Adjointness in nonadjoint boundary value problems
Adjointness in nonadjoint boundary value problems, extending Neuberger symmetry study to obtain expansion theorem for nonself adjoint p-point problems
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Adjointness in nonadjoint boundary value problems, extending Neuberger symmetry study to obtain expansion theorem for nonself adjoint p-point problems
An approach is presented to the inversion of gravity fields based on evaluation of partials of observables with respect to gravity harmonics using the solution of adjoint problem of orbital dynamics of the spacecraft. Corresponding adjoint operator is derived directly from the linear operator of the linearized forward problem of orbital dynamics. The resulting adjoint problem is similar to the forward problem and can be solved by the same methods. For given highest degree N of gravity harmonics desired, this method involves integration of N adjoint solutions as compared to integration of N2 partials of the forward solution with respect to gravity harmonics in the conventional approach. Thus, for higher resolution gravity models, this approach becomes increasingly more effective in terms of computer resources as compared to the approach based on the solution of the forward problem of orbital dynamics.
A solution has been developed to the challenges of computation of derivatives with respect to geometry, which is not straightforward because these are not typically direct inputs to the computational fluid dynamics (CFD) solver. To overcome these issues, a procedure has been devised that can be used without having access to the mesh generator, while still being applicable to all types of meshes. The basic approach is inspired by the mesh motion algorithms used to deform the interior mesh nodes in a smooth manner when the surface nodes, for example, are in a fluid structure interaction problem. The general idea is to model the mesh edges and nodes as constituting a spring-mass system. Changes to boundary node locations are propagated to interior nodes by allowing them to assume their new equilibrium positions, for instance, one where the forces on each node are in balance. The main advantage of the technique is that it is independent of the volumetric mesh generator, and can be applied to structured, unstructured, single- and multi-block meshes. It essentially reduces the problem down to defining the surface mesh node derivatives with respect to the geometry parameters of interest. For analytical geometries, this is quite straightforward. In the more general case, one would need to be able to interrogate the underlying parametric CAD (computer aided design) model and to evaluate the derivatives either analytically, or by a finite difference technique. Because the technique is based on a partial differential equation (PDE), it is applicable not only to forward mode problems (where derivatives of all the output quantities are computed with respect to a single input), but it could also be extended to the adjoint problem, either by using an analytical adjoint of the PDE or a discrete analog.
This paper deals with multigrid methods for computational problems that arise in the theory of bifurcation and is restricted to the self adjoint case. The basic problem is to solve for arcs of solutions, a task that is done successfully with an arc length continuation method. Other important issues are, for example, detecting and locating singular points as part of the continuation process, switching branches at bifurcation points, etc. Multigrid methods have been applied to continuation problems. These methods work well at regular points and at limit points, while they may encounter difficulties in the vicinity of bifurcation points. A new continuation method that is very efficient also near bifurcation points is presented here. The other issues mentioned above are also treated very efficiently with appropriate multigrid algorithms. For example, it is shown that limit points and bifurcation points can be solved for directly by a multigrid algorithm. Moreover, the algorithms presented here solve the corresponding problems in just a few work units (about 10 or less), where a work unit is the work involved in one local relaxation on the finest grid.
The development presented introduces a general form of mixed formulation for the optimal shape design problem. The associated optimality conditions are easily obtained without resorting to highly elaborate mathematical developments. Also, the physical significance of the adjoint problem is clearly defined with this formulation.
Adjoint field in elastic stability problems for nondissipative nonconservative systems
An algorithm for the optimum design of an internal flow component to obtain the maximum pressure rise is presented. Maximum pressure rise in a duct with simultaneous turning and diffusion is shown to be related to the control of flow separation on the passage walls. Such a flow is usually associated with downstream conditions that are desirable in turbomachinery and propulsion applications to ensure low loss and stable performance. The algorithm requires the solution of an 'adjoint' problem in addition to the 'direct' equations governing the flow in a body, which in the present analysis are assumed to be the laminar Navier-Stokes equations. The theoretical framework and computational algorithms presented in this study are for the steady Navier-Stokes equations. A procedure is developed for the numerical solution of the adjoint equations. This procedure is coupled with a direct solver in a design iteration loop, that provides a new shape with a higher pressure rise. This procedure is first validated for the design of optimum plane diffusers in two-dimensional flow. The direct Navier-Stokes and the 'adjoint' equations are solved using a finite volume formulation for spatial discretization in an artificial compressibility framework. A simplified version of the above approach is then utilized to design ninety degree diffusing bends. Calculations were carried out for a mean radius ratio at inlet of 2.5 and Reynolds numbers varying from 100 to 500. While at this stage laminar flows is assumed, it is shown that a similar approach can be conceived for turbulent flows.
A finite-element method for the solution of nonlinear hyperbolic systems of equations, such as those encountered in non-self-adjoint problems of transient phenomena in convection-diffusion or in the mixed representation of wave problems, is developed and demonstrated. The problem is rewritten in moving coordinates and reinterpolated to the original mesh by a Taylor expansion prior to a standard Galerkin spatial discretization, and it is shown that this procedure is equivalent to the time-discretization approach of Donea (1984). Numerical results for sample problems are presented graphically, including such shallow-water problems as the breaking of a dam, the shoaling of a wave, and the outflow of a river; compressible flows such as the isothermal flow in a nozzle and the Riemann shock-tube problem; and the two-dimensional scalar-advection, nonlinear-shallow-water, and Euler equations.
Let u(x,t) be the possibly discontinuous entropy solution of a nonlinear scalar conservation law with smooth initial data. Suppose u sub epsilon(x,t) is the solution of an approximate viscosity regularization, where epsilon greater than 0 is the small viscosity amplitude. It is shown that by post-processing the small viscosity approximation u sub epsilon, pointwise values of u and its derivatives can be recovered with an error as close to epsilon as desired. The analysis relies on the adjoint problem of the forward error equation, which in this case amounts to a backward linear transport with discontinuous coefficients. The novelty of this approach is to use a (generalized) E-condition of the forward problem in order to deduce a W(exp 1,infinity) energy estimate for the discontinuous backward transport equation; this, in turn, leads one to an epsilon-uniform estimate on moments of the error u(sub epsilon) - u. This approach does not follow the characteristics and, therefore, applies mutatis mutandis to other approximate solutions such as E-difference schemes.
Engineering computational fluid dynamics (CFD) analysis and design applications focus on output functions (e.g., lift, drag). Errors in these output functions are generally unknown and conservatively accurate solutions may be computed. Computable error estimates can offer the possibility to minimize computational work for a prescribed error tolerance. Such an estimate can be computed by solving the flow equations and the linear adjoint problem for the functional of interest. The computational mesh can be modified to minimize the uncertainty of a computed error estimate. This robust mesh-adaptation procedure automatically terminates when the simulation is within a user specified error tolerance. This procedure for estimating and adapting to error in a functional is demonstrated for three-dimensional Euler problems. An adaptive mesh procedure that links to a Computer Aided Design (CAD) surface representation is demonstrated for wing, wing-body, and extruded high lift airfoil configurations. The error estimation and adaptation procedure yielded corrected functions that are as accurate as functions calculated on uniformly refined grids with ten times as many grid points.
An algorithm for efficiently incorporating the effects of mesh sensitivities in a computational design framework is introduced. The method is based on an adjoint approach and eliminates the need for explicit linearizations of the mesh movement scheme with respect to the geometric parameterization variables, an expense that has hindered practical large-scale design optimization using discrete adjoint methods. The effects of the mesh sensitivities can be accounted for through the solution of an adjoint problem equivalent in cost to a single mesh movement computation, followed by an explicit matrix-vector product scaling with the number of design variables and the resolution of the parameterized surface grid. The accuracy of the implementation is established and dramatic computational savings obtained using the new approach are demonstrated using several test cases. Sample design optimizations are also shown.
An algorithm for efficiently incorporating the effects of mesh sensitivities in a computational design framework is introduced. The method is based on an adjoint approach and eliminates the need for explicit linearizations of the mesh movement scheme with respect to the geometric parameterization variables, an expense that has hindered practical large-scale design optimization using discrete adjoint methods. The effects of the mesh sensitivities can be accounted for through the solution of an adjoint problem equivalent in cost to a single mesh movement computation, followed by an explicit matrix-vector product scaling with the number of design variables and the resolution of the parameterized surface grid. The accuracy of the implementation is established and dramatic computational savings obtained using the new approach are demonstrated using several test cases. Sample design optimizations are also shown.
Variational problems and solutions by adjoint method
A general nonself-adjoint eigenvalue problem is examined and it is shown that the commonly employed approximate methods, such as the Galerkin procedure, the method of weighted residuals and the least square technique lack variational descriptions. When used in their previously known forms they do not yield stationary eigenvalues and eigenfunctions. With the help of an adjoint system, however, several analogous variational descriptions may be developed and it is shown in the present study that by properly restating the method of least squares, stationary eigenvalues may be obtained. Several properties of the adjoint eigenvalue problem, known only for a restricted group, are shown to exist for the more general class selected for study.
We discuss the numerical computation of sensitivities via the adjoint approach in optimization problems governed by differential equations. We focus on the adjoint problem in its weak form. We show how one can avoid some of the problems with the adjoint approach, such as deriving suitable boundary conditions for the adjoint equation. We discuss the convergence of numerical approximations of the costate computed via the weak form of the adjoint problem and show the significance for the discrete adjoint problem.
Adjoint system for determining equilibrium stability of elastic continuum subjected to follower type surface tractions
A solution is presented for the equations of motion for the damped linear oscillator, Mx(double dot) + Cx(dot) + Kx = 0. The algorithm solves a transformed set of equations in terms of the modal variables of the undamped system and, at the same time, solves the adjoint equation of the transformed problem. The adjoint solution is normalized to give the inverse of the solution matrix of the transformed problem. The normalized inverse is useful in design for direct computation of sensitivity derivatives of damping ratios with respect to damping rates. The algorithm is programmed to reduce storage requirements by a factor of three-fourths compared to standard complex eigenvalue subroutines. A numerical example is included.
A linear stability analysis provides the basis for an analysis of the effects of prescribed changes upon the global stability characteristics of a bluff body wake. The analysis is applied in particular to the problem of placing a small cylinder in the wake of a larger one in order to suppress the vortex street. A prediction of the alteration in the critical Reynolds number of the system as a function of the location of the second cylinder relative to the first is presented and is shown to compare favorably with experimental results. The effect upon shedding frequency is also considered. The approach relies on the solution of an adjoint eigenvalue problem and an inhomogeneous adjoint boundary value problem. These adjoint solutions are shown to be a key component in the analysis of a variety of wake control strategies.