Aerodynamic design using the truncated Newton algorithm and the continuous adjoint approach

In this paper, the so‐called ‘continuous adjoint‐direct approach’ is used within the truncated Newton algorithm for the optimization of aerodynamic shapes, using the Euler equations. It is known that the direct differentiation (DD) of the flow equations with respect to the design variables, followed by the adjoint approach, is the best way to compute the exact matrix, for use along with the Newton optimization method. In contrast to this, in this paper, the adjoint approach followed by the DD of both the flow and adjoint equations (i.e. the other way round) is proved to be the most efficient way to compute the product of the Hessian matrix with any vector required by the truncated Newton algorithm, in which the Newton equations are solved iteratively by means of the conjugate gradient (CG) method. Using numerical experiments, it is demonstrated that just a few CG steps per Newton iteration are enough. Considering that the cost of solving either the adjoint or the DD equations is approximately equal to that of solving the flow equations, the cost per Newton iteration scales linearly with the (small) number of CG steps, rather than the (much higher, in large‐scale problems) number of design variables. By doing so, the curse of dimensionality is alleviated, as shown in a number of applications related to the inverse design of ducts or cascade airfoils for inviscid flows. Copyright © 2011 John Wiley & Sons, Ltd.     

Domain versus boundary computation of flow sensitivities with the continuous adjoint method for aerodynamic shape optimization problems

This paper considers the computation of flow sensitivities that arise in the context of design optimization. The scheme is based on the solution of a continuous adjoint problem, for which two complementary, although analytically equivalent, approaches have been routinely used for some time now, yielding expressions for the sensitivities that contain, respectively, boundary and domain integrals. These concepts are clarified in a unified framework and their equivalence at the continuous level is demonstrated through appropriate algebraic manipulations. Equivalence at the discrete level is assessed through numerical testing for various aerodynamic shape‐optimization problems. Copyright © 2011 John Wiley & Sons, Ltd.     

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.     

A continuous adjoint formulation for the computation of topological and surface sensitivities of ducted flows

Topology optimization of fluid dynamic systems is a comparatively young optimal design technique. Its central ingredient is the computation of topological sensitivity maps. Whereas, for finite element solvers, implementations of such sensitivity maps have been accomplished in the past, this study focuses on providing this functionality within a professional finite volume computational fluid dynamics solver. On the basis of a continuous adjoint formulation, we derive the adjoint equations and the boundary conditions for typical cost functions of ducted flows and present first results for two‐ and three‐dimensional geometries. Emphasis is placed on the versatility of our approach with respect to changes in the objective function. We further demonstrate that surface sensitivity maps can also be computed with the implemented functionality and establish their connection with topological sensitivities. Copyright © 2008 John Wiley & Sons, Ltd.     

Efficient and robust algorithms for solution of the adjoint compressible Navier–Stokes equations with applications

The complete discrete adjoint equations for an unstructured finite volume compressible Navier–Stokes solver are discussed with respect to the memory and time efficient evaluation of their residuals, and their solution. It is seen that application of existing iteration methods for the non‐linear equation—suitably adjointed—has a property of guaranteed convergence provided that the non‐linear iteration is well behaved. For situations where this is not the case, in particular for strongly separated flows, a stabilization technique based on the Recursive Projection Method is developed. This method additionally provides the dominant eigenmodes of the problem, allowing identification of flow regions that are unstable under the basic iteration. These are found to be regions of separated flow. Finally, an adjoint‐based optimization with 96 design variables is performed on a wing–body configuration. The initial flow has large regions of separation, which are significantly diminished in the optimized configuration. Copyright © 2008 John Wiley & Sons, Ltd.     

Characteristics‐based boundary conditions for the Euler adjoint problem

Over the last decade, the adjoint method has been consolidated as one of the most versatile and successful tools for aerodynamic design. It has become a research area on its own, spawning a large variety of applications and a prolific literature. Yet, some relevant aspects of the method remain relatively less explored in the literature. Such is the case with the adjoint boundary problem. In particular for Euler flows, both fluid dynamic and adjoint equations entail complementary Riemann problems, and these yield boundary conditions that are fully consistent with well‐posedness. In the literature, this approach has been pursued solely in terms of Riemann variables. This work formulates the adjoint boundary problem so as to correspond precisely to that imposed on the flow, as it is given in terms of primitive variables. Test results have shown to be in agreement with the traditional approach for external flow problems. Copyright © 2012 John Wiley & Sons, Ltd.     

地震作用下空间框架结构层间相对位移响应梯度和海赛矩阵的计算

提出一种在地震作用下空间框架结构层间相对位移响应梯度和海赛矩阵的精确计算方法。在有限单元法和纽马克-β法的基础上推导出在地震作用下空间框架结构层间相对位移响应梯度和海赛矩阵的计算公式,给出在地震作用下空间框架结构层间相对位移响应梯度和海赛矩阵的计算步骤,用Matlab语言编制了空间框架结构层间相对位移响应梯度和海赛矩阵的计算程序,实现了空间框架结构层间相对位移响应梯度和海赛矩阵的精确计算。最后通过一个二层空间框架结构的计算实例表明本文所提出的计算方法是有效的。     

Airfoil design optimization based on lattice Boltzmann method and adjoint approach

We present a new aerodynamic design method based on the lattice Boltzmann method (LBM) and the adjoint approach. The flow field and the adjoint equation are numerically simulated by the GILBM (generalized form of interpolation supplemented LBM) on non-uniform meshes. The first-order approximation for the equilibrium distribution function on the boundary is proposed to diminish the singularity of boundary conditions. Further, a new treatment of the solid boundary in the LBM is described particularly for the airfoil optimization design problem. For a given objective function, the adjoint equation and its boundary conditions are derived analytically. The feasibility and accuracy of the new approach have been perfectly validated by the design optimization of NACA0012 airfoil.     

Examination for adjoint boundary conditions in initial water elevation estimation problems

I present here a method of generating a distribution of initial water elevation by employing the adjoint equation and finite element methods. A shallow‐water equation is employed to simulate flow behavior. The adjoint equation method is utilized to obtain a distribution of initial water elevation for the observed water elevation. The finite element method, using the stabilized bubble function element, is used for spatial discretization, and the Crank–Nicolson method is used for temporal discretizations. In addition to a method for optimally assimilating water elevation, a method is presented for determining adjoint boundary conditions. An examination using the observation data including noise data is also carried out. Copyright © 2009 John Wiley & Sons, Ltd.     

Robust design in aerodynamics using third‐order sensitivity analysis based on discrete adjoint. Application to quasi‐1D flows

In this paper, the second‐order second moment approach, coupled with an adjoint‐based steepest descent algorithm, for the solution of the so‐called robust design problem in aerodynamics is proposed. Because the objective function for the robust design problem comprises first‐order and second‐order sensitivity derivatives with respect to the environmental parameters, the application of a gradient‐based method , which requires the sensitivities of this function with respect to the design variables, calls for the computation of third‐order mixed derivatives. To compute these derivatives with the minimum CPU cost, a combination of the direct differentiation and the discrete adjoint variable method is proposed. This is presented for the first time in the relevant literature and is the most efficient among other possible schemes on condition that the design variables are much more than the environmental ones; this is definitely true in most engineering design problems. The proposed approach was used for the robust design of a duct, assuming a quasi‐1D flow model; the coordinates of the Bézier control points parameterizing the duct shape are used as design variables, whereas the outlet Mach number and the Darcy–Weisbach friction coefficient are used as environmental ones. The extension to 2D and 3D flow problems, after developing the corresponding direct differentiation and adjoint variable methods and software, is straightforward. Copyright © 2011 John Wiley & Sons, Ltd.     

Shape optimization of a body located in incompressible flow using adjoint method and partial control algorithm

The purpose of this study is to obtain an optimal shape of a body located in an incompressible viscous flow. The optimal shape of the body is defined so as to minimize the fluid forces acting on it by determining the surface coordinates based on the finite element method and the optimal control theory. The performance function, which is used to judge the optimality of a shape, is defined as the square sum of the drag and lift forces. The minimization problem is solved using an adjoint equation method. The gradient in the adjoint equation is affected by the finite element configuration. The use of a finite element mesh whose shape is appropriate for the procedure is important in shape optimization. If the finite element mesh used is not suitable for computations, the exact gradient is not calculated. Therefore, a structured mesh is used for the adjacent area of the body and all finite element meshes are refined using the Delaunay triangulation at each iteration computation. The weighted gradient method is applied as the minimization technique. Using an algorithm in which all nodal coordinates on the surface of the body are employed and starting from a circle as an initial shape, a front‐edged and rear‐round shape is obtained because of the vortices at the back of the body. To overcome this difficulty, we introduced the partial control algorithm, in which some of the nodal coordinates on the surface of the body are updated. From four cases of computational studies, we reveal that the optimal shape has both sharp front and sharp rear edges. All computations are conducted at Reynolds number Re=250. The minimum value of the performance function is obtained. Copyright © 2010 John Wiley & Sons, Ltd.     

STUDY ON THE ADJOINT METHOD IN DATA ASSIMILATION AND THE RELATED PROBLEMS

IntroductionInthepast 40yearsofdevelopmentofnumericalanalysisandassimilationschemes,mostpresentedschemesbelongtooneofthreebasicallydifferentclassesofalgorithms :localpolynomialinterpolationmethods,statistical (optimal)interpolationmethodsandvariationalnumericalanalysismethods.Theadjointmethodinvariationalnumericalanalysisiswidelyusedinmeteorologyandoceanography[1 ].Itisusedtosolvemanyvariouspracticalproblems,includingoptimizationofparameters,initialconditionsandboundaryconditionsinthemodel.Tal…     

Design optimization of unsteady airfoils with continuous adjoint method

In this paper, a new unsteady aerodynamic design method is presented based on the Navier-Stokes equations and a continuous adjoint approach. A basic framework of time-accurate unsteady airfoil optimization which adopts time-averaged aerodynamic coefficients as objective functions is presented. The time-accurate continuous adjoint equation and its boundary conditions are derived. The flow field and the adjoint equation are simulated numerically by the finite volume method (FVM). Feasibility and accuracy of the approach are perfectly validated by the design optimization results of the plunging NACA0012 airfoil.     

Development and assessment of an intrusive polynomial chaos expansion-based continuous adjoint method for shape optimization under uncertainties

This article contributes to the development of methods for shape optimization under uncertainties, associated with the flow conditions, based on intrusive Polynomial Chaos Expansion (iPCE) and continuous adjoint. The iPCE to the Navier–Stokes equations for laminar flows of incompressible fluids is developed to compute statistical moments of the Quantity of Interest which are, then, compared with those obtained through the Monte Carlo method. The optimization is carried out using a continuous adjoint-enabled, gradient-based loop. Two different formulations for the continuous adjoint to the iPCE PDEs are derived, programmed, and verified. Intrusive PCE methods for the computation of the statistical moments require mathematical development, derivation of a new system of governing equations and their numerical solution. The development is presented for a chaos order of two and two uncertain variables and can be used as a guide to those willing to extend this development to a different set of uncertain variables or chaos order. The developed method and software, programmed in OpenFOAM, is applied to two optimization problems pertaining to the flow around isolated airfoils with uncertain farfield conditions.     

Optimal airfoil shapes for low Reynolds number flows

Flow over NACA 0012 airfoil is studied at α = 4^° and 12^° for Re?500. It is seen that the flow is very sensitive to Re. A continuous adjoint based method is formulated and implemented for the design of airfoils at low Reynolds numbers. The airfoil shape is parametrized with a non‐uniform rational B‐splines (NURBS). Optimization studies are carried out using different objective functions namely: (1) minimize drag, (2) maximize lift, (3) maximize lift to drag ratio, (4) minimize drag and maximize lift and (5) minimize drag at constant lift. The effect of Reynolds number and definition of the objective function on the optimization process is investigated. Very interesting shapes are discovered at low Re. It is found that, for the range of Re studied, none of the objective functions considered show a clear preference with respect to the maximum lift that can be achieved. The five objective functions result in fairly diverse geometries. With the addition of an inverse constraint on the volume of the airfoil the range of optimal shapes, produced by different objective functions, is smaller. The non‐monotonic behavior of the objective functions with respect to the design variables is demonstrated. The effect of the number of design parameters on the optimal shapes is studied. As expected, richer design space leads to geometries with better aerodynamic properties. This study demonstrates the need to consider several objective functions to achieve an optimal design when an algorithm that seeks local optima is used. Copyright © 2008 John Wiley & Sons, Ltd.     

基于离散共轭方法的高超声速导弹气动外形优化设计

开展了离散共轭方法在高超声速气动外形优化设计中的应用研究。构建了基于NURBS方法的几何外形参数化方法,完成了一种简单高效的动网格方法,建立了基于Euler方程的离散共轭方法,并将这些方法与优化算法等集成起来够构建了适合复杂外形的高超声速气动外形优化设计系统。利用该系统对一种导弹的前体进行了优化设计研究,使其升阻比提高了11.2%,优化后导弹前体形状接近双锥外形,说明双锥形前体有利于减小阻力。算例表明,离散共轭方法在高超声速气动外形优化设计中具有良好的应用前景。     

Numerical solution of steady free‐surface flows by the adjoint optimal shape design method

Numerical solution of flows that are partially bounded by a freely moving boundary is of great importance in practical applications such as ship hydrodynamics. Free‐boundary problems can be reformulated into optimal shape design problems, which can in principle be solved efficiently by the adjoint method. In this work we investigate the suitability of the adjoint shape optimization method for solving steady free‐surface flows. The asymptotic convergence behaviour of the method is determined for free‐surface flows in 2D and 3D. It is shown that the convergence behaviour depends sensitively on the occurrence of critical modes. The convergence behaviour is moreover shown to be mesh‐width independent, provided that proper preconditioning is applied. Numerical results are presented for 2D flow over an obstacle in a channel. The observed convergence behaviour is indeed mesh‐width independent and conform the derived asymptotic estimates. Copyright © 2003 John Wiley & Sons, Ltd.     

Multi-scale image segmentation of coal piles on a belt based on the Hessian matrix

Segmenting images of coal piles on a belt is an unsolved problem in coal-based machine vision research, though it is an essential step for estimating size distribution and classifying coal. In this investigation, a new algorithm for segmenting images of coal piles on a belt is proposed. A multi-scale linear filter, constructed of a Hessian matrix and Gaussian function, forms the core of this algorithm and obtains an edge intensity image to form good seed regions for a watershed segmentation. Manual segmentation is used to define ground truth segmentation images to quantify the errors of the proposed method. Tests indicate that 12.76% of the visible regions are under- or over-segmented, and that this algorithm is feasible and effective in practical applications.     

Two‐objective optimization strategies using the adjoint method and game theory in inverse natural convection problems

This paper considers the problem of estimating the strengths of two time‐varying heat sources simultaneously, from measurements of the temperature inside the square domain in a porous medium, when prior knowledge of the source functions is not available. This problem is an inverse natural convection problem. In order to circumvent this problem, we define several optimization criteria (objective functionals) that measure discrepancies between model and measured data, where objective functionals depend on two heat sources and use multi‐criteria optimization to identify Nash equilibria, which are solutions to the non‐cooperative game according to game theory. Two non‐cooperative game strategies are considered: competitive (Nash) game and hierarchical (modified Stackelberg) game. The methodology that we employ relies on a combination of mixed finite element space approximations, finite difference time discretizations, adjoint equation and sensitivity equation techniques, and nonlinear conjugate gradient algorithms for the solutions of estimating two heat sources. Applying the Sobolev gradient for the noise removal is investigated. The performance of the present technique of inverse analysis is evaluated, by means of several numerical experiments, and is found to be very accurate as well as efficient. Copyright © 2012 John Wiley & Sons, Ltd.     

High‐resolution,monotone solution of the adjoint shallow‐water equations

A monotone, second‐order accurate numerical scheme is presented for solving the differential form of the adjoint shallow‐water equations in generalized two‐dimensional coordinates. Fluctuation‐splitting is utilized to achieve a high‐resolution solution of the equations in primitive form. One‐step and two‐step schemes are presented and shown to achieve solutions of similarly high accuracy in one dimension. However, the two‐step method is shown to yield more accurate solutions to problems in which unsteady wave speeds are present. In two dimensions, the two‐step scheme is tested in the context of two parameter identification problems, and it is shown to accurately transmit the information needed to identify unknown forcing parameters based on measurements of the system response. The first problem involves the identification of an upstream flood hydrograph based on downstream depth measurements. The second problem involves the identification of a long wave state in the far‐field based on near‐field depth measurements. Copyright © 2002 John Wiley & Sons, Ltd.