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Parallel, iterative solution of sparse linear systems - Models and architectures

Solving large, sparse, linear systems of equations is a fundamental problem in large scale scientific and engineering computation. A model of a general class of asynchronous, iterative solution methods for linear systems is developed. In the model, the system is solved by creating several cooperating tasks that each compute a portion of the solution vector. A data transfer model predicting both the probability that data must be transferred between two tasks and the amount of data to be transferred is presented. This model is used to derive an execution time model for predicting parallel execution time and an optimal number of tasks given the dimension and sparsity of the coefficient matrix and the costs of computation, synchronization, and communication. The suitability of different parallel architectures for solving randomly sparse linear systems is discussed. Based on the complexity of task scheduling, one parallel architecture, based on a broadcast bus, is presented and analyzed.

Reed, D. A.↗

Efficient solution of parabolic equations by Krylov approximation methods

Numerical techniques for solving parabolic equations by the method of lines is addressed. The main motivation for the proposed approach is the possibility of exploiting a high degree of parallelism in a simple manner. The basic idea of the method is to approximate the action of the evolution operator on a given state vector by means of a projection process onto a Krylov subspace. Thus, the resulting approximation consists of applying an evolution operator of a very small dimension to a known vector which is, in turn, computed accurately by exploiting well-known rational approximations to the exponential. Because the rational approximation is only applied to a small matrix, the only operations required with the original large matrix are matrix-by-vector multiplications, and as a result the algorithm can easily be parallelized and vectorized. Some relevant approximation and stability issues are discussed. We present some numerical experiments with the method and compare its performance with a few explicit and implicit algorithms.

Gallopoulos, E.↗

Unsteady Aerodynamic Modeling of Atmospheric Entry Vehicles in Subsonic and Incompressible flow: A Frequency Response Approach

The determination of time-varying lift force and pitch moment generated by a purely pitching Earth-entry capsule is investigated. Experiments were conducted in the 12-foot Low-Speed Tunnel at NASA Langley Research Center, testing a range of oscillation frequencies at a zero-mean angle of attack with a pitching amplitude of 10 degrees. In light of these measurements, a closed-form set of analytically derived equations for lift and moment was used to develop a semi-empirical formulation, incorporating empirically determined values from the experimental runs. The equations are grounded in potential flow theory, Theodorsen's classical theory of unsteady aerodynamics, and the Joukowski theorem of conformal mapping. The unsteady aerodynamics generated by the oscillating body are then modeled by constructing frequency response functions, with quasi-steady forces and moments serving as inputs and unsteady forces and moments as outputs. The experimentally determined gain and phase variations characterize the unsteady nature of the flow and the system's response and flow time-lag to input flow parameters for a blunt-body entry vehicle. The final semi-empirical model is validated with a set of parameters beyond the initial test matrix.

Entry Systems Modeling↗

Unsteady Aerodynamic Modeling of Atmospheric Entry Vehicles in Subsonic and Incompressible Flow: A Frequency Response Approach

The determination of time-varying lift force and pitch moment generated by a purely pitching Earth-entry capsule is investigated. Experiments were conducted in the 12-foot Low-Speed Tunnel at NASA Langley Research Center, testing a range of oscillation frequencies at a zero-mean angle of attack with a pitching amplitude of 10 degrees. In light of these measurements, a closed-form set of analytically derived equations for lift and moment was used to develop a semi-empirical formulation, incorporating empirically determined values from the experimental runs. The equations are grounded in potential flow theory, Theodorsen's classical theory of unsteady aerodynamics, and the Joukowski theorem of conformal mapping. The unsteady aerodynamics generated by the oscillating body are then modeled by constructing frequency response functions, with quasi-steady forces and moments serving as inputs and unsteady forces and moments as outputs. The experimentally determined gain and phase variations characterize the unsteady nature of the flow and the system's response and flow time-lag to input flow parameters for a blunt-body entry vehicle. The final semi-empirical model is validated with a set of parameters beyond the initial test matrix.

Entry Systems Modeling↗

Ballistics Model for Particles on a Horizontal Plane in a Vacuum Propelled by a Vertically Impinging Gas Jet

A simple trajectory model has been developed and is presented. The particle trajectory path is estimated by computing the vertical position as a function of the horizontal position using a constant horizontal velocity and a vertical acceleration approximated as a power law. The vertical particle position is then found by solving the differential equation of motion using a double integral of vertical acceleration divided by the square of the horizontal velocity, integrated over the horizontal position. The input parameters are: x(sub 0) and y(sub 0), the initial particle starting point; the derivative of the trajectory at x(sub 0) and y(sub 0), s(sub 0) = s(x(sub 0))= dx(y)/dy conditional expectation y = y((sub 0); and b where bx(sub 0)/y(sub 0) is the final trajectory angle before gravity pulls the particle down. The final parameter v(sub 0) is an approximation to a constant horizontal velocity. This model is time independent, providing vertical position x as a function of horizontal distance y: x(y) = (x(sub 0) + s(sub 0) (y-y(sub 0))) + bx(sub 0) -(s(sub 0)y(sub 0) ((y - y(sub 0)/y(sub 0) - ln((y/y(sub 0)))-((g(y-y(sub 0)(exp 2))/ 2((v(sub 0)(exp 2). The first term on the right in the above equation is due to simple ballistics and a spherically expanding gas so that the trajectory is a straight line intersecting (0,0), which is the point at the center of the gas impingement on the surface. The second term on the right is due to vertical acceleration, which may be positive or negative. The last term on the right is the gravity term, which for a particle with velocities less than escape velocity will eventually bring the particle back to the ground. The parameters b, s(sub 0), and in some cases v(sub 0), are taken from an interpolation of similar parameters determined from a CFD simulation matrix, coupled with complete particle trajectory simulations.

Lane, J. E.↗

An efficient method for solving the steady Euler equations

An efficient numerical procedure for solving a set of nonlinear partial differential equations is given, specifically for the steady Euler equations. Solutions of the equations were obtained by Newton's linearization procedure, commonly used to solve the roots of nonlinear algebraic equations. In application of the same procedure for solving a set of differential equations we give a theorem showing that a quadratic convergence rate can be achieved. While the domain of quadratic convergence depends on the problems studied and is unknown a priori, we show that firstand second-order derivatives of flux vectors determine whether the condition for quadratic convergence is satisfied. The first derivatives enter as an implicit operator for yielding new iterates and the second derivatives indicates smoothness of the flows considered. Consequently flows involving shocks are expected to require larger number of iterations. First-order upwind discretization in conjunction with the Steger-Warming flux-vector splitting is employed on the implicit operator and a diagonal dominant matrix results. However the explicit operator is represented by first- and seond-order upwind differencings, using both Steger-Warming's and van Leer's splittings. We discuss treatment of boundary conditions and solution procedures for solving the resulting block matrix system. With a set of test problems for one- and two-dimensional flows, we show detailed study as to the efficiency, accuracy, and convergence of the present method.

Liou, M. S.↗

Nonlinear programming extensions to rational function approximation methods for unsteady aerodynamic forces

The approximation of unsteady generalized aerodynamic forces in the equations of motion of a flexible aircraft are discussed. Two methods of formulating these approximations are extended to include the same flexibility in constraining the approximations and the same methodology in optimizing nonlinear parameters as another currently used extended least-squares method. Optimal selection of nonlinear parameters is made in each of the three methods by use of the same nonlinear, nongradient optimizer. The objective of the nonlinear optimization is to obtain rational approximations to the unsteady aerodynamics whose state-space realization is lower order than that required when no optimization of the nonlinear terms is performed. The free linear parameters are determined using the least-squares matrix techniques of a Lagrange multiplier formulation of an objective function which incorporates selected linear equality constraints. State-space mathematical models resulting from different approaches are described and results are presented that show comparative evaluations from application of each of the extended methods to a numerical example.

Tiffany, Sherwood H.↗

Optimization methods, flux conserving methods for steady state Navier-Stokes equation

Navier-Stokes equation as discretized by new flux conserving method proposed by Chang and Scott results in the system: vector F(vector x) = 0, where F is a vector valued function. The Optimization method we use is based on Quasi-Newton methods: given a nonlinear function vector F(vector x) = 0, we solve, Delta(vector x) = -BF(vector x), where Delta(vector x) is the correction term and B is the inverse Jacobian of F(x). Then, iteratively, vector(x(sub (i+1))) = vector(x (sub i)) + alpha.Delta(vector x(sub i)), where alpha is a line search correction term determined by a line search routine. We use the BFCG's update the Jacobian matrix B(sub k) at each iteration. It is well known that B(sub k) approaches B(*) at the solution X(*). This algorithm has several advantages over the Newton-Raphson method. For example, we do not need to calculate the Jacobian matrix at each iteration which is computationally very expensive.

Adeyeye, John↗

Triangular covariance factorizations for

An improved computational form of the discrete Kalman filter is derived using an upper triangular factorization of the error covariance matrix. The covariance P is factored such that P = UDUT where U is unit upper triangular and D is diagonal. Recursions are developed for propagating the U-D covariance factors together with the corresponding state estimate. The resulting algorithm, referred to as the U-D filter, combines the superior numerical precision of square root filtering techniques with an efficiency comparable to that of Kalman's original formula. Moreover, this method is easily implemented and involves no more computer storage than the Kalman algorithm. These characteristics make the U-D method an attractive realtime filtering technique. A new covariance error analysis technique is obtained from an extension of the U-D filter equations. This evaluation method is flexible and efficient and may provide significantly improved numerical results. Cost comparisons show that for a large class of problems the U-D evaluation algorithm is noticeably less expensive than conventional error analysis methods.

Thornton, C. L.↗

Diagonally Implicit Runge-Kutta Methods for Ordinary Differential Equations. A Review

A review of diagonally implicit Runge-Kutta (DIRK) methods applied to rst-order ordinary di erential equations (ODEs) is undertaken. The goal of this review is to summarize the characteristics, assess the potential, and then design several nearly optimal, general purpose, DIRK-type methods. Over 20 important aspects of DIRKtype methods are reviewed. A design study is then conducted on DIRK-type methods having from two to seven implicit stages. From this, 15 schemes are selected for general purpose application. Testing of the 15 chosen methods is done on three singular perturbation problems. Based on the review of method characteristics, these methods focus on having a stage order of two, sti accuracy, L-stability, high quality embedded and dense-output methods, small magnitudes of the algebraic stability matrix eigenvalues, small values of aii, and small or vanishing values of the internal stability function for large eigenvalues of the Jacobian. Among the 15 new methods, ESDIRK4(3)6L[2]SA is recommended as a good default method for solving sti problems at moderate error tolerances.

Kennedy, Christopher A.↗

Quasi-static extension of a tensile crack contained in a viscoelastic-plastic solid

Final stretch criterion of failure is applied to the problem of quasi-static extension of a crack embedded in an elastic-plastic or viscoelastic-plastic matrix. The slow growth under subcritical conditions in a rate-sensitive Tresca solid is shown to be a superposition of creep rupture and McClintock's ductile growth. This type of growth occurs at subcritical magnitude of the imposed K-factor and can be accounted for only through a recognition of inelastic properties of solids. In the subcritical range there is no unique value for K sub c independent of geometrical configuration and flaw size. Not only the produced states of stress and strain are dependent on the loading path, but also the material resistance to fracture turns out to be a function of the history of loading that precedes catastrophic failure. A nonlinear integro-differential equation of motion is derived for a crack progressing through a viscoelastic medium with some limited ability to plastic flow. Examples of numerical integration are given incorporating both monotonic and cyclic loading programs.

Wnuk, M. P.↗

A time dependent difference theory for sound propagation in ducts with flow

A time dependent numerical solution of the linearized continuity and momentum equation was developed for sound propagation in a two dimensional straight hard or soft wall duct with a sheared mean flow. The time dependent governing acoustic difference equations and boundary conditions were developed along with a numerical determination of the maximum stable time increments. A harmonic noise source radiating into a quiescent duct was analyzed. This explicit iteration method then calculated stepwise in real time to obtain the transient as well as the steady state solution of the acoustic field. Example calculations were presented for sound propagation in hard and soft wall ducts, with no flow and plug flow. Although the problem with sheared flow was formulated and programmed, sample calculations were not examined. The time dependent finite difference analysis was found to be superior to the steady state finite difference and finite element techniques because of shorter solution times and the elimination of large matrix storage requirements.

Baumeister, K. J.↗

Implicit Preconditioning for Explicit Multigrid Solvers on Cut-Cell Cartesian Meshes

This work assesses the effectiveness of linearized implicit Euler preconditioning for multigrid solvers using an unpreconditioned, Jacobian-free Newton Krylov method to converge the linear system of equations. Multigrid convergence rates improve to approximately 0.75 across the cases tested including a Mach 2 supersonic wedge, transonic NACA 0012 airfoil, and ONERA M6 wing. While larger Krylov subspaces increase the convergence rate, they also increase the computational cost, such that 4-8 Krylov vectors often offers the fastest turnaround. Further reductions in computational cost are achieved with a sequential hybrid preconditioner that begins with the explicit multigrid solver before transitioning to the preconditioned algorithm later on. In addition, a novel implementation of dual time stepping is extended to include both common BDF methods as well as high-order implicit Runge-Kutta schemes. This particular formulation, which uses A −1 preconditioning, is amenable to matrix-free solvers, and the L-stable methods are especially suited for meshes with arbitrarily small cut-cells. Asymptotic order of convergence is demonstrated for BDF1, BDF2, SDIRK2, and 3rd-order Radau IIA time integration with unsteady 2D vortex simulations.

ARMD↗

Dynamics of a split torque helicopter transmission

Split torque designs, proposed as alternatives to traditional planetary designs for helicopter main rotor transmissions, can save weight and be more reliable than traditional designs. This report presents the results of an analytical study of the system dynamics and performance of a split torque gearbox that uses a balance beam mechanism for load sharing. The Lagrange method was applied to develop a system of equations of motion. The mathematical model includes time-varying gear mesh stiffness, friction, and manufacturing errors. Cornell's method for calculating the stiffness of spur gear teeth was extended and applied to helical gears. The phenomenon of sidebands spaced at shaft frequencies about gear mesh fundamental frequencies was simulated by modeling total composite gear errors as sinusoid functions. Although the gearbox has symmetric geometry, the loads and motions of the two power paths differ. Friction must be considered to properly evaluate the balance beam mechanism. For the design studied, the balance beam is not an effective device for load sharing unless the coefficient of friction is less than 0.003. The complete system stiffness as represented by the stiffness matrix used in this analysis must be considered to precisely determine the optimal tooth indexing position.

Krantz, Timothy L.↗

A Parallel Non-Overlapping Domain-Decomposition Algorithm for Compressible Fluid Flow Problems on Triangulated Domains

This paper considers an algebraic preconditioning algorithm for hyperbolic-elliptic fluid flow problems. The algorithm is based on a parallel non-overlapping Schur complement domain-decomposition technique for triangulated domains. In the Schur complement technique, the triangulation is first partitioned into a number of non-overlapping subdomains and interfaces. This suggests a reordering of triangulation vertices which separates subdomain and interface solution unknowns. The reordering induces a natural 2 x 2 block partitioning of the discretization matrix. Exact LU factorization of this block system yields a Schur complement matrix which couples subdomains and the interface together. The remaining sections of this paper present a family of approximate techniques for both constructing and applying the Schur complement as a domain-decomposition preconditioner. The approximate Schur complement serves as an algebraic coarse space operator, thus avoiding the known difficulties associated with the direct formation of a coarse space discretization. In developing Schur complement approximations, particular attention has been given to improving sequential and parallel efficiency of implementations without significantly degrading the quality of the preconditioner. A computer code based on these developments has been tested on the IBM SP2 using MPI message passing protocol. A number of 2-D calculations are presented for both scalar advection-diffusion equations as well as the Euler equations governing compressible fluid flow to demonstrate performance of the preconditioning algorithm.

Barth, Timothy J.↗

Flutter and Divergence Analysis using the Generalized Aeroelastic Analysis Method

The Generalized Aeroelastic Analysis Method (GAAM) is applied to the analysis of three well-studied checkcases: restrained and unrestrained airfoil models, and a wing model. An eigenvalue iteration procedure is used for converging upon roots of the complex stability matrix. For the airfoil models, exact root loci are given which clearly illustrate the nature of the flutter and divergence instabilities. The singularities involved are enumerated, including an additional pole at the origin for the unrestrained airfoil case and the emergence of an additional pole on the positive real axis at the divergence speed for the restrained airfoil case. Inconsistencies and differences among published aeroelastic root loci and the new, exact results are discussed and resolved. The generalization of a Doublet Lattice Method computer code is described and the code is applied to the calculation of root loci for the wing model for incompressible and for subsonic flow conditions. The error introduced in the reduction of the singular integral equation underlying the unsteady lifting surface theory to a linear algebraic equation is discussed. Acknowledging this inherent error, the solutions of the algebraic equation by GAAM are termed 'exact.' The singularities of the problem are discussed and exponential series approximations used in the evaluation of the kernel function shown to introduce a dense collection of poles and zeroes on the negative real axis. Again, inconsistencies and differences among published aeroelastic root loci and the new 'exact' results are discussed and resolved. In all cases, aeroelastic flutter and divergence speeds and frequencies are in good agreement with published results. The GAAM solution procedure allows complete control over Mach number, velocity, density, and complex frequency. Thus all points on the computed root loci can be matched-point, consistent solutions without recourse to complex mode tracking logic or dataset interpolation, as in the k and p-k solution methods.

Edwards, John W.↗

Matrix Method of Determining the Longitudinal-Stability Coefficients and Frequency Response of an Aircraft from Transient Flight Data

A matrix method is presented for determining the longitudinal-stability coefficients and frequency response of an aircraft from arbitrary maneuvers. The method is devised so that it can be applied to time-history measurements of combinations of such simple quantities as angle of attack, pitching velocity, load factor, elevator angle, and hinge moment to obtain the over-all coefficients. Although the method has been devised primarily for the evaluation of stability coefficients which are of primary interest in most aircraft loads and stability studies, it can be used also, with a simple additional computation, to determine the frequency-response characteristics. The entire procedure can be applied or extended to other problems which can be expressed by linear differential equations.

Donegan, James J↗

Algebraic Multigrid by Smoothed Aggregation for Second and Fourth Order Elliptic Problems

Multigrid methods are very efficient iterative solvers for system of algebraic equations arising from finite element and finite difference discretization of elliptic boundary value problems. The main principle of multigrid methods is to complement the local exchange of information in point-wise iterative methods by a global one utilizing several related systems, called coarse levels, with a smaller number of variables. The coarse levels are often obtained as a hierarchy of discretizations with different characteristic meshsizes, but this requires that the discretization is controlled by the iterative method. To solve linear systems produced by existing finite element software, one needs to create an artificial hierarchy of coarse problems. The principal issue is then to obtain computational complexity and approximation properties similar to those for nested meshes, using only information in the matrix of the system and as little extra information as possible. Such algebraic multigrid method that uses the system matrix only was developed by Ruge. The prolongations were based on the matrix of the system by partial solution from given values at selected coarse points. The coarse grid points were selected so that each point would be interpolated to via so-called strong connections. Our approach is based on smoothed aggregation introduced recently by Vanek. First the set of nodes is decomposed into small mutually disjoint subsets. A tentative piecewise constant interpolation (in the discrete sense) is then defined on those subsets as piecewise constant for second order problems, and piecewise linear for fourth order problems. The prolongation operator is then obtained by smoothing the output of the tentative prolongation and coarse level operators are defined variationally.

Vanek, Petr↗