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All sourcesNASA NTRSDOE OSTI
DOE OSTI2017

Discrete Adjoint Sensitivity Analysis of Hybrid Dynamical Systems With Switching [Discrete Adjoint Sensitivity Analysis of Hybrid Dynamical Systems]

Sensitivity analysis is an important tool for describing power system dynamic behavior in response to parameter variations. It is a central component in preventive and corrective control applications. The existing approaches for sensitivity calculations, namely, finite-difference and forward sensitivity analysis, require a computational effort that increases linearly with the number of sensitivity parameters. In this paper, we investigate, implement, and test a discrete adjoint sensitivity approach whose computational effort is effectively independent of the number of sensitivity parameters. The proposed approach is highly efficient for calculating sensitivities of larger systems and is consistent, within machine precision, with the function whose sensitivity we are seeking. This is an essential feature for use in optimization applications. Moreover, our approach includes a consistent treatment of systems with switching, such as dc exciters, by deriving and implementing the adjoint jump conditions that arise from state-dependent and time-dependent switchings. The accuracy and the computational efficiency of the proposed approach are demonstrated in comparison with the forward sensitivity analysis approach. In conclusion, this paper focuses primarily on the power system dynamics, but the approach is general and can be applied to hybrid dynamical systems in a broader range of fields.

42 ENGINEERING↗
DOE OSTI2015

A practical discrete-adjoint method for high-fidelity compressible turbulence simulations

Methods and computing hardware advances have enabled accurate predictions of complex compressible turbulence phenomena, such as the generation of jet noise that motivates the present effort. However, limited understanding of underlying physical mechanisms restricts the utility of such predictions since they do not, by themselves, indicate a route to design improvements. Gradient-based optimization using adjoints can circumvent the flow complexity to guide designs, though this is predicated on the availability of a sufficiently accurate solution of the forward and adjoint systems. These are challenging to obtain, since both the chaotic character of the turbulence and the typical use of discretizations near their resolution limits in order to efficiently represent its smaller scales will amplify any approximation errors made in the adjoint formulation. Formulating a practical exact adjoint that avoids such errors is especially challenging if it is to be compatible with state-of-the-art simulation methods used for the turbulent flow itself. Automatic differentiation (AD) can provide code to calculate a nominally exact adjoint, but existing general-purpose AD codes are inefficient to the point of being prohibitive for large-scale turbulence simulations. Here, we analyze the compressible flow equations as discretized using the same high-order workhorse methods used for many high-fidelity compressible turbulence simulations, and formulate a practical space–time discrete-adjoint method without changing the basic discretization. A key step is the definition of a particular discrete analog of the continuous norm that defines our cost functional; our selection leads directly to an efficient Runge–Kutta-like scheme, though it would be just first-order accurate if used outside the adjoint formulation for time integration, with finite-difference spatial operators for the adjoint system. Its computational cost only modestly exceeds that of the flow equations. We confirm that its accuracy is limited by computing precision, and we demonstrate it on the aeroacoustic control of a mixing layer with a challengingly broad range of turbulence scales. For comparison, the error from a corresponding discretization of the continuous-adjoint equations is quantified to potentially explain its limited success in past efforts to control jet noise. The differences are illuminating: the continuous-adjoint is shown to suffer from exponential error growth in (reverse) time even for the best-resolved largest turbulence scales. Implications for jet noise reduction and turbulence control in general are discussed.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2023

Demonstrating Computational Equivalence Between Continuous and Discrete Adjoint Methods by Calculating Time-Dependent Adjoint Solutions with Neutron Diffusion Models

The continuous adjoint method and the discrete adjoint method are two alternative approaches used to calculate adjoint solutions for adjoint systems. The continuous adjoint method derives adjoint equations analytically from continuous forward equations and then solves the adjoint equations either analytically or numerically in a discretized form whereas the discrete adjoint method calculates the adjoint solutions directly from the discretized forward equations. With regard to the methodology development and calculation procedure, distinct differences are well recognized between the two methods. For certain reasons, both methods are exclusively preferred and commonly used by different computational communities, but limited studies clarify the connections between the two adjoint methods from either of the communities. Herein, this paper demonstrates the computational equivalence between the continuous and discrete adjoint methods by investigating time-dependent adjoint solutions to the two-group neutron diffusion model in nuclear reactor analysis problems using both methods. Adjoint solutions can be used to estimate system parameters for reactor safety analysis. Appropriate final state conditions for the adjoint systems are specified in both of the methods, and the conditions are clarified with proper physical explanations. With the help of an event-based case study on neutron diffusion models, the accuracy of the time-dependent adjoint fluxes obtained from both methods is verified, and the pros and cons of both adjoint methods are examined. More importantly, the computational equivalence of both methods is demonstrated when they are applied to multigroup neutron diffusion systems. The advantage of calculating time-dependent adjoint fluxes by directly solving time-dependent adjoint systems rather than taking steady-state approximations as in common practice is also demonstrated.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
NASA NTRS2005

Efficient Construction of Discrete Adjoint Operators on Unstructured Grids Using Complex Variables

A methodology is developed and implemented to mitigate the lengthy software development cycle typically associated with constructing a discrete adjoint solver for aerodynamic simulations. The approach is based on a complex-variable formulation that enables straightforward differentiation of complicated real-valued functions. An automated scripting process is used to create the complex-variable form of the set of discrete equations. An efficient method for assembling the residual and cost function linearizations is developed. The accuracy of the implementation is verified through comparisons with a discrete direct method as well as a previously developed handcoded discrete adjoint approach. Comparisons are also shown for a large-scale configuration to establish the computational efficiency of the present scheme. To ultimately demonstrate the power of the approach, the implementation is extended to high temperature gas flows in chemical nonequilibrium. Finally, several fruitful research and development avenues enabled by the current work are suggested.

Nielsen, Eric J.↗
NASA NTRS2005

Efficient Construction of Discrete Adjoint Operators on Unstructured Grids by Using Complex Variables

A methodology is developed and implemented to mitigate the lengthy software development cycle typically associated with constructing a discrete adjoint solver for aerodynamic simulations. The approach is based on a complex-variable formulation that enables straightforward differentiation of complicated real-valued functions. An automated scripting process is used to create the complex-variable form of the set of discrete equations. An efficient method for assembling the residual and cost function linearizations is developed. The accuracy of the implementation is verified through comparisons with a discrete direct method as well as a previously developed handcoded discrete adjoint approach. Comparisons are also shown for a large-scale configuration to establish the computational efficiency of the present scheme. To ultimately demonstrate the power of the approach, the implementation is extended to high temperature gas flows in chemical nonequilibrium. Finally, several fruitful research and development avenues enabled by the current work are suggested.

Nielsen, Eric J.↗
NASA NTRSDate not supplied

Investigation of a Smooth Local Correlation-based Transition Model in a Discrete-Adjoint Aerodynamic Shape Optimization Algorithm

A smooth local correlation-based transition model is fully coupled to a RANS-based Newton-Krylov flow solver and discrete-adjoint gradient-based optimization algorithm. The free-transition optimization framework is evaluated using lift-constrained drag minimizations of airfoils at design conditions ranging from light to single-aisle aircraft and an infinite swept wing at design conditions representative of a transonic strut-braced wing aircraft. The impact of the streamwise grid resolution on the ability of the optimization algorithm to delay boundary-layer transition is investigated, with the results demonstrating that streamwise grid resolution requirements increase as the transition length decreases with increasing Reynolds number. The optimization problem at the light aircraft design conditions is demonstrated to be multi-modal, with the optimization algorithm producing two distinct designs: one with a thin, reflexed trailing edge and steep pressure recovery regions, the other with increased aft loading, with the latter design outperforming the former. A drag minimization of an airfoil at transonic design conditions demonstrates that the optimization algorithm successfully trades a decrease in viscous drag by delaying boundary-layer transition with an increase in wave drag, while the drag minimization of an infinite swept wing demonstrates the capability of the optimizational gorithm to delay both Tollmien-Schlichting and stationary crossflow instabilities.

AATT↗
DOE OSTI2022

PETSc TSAdjoint: A Discrete Adjoint ODE Solver for First-Order and Second-Order Sensitivity Analysis

Here, we present a new software system PETSc TSAdjoint for first-order and second order adjoint sensitivity analysis of time-dependent nonlinear differential equations. The derivative calculation in PETSc TSAdjoint is essentially a high-level algorithmic differentiation process. The adjoint models are derived by differentiating the timestepping algorithms and implementing them based on the parallel infrastructure in PETSc. Full differentiation of the library code, including MPI routines, is avoided, and users do not need to derive their own adjoint models for their specific applications. PETSc TSAdjoint can compute the first-order derivative, that is, the gradient of a scalar functional, and the Hessian-vector product, which carries second-order derivative information, while requiring minimal input (a few callbacks) from the users. The adjoint model employs optimal checkpointing schemes in a manner that is transparent to users. Finally, usability, efficiency, and scalability are demonstrated through examples from a variety of applications.

79 ASTRONOMY AND ASTROPHYSICS↗
NASA NTRS1999

Practical Aerodynamic Design Optimization Based on the Navier-Stokes Equations and a Discrete Adjoint Method

Compressible and incompressible versions of a three-dimensional unstructured mesh Reynolds-averaged Navier-Stokes flow solver have been differentiated and resulting derivatives have been verified by comparisons with finite differences and a complex-variable approach. In this implementation, the turbulence model is fully coupled with the flow equations in order to achieve this consistency. The accuracy demonstrated in the current work represents the first time that such an approach has been successfully implemented. The accuracy of a number of simplifying approximations to the linearizations of the residual have been examined. A first-order approximation to the dependent variables in both the adjoint and design equations has been investigated. The effects of a "frozen" eddy viscosity and the ramifications of neglecting some mesh sensitivity terms were also examined. It has been found that none of the approximations yielded derivatives of acceptable accuracy and were often of incorrect sign. However, numerical experiments indicate that an incomplete convergence of the adjoint system often yield sufficiently accurate derivatives, thereby significantly lowering the time required for computing sensitivity information. The convergence rate of the adjoint solver relative to the flow solver has been examined. Inviscid adjoint solutions typically require one to four times the cost of a flow solution, while for turbulent adjoint computations, this ratio can reach as high as eight to ten. Numerical experiments have shown that the adjoint solver can stall before converging the solution to machine accuracy, particularly for viscous cases. A possible remedy for this phenomenon would be to include the complete higher-order linearization in the preconditioning step, or to employ a simple form of mesh sequencing to obtain better approximations to the solution through the use of coarser meshes. An efficient surface parameterization based on a free-form deformation technique has been utilized and the resulting codes have been integrated with an optimization package. Lastly, sample optimizations have been shown for inviscid and turbulent flow over an ONERA M6 wing. Drag reductions have been demonstrated by reducing shock strengths across the span of the wing. In order for large scale optimization to become routine, the benefits of parallel architectures should be exploited. Although the flow solver has been parallelized using compiler directives. The parallel efficiency is under 50 percent. Clearly, parallel versions of the codes will have an immediate impact on the ability to design realistic configurations on fine meshes, and this effort is currently underway.

Grossman, Bernard↗
NASA NTRS1999

Practical Aerodynamic Design Optimization Based on the Navier-Stokes Equations and a Discrete Adjoint Method

The technical details are summarized below: Compressible and incompressible versions of a three-dimensional unstructured mesh Reynolds-averaged Navier-Stokes flow solver have been differentiated and resulting derivatives have been verified by comparisons with finite differences and a complex-variable approach. In this implementation, the turbulence model is fully coupled with the flow equations in order to achieve this consistency. The accuracy demonstrated in the current work represents the first time that such an approach has been successfully implemented. The accuracy of a number of simplifying approximations to the linearizations of the residual have been examined. A first-order approximation to the dependent variables in both the adjoint and design equations has been investigated. The effects of a "frozen" eddy viscosity and the ramifications of neglecting some mesh sensitivity terms were also examined. It has been found that none of the approximations yielded derivatives of acceptable accuracy and were often of incorrect sign. However, numerical experiments indicate that an incomplete convergence of the adjoint system often yield sufficiently accurate derivatives, thereby significantly lowering the time required for computing sensitivity information. The convergence rate of the adjoint solver relative to the flow solver has been examined. Inviscid adjoint solutions typically require one to four times the cost of a flow solution, while for turbulent adjoint computations, this ratio can reach as high as eight to ten. Numerical experiments have shown that the adjoint solver can stall before converging the solution to machine accuracy, particularly for viscous cases. A possible remedy for this phenomenon would be to include the complete higher-order linearization in the preconditioning step, or to employ a simple form of mesh sequencing to obtain better approximations to the solution through the use of coarser meshes. . An efficient surface parameterization based on a free-form deformation technique has been utilized and the resulting codes have been integrated with an optimization package. Lastly, sample optimizations have been shown for inviscid and turbulent flow over an ONERA M6 wing. Drag reductions have been demonstrated by reducing shock strengths across the span of the wing.

Grossman, Bernard↗
DOE OSTI2016

An adjoint method for a high-order discretization of deforming domain conservation laws for optimization of flow problems

We report the fully discrete adjoint equations and the corresponding adjoint method are derived for a globally high-order accurate discretization of conservation laws on parametrized, deforming domains. The conservation law on the deforming domain is transformed into one on a fixed reference domain by the introduction of a time-dependent mapping that encapsulates the domain deformation and parametrization, resulting in an Arbitrary Lagrangian–Eulerian form of the governing equations. A high-order discontinuous Galerkin method is used to discretize the transformed equation in space and a high-order diagonally implicit Runge–Kutta scheme is used for the temporal discretization. Quantities of interest that take the form of space–time integrals are discretized in a solver-consistent manner. The corresponding fully discrete adjoint method is used to compute exact gradients of quantities of interest along the manifold of solutions of the fully discrete conservation law. These quantities of interest and their gradients are used in the context of gradient-based PDE-constrained optimization. The adjoint method is used to solve two optimal shape and control problems governed by the isentropic, compressible Navier–Stokes equations. The first optimization problem seeks the energetically optimal trajectory of a 2D airfoil given a required initial and final spatial position. The optimization solver, driven by gradients computed via the adjoint method, reduced the total energy required to complete the specified mission nearly an order of magnitude. The second optimization problem seeks the energetically optimal flapping motion and time-morphed geometry of a 2D airfoil given an equality constraint on the x-directed impulse generated on the airfoil. The optimization solver satisfied the impulse constraint to greater than 8 digits of accuracy and reduced the required energy between a factor of 2 and 10, depending on the value of the impulse constraint, as compared to the nominal configuration.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2023

Probability of Initiation in Neutron Transport

We discuss the numerical solution of the nonlinear integro-differential equation for the probability of a divergent neutron chain in a stationary system (i.e., the probability of initiation (POI)). We follow the development described in Bell’s classic paper on the stochastic theory of neutron transport. As noted by Bell, the linearized form of this equation resembles the linear adjoint neutron transport equation. A matrix formalism for the discretized steady state (or forward) neutron equation in slab geometry is first developed and is then used to derive the discrete adjoint equation. A main advantage of this discrete development is that the resulting discrete adjoint equation does not depend upon how the multigroup cross sections for the forward problem are obtained. That is, we derive the discrete adjoint directly from the discrete forward equations rather than discretizing directly the adjoint equation. This also guarantees that the discrete adjoint operator is consistent with the inner product used to define the adjoint operator. We discuss three approaches for the numerical solution of the POI equations, and present numerical results on several test problems. The three solution methods are a simple fixed-point iteration, a second approach that is akin to a nonlinear Power iteration, and a third approach which uses a Newton-Krylov nonlinear solver. We also give sufficient conditions to guarantee the existence and uniqueness of nontrivial solutions to our discrete POI equations when the discrete system is supercritical, and that only the trivial solution exists when the discrete system is subcritical. Our approach is modeled after the analysis presented for the continuous POI equations by Mokhtar-Kharroubi and Jarmouni-Idrissi, and by Pazy and Rabinowitz.

42 ENGINEERING↗
NASA NTRS2009

Discrete Adjoint-Based Design Optimization of Unsteady Turbulent Flows on Dynamic Unstructured Grids

An adjoint-based methodology for design optimization of unsteady turbulent flows on dynamic unstructured grids is described. The implementation relies on an existing unsteady three-dimensional unstructured grid solver capable of dynamic mesh simulations and discrete adjoint capabilities previously developed for steady flows. The discrete equations for the primal and adjoint systems are presented for the backward-difference family of time-integration schemes on both static and dynamic grids. The consistency of sensitivity derivatives is established via comparisons with complex-variable computations. The current work is believed to be the first verified implementation of an adjoint-based optimization methodology for the true time-dependent formulation of the Navier-Stokes equations in a practical computational code. Large-scale shape optimizations are demonstrated for turbulent flows over a tiltrotor geometry and a simulated aeroelastic motion of a fighter jet.

Nielsen, Eric J.↗
NASA NTRS2012

Discrete Adjoint-Based Design for Unsteady Turbulent Flows On Dynamic Overset Unstructured Grids

A discrete adjoint-based design methodology for unsteady turbulent flows on three-dimensional dynamic overset unstructured grids is formulated, implemented, and verified. The methodology supports both compressible and incompressible flows and is amenable to massively parallel computing environments. The approach provides a general framework for performing highly efficient and discretely consistent sensitivity analysis for problems involving arbitrary combinations of overset unstructured grids which may be static, undergoing rigid or deforming motions, or any combination thereof. General parent-child motions are also accommodated, and the accuracy of the implementation is established using an independent verification based on a complex-variable approach. The methodology is used to demonstrate aerodynamic optimizations of a wind turbine geometry, a biologically-inspired flapping wing, and a complex helicopter configuration subject to trimming constraints. The objective function for each problem is successfully reduced and all specified constraints are satisfied.

Nielsen, Eric J.↗
DOE OSTI2015

An adjoint view on flux consistency and strong wall boundary conditions to the Navier–Stokes equations

Inconsistent discrete expressions in the boundary treatment of Navier–Stokes solvers and in the definition of force objective functionals can lead to discrete-adjoint boundary treatments that are not a valid representation of the boundary conditions to the corresponding adjoint partial differential equations. The underlying problem is studied for an elementary 1D advection–diffusion problem first using a node-centred finite-volume discretisation. The defect of the boundary operators in the inconsistently defined discrete-adjoint problem leads to oscillations and becomes evident with the additional insight of the continuous-adjoint approach. A homogenisation of the discretisations for the primal boundary treatment and the force objective functional yields second-order functional accuracy and eliminates the defect in the discrete-adjoint boundary treatment. Subsequently, the issue is studied for aerodynamic Reynolds-averaged Navier–Stokes problems in conjunction with a standard finite-volume discretisation on median-dual grids and a strong implementation of noslip walls, found in many unstructured general-purpose flow solvers. Going out from a base-line discretisation of force objective functionals which is independent of the boundary treatment in the flow solver, two improved flux-consistent schemes are presented; based on either body wall-defined or farfield-defined control-volumes they resolve the dual inconsistency. The behaviour of the schemes is investigated on a sequence of grids in 2D and 3D.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS2006

Adjoint-Based Algorithms for Adaptation and Design Optimizations on Unstructured Grids

Schemes based on discrete adjoint algorithms present several exciting opportunities for significantly advancing the current state of the art in computational fluid dynamics. Such methods provide an extremely efficient means for obtaining discretely consistent sensitivity information for hundreds of design variables, opening the door to rigorous, automated design optimization of complex aerospace configuration using the Navier-Stokes equation. Moreover, the discrete adjoint formulation provides a mathematically rigorous foundation for mesh adaptation and systematic reduction of spatial discretization error. Error estimates are also an inherent by-product of an adjoint-based approach, valuable information that is virtually non-existent in today's large-scale CFD simulations. An overview of the adjoint-based algorithm work at NASA Langley Research Center is presented, with examples demonstrating the potential impact on complex computational problems related to design optimization as well as mesh adaptation.

Nielsen, Eric J.↗
DOE OSTI2017

Adjoint sensitivity analysis of chaotic dynamical systems with non-intrusive least squares shadowing

This paper presents a discrete adjoint version of the recently developed non-intrusive least squares shadowing (NILSS) algorithm, which circumvents the instability that conventional adjoint methods encounter for chaotic systems. The NILSS approach involves solving a smaller minimization problem than other shadowing approaches and can be implemented with only minor modifications to preexisting tangent and adjoint solvers. Adjoint NILSS is demonstrated on a small chaotic ODE, a one-dimensional scalar PDE, and a direct numerical simulation (DNS) of the minimal flow unit, a turbulent channel flow on a small spatial domain. This is the first application of an adjoint shadowing-based algorithm to a three-dimensional turbulent flow. - Highlights: • A discrete adjoint non-intrusive least squares shadowing (NILSS) is presented. • The NILSS approach is closely related to multiple shooting shadowing (MSS). • Adjoint NILSS prevents exponential growth in time of the adjoint field. • Adjoint NILSS is demonstrated on a simulation of wall-bounded turbulent flow.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗