Continuous and discrete adjoint approaches for aerodynamic shape optimization with low Mach number preconditioning

Discrete and continuous adjoint approaches for use in aerodynamic shape optimization problems at all flow speeds are developed and assessed. They are based on the Navier–Stokes equations with low Mach number preconditioning. By alleviating the large disparity between acoustic waves and fluid speeds, the preconditioned flow and adjoint equations are numerically solved with affordable CPU cost, even at the so‐called incompressible flow conditions. Either by employing the adjoint to the preconditioned flow equations or by preconditioning the adjoint to the ‘standard’ flow equations (under certain conditions the two formulations become equivalent, as proved in this paper), efficient optimization methods with reasonable cost per optimization cycle, even at very low Mach numbers, are derived. During the mathematical development, a couple of assumptions are made which are proved to be harmless to the accuracy in the computed gradients and the effectiveness of the optimization method. The proposed approaches are validated in inviscid and viscous flows in external aerodynamics and turbomachinery flows at various Mach numbers. Copyright © 2007 John Wiley & Sons, Ltd.     

Iterative Algorithms for Multiscale State Estimation, Part 2: Numerical Investigations

Usually, direct methods are employed for the solution of linear systems arising in the context of optimization. However, motivated by the potential of multiscale refinement schemes for large problems of dynamic state estimation, we investigate in this paper the application of iterative solvers based on the concepts developed in Ref. 1. Specifically, we explore the effect of different system reductions for various Krylov-space iteration methods as well as three concepts of preconditioning. The first one is the normalization of states and outputs, which also favors error analysis. Next, diagonal scale-dependent preconditioners are compared; they all bound the condition numbers independently of the refinement scale, but exhibit significant quantitative differences. Finally, the effect of the regularization parameter on condition numbers and iteration numbers is analyzed. It turns out that a so-called simplified Uzawa scheme with Jacobi preconditioning and suitable regularization parameter is most efficient. The experiments also reveal that further improvements are necessary.     

Spectral Analysis for HSS Preconditioners

In this paper,we are interested in HSS preconditioners for saddle point lin- ear systems with a nonzero(2,2)-th block.We study an approximation of the spectra of HSS preconditioned matrices and use these results to illustrate and explain the spectra obtained from numerical examples,where the previous spectral analysis of HSS precon- ditioned matrices does not cover.     

Numerical solution of an extended White–Metzner model for eccentric Taylor–Couette flow

In this study, we have developed a new numerical approach to solve differential-type viscoelastic fluid models for a commonly used benchmark problem, namely, the steady Taylor—Couette flow between eccentric cylinders. The proposed numerical approach is special in that the nonlinear system of discretized algebraic flow equations is solved iteratively using a Newton–Krylov method along with an inverse-based incomplete lower-upper preconditioner. The numerical approach has been validated by solving the benchmark problem for the upper-convected Maxwell model at a large Deborah number. Excellent agreement with the numerical data reported in the literature has been found. In addition, a parameter study was performed for an extended White–Metzner model. A large eccentricity ratio was chosen for the cylinder system in order to allow flow recirculation to occur. We detected several interesting phenomena caused by the large eccentricity ratio of the cylinder system and by the viscoelastic nature of the fluid. Encouraged by the results of this study, we intend to investigate other polymeric fluids having a more complex microstructure in an eccentric annular flow field.     

The construction of some efficient preconditioners in the boundary element method

The discretization of first kind boundary integral equations leads in general to a dense system of linear equations, whose spectral condition number depends on the discretization used. Here we describe a general preconditioning technique based on a boundary integral operator of opposite order. The corresponding spectral equivalence inequalities are independent of the special discretization used, i.e., independent of the triangulations and of the trial functions. Since the proposed preconditioning form involves a (pseudo)inverse operator, one needs for its discretization only a stability condition for obtaining a spectrally equivalent approximation. This revised version was published online in June 2006 with corrections to the Cover Date.     

Variable-step multilevel preconditioning methods,I: Self-adjoint and positive definite elliptic problems

When solving large size systems of equations by preconditioned iterative solution methods, one normally uses a fixed preconditioner which may be defined by some eigenvalue information, such as in a Chebyshev iteration method. In many problems, however, it may be more effective to use variable preconditioners, in particular when the eigenvalue information is not available. In the present paper, a recursive way of constructing variable-step of, in general, nonlinear multilevel preconditioners for selfadjoint and coercive second-order elliptic problems, discretized by the finite element method is proposed. The preconditioner is constructed recursively from the coarsest to finer and finer levels. Each preconditioning step requires only block-diagonal solvers at all levels except at every k₀, k₀ ≥ 1 level where we perform a sufficient number ν, ν ≥ 1 of GCG-type variable-step iterations that involve the use again of a variable-step preconditioning for that level. It turns out that for any sufficiently large value of k₀ and, asymptotically, for ν sufficiently large, but not too large, the method has both an optimal rate of convergence and an optimal order of computational complexity, both for two and three space dimensional problem domains. The method requires no parameter estimates and the convergence results do not depend on the regularity of the elliptic problem.     

嵌套简单ILU分解代数预处理方法

In this paper, we propose a nested simple incomplete LU decomposition (NSILU) method for preconditioning iterative methods for solving largely scale and sparse ill-conditioned hnear systems. NSILU consists of some numerical techniques such as simple modification of Schur complement, compression of ill-condition structure by permutation, nested simple ILU, and inner-outer iteration. We give detailed error analysis of NSILU and estimations of condition number of the preconditioned coefficient matrix, together with numerical comparisons. We also show an analysis of inner accuracy strategies for the inner-outer iteration approach. Our new approach NSILU is very efficient for linear systems from a kind of two-dimensional nonlinear energy equations with three different temperature variables, where most of the calculations centered around solving large number of discretized and illconditioned linear systems in large scale. Many numerical experiments are given and compared in costs of flops, CPU times, and storages to show the efficiency and effectiveness of the NSILU preconditioning method. Numerical examples include middle-scale real matrices of size n = 3180 or n = 6360, a real apphcation of solving about 755418 linear systems of size n = 6360, and a simulation of order n=814080 with structures and properties similar as the real ones.     

Domain decomposition preconditioners of Neumann-Neumann type for hp-approximations on boundary layer meshes in three dimensions

We develop and analyse Neumann–Neumann methods for hpfinite-element approximations of scalar elliptic problems ongeometrically refined boundary layer meshes in three dimensions.These are meshes that are highly anisotropic where the aspectratio typically grows exponentially with the polynomial degree.The condition number of our preconditioners is shown to be independentof the aspect ratio of the mesh and of potentially large jumpsof the coefficients. In addition, it only grows polylogarithmicallywith the polynomial degree, as in the case of p approximationson shape-regular meshes. This work generalizes our previousone on two-dimensional problems in Toselli & Vasseur (2003a,submitted to Numerische Mathematik, 2003c to appear in Comput.Methods Appl. Mech. Engng.) and the estimates derived here canbe employed to prove condition number bounds for certain typesof FETI methods.     

CBS constants for multilevel splitting of graph-Laplacian and application to preconditioning of discontinuous Galerkin systems

The goal of this work is to derive and justify a multilevel preconditioner of optimal arithmetic complexity for symmetric interior penalty discontinuous Galerkin finite element approximations of second order elliptic problems. Our approach is based on the following simple idea given in [R.D. Lazarov, P.S. Vassilevski, L.T. Zikatanov, Multilevel preconditioning of second order elliptic discontinuous Galerkin problems, Preprint, 2005]. The finite element space of piece-wise polynomials, discontinuous on the partition , is projected onto the space of piece-wise constant functions on the same partition that constitutes the largest space in the multilevel method. The discontinuous Galerkin finite element system on this space is associated to the so-called “graph-Laplacian”. In 2-D this is a sparse M-matrix with -1 as off diagonal entries and nonnegative row sums. Under the assumption that the finest partition is a result of multilevel refinement of a given coarse mesh, we develop the concept of hierarchical splitting of the unknowns. Then using local analysis we derive estimates for the constants in the strengthened Cauchy–Bunyakowski–Schwarz (CBS) inequality, which are uniform with respect to the levels. This measure of the angle between the spaces of the splitting was used by Axelsson and Vassilevski in [Algebraic multilevel preconditioning methods II, SIAM J. Numer. Anal. 27 (1990) 1569–1590] to construct an algebraic multilevel iteration (AMLI) for finite element systems. The main contribution in this paper is a construction of a splitting that produces new estimates for the CBS constant for graph-Laplacian. As a result we have a preconditioner for the system of the discontinuous Galerkin finite element method of optimal arithmetic complexity.