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NASA NTRS1995

Newton-Krylov-Schwarz: An implicit solver for CFD

Newton-Krylov methods and Krylov-Schwarz (domain decomposition) methods have begun to become established in computational fluid dynamics (CFD) over the past decade. The former employ a Krylov method inside of Newton's method in a Jacobian-free manner, through directional differencing. The latter employ an overlapping Schwarz domain decomposition to derive a preconditioner for the Krylov accelerator that relies primarily on local information, for data-parallel concurrency. They may be composed as Newton-Krylov-Schwarz (NKS) methods, which seem particularly well suited for solving nonlinear elliptic systems in high-latency, distributed-memory environments. We give a brief description of this family of algorithms, with an emphasis on domain decomposition iterative aspects. We then describe numerical simulations with Newton-Krylov-Schwarz methods on aerodynamics applications emphasizing comparisons with a standard defect-correction approach, subdomain preconditioner consistency, subdomain preconditioner quality, and the effect of a coarse grid.

Cai, Xiao-Chuan↗

NASA NTRS1997

Improvements in Block-Krylov Ritz Vectors and the Boundary Flexibility Method of Component Synthesis

A method of dynamic substructuring is presented which utilizes a set of static Ritz vectors as a replacement for normal eigenvectors in component mode synthesis. This set of Ritz vectors is generated in a recurrence relationship, proposed by Wilson, which has the form of a block-Krylov subspace. The initial seed to the recurrence algorithm is based upon the boundary flexibility vectors of the component. Improvements have been made in the formulation of the initial seed to the Krylov sequence, through the use of block-filtering. A method to shift the Krylov sequence to create Ritz vectors that will represent the dynamic behavior of the component at target frequencies, the target frequency being determined by the applied forcing functions, has been developed. A method to terminate the Krylov sequence has also been developed. Various orthonormalization schemes have been developed and evaluated, including the Cholesky/QR method. Several auxiliary theorems and proofs which illustrate issues in component mode synthesis and loss of orthogonality in the Krylov sequence have also been presented. The resulting methodology is applicable to both fixed and free- interface boundary components, and results in a general component model appropriate for any type of dynamic analysis. The accuracy is found to be comparable to that of component synthesis based upon normal modes, using fewer generalized coordinates. In addition, the block-Krylov recurrence algorithm is a series of static solutions and so requires significantly less computation than solving the normal eigenspace problem. The requirement for less vectors to form the component, coupled with the lower computational expense of calculating these Ritz vectors, combine to create a method more efficient than traditional component mode synthesis.

Carney, Kelly Scott↗

NASA NTRS1988

Block-Krylov component synthesis method for structural model reduction

A new analytical method is presented for generating component shape vectors, or Ritz vectors, for use in component synthesis. Based on the concept of a block-Krylov subspace, easily derived recurrence relations generate blocks of Ritz vectors for each component. The subspace spanned by the Ritz vectors is called a block-Krylov subspace. The synthesis uses the new Ritz vectors rather than component normal modes to reduce the order of large, finite-element component models. An advantage of the Ritz vectors is that they involve significantly less computation than component normal modes. Both 'free-interface' and 'fixed-interface' component models are derived. They yield block-Krylov formulations paralleling the concepts of free-interface and fixed-interface component modal synthesis. Additionally, block-Krylov reduced-order component models are shown to have special disturbability/observability properties. Consequently, the method is attractive in active structural control applications, such as large space structures. The new fixed-interface methodology is demonstrated by a numerical example. The accuracy is found to be comparable to that of fixed-interface component modal synthesis.

Craig, Roy R., Jr.↗

NASA NTRS1989

Overview of Krylov subspace methods with applications to control problems

An overview of projection methods based on Krylov subspaces are given with emphasis on their application to solving matrix equations that arise in control problems. The main idea of Krylov subspace methods is to generate a basis of the Krylov subspace Span and seek an approximate solution the the original problem from this subspace. Thus, the original matrix problem of size N is approximated by one of dimension m typically much smaller than N. Krylov subspace methods have been very successful in solving linear systems and eigenvalue problems and are now just becoming popular for solving nonlinear equations. It is shown how they can be used to solve partial pole placement problems, Sylvester's equation, and Lyapunov's equation.

Saad, Youcef↗

NASA NTRS1990

Krylov subspace methods - Theory, algorithms, and applications

Projection methods based on Krylov subspaces for solving various types of scientific problems are reviewed. The main idea of this class of methods when applied to a linear system Ax = b, is to generate in some manner an approximate solution to the original problem from the so-called Krylov subspace span. Thus, the original problem of size N is approximated by one of dimension m, typically much smaller than N. Krylov subspace methods have been very successful in solving linear systems and eigenvalue problems and are now becoming popular for solving nonlinear equations. The main ideas in Krylov subspace methods are shown and their use in solving linear systems, eigenvalue problems, parabolic partial differential equations, Liapunov matrix equations, and nonlinear system of equations are discussed.

Sad, Youcef↗

NASA NTRS1989

Model reduction and control of flexible structures using Krylov subspaces

Krylov vectors and the concept of parameter-matching are combined to develop a model reduction algorithm for a damped structural dynamics system. The reduced-order model obtained matches a certain number of low-frequency moments of the full-order system. The major application of the present method is to the control of flexible structures. It is shown that, in the control of flexible structures, there generally exist three types of control energy spillover, namely, the control spillover, the observation spillover, and dynamic spillover. The formulation based on Krylov subspaces can eliminate the control and the observation spillover, while leaving only the dynamic spillover to be considered. Two examples are used to illustrate the efficacy of the Krylov method.

Craig, Roy R., Jr.↗

NASA NTRS1989

Globally convergent techniques in nonlinear Newton-Krylov

Some convergence theory is presented for nonlinear Krylov subspace methods. The basic idea of these methods is to use variants of Newton's iteration in conjunction with a Krylov subspace method for solving the Jacobian linear systems. These methods are variants of inexact Newton methods where the approximate Newton direction is taken from a subspace of small dimensions. The main focus is to analyze these methods when they are combined with global strategies such as linesearch techniques and model trust region algorithms. Most of the convergence results are formulated for projection onto general subspaces rather than just Krylov subspaces.

Brown, Peter N.↗

NASA NTRS1992

Application of vector-valued rational approximations to the matrix eigenvalue problem and connections with Krylov subspace methods

Let F(z) be a vectored-valued function F: C approaches C sup N, which is analytic at z=0 and meromorphic in a neighborhood of z=0, and let its Maclaurin series be given. We use vector-valued rational approximation procedures for F(z) that are based on its Maclaurin series in conjunction with power iterations to develop bona fide generalizations of the power method for an arbitrary N X N matrix that may be diagonalizable or not. These generalizations can be used to obtain simultaneously several of the largest distinct eigenvalues and the corresponding invariant subspaces, and present a detailed convergence theory for them. In addition, it is shown that the generalized power methods of this work are equivalent to some Krylov subspace methods, among them the methods of Arnoldi and Lanczos. Thus, the theory provides a set of completely new results and constructions for these Krylov subspace methods. This theory suggests at the same time a new mode of usage for these Krylov subspace methods that were observed to possess computational advantages over their common mode of usage.

Sidi, Avram↗

NASA NTRS1991

Krylov model reduction algorithm for undamped structural dynamics systems

Krylov vectors furnish an efficient basis for eigenvalue analysis and model reduction of structural dynamics systems. The reduced-order model obtained by the present Krylov model-reduction algorithm for an undamped structural-dynamics system is found to match low-frequency moments. The transformed system equation in Krylov coordinates reflects the structure of a tandem system.

Craig, Roy R., Jr.↗

NASA NTRS1991

Krylov Subspace Methods for Complex Non-Hermitian Linear Systems

We consider Krylov subspace methods for the solution of large sparse linear systems Ax = b with complex non-Hermitian coefficient matrices. Such linear systems arise in important applications, such as inverse scattering, numerical solution of time-dependent Schrodinger equations, underwater acoustics, eddy current computations, numerical computations in quantum chromodynamics, and numerical conformal mapping. Typically, the resulting coefficient matrices A exhibit special structures, such as complex symmetry, or they are shifted Hermitian matrices. In this paper, we first describe a Krylov subspace approach with iterates defined by a quasi-minimal residual property, the QMR method, for solving general complex non-Hermitian linear systems. Then, we study special Krylov subspace methods designed for the two families of complex symmetric respectively shifted Hermitian linear systems. We also include some results concerning the obvious approach to general complex linear systems by solving equivalent real linear systems for the real and imaginary parts of x. Finally, numerical experiments for linear systems arising from the complex Helmholtz equation are reported.

Freund, Roland W.↗

NASA NTRS1993

Some experiences with Krylov vectors and Lanczos vectors

This paper illustrates the use of Krylov vectors and Lanczos vectors for reduced-order modeling in structural dynamics and for control of flexible structures. Krylov vectors and Lanczos vectors are defined and illustrated, and several applications that have been under study at The University of Texas at Austin are reviewed: model reduction for undamped structural dynamics systems, component mode synthesis using Krylov vectors, model reduction of damped structural dynamics systems, and one-sided and two-sided unsymmetric block-Lanczos model-reduction algorithms.

Craig, Roy R., Jr.↗

NASA NTRS1991

Application of Krylov exponential propagation to fluid dynamics equations

This paper presents an application of matrix exponentiation via Krylov subspace projection, to the solution of fluid dynamics problems. The main idea is to approximate the operation exp(A)v by means of a projection-like process onto a Krylov subspace. This results in a computation of an exponential matrix vector product similar to the one above but of a much smaller size. Time integration schemes can then be devised to exploit this basic computational kernel. The motivation of this approach is to provide time-integration schemes that are essentially of an explicit nature but which have good stability properties.

Saad, Y.↗

NASA NTRS1991

Application of Krylov exponential propagation to fluid dynamics equations

An application of matrix exponentiation via Krylov subspace projection to the solution of fluid dynamics problems is presented. The main idea is to approximate the operation exp(A)v by means of a projection-like process onto a krylov subspace. This results in a computation of an exponential matrix vector product similar to the one above but of a much smaller size. Time integration schemes can then be devised to exploit this basic computational kernel. The motivation of this approach is to provide time-integration schemes that are essentially of an explicit nature but which have good stability properties.

Saad, Youcef↗

NASA NTRS1993

Implementation of the block-Krylov boundary flexibility method of component synthesis

Carney, Kelly S.↗

NASA NTRS1995

Krylov methods for compressible flows

We investigate the application of Krylov methods to compressible flows, and the effect of implicit boundary conditions on the implicit solution of nonlinear problems. Two defect-correction procedures, namely, approximate factorization (AF) for structured grids and ILU/GMRES for general grids, are considered. Also considered here are Newton-Krylov matrix-free methods that we combined with the use of mixed discretization schemes in the implicitly defined Jacobian and its preconditioner. Numerical experiments that show the performance of our approaches are then presented.

Tidriri, M. D.↗

NASA NTRS1996

Parallel Newton-Krylov-Schwarz algorithms for the transonic full potential equation

We study parallel two-level overlapping Schwarz algorithms for solving nonlinear finite element problems, in particular, for the full potential equation of aerodynamics discretized in two dimensions with bilinear elements. The overall algorithm, Newton-Krylov-Schwarz (NKS), employs an inexact finite-difference Newton method and a Krylov space iterative method, with a two-level overlapping Schwarz method as a preconditioner. We demonstrate that NKS, combined with a density upwinding continuation strategy for problems with weak shocks, is robust and, economical for this class of mixed elliptic-hyperbolic nonlinear partial differential equations, with proper specification of several parameters. We study upwinding parameters, inner convergence tolerance, coarse grid density, subdomain overlap, and the level of fill-in in the incomplete factorization, and report their effect on numerical convergence rate, overall execution time, and parallel efficiency on a distributed-memory parallel computer.

Cai, Xiao-Chuan↗

NASA NTRS1996

Practical Aspects of Krylov Subspace Iterative Methods in CFD

Implementation issues associated with the application of Krylov subspace iterative methods, such as Newton-GMRES, are presented within the framework of practical computational fluid dynamic (CFD) applications. This paper categorizes, evaluates, and contrasts the major ingredients (function evaluations, matrix-vector products, and preconditioners) of Newton-GMRES Krylov subspace methods in terms of their effect on the local linear and global nonlinear convergence, memory requirements, and accuracy. The discussion focuses on Newton-GMRES in both a structured multi-zone incompressible Navier-Stokes solver and an unstructured mesh finite-volume Navier-Stokes solver. Approximate versus exact matrix-vector products, effective preconditioners, and other pertinent issues are addressed.

Pulliam, Thomas H.↗

NASA NTRS1996

Multigrid and Krylov Subspace Methods for Transport Equations: Absorption Case

In this paper we look at Krylov subspace methods for solving the transport equations in a slab geometry. The spatial discretization scheme used is a finite element method called Modified Linear Discontinuous scheme (MLD). We investigate the convergence rates for a number of Krylov subspace methods for this problem and compare with the results of a spatial multigrid scheme.

Oliveira, S.↗