Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Convergence analysis”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2015

Compressive sampling of polynomial chaos expansions: Convergence analysis and sampling strategies

Sampling orthogonal polynomial bases via Monte Carlo is of interest for uncertainty quantification of models with random inputs, using Polynomial Chaos (PC) expansions. It is known that bounding a probabilistic parameter, referred to as coherence, yields a bound on the number of samples necessary to identify coefficients in a sparse PC expansion via solution to an ℓ{sub 1}-minimization problem. Utilizing results for orthogonal polynomials, we bound the coherence parameter for polynomials of Hermite and Legendre type under their respective natural sampling distribution. In both polynomial bases we identify an importance sampling distribution which yields a bound with weaker dependence on the order of the approximation. For more general orthonormal bases, we propose the coherence-optimal sampling: a Markov Chain Monte Carlo sampling, which directly uses the basis functions under consideration to achieve a statistical optimality among all sampling schemes with identical support. We demonstrate these different sampling strategies numerically in both high-order and high-dimensional, manufactured PC expansions. In addition, the quality of each sampling method is compared in the identification of solutions to two differential equations, one with a high-dimensional random input and the other with a high-order PC expansion. In both cases, the coherence-optimal sampling scheme leads to similar or considerably improved accuracy.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2024

Convergence Analysis for an Online Data-Driven Feedback Control Algorithm

This paper presents convergence analysis of a novel data-driven feedback control algorithm designed for generating online controls based on partial noisy observational data. The algorithm comprises a particle filter-enabled state estimation component, estimating the controlled system’s state via indirect observations, alongside an efficient stochastic maximum principle-type optimal control solver. By integrating weak convergence techniques for the particle filter with convergence analysis for the stochastic maximum principle control solver, we derive a weak convergence result for the optimization procedure in search of optimal data-driven feedback control. Numerical experiments are performed to validate the theoretical findings.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1985

New stability theorems for averaging and their application to the convergence analysis of adaptive identification and control schemes

New stability theorems are developed for the convergence analysis of a class of one and two-time scale time-varying nonlinear systems using averaging theory. These theorems are applied to a class of continuous time adaptive identifiers and model reference adaptive controllers to obtain estimates of the parameter rate of exponential convergence.

Fu, L.-C.↗
DOE OSTI2013

Comparative Convergence Analysis of Nonlinear AMLI-Cycle Multigrid

The purpose of our paper is to provide a comprehensive convergence analysis of the nonlinear algebraic multilevel iteration (AMLI)-cycle multigrid (MG) method for symmetric positive definite problems. We show that the nonlinear AMLI-cycle MG method is uniformly convergent, based on classical assumptions for approximation and smoothing properties. Furthermore, under only the assumption that the smoother is convergent, we show that the nonlinear AMLI-cycle method is always better (or not worse) than the respective V-cycle MG method. Finally, numerical experiments are presented to illustrate the theoretical results.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1997

Convergence Analysis of a Cascade Architecture Neural Network

In this paper, we present a mathematical foundation, including a convergence analysis, for cascading architecture neural networks. From this, a mathematical foundation for the casade correlation learning algorithm can also be found. Furthermore, it becomes apparent that the cascade correlation scheme is a special case of an efficient hardware learning algorithm called Cascade Error Projection.

Neural Network↗
DOE OSTI2024

Local convergence analysis of an inexact trust-region method for nonsmooth optimization

In Baraldi, we introduced an inexact trust-region algorithm for minimizing the sum of a smooth nonconvex function and a nonsmooth convex function in Hilbert space—a class of problems that is ubiquitous in data science, learning, optimal control, and inverse problems. Furthermore, this algorithm has demonstrated excellent performance and scalability with problem size. In this paper, we enrich the convergence analysis for this algorithm, proving strong convergence of the iterates with guaranteed rates. In particular, we demonstrate that the trust-region algorithm recovers superlinear, even quadratic, convergence rates when using a second-order Taylor approximation of the smooth objective function term.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2012

Convergence analysis of a CMFD method based on generalized equivalence theory

CMFD acceleration methods have been successful in reducing the computational burden for steady-state and transient reactor calculations. However, recent work on a complex coupled code BWR ATWS event has exposed possible issues with the stability of the CMFD method when standard CMFD methods are used. During the simulation of the ATWS boron injection event in the BWR, the PARCS code failed to converge with the existing CMFD method. A new CMFD method based on generalized equivalence theory was developed and the PARCS solution converged for the same ATWS event. This paper presents the new method and a detailed analytic and numerical convergence analysis. The results show that the new CMFD converges for all possible cross sections combinations anticipated in Light Water Reactor simulation and unlike existing CMFD methods, it is very robust even when the initial guess is far from final true solution. (authors)

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗
DOE OSTI2012

Convergence analysis of a CMFD method based on generalized equivalence theory

CMFD acceleration methods have been successful in reducing the computational burden for steady-state and transient reactor calculations. However, recent work on a complex coupled code BWR ATWS event has exposed possible issues with the stability of the CMFD method when standard CMFD methods are used. During the simulation of the ATWS boron injection event in the BWR, the PARCS code failed to converge with the existing CMFD method. A new CMFD method based on generalized equivalence theory was developed and the PARCS solution converged for the same ATWS event. This paper presents the new method and a detailed analytic and numerical convergence analysis. The results show that the new CMFD converges for all possible cross sections combinations anticipated in Light Water Reactor simulation and unlike existing CMFD methods, it is very robust even when the initial guess is far from final true solution. (authors)

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗
DOE OSTI2015

Convergence analysis of two-node CMFD method for two-group neutron diffusion eigenvalue problem

In this paper, the nonlinear coarse-mesh finite difference method with two-node local problem (CMFD2N) is proven to be unconditionally stable for neutron diffusion eigenvalue problems. The explicit current correction factor (CCF) is derived based on the two-node analytic nodal method (ANM2N), and a Fourier stability analysis is applied to the linearized algorithm. It is shown that the analytic convergence rate obtained by the Fourier analysis compares very well with the numerically measured convergence rate. It is also shown that the theoretical convergence rate is only governed by the converged second harmonic buckling and the mesh size. It is also noted that the convergence rate of the CCF of the CMFD2N algorithm is dependent on the mesh size, but not on the total problem size. This is contrary to expectation for eigenvalue problem. The novel points of this paper are the analytical derivation of the convergence rate of the CMFD2N algorithm for eigenvalue problem, and the convergence analysis based on the analytic derivations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

Verification of MOOSE/Bison's Heat Conduction Solver Using Combined Spatiotemporal Convergence Analysis

Bison is a computational physics code that uses the finite element method to model the thermo-mechanical response of nuclear fuel. Since Bison is used to inform high-consequence decisions, it is important that its computational results are reliable and predictive. One important step in assessing the reliability and predictive capabilities of a simulation tool is the verification process, which quantifies numerical errors in a discrete solution relative to the exact solution of the mathematical model. One step in the verification process—called code verification—ensures that the implemented numerical algorithm is a faithful representation of the underlying mathematical model, including partial differential or integral equations, initial and boundary conditions, and auxiliary relationships. In this paper, the code verification process is applied to spatiotemporal heat conduction problems in Bison. Simultaneous refinement of the discretization in space and time is employed to reveal any potential mistakes in the numerical algorithms for the interactions between the spatial and temporal components of the solution. For each verification problem, the correct spatial and temporal order of accuracy is demonstrated for both first- and second-order accurate finite elements and a variety of time-integration schemes. Furthermore, these results provide strong evidence that the Bison numerical algorithm for solving spatiotemporal problems reliably represents the underlying mathematical model in MOOSE. The selected test problems can also be used in other simulation tools that numerically solve for conduction or diffusion.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
DOE OSTI2014

SOARCA Peach Bottom Atomic Power Station Long-Term Station Blackout Uncertainty Analysis: Convergence of the Uncertainty Results

This paper describes the convergence of MELCOR Accident Consequence Code System, Version 2 (MACCS2) probabilistic results of offsite consequences for the uncertainty analysis of the State-of-the-Art Reactor Consequence Analyses (SOARCA) unmitigated long-term station blackout scenario at the Peach Bottom Atomic Power Station. The consequence metrics evaluated are individual latent-cancer fatality (LCF) risk and individual early fatality risk. Consequence results are presented as conditional risk (i.e., assuming the accident occurs, risk per event) to individuals of the public as a result of the accident. In order to verify convergence for this uncertainty analysis, as recommended by the Nuclear Regulatory Commission’s Advisory Committee on Reactor Safeguards, a ‘high’ source term from the original population of Monte Carlo runs has been selected to be used for: (1) a study of the distribution of consequence results stemming solely from epistemic uncertainty in the MACCS2 parameters (i.e., separating the effect from the source term uncertainty), and (2) a comparison between Simple Random Sampling (SRS) and Latin Hypercube Sampling (LHS) in order to validate the original results obtained with LHS. Three replicates (each using a different random seed) of size 1,000 each using LHS and another set of three replicates of size 1,000 using SRS are analyzed. The results show that the LCF risk results are well converged with either LHS or SRS sampling. The early fatality risk results are less well converged at radial distances beyond 2 miles, and this is expected due to the sparse data (predominance of “zero” results).

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗
DOE OSTI2020

Multilevel Convergence Analysis of Multigrid-Reduction-in-Time

This study presents a multilevel convergence framework for multigrid-reduction-in-time (MGRIT) as a generalization of previous two-grid estimates. The framework provides a priori upper bounds on the convergence of MGRIT V- and F-cycles, with different relaxation schemes, by deriving the respective residual and error propagation operators. The residual and error operators are functions of the time-stepping operator, analyzed directly and bounded in the norm, both numerically and analytically. We present various upper bounds of different computational cost and varying sharpness. These upper bounds are complemented by proposing analytic formulae for the approximate convergence factor of V-cycle algorithms that take the number of fine grid time points, the temporal coarsening factors, and the eigenvalues of the time-stepping operator as parameters. The paper concludes with supporting numerical investigations of parabolic (anisotropic diffusion) and hyperbolic (wave equation) model problems. We assess the sharpness of the bounds and the quality of the approximate convergence factors. Observations from these numerical investigations demonstrate the value of the proposed multilevel convergence framework for estimating MGRIT convergence a priori and for the design of a convergent algorithm. We further highlight that observations in the literature are captured by the theory, including that two-level Parareal and multilevel MGRIT with F-relaxation do not yield scalable algorithms and the benefit of a stronger relaxation scheme. An important observation is that with increasing numbers of levels MGRIT convergence deteriorates for the hyperbolic model problem, while constant convergence factors can be achieved for the diffusion equation. The theory also indicates that L-stable Runge--Kutta schemes are more amendable to multilevel parallel-in-time integration with MGRIT than A-stable Runge--Kutta schemes.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Convergence analysis for a nonlocal gradient descent method via directional Gaussian smoothing

We analyze the convergence of a nonlocal gradient descent method for minimizing a class of high-dimensional non-convex functions, where a directional Gaussian smoothing (DGS) is proposed to define the nonlocal gradient (also referred to as the DGS gradient). The method was first proposed in [Zhang et al., Enabling long-range exploration in minimization of multimodal functions, UAI 2021], in which multiple numerical experiments showed that replacing the traditional local gradient with the DGS gradient can help the optimizers escape local minima more easily and significantly improve their performance. However, a rigorous theory for the efficiency of the method on nonconvex landscape is lacking. In this work, we investigate the scenario where the objective function is composed of a convex function, perturbed by deterministic oscillating noise. We provide a convergence theory under which the iterates exponentially converge to a tightened neighborhood of the solution, whose size is characterized by the noise wavelength. Here, we also establish a correlation between the optimal values of the Gaussian smoothing radius and the noise wavelength, thus justifying the advantage of using moderate or large smoothing radii with the method. Furthermore, if the noise level decays to zero when approaching the global minimum, we prove that DGS-based optimization converges to the exact global minimum with linear rates, similarly to standard gradient-based methods in optimizing convex functions. Several numerical experiments are provided to confirm our theory and illustrate the superiority of the approach over those based on the local gradient.

Tran, Hoang [Oak Ridge National Laboratory (ORNL),↗
DOE OSTI2018

Convergence Analysis of a Locally Accelerated Preconditioned Steepest Descent Method for Hermitian-Definite Generalized Eigenvalue Problems

By extending the classical analysis techniques due to Samokish, Faddeev and Faddeeva, and Longsine and McCormick among others, we prove the convergence of preconditioned steepest descent with implicit deflation (PSD-id) method for solving Hermitian-definite generalized eigenvalue problems. Moreover, we derive a nonasymptotic estimate of the rate of convergence of the PSD-id method. We show that with a proper choice of the shift, the indefinite shift-and-invert preconditioner is a locally accelerated preconditioner, and is asymptotically optimal that leads to superlinear convergence. Numerical examples are presented to verify the theoretical results on the convergence behavior of the PSDid method for solving ill-conditioned Hermitian-definite generalized eigenvalue problems arising from electronic structure calculations. While rigorous and full-scale convergence proofs of preconditioned block steepest descent methods in practical use still largely eludes us, we postulate that the theoretical results introduced in this paper sheds light on an improved understanding of the convergence behavior of these block methods.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2018

Convergence Analysis of Turbulent Flow Solutions

Data from the "Turbulence Modeling Resource" website for turbulent flow over an NACA-0012 airfoil is analyzed to determine the convergence behavior of three second-order CFD (Computational Fluid Dynamics) codes: CFL3D (Computational Fluids Lab 3 Dimensional flow solver), FUN3D (Fully Unstructured Navier-stokes flow solver), and TAU (German Aerospace Center (DLR) 2 dimensional code for unstructured hybrid grids solving the Reynolds-Averaged Navier-Stokes equations or the Euler equations). The convergence of both integrated properties and pointwise data are examined. Several different methods for estimating errors and computing convergence rates are compared. A high-order extension to the Richardson extrapolation is developed that improves the accuracy of the mesh limit values and provides a quantitative estimate of the threshold of the asymptotic regime. The coefficient of total drag exhibits second-order convergence for all three codes, and convergence is monotone over a sequence of 7 grids. Other force coefficients are not so well behaved. The convergence rates of the viscous component of drag on the three nest grids ranges from 3:0 for CFL3D to 1:0 for FUN3D. The three codes are converging to similar but not identical solutions. The largest differences between the codes are in the coefficient of lift for which the difference between CFL3D and FUN3D is greater than 10 (sup minus 4). The best agreement occurs in the viscous component of drag, which is the only force component for which all three codes are converging towards each other at a rate of second-order. The agreement between the two unstructured grid codes is good with all properties except lift converging towards common values at a rate of second-order. No one code was universally better than the other. The TAU code has the lowest error in total drag, FUN3D has the lowest error in lift, and CFL3D has the lowest error in the viscous component of drag.

Atkins, Harold L.↗
DOE OSTI2025

Convergence Analysis of the Alternating Anderson–Picard Method for Nonlinear Fixed-Point Problems

Anderson acceleration (AA) has been widely used to solve nonlinear fixed-point problems due to its rapid convergence. This work focuses on a variant of AA in which multiple Picard iterations are performed between each AA step, referred to as the Alternating Anderson–Picard (AAP) method. Furthermore, despite introducing more “slow” Picard iterations, this method has been shown to be efficient and even more robust in both linear and nonlinear cases. However, there is a lack of theoretical analysis for AAP in the nonlinear case. In this paper, we address this gap by establishing the equivalence between AAP and a multisecant-GMRES method that uses GMRES to solve a multisecant linear system at each iteration. From this perspective, we show that AAP “converges” to the Newton-GMRES method. Specifically, as the residual approaches zero, the multisecant matrix, the approximate Jacobian inverse, the search direction, and the optimization gain of AAP converge to their counterparts in the Newton-GMRES method. These connections provide insights for analyzing the asymptotic convergence properties of AAP. Consequently, we show that AAP is locally 𝑞-linear convergent and provide an upper bound for the convergence factor of AAP. To validate the theoretical results, numerical examples are provided.

Anderson acceleration↗