomposition (ID) of large-scale data matrices in situ. Compared to previous randomized IDs that used the QR decomposition to determine the column basis, we adopt a streaming ridge leverage score-based column subset selection algorithm that dynamically selects proper basis columns from the data and thus avoids an extra pass over the data to compute the coefficient matrix of the ID. In particular, we adopt a single-pass error estimator based on the non-adaptive Hutch++ algorithm to provide real-time error approximation for determining the best coefficients. As a result, our approach only needs a single pass over the original data and thus is suitable for large and high-dimensional matrices stored outside of core memory or generated in PDE simulations. A strategy to improve the accuracy of the reconstructed data gradient, when desired, within the ID framework is also presented. We provide numerical experiments on turbulent channel flow and ignition simulations, and on the NSTX Gas Puff Image dataset, comparing our algorithm with the offline ID algorithm to demonstrate its utility in real-world applications.

Column subset selection↗
NASA NTRS1995

Rapid Airplane Parametric Input Design (RAPID)

RAPID is a methodology and software system to define a class of airplane configurations and directly evaluate surface grids, volume grids, and grid sensitivity on and about the configurations. A distinguishing characteristic which separates RAPID from other airplane surface modellers is that the output grids and grid sensitivity are directly applicable in CFD analysis. A small set of design parameters and grid control parameters govern the process which is incorporated into interactive software for 'real time' visual analysis and into batch software for the application of optimization technology. The computed surface grids and volume grids are suitable for a wide range of Computational Fluid Dynamics (CFD) simulation. The general airplane configuration has wing, fuselage, horizontal tail, and vertical tail components. The double-delta wing and tail components are manifested by solving a fourth order partial differential equation (PDE) subject to Dirichlet and Neumann boundary conditions. The design parameters are incorporated into the boundary conditions and therefore govern the shapes of the surfaces. The PDE solution yields a smooth transition between boundaries. Surface grids suitable for CFD calculation are created by establishing an H-type topology about the configuration and incorporating grid spacing functions in the PDE equation for the lifting components and the fuselage definition equations. User specified grid parameters govern the location and degree of grid concentration. A two-block volume grid about a configuration is calculated using the Control Point Form (CPF) technique. The interactive software, which runs on Silicon Graphics IRIS workstations, allows design parameters to be continuously varied and the resulting surface grid to be observed in real time. The batch software computes both the surface and volume grids and also computes the sensitivity of the output grid with respect to the input design parameters by applying the precompiler tool ADIFOR to the grid generation program. The output of ADIFOR is a new source code containing the old code plus expressions for derivatives of specified dependent variables (grid coordinates) with respect to specified independent variables (design parameters). The RAPID methodology and software provide a means of rapidly defining numerical prototypes, grids, and grid sensitivity of a class of airplane configurations. This technology and software is highly useful for CFD research for preliminary design and optimization processes.

Smith, Robert E.↗
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↗