OPTINUN ACCELERATION FACTORS FOR ITERATIVE …The University of Texas at Austin B Austin, Texas...

49
NO-Al6? 171 OPTINUN ACCELERATION FACTORS FOR ITERATIVE SOLUTIONS OF 1/1 LINEAR AND NON-LI.. (U) TEXAS UNIV AT AUSTIN DEPT OF AEROSPACE ENGINEERING AND ENGINE.. NCLRSSIFIED 0 S DULIKRAVICH ET AL. 30 DEC 85 F/O 12/1 EEEEEEEEEEEEEE EEEEEEEEEEEEEE Eu.....l~ll

Transcript of OPTINUN ACCELERATION FACTORS FOR ITERATIVE …The University of Texas at Austin B Austin, Texas...

Page 1: OPTINUN ACCELERATION FACTORS FOR ITERATIVE …The University of Texas at Austin B Austin, Texas 78712 - 1085 December 30, 1985 ... for the numerical solution of differential systems

NO-Al6? 171 OPTINUN ACCELERATION FACTORS FOR ITERATIVE SOLUTIONS OF 1/1LINEAR AND NON-LI.. (U) TEXAS UNIV AT AUSTIN DEPT OFAEROSPACE ENGINEERING AND ENGINE..

NCLRSSIFIED 0 S DULIKRAVICH ET AL. 30 DEC 85 F/O 12/1

EEEEEEEEEEEEEEEEEEEEEEEEEEEEEu.....l~ll

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,~ %

Interim Scientific Report December 1, 1984 - November 30, 1985 %

(Grant AFSOR - 85- 0052)

OPTIMUM ACCELERATION FACTORS FOR ITERATIVE SOLUTIONS OF

p LINEAR AND NON-LINEAR SYSTEMS

Principal Investigator

Dr. George S. Dulikravich, Assistant ProfessorDepartment of Aerospace Engineering and Engineering MechanicsTel. (512) 471-4178

Co-Investigator

Dr. David M. Young, Jr., ProfessorDepartment of MathematicsDirector, Center for Numerical AnalysisTel. (512) 471-7711

Project Monitor

Capt. John P. Thomas, Jr. USAF %Program Manager, Computational MathematicsDirectorate of Mathematical and Information Science, AFOSR/NMBolling AFB, D.C. 20332Tel. (202) 767-5026 D T IC

ELECTEC ,.

The University of Texas at Austin BAustin, Texas 78712 - 1085

December 30, 1985

Approved for publ is release Idistribution unlimited.

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AIR ?MCIu 07YT-1 r)7 S(rTrFrTTFTC P (rs; X)

List of Conten Ttk &.±.1i f,,,-td IS

KA Tmup j. jmj

Combined Summary ------------------------------------------------- 1

A. Report of the Group Headed by Dr. G.S. Dulikravich

A.1 Abstract--------------------------------------------- 1

A.2 Research Objectives and the Statement of Work ----------- 2

A.3 Status of Research ----------------------------------- 2

A.3.1 Introduction----------------------------------------- 3

A.3.2 Theoretical Aspects ---------------------------------- 5

A.3.2.1 Optimization of the Euler Scheme for Linear Problems------5

A.3.2.2 Multi-Step Minimum Residual Method for Linear Problems -- 8

A.3.2.3 Optimization of the Euler Scheme for Nonlinear Problems -10

A.3.2.4 The Generalized Nonlinear Minimum Residual Method ------- 13

A.3.3 Numerical Examples----------------------------------- 15

A.3.3.1 Burgers' Equation------------------------------------ 16

A.3.3.2 The Heat Conduction Equation-------------------------- 19

A.3.4 Conclusion Remarks----------------------------------- 22

A.3.5 References ------------------------------------------ 23

A.4 List of Publications --------------------------------- 38

A.5 List of Professional Personnel ------------------------- 38

*A.6 Interactions (Coupling Activities) --------------------- 38

A.7 New Discoveries, Inventions and Patent Disclosures------- 40

A.8 Additional Information for Evaluation of the Progress -- 40

B. Report of the Group Headed by Dr. D.M. Young, Jr.

*B.1 Abstract -------------------------------------------- 41

B.2 Research Objectives and the Statement of Work ----------- 41

% . . .

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V"W yo"."1

B.3 Status of Research----------------------------------- 42

B.4 List of Publications --------------------------------- 42 0

B.5 List of Professional Personnel------------------------ 42

6.6 Interactions (Coupling Activities) --------------------- 43

B.7 New Discoveries, Inventions and Patent Disclosures ------ 43

B.8 Additional Information for Evaluation of the Progress -- 43

Accession For

DTIC TAR [0

U"I'l n C (7

QU'ALITY

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I €-

COMBINED SUMMARY

Two different approaches to the acceleration of iterative algorithms

for the numerical solution of differential systems have been developed.

General form of the non-linear minimal residual method has been analyt-

Ically determined and numerically confirmed for linear and non-linear/

problems. The method was applied to multi-step algorithms for effectively

determining optimal values of each of the acceleration parameters at each

time step. It was found that both the rate of iterative convergence and

the smoothness of the iterative convergence can be substantially aug-

mented by the use of these multiple optimal acceleration parameters.

The second approach involves a composite adaptive method which is

based on variational techniques. An automatic procedure for determining

splitting parameters needed in the iterative solution of large sparse

linear systems was developed. It was then complemented with the gener-

alized conjugate gradient acceleration procedures and successfully ap-

plied in the symmetric successive overrelaxation method and in the shifted

incomplete Cholesky method.

A. Report of the Gr-:- -leaded by Dr. G.S. Dulikravich

A. 1 Abstract

A generalized non-linear minimal residual (GNLR) method based on

the time-dependent approach and multi-step algorithm has been developed

to accelerate iterative methods for solving linear and non-linear prob-

lems. Both theoretical studies and numerical experiments show the

monotone convergence behavior of the GNLMR method. It is found that the

,-' -,,'.--" .- .'-."-."_ _.°_ '. ",,"-. '-,_,'.-" ,"-."-. "L - '_ .,. -." "-'".," ." " ,-'." --.w. .', .- ° - ,-..' -....- . .'' ".'-,,- ,,(,.1

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rate of convergence and the smoothness of convergence for iterative :

methods can be improved by the optimized multi-step algorithm.

A.2 Research Objectives and the Statement of Work

The NLMR method developed originally by S. R. Kennon is capable of

accelerating iterative methods for the solutions of linear and non-linear

problems. This method can be considered as a time-dependent technique

with variable time step size. The basic idea of this method is based on

the sequential minimization of the global residual. A relaxation factor

is introduced to minimize the L norm of the residual at each iteration.

This iteration-dependent optimal relaxation factor drives the iterative

solution to convergence. In order to obtain a smooth convergence history,

several options are available to this acceleration procedure. For in-

stance, each three regular iterations can be followed by two accelerated

iterations.

Recently, this method has been generalized by Huang, Kennon and

Dulikravich by using time-dependent method and multi-step algorithm.

Both theoretical studies and numerical experiments proved the monotone

convergence behavior of this method. With the multi-step algorithm, it

was found that the rate of convergence and the smoothness of convergence

of the NLMR method can be improved even further.

Since the limitation on the time step size and the optimal value of

the time step size can analytically be determined with the GNLMR method,

it is believed that Euler and Navier-Stokes equations of gasdynamics can

be efficiently solved using the GNLMR method. .--

2"-7°

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A.3 Status of the Research

A.3.1 Introduction

The time-dependent technique proposed by Moretti and Abbett [1] in the

mid-1960's was the first successful method to solve problems governed by

equations of mixed type. The steady state solution was obtained by

starting with the unsteady equation, and marching the solution along the

time coordinate until convergence was achieved. Nowadays, the

time-dependent method is widely used in computational fluid dynamics for

the solution of the steady state Euler and Navier-Stokes equations [2],

[3], [4].

It is interesting to note that most iterative methods for the solution

of steady state problems can be shown to be equivalent to methods for

solving time-dependent problems of either parabolic or hyperbolic type

[5], [6]. The relaxation factor used in accelerating an iterative method

to obtain the converged solution plays the same role as the time step size

in advancing the transient solution to the steady state solution for a

time-dependent problem. This approach offers several advantages.

For example, the mechanism of an acceleration scheme can be unveiled

and an optimal value of relaxation factor (optimal time step size) could

* be analytically determined. If accurate time evolution is required for

an unsteady problem, the time step size should be small to guarantee both

the stability and the accuracy of the solution. Consequently, very often

a compromise must be made beetween the computer time requirements and the

accuracy of the solution of such computation provided the method is sta-

ble. Since the limitation on the time step size can be analytically de-

termined using the GNLMR method, a satisfactory compromise can be

achieved. If transient behavior is of no interest to us, it is convenient

to interpret the physical time as the artificial time or to reformulate

3-' -- **. . ..

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the governing equations in terms of certain artificial time. Then the

GNLMR method can be applied to determine the optimal value of the time

step size (optimal relaxation factor) to minimize the time steps (number

of iterations) for obtaining the steady state converged solution.

The NLMR method developed by Kennon [7], [8], [9], actually can be

considered as a time-dependent method with variable time step size. The

NLMR method is based on the sequential minimization of the global resi-

dual. A relaxation factor is introduced to minimize the L2 norm of the

residual at each iteration. This iteration-dependent optimal relaxation

factor drives the iterative solutions to convergence. In order to obtain

a smooth convergence history, several options are available to this ac-

celeration procedure. For instance, each three regular smoothing iter-

ations are followed by two accelerated iterations [7]. Marchuk [6] has

proved that under certain conditions, the variational optimization proc-

ess will produce the highest convergence rate for iterative method, and

the norm of the residual will form a monotone decreasing sequence with

iteration. Marchuk [6] also pointed out that the convergence speed of

the minimum residual method can be even further improved by using

single-iteration, two-step minimum residual method.

The main objective of the present study is to extend Marchuk's idea

to generalize the NLMR method using the time-dependent approach and the

single-iteration, multi-step algorithm. The applications of the GNLMR

method are demonstrated by two numerical examples: one dimensional

Burgers' equation and the two dimensional heat conduction equation. Se-

veral interesting problems originating from this method such as inte-

gration by sampling, the concept of grid-dependent relaxation factor, and

the determination of the global minimum are also discussed.

4 ~~

-...

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FIJI . -,A :W 7r .

A.3.2 Theoretical Aspects *1

A.3.2.1 Optimization of the Euler Scheme for Linear Problems

Let us first consider a well-posed linear initial value problem

: Lo- F in S2(1)

0 = on aQ (2)

0= 0 at c 0 (3)

Applying the Euler one-step, time-consistent, explicit scheme, the

finite difference equation of (1) can be written as

t+1 t tt+1 = ' (t - f) (4)

where

I denotes the scheme-dependent difference analog of L,

f is the discrete analog of F and

t denotes the time level.

Most linear stability analyses of the scheme represented by equation

(4) do not consider the effects of boundary conditions, thus resulting

in overly restrictive and even incorrect conclusions. For example, H.

D. Thompson, et al. [10], proved that the cell Reynolds number re-

striction for convection-di ffusion problems derived from linear stability

analysis is a commonly accepted misconception. Moreover, the numerical

experiments performed by S. R. Kennon [7], [8], [9], using the NLMR method

showed that the usual Courant-Friedrichs-Lewy (CFL) number limitation for

both linear and nonlinear problems can be significantly exceeded. It

• I -

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should be pointed out that, although Thompson et al. clarified the mis-

conception of cell Reynolds number limitation for linear -.

convection-diffusion problems, their results did not give the best value

of time step size for accelerating the scheme. The NLMR method provided

a simple analytic way to determine the optimal acceleration factors for

both linear and nonlinear problems. However, the elementary time steps

used for obtaining the corrections still follow the CFL number limitation

concluded from the linear analysis.

Assuming that coding of a'numerical scheme will not cause too much

difficulty, stability, convergence speed (computer time) and accuracy of

the solution are three major factors to be compromised in optimizing the

numerical scheme. We now present an easy and analytic formulation which

allows us to make this compromise effectively.

Let the exact solution of Lo - F = 0 be denoted as 0

Define

t t *(5)

rt ot f (6)

as the error and residual vectors at time level t, respectively. Hence,

the time evolution of both error and residual vectors satisfy the fol-

lowing equations

t et (7)

t+lrt + (£r) (8)

t+r = + AT.*- t (9)

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* - '. ~ .~ ,. - - - - A . .r ' - - i . . . .

Il,

The residual and the error norms at time step t+1 can be expressed as

t+ t ' ) + (AT)2htt (1111r 1tll2 = irt l2 + 2Az(r t , jrt) + (AI)Irt12 (10) Nil

ii 112= = jJ& ll I& 2A ( t ) + (AT),21 t,, 1111 112 + 2,(

Define the rate of convergence r and rate of damping A by

t+1 tr" = -l og( IIrt~ 1/U r II ) (12) pL

A = -log(II&t l I/II tI) (13)

The convergence and stability of scheme (4) requires that both r and A

are greater than zero. However, the Lax equivalence theorem [11] states

that for linear initial value problems , stability is the sufficient and

necessary condition for convergence. Thus, the limitation on AT can be

obtained by solving the inequalities

t (4AT > 0 and llrt+1112 <

1jrt111 (14)

The solution of the above inequalities can easily be obtained as

t t t0 < At < -2(rt, er )/!; r2 (15)

It should be noted that equation (15) addresses only stability and not

the accuracy of the solution. Nevertheless, if time-accurate solution

is required (with a specified accuracy), equation (15) provides the free

choice of AT to meet both stability and the desired accuracy conditions.

On the other hand, if time evolution is not important , AT can be chosen

as large as possible to minimize the number of time steps for obtaining

........................ ...... ............ ........

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7-f S Mo a- *.51 r TV .. . . . . . . TV b- . .

the steady state solution. The optimal value of AT can be determined

by maximizing the convergence rate r and the result is

t t)/ t12(AT) opt = -Cr, Ir )/r (16)

Thus, for steady state solution of equation (1), the optimized scheme

t (17*t+1 + (AT) - f) (17)

will produce the highest rate of convergence. The monotone convergence

behavior of the optimized scheme can be best illustrated pictorially by

figure 9 and figure 10. As for the stopping criteria, the L2 norm or L

norm of the residual at new time level are commonly used in determining

if the steady state solution is obtained. However, by examining equations

(8) and (10), it is interesting to note that AT will approach zero as the

converged solution is achieved. This provides us with a new criteria for

stopping the iterative process.

A.3.2.2 P' 'ti-Step Minimum Residual Method for Linear Problems

The method described in the previous section can be used to optimize

the single-iteration, one step scheme. However, the speed of convergence

of scheme (17) can be improved even further by multi-step algorithm.

Assume that M steps are used to iterate at each time level. Using the

Einstein summation convention where repeated subscripts are summed, the

multi-step algorithm for equation (1) is then defined as follows

8

,"% ••.. . .". .•.•?.% -. •* •.•. - .•. -• - '. . " . . , .. ... . •.-. . . . . .-... - . •-. -". • .. .

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t = +W m6m m 1 M (18)

where5l = tt - f

S M- 1 (19)6m 1(6) m > 1

are the residual vectors at step m, and w are the relaxation factors to

be determined by minimizing the L2 norm of the residual at time level

(t+1). If the previous definitions of error vector and residual vector

are used, the following equations can easily be verified

t tr = (20)

t+l rtr r + wm Z6mm m (21)

=t + m (22)

The L norm of the residual at time level t+1 can be expressed as

2t

I[rt+ij2 = tjrt]2 + 2wm(r m + (tm ' Z6n)wmn , m, n 1 ~ M (23)

In order to get the highest rate of convergence, clearly, wm are the-1

solutions of the following system of linear equations:

=r/am 0 or (rt, Z6 ) + (5 m l 6 )w n 0 (24)

Multiplying equation (24) by wm it follows that

(r Z6m )Wm (Z6m , 6n)mn = 0 (25)

t + (nmn

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I..."l

Subtracting equation (25) from equation (23) and using equation (24) re-

sults in

Ijrt+l 1- l 1rt 2 = (rt, 1r )Wm =- Wm W n)mwn

= (w -Z6 m) 2dSI < 0 (26)OILm (

Thus, the residual norms for the multi-step minimum residual method also

shows a monotone convergence behavior which guarantees the stability of

the iterative scheme and produces the highest rate of its convergence.

A.3.2.3 Optimization of the Euler Scheme for Nonlinear Problems

For clarity, we consider two-dimensional problems and equations in

conservative form only. The extension to the N-dimensional problems and

non-conservative equations is then straightforward.

The conservative form of the governing equations for most engineering

problems can be written as

L NV(O, O y) - F (27)

where

L= a/ax , L2 =a/ay (28)

and NV is the nonlinear differential operator in x coordinates. Using

the Euler one-step, time-consistent, explicit scheme, the finite differ-...,

ence form of equation (27) can be written as

t+1 t vOt' t t0 + A*9. N (t , * ty) . f] (29)VX y

or

10

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r ~ V X y (31)

wh e e d stersda ttm ee

Thrfoe th-eiul ttm eelt1cnb epesda

r t+1 N V 0 t+ 0 t 1 0t+1 (32

+ isa deie ast the reida a tim Xevel t )X+O .4. )rtY T (3

v+1 t (34)

a (Nv/o)r (8+NV/aot )(r )X O /oty(r 35

and the coefiiets) of fihrodrtrsa, 1 l - cnb e

rtrine byd rt Taylorm (34)epnso.Eutin(4 ndctsta

arity~~ yfteoeao v

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If N" is polynomial in its arguments then the Taylor series truncates 2

and becomes exact. Thus, the L2 norm of the residual at time level t+1

can be expressed as

=I Irt 2+ , am )() + (aM an ; m, n >1 (36)

Equation (36) implies that the residual norm at time step t+l is a posi-

tive polynomial (hereinafter called minimizing polynomial [7] or MP) of

the time step size ( to be determined ). Thus, the stability of scheme

(29) will be guaranteed provided that AT is chosen as the optimizer of

the minimizing polynomial (36) such that {rt+l11 is an infimum (global

minimum). However, the determination of the optimizer needs special nu-

merical techniques [14]. The rate of convergence depends on the relative5.'-m

difficulty in finding the optimizer. To reduce this difficulty, the

linearized operator of NV may be applied. If N" is truncated to the first

order of AT (linearized operator), the approximate residual vector is

(r ) = rt + aiAT (37)

Then, the approximate MP is

t+1 2 ., tr I = ,rt + 2(aI , r )AT (a1, al)(AT (38)

The optimizer of the above equation can be easily found. It should be

noted that equations (36) and (38) have the same, but negative slope at

AT 0 Figures 3 and 4 give the best illustration for the effects of

the linearization on the convergence rate.

12

* .- . . . . . . . . . . . . . . . . . . . . . . . . . . .

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A.3.2.4 The Generalized Nonlinear Minimum Residual Method

The GNLMR method actually is the application of the methods described

in the previous sections. Let us consider the problems governed by

equation (27) and assumme that M steps are used at each time level t.

The multi-step algorithm for nonlinear problems is defined as

t+1 t0 0 +W6 +O(w ) ; m 1 M (39)m m m

where repeated indices are summed.

The residual at step m is defined as

2 N nM'U, 0 t tv ) - fI :v x, y (40)

m = [ (3NV/30t)m.l (BNV/aotx)m-l)x ) (+Nv/a.)( gm l)y1 (41) ,,....

The coefficients of the higher order terms of wm can be obtained by

Taylor's series expansion. If only linear terms of wm are retained, the

residual polynomial (RP) at time step t+1 can be expressed by Taylor's

series expansion as

r V Nv x '

= r + I V (3N/30t + w(aNv/)tx )(5m)x (yN /a-t)(" ]"

t1v y 1 t+1 t+.

.. rt + t,,( (aVa~ 5m+(aVa,"':-. 3V/oy ~m~ '

(42)

13. l

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Therefore, the minimizing polynomial (MP) at time step t+1 can be deter-

mined as N

hrt+l = rt1l2 + g(wm) (43)

where g(wm) is a polynomial in wiM, For a highly nonlinear differential

equation, g will be a complicated multi-variable polynomial that depends

on the steps we used and the degree of the nonlinearity of the differen-

tial operator Nv . Thus, a fast and accurate method to determine the op-

timizer of MP is required for the GNLMR method to guarantee the highest

rate of convergence. If the linearized operator of Nv is applied to re-

duce the difficulty of finding the global minimum, the approximate opti-

mizer of (43) can be determined by the method described in Section 2.2

Since the coefficients in the MP are obtained by integrating the res-

iduals over the whole domain, the GNLMR method requires a large amount

of computer storage to save the residuals from each step m. This is also

the common problem for all the conjugate-gradient type methods [12]. For

new generation of supercomputers storage may not cause too much problem

(12]. However, if storage restriction does exist, an integration by

sampling could be considered. Nevertheless, several problems accompany

this idea [13]. Since a statistical sampling procedure can be used to

get the random data for integration, the question of error incurred by

the sampling should be addressed. If the error caused by sampling ap-

proximation can be determined, it should be possible to design an optimal

sampling procedure to minimize the error.

14

........................ .

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.. % d'

The problem of finding the global minimum (infimum) or the global V

maximum (supremum) for a function of several variables is a basic problem0L

in global optimization theory. In the GNLMR method, the optimal relaxa-

tion factors are actually the optimizer of the MP. The relative diffi-

culty to find the optimizer depends on the degree of non-linearity of the -

governing differential equations and the steps we used for the multi-step

algorithm. As pointed out by H. Ratschek and J. Rokne [14], interval

method is the only among all the existing methods that guarantee always

the location of the global extremum with arbitrary accuracy. Since the

interval method is basically iterative, it will require considerable

computer time to get the accurate result for a multi-variable polynomial

of higher order. The highest rate of convergence of GNLMR method will

be guaranteed if the optimizer of MP can be efficiently determined.

Since boundary conditions can be applied exactly in the regions that

are neighboring to the boundary, it is obvious that during the process

of relaxation, the iterative solutions in those region are more accurate

than the regions that are far away from the boundary. This implies that

the relaxation factor should vary from one subregion to another, or even

from point to point since the subregions or points where residuals are

large definitely need more correction.

A.3.3 Numerical Examples

Two numerical test cases are used to demonstrate the applications of

the GNLMR method : one-dimensional Burgers's equation and two-dimensional

heat conduction equation. Both test cases were computed using

non-accelerated method where time step size satisfies the CFL limitation.

15

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In addition, three accelerated computations were performed with M=1, 2,

3 where M is the number of steps used in the multi-step algorithm. It

should be pointed out that when applying the GNLMR method, it is not

necessary to specify the time step to obtain the residuals at each step.

However, in order to compare the relative speed of convergence between

the GNLMR method and the non-accelerated method, a time step size that

satisfies the CFL limitation is used in calculating the residual at each

step for both cases. Moreover, the effect of linearization to the rate

of convergence is investigated by solving both exact and approximate MPs

for M=1 in the case of Burgers's equation. Comparisons are based on the

accuracy of the solution and the actual computer time required.

A.3.3.1 Burgers' Equation

According to the notations defined in the Section 2, the

one-dimensional, viscous Burgers' equation can be written as

wherT = LxN(o, Ox)where,."

N( ) = -o2/2 + vx (44)

and v is the viscosity coefficient. In this example, v = 0.07 is used.

The initial and the boundary conditions are chosen as follows ';-

0(1, T) : 0

* (0, t) = 1 (45) -..

(, 0) 1'

The FTCS scheme is applied to discretize equation (44) as

16

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t+1 =t + AT(_[(oti+1) - (Ot _1)2]/4x +

t t t (46)1+1 - 20 1 + 0 1)/Ax} (6

where i denotes the ith grid point in the total of 41.

The exact RP for M=1 can be expressed as

RP =rt+l rt +aAT + a2(A)2 (47)

where

a a/ax(-otrt + vrt)

a2 = _0.5a/ax(rt)2 (48)

The optimal value of At is chosen as the optimizer of the exact MP

MP = 1rt+ll2 = A0 + AIAT + A2(&?)2 + A3 (kr) 2 + A4 (AT) (49)

where

A0 =jrtII2 , A = 2(rt, a,)

A2 = (a,, a,) + 2(rt, a2) (50)

A3 = 2(ai' a2) A4 = (a2 ' a2 )

If linearized operator of N and M steps are used, the residual polynomial

is truncated up to its first order as

RP rt+l =rt aRPr. m wm

where

a /m /3x[-O t6m + V( m)x] (51)

17

* . - *i*

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and 8m can be determined from equations (40)-(41).

The minimizing polynomial MP is then M.

MP t+1 2 + 2(rt a )W + (a a )W '0n

MP~~ = r I = Imm m n m n

Thus, the optimal relaxations wm can be easily determined by solving the

following system of linear equations.

A w b. Amn n = m

where

Amn (am, an) (52)

tbm = -(r am)

and A is a symmetric matrix of order M.mn

Figure 1 shows the exact steady state solution and the numerical sol-

utions after 100 iterations. It is obvious that the GNLMR method gives

the most accurate results. The computer time costs of 100 iterations for

each case are shown in figure 2. It indicates that the GNLMR method needs

more computer time per iteration. This depends on the number of steps

that were used in the multi-step algorithm and whether a linearized or

exact MP was solved. However, if a desired accuracy is specified, the

GNLMR method needs fewer iterations to achieve the accuracy requirement

as shown in figure 3. Therefore, the overall judgement of the efficiency

of the GNLMR method should be based on the computer time rather than

number of iterations required to obtain a solution with a specified ac-

curacy. Figure 4 does prove the efficiency gained by using the GNLMR

method. The variations of the relaxation factors with respect to time

(or iteration) show that a sudden change in their magnitudes occurred just

before converged solution is reached as shown in figures 5, 6 and 7. It

is interesting to note that all the relaxation factors reduce to zero as

18

Page 24: OPTINUN ACCELERATION FACTORS FOR ITERATIVE …The University of Texas at Austin B Austin, Texas 78712 - 1085 December 30, 1985 ... for the numerical solution of differential systems

converged solution is obtained. Since the relaxation factor is equivalent

to the time step size in our formulations, this phenomena can be inter- 6L

preted as that the time marching will stop once the steady state solution

is obtained. This provides an alternative criteria for stopping the it- Serative process in the GNLMR method.

It must be mentioned that according to figures 3 and 4, both the rate

of convergence and smoothness of convergence of the NLMR method can be

improved even further by the multi-step algorithm. Moreover, figures 3

and 4 show a peculiarity that during the first few tens of iterations

solution converges very slowly and then suddenly accelerate to its maximum

rate. The converged solution is then reached almost immediately following

the maximum rate interval. This behavior is entirely different for linear

problems as mentioned by Marchuk [6]. For a positive definite matrix (a

linear operator), the convergence rate during the initial iterations is

much higher than the asymptotic rate of convergence if the method of

minimum residual is applied. Hence, in practice it is not necessary to

solve the exact MP for a nonlinear problem; the linearized MP can be used

and still guarantee a high rate of convergence as shown in figures 2, 3

and 4.

A.3.3.2 The Heat Conduction Equation

The unsteady heat conduction equation is given by

3 =/a- LO , L = a(a2/ax2 + a2/ay2 ) (53)

where a is the thermal diffusivity.

19

~~~~~~~~~~~~~........ .,..,.................-. ..... ........ ...... :-. ...-.. .... . . -.....'# -' .<.-' 4..' '.':._

".-'.: S . " ":... . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

- '. . . . . .... .., -.- ,-.Z ="=w

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47 •-

A rectangular uniform grid having 21x21 grid points was used for this b4.

example. The initial and boundary conditions are as follows

O(x, y, 0) = 100

0(0, y, T) = 100*COS(2ty/H) , o(W, y, r) 100 (54)

r(x, 0, T) = 100 , (x, H, ) = 100

Applying FTCS scheme, eq uation (53) discretizes into

¢t+l = t +~ t

where

t t t +t )&Xr =[(O i+l,j 2o, + -lj

(¢t 2 ,t , At )/Ay2 + (55)i,j+l ,j + ¢i

Here ij denote the grid point at (iAx, jAy)

The residual polynomial is given by equation (21) as

t+1 rt "-"r =- + m~m -.

The minimizing polynomial is given by equation (23) as

MP = !rt+ll2 - IrtIlz + 2(rt, 9 m )wm + (Z6 m' En)wm n

The optimal relaxation factors wM are the solution of the following linear

* system of equations.

A ~bi"Amn n bm

where

Amn m "6 n((56) -

bm - (r m"m -m

I220 -

Page 26: OPTINUN ACCELERATION FACTORS FOR ITERATIVE …The University of Texas at Austin B Austin, Texas 78712 - 1085 December 30, 1985 ... for the numerical solution of differential systems

and Amn is a symmetric matrix of order M.

The numerical results are summarized by figures 8 to 13. As indicated, .'

in figure 8, the computer time required per iteration for the GNLMR method ,,-.

is longer than for the non-accelerated method. However, figure 9 shows

that if the maximum number of iterations is limited to 80, the accuracy

that can be obtained by the GNLMR method is better than that of the ..-

non-accelerated method. If a fixed computer time is specified, figure

10 clearly shows that the GNLMR method will produce the best solution.

Figures 11 to 13 show the variations of the optimal relaxation factors

versus number of iterations. Figures 9 and 10 confirm that using the

multi-step algorithm improves both the smoothness and the rate of con-

vergence for the NLMR method. If the GNLMR method is applied to a linear

problem, it is interesting to note that the rate of convergence during

the initial few iterations is much higher than the asymptotic rate of

convergence as indicated by figures 9 and 10.

It should be pointed out that the linear version of the GNLMR method

is similar to the generalized minimum residual GMRES method developed by

Saad and Schultz [15] to solve non-symmetric linear systems of equations.

This method was recently modified by Wigton et. al. [12] to solve

non-linear problems in gas dynamics using Newton's iteration method.

Since Gram-Schmidt orthogonalization procedures are applied to

orthogonalize the search directions at each iteration in the GMRES method,

this method demands a large number of arithmetic operations and a large

computer memory. Moreover, as pointed out by Marchuk [6], the implemen-

tation of the orthogonalization algorithm with respect to high-order ma-

trices usually results after a few tens of iterations in a numerical

instability because of nonlinearity. This implies that the maximum number

Page 27: OPTINUN ACCELERATION FACTORS FOR ITERATIVE …The University of Texas at Austin B Austin, Texas 78712 - 1085 December 30, 1985 ... for the numerical solution of differential systems

J-

of steps which can be used in one iteration for the multi-step algorithm

is practically limited to a moderate finite number. W

A.3.4 Conclusion Remarks

The GNLMR method and its applications were presented. The accelerating 'I

mechanism and the monotone convergence behavior of the GNLMR method has

been proved by theoretical studies and the numerical experiments. It was

K found that both the rate and ;the smoothness of convergence of the NLMR

* method can be improved even further by the optimized multi-step algorithm.

Both numerical test cases confirmed that all the optimal relaxation fac-

tors vanish as converged solution is achieved thus providing a new stop-

ping criteria for the iterative process. The numerical results also

proved that linearization of a nonlinear operator in the GNLMR method

reduces the problems of determining the optimizer of the MP. This

linearization still guarantees a high rate of convergence. Hence, the

GNLMR method can be simplified in practical problems when iteratively

* solving nonlinear partial differential equations.

22

Tesn-a

.- ~ ~ m c a n s a n d -t h e m o n o t o ne.' c o n v e r g e n c e b e ha"v i or. -o f"". " " ." " "t he', -' "- ,' ,' ', -"• '. -' " .' -" . " / ,"N L-M °R m e t h o d" " h a s • ' -'

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- .. 5

A.3.5 References ,5

1. Moretti, G. and M. Abbett, "A Time-Dependent Computational Method for

Blunt Body Flows", AIAA J. Vol. 4, No. 12, 1966, pp. 2136-2141.

2. Ni, Ron-Ho, "A Multiple-Grid Scheme for Solving the Euler Equations", OF,.

AIAA J. vol. 20, NO. 11, 1981, pp. 1565-1571.

3. MacCormack, R. W., "Current Status of Numerical Solutions of the

Navier-Stokes Equations", AIAA Paper 85-0032, January 1985.

4. Shang, J. S. and Scherr, S. J., "Navier-Stokes Solution of the Flows

Field Around a Complete Aircraft", AIAA Paper 85-1509, July 1985.

5. Garabedian, P. R., "Estimation of the Relaxation Factor for Small Mesh

Size", Mathematical Tables and Other Aids to Computation, Vol. 10,

1956.

6. Marchuk, G. I., Method of Numerical Mathematics, 2nd ed.,

Spring-Verlog, New York, 1982.

7. Kennon, S. R., Novel AoDroaches to Grid Generation, Inverse Design

and Acceleration of Iterative Schemes Master Thesis, Department of

Aerospace Engineering and Engineering Mechanics, The University of

Texas at Austin, 1984.

8. Kennon, S. R., "Optimal Acceleration Factors for Iterative Solution

of Linear and Nonlinear Differential Systems", AIAA Paper 85-0162,

January 1985.

9. Kennon, S. R., "Optimal Acceleration Factors for Iterative Solution

of Linear and Nonlinear Differential Systems", Computer Methods in

Applied Mechanics and Engineering, 47 (1984) 357-367, North-Holland.

10. Thompson, H. Doyle, Webb, B. W. and Hoffman, J. D., "The Cell Reynolds

Number Myth", International Journal for Numerical Methods in Fluids,

Vol. 5, 305-310 (1985).

23 -,- - ..,

Page 29: OPTINUN ACCELERATION FACTORS FOR ITERATIVE …The University of Texas at Austin B Austin, Texas 78712 - 1085 December 30, 1985 ... for the numerical solution of differential systems

IpV :7 -q: •.

p &1-K T 7

11. Richtmyer, R. D. and Morton, K. W., Difference Methods for

Initial-Value Problems , 2nd ed., Interscience Publishers, New York,

1967.

12. Wigton, L. B., Yu, N. J. and Young, 0. P., "GMRES Acceleration of

Computayional Fluid Dynamics Codes", AIAA Paper 85-1494, July 1985.

13. Davis, P. F. and Rabinowitz, P., Methods of Numerical Integration.

2nd ed., Academic Press, Inc. 1984.

14. Ratschek, H. and Rokne, J., Computer Methods for the Range of Func-

tions, Ellis Horwood Ltd.7, England, 1984.

15. Saad, Y and Schultz, M. H., "GMRES: A Generalized Minimal Residual

Algorithm for Solving Nonsymmetric Linear Systems", Research Report

YALEU/DCS/RR-254, August 24, 1983.

-. ,

Ole

24

24 .II

•~~~~ . . ... . . . ~ .. . . . ..••... . .o - -°• , ° , -°. . ~Oo. . . . '. '. •. °, , • •

Page 30: OPTINUN ACCELERATION FACTORS FOR ITERATIVE …The University of Texas at Austin B Austin, Texas 78712 - 1085 December 30, 1985 ... for the numerical solution of differential systems

77 2. ., -. - * * . -

SOLUTIONS OF BURGERS EQUATION

1.0000-

0. 8000-

0.8000-

* 0.4000-

- - .:ONE OMEGA. EXACT MP

0. 2000 -- THREE OMEGAS. LINEAR APPROX.0.2000___

.: TVV OMEGAS. LINEAR APPROX.- -- -- :ONE OMEGA. LINEAR APPROX.

----------------------: NO ACCELERATION 6

__________EXACT SOLUTION

0. 0000

0.0000 0.2000 0.4000 0.5000 0.8000 1.0000X-COORDINATE

Figure 1. Exact and Numerical Solutions of Burgers's Equation

25

Page 31: OPTINUN ACCELERATION FACTORS FOR ITERATIVE …The University of Texas at Austin B Austin, Texas 78712 - 1085 December 30, 1985 ... for the numerical solution of differential systems

La,- 17% -. W- V% aw vwI. -

CPU TIME VS. NO. OF ITER.. BURGERS EQUATION

100 I.

20so--..:TREOGS LNA PRX

'z: / XCTW~~..

ON0MCS INA PRX

OEOMEGA. LIEXAT PPR

:NO ACCELERATION

0 -I

0.00 0.3000 0.6000 0.9000 1.2000 1.5000CPU TIME (SEC)

Figure 2. Computer Time Versus Number of Iterations

. . 26

Page 32: OPTINUN ACCELERATION FACTORS FOR ITERATIVE …The University of Texas at Austin B Austin, Texas 78712 - 1085 December 30, 1985 ... for the numerical solution of differential systems

~l~iw-u..-..F*7~i~vi '.-w-g.vGw 0( R ESNOyv R. i- ) . V .~ ITE.4 BUR ER EOb .. U AIWEI OU -

LO~lOCESNOR 0 VSCCELER.AT BRGRSEQATO

+O.OOOOOE+OO -_-_- -_-_ - -_-_

~~~~~~- - - - - - - - -THE -SGS L-ERAPRX

* ~ -4. 400OOE-0OIz

-8. 80000E-O1 I

-iiOO+O 0 20 40 60 8010

NUMBER OF ITERATION

Figure 3. Number of Iteration Versus the Residual Norm

27

Page 33: OPTINUN ACCELERATION FACTORS FOR ITERATIVE …The University of Texas at Austin B Austin, Texas 78712 - 1085 December 30, 1985 ... for the numerical solution of differential systems

CPU TIME VS. LOGIO(RESNORM) *BURGERS EQUATION

+0.OOOOE+O _________ONE OMEGA. EXACT MP

- -- -- -- -THREE OMEGAS. LINEAR APPROX.

- :TWO OMEGAS. LINEAR APPROX.

ONE OMEGA. LINEAR APPROX.

-2.~~~~ 00EO------- -- --- NO ACCELERATION

~-4o 400OOE-0 1zU)

0-8.BOOOOE-O1

-10.OOEO 0000 0.3000 0.6000 0.9000 1.2000 1.5OOCCPU TIME (SEC)

Figure 4. Computer Time Versus the Residual Norm

28

Page 34: OPTINUN ACCELERATION FACTORS FOR ITERATIVE …The University of Texas at Austin B Austin, Texas 78712 - 1085 December 30, 1985 ... for the numerical solution of differential systems

WI VS N(ITER). BURGERS EQUATION

+6.80000E+01--------- ONE OMEGA. EXACT MP.. :ONE OMEGA, LINEAR APPROX.

0

b-+5. 10000E+01 j

-1.70000E+01 j

22

Page 35: OPTINUN ACCELERATION FACTORS FOR ITERATIVE …The University of Texas at Austin B Austin, Texas 78712 - 1085 December 30, 1985 ... for the numerical solution of differential systems

16

W1.W2 VS N(ITER .BURGERS EQUATION

--------------------:SECOND OMEGA. LINEAR AIPPROX.+4.4000E41 ________ :FIRST OMEGA. LINEAR AIPROX.

i+3. 30OOOE+0 1

z

0

!+2. 00000E+001

0 2040so8010

NUBR FIERTO

Fiue6 ubro teainVru pialRlxto atr

23

Page 36: OPTINUN ACCELERATION FACTORS FOR ITERATIVE …The University of Texas at Austin B Austin, Texas 78712 - 1085 December 30, 1985 ... for the numerical solution of differential systems

W1. V&. W5 VS H(ITER). BURGERS EQUATION .

+'3.OOOOOE+O1 1 '11THIRD OMEGA. LINEAR APPROX.

- - - - - -:SECOND OMEGA. LINEAR APPROX.

: FIRST OMEGA. LINEAR APPROX.

+2. 25000E+01

+1 %500E0

-L7.~~ 50.h-W

+O.OOOOOE+0O

-7.50000E+00

0 20 40 60 80 100NUMBER OF ITERATION

Figure 7. Number of Iteration Versus Optimal Relaxation Factors

r

31

............ **S*. ~ S *7

Page 37: OPTINUN ACCELERATION FACTORS FOR ITERATIVE …The University of Texas at Austin B Austin, Texas 78712 - 1085 December 30, 1985 ... for the numerical solution of differential systems

Wig '1 V.''P 'P.' ~~- . 'rv r . P 7' " -.P TWr r. - P - A 'p -P .~ rjw -w 'I .V '. ~ m . W

CPU TIME VS. NO. OF ITER.,USS HEAT EQUATION80I I I

64- ' 1/I I //I I /

LLI

SI , / /

< 4-I ' / /1,,I / /I.-

o4.

; ,. 32- JIN/

16- / - -- TEO M USED

/ TR OMEGAS USED

Ji,//' "ONE OMEGA USED

NO ACCELERATION

0II III

0.0000 2.7000 5.4000 8. 1000 10.8000 13.5000CPU TIME (SEC)

Figure 8. Computer Time Versus Number of Iterations

32

• . , ,. . . . .. . .. . .. , . . . - . , . . . . . . . -. . . . . . . . . . . - ,, -- . . . .. .. - . . , ,. , ,,

Page 38: OPTINUN ACCELERATION FACTORS FOR ITERATIVE …The University of Texas at Austin B Austin, Texas 78712 - 1085 December 30, 1985 ... for the numerical solution of differential systems

,-. - W N V

LOG1O(RESNORM) VS. ITER. *USS HEAT EQUATION

- -- -- - THREE OMEGAS USED+4. OOOOOE+OO- -T0CEASUE

I __________ :ONE OMEGA USED

I .............. ~:NO ACCELERATION

+3.60000E+00

0

~+3. 20000E+00

+2. 40000E+00

0 16 32 48 64 80NUMBER OF ITERATION

Figure 9. Number of Iteration Versus the Residual Norm

33

Page 39: OPTINUN ACCELERATION FACTORS FOR ITERATIVE …The University of Texas at Austin B Austin, Texas 78712 - 1085 December 30, 1985 ... for the numerical solution of differential systems

CPU TIME VS. LOGIO(RESNORM) . USS HEAT EQUATION

i *I I i i I i

6- THREE OMEGAS USED+4.OOOOOE+O0

: TWO OMEGAS USED

: ONE OMEGA USED

: NO ACCELERATION

+3. 60000E+O0

w +3.2000E+00O

+2.80000E+00O

+2. 40000E+00O

0.0000 2. 7000 5. 4000 8. 1000 10. 8000 13.5000CPU TIME (SEC)

Figure 10. Computer rime Versus the Residual Norm

34

.1''

Page 40: OPTINUN ACCELERATION FACTORS FOR ITERATIVE …The University of Texas at Austin B Austin, Texas 78712 - 1085 December 30, 1985 ... for the numerical solution of differential systems

W1 VS N(ITER), USS HEAT EQUATIONII I I II

+4.O0000E+O11

+3.20000E+010

.'-

0

Ii.

-+2. 40000E+O1

• 1 000--1 -.

K ~ +.BOOOOE+00

I-

. +8. O0000E+O0O - ....

*+o. OooooE+O- k .II I I I .*:

0 16 32 48 64 so

NUMBER OF ITERATION

Figure 11. Number of Iteration Versus Optimal Relaxation Factor(wl)

35

Page 41: OPTINUN ACCELERATION FACTORS FOR ITERATIVE …The University of Texas at Austin B Austin, Texas 78712 - 1085 December 30, 1985 ... for the numerical solution of differential systems

W1.W2 VS N(ITER).USS HEAT EQUATIONI I I I

+4.60000E+01__ _ SECOND OMEA

- -:- - - FIRST OMEGA

* 0

i ~ +3. 45000E+O 1* bz

0

.+2. 30000E+O 1

(+1. 15000E+01

+O.OOOOOE+OO !

I II It

0 16 32 48 64 80NUMBER OF ITERATION

Figure 12. Number of Iteration Versus Optimal Relaxation Factors

36

.

""S 5** "*

Page 42: OPTINUN ACCELERATION FACTORS FOR ITERATIVE …The University of Texas at Austin B Austin, Texas 78712 - 1085 December 30, 1985 ... for the numerical solution of differential systems

WI W2.W3 VS N(ITER).USS HEAT EQUATIONI I Ii

+5.20000E+01

THIRD OMEGA

...... : SECOND OMEGA

+3.90000E+01 - - FIRST OMEGA

0

I&.

z +2. 60000E+O10

+1. 30000E+0 1.-

0- j0

+0. O0000E+O0 ..

+-1.30000E+01

-I-II III

"'0 16 32 48 64 so

NUMBER OF ITERATIrON

Figure 13. Number of Iteration Versus Optimal Relaxation Factors

37

.: ;. ;.:: ' . .: .:: :: : :.' .> . :.:-. :-.': -:-:..-:-:-:::-# : .-- -..-- -I: .".:- -- .-.: ---" -'-

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A.4 List of Publications

1. Kennon, S. R. and Dulikravich , G. S., "Optimal Acceleration Factors

for Iterative Solution of Linear and Nonlinear Differential Systems",

Computer Methods in Applied Mechanics and Engineering, 47, (1984),

pp. 357-367.

2. Kennon, S. R., "Optimal Acceleration Factors for Iterative Solution

of Linear and Nonlinear Differential Systems", AIAA Paper 85-0162,

January 1985.

3. Kennon, S. R., Jespersen, D. C. and Dulikravich, G. S., "Direct Sol-

ution of Polynomial Systems of Equations with Applications to Euler

Equations", AIAA Paper 86-0554, January 1986.

4. Huang, C. Y., Kennon, S. R. and Dulikravich, G. S., "Generalized

Non-Linear Minimal Residual (GNLMR) Method for Iterative Algorithms",

submitted to the Journal of Computational and Applied Mathematics.

A.5 List of Professional Personnel

Dr. George S. Dulikravich --- Assistant Professor, ASE/EM Department

Stephen R. Kennon --- Ph.D Candidate in ASE/EM Department

Chung-Yuan Huang --- Ph.D Candidate in ASE/EM Department

A.6 Interactions (Coupling Activities)

Papers presented at technical meetings

1. "Optimal Acceleration Factors for Iterative Solution of Linear and

Non-Linear Differential Systems" by S. R. Kennon has been presented

at the AIAA 23rd Aerospace Sciences Meeting, Reno, Nevada, January

14-17, 1985.

38

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2. "Direct Solution of Polynomial Systems of Equations With Applications

to Euler Equations", will be presented by S. R. Kennon at AIAA 24th

Aerospace S-iences Meeting, Reno, Nevada, January 6-9, 1986.

Consultative and Advisory Functions

Dr. G. S. Dulikravich delivered the following invited lectures that in-

cluded the optimal acceleration factor theory

-- Mech. Eng. Dept., U. of California, Davis, CA, Jan. 1985.

-- Mech. Eng. Dept., Rice Univ., Houston, TX, Jan. 1985.

-- General Electric Co., Evandale, OH, April 1985.

-- Aerospace Eng. Dept., U. of Texas, Arlington, TX, May 1985.

-- Mech. Eng. Dept., Old Dominion Univ., Norfolk, VA, May 195.

-- Allison Gas Turbines, Indianapolis, IN, July 1985. c..

-- Mech. Eng. Dept., U. of Texas, Austin, TX, Oct. 1985.

-- Aerospace Eng. Dept., Pennsylvania State U., Univ. Park, PA, Nov.

1985.

-- Mech. Eng. and Material Sciences Dept., Duke U., Durham, NC, Dec.

1985.

Mr. S. R. Kennon delivered the following invited lectures that included

the optimal acceleration factor theory

-- Dept. of Mathematics, U. of Texas, Austin, TX, March 1985.

-- Computational Fluid Dynamics Branch, NASA Ames Research Center,

Field, CA, August 1985.

-- Computational Aerodynamics Branch, Lockheed - California Co.,

Burbank, CA, August 1985.

39.~ L.& *~ .*..A- i

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A mini-grant was obtained from the Computational Fluid Dynamics

Branch at NASA Ames Research Center ( $7,000 + 5 hours of CRAY X-MP com-

puter time ) that gave an opportunity to Mr. S. R. Kennon to visit there

last summer for six weeks and to develop the basic algorithm for his IIIlatest AIAA paper on polynomial systems of equations for fast iterative

algorithms.

A.7 New Discoveries, Inventions or Patent Disclosures

No contribution.

A.8 Additional Information for Evaluation of the Progress

Work in progress is oriented towards accelerating implicit iterative

methods for the Euler and Navier-Stokes equations of gasdynamics. Future

work will include (a) accelerating the solution of the Euler anda L I

Navier-Stokes equations and (b) further exploitation of the polynomial

properties of the Euler and Navier-Stokes equations by applying classical

algebraic polynomial elimination theory.

The immediate task is an application of the generalized non-linear

minimal residual method to the finite-volume Runge-Kutta time-stepping

scheme of Jameson. This scheme uses multiple time steps that are pres-

ently limited by the linear stability analysis. It is expected that our

method of multiple optimal acceleration factors can accelerate this pop-

ular scheme and enhance its stability.

* 1

40--F C

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f - .

B. Report of the Group Headed by Dr. D.M. Young, Jr.

B.1 Abstract

A composite adaptive procedure, based on the use of variational

techniques, has been developed for the automatic determination of split-

ting parameters for accelerated iterative procedures. Examples include

the symmetric SOR method and the shifted incomplete Cholesky method, each

with conjugate gradient acceleration.

B.2 Research Objectives and the Statement of Work

Mr. Mai, working with Professor Young, has been developing and

* testing "composite" adaptive procedures for speeding up the convergence

of certain iterative algorithms for solving large sparse linear systems

of the type arising in the numerical solution of partial differential

equations. The Iterative algorithms considered include a basic iterative

method combined with the acceleration procedure, such as Chebyshev ac-

celeration or conjugate gradient acceleration. The effective applicationi .

of these algorithms may require the choice of "splitting parameters" as-

sociated with the acceleration procedure.

In the past these parameters have been determined adaptively, but

the determination of the splitting parameters has been done separately

from the determination of the acceleration parameters. A "composite"

adaptive procedure is designed to determine both sets of parameters si-

multaneously. The procedures used are based on the application of certain

variational principles combined with the solution of certain nonlinear

optimization problems. Preliminary testing has been done on generalized

conjugate gradient acceleration procedures applied to the symmetric suc-

41.... ,-..-

* h''.- . . . . . . .. % -"

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B.6 Interactions (Coupling Activities)

It is planned to describe the work in a paper to be presented at the

International Conference on Vector and Parallel Computing, Leon, Norway,

June 2-6, 1986.

B.7 New Discoveries, Inventions and Patent Disclosures

No contribution

B.8 Additional Information for Evaluation of the Progress

No contribution

4.

'

.-4.

43I

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SURITV C..ASSIFICATION OF TNIS PAGE

REPORT DOCUMEN0TATION PAGEIS REPORT SECURITV CLASSIFICATION lei. RESTRICTIVE MARKINGS

TYSS:FIED "

2&. SECURITY CLASSIFICATION AUTHIORITY 3. OISTRI BUT IONIA VA ILASI LITY Olt REPORT

Approved for public release; d S r _4 bu c n2b. DECLASSIF ICATION/OOWkGRAOING SCH.EDULE u n I i ni te d

&. PERFORMING ORGANIZATION REFPORIT NUM9ERISI S. MONITORING ORGANIZATION REPORT NUMBERIS)V

AFOSR-J'R. 86-0221Se. NAME OF PERFORMING ORGANIZATION a. OFFICE SYMBOL 7. NAME OF MONITORING ORGANIZATION

The University of Texas t(phb, Air Force Office of Scientific Research* at Austin

S.ADDRESS (City. Stage and ZIP Cade, 7b. ADDRESS WCaty. Sswur and ZIP Cada,Dept. of Aerospace Eng. & Eng. Mechanics Directorate of Mathematical & InformnationThe University of Texas at Austin Sciences, Bolling AFE DC 20332Austin. Texas 78712-1085

SBa. NAME OF FUNDING/SPONSORING Ob. OFFICE SYMBOL 9. PROCUREMENT INSTRUMENT IDENTIFICATION NUMBERORGANIZATiON Oif applied"l)

AFOSR NSb. ADDRIESS (City. SISMe .td ZIP Cede) 10. SOURCE Of FUNDING MOB.

*Boiling AFB DC 20332 a LENT NO. No. NO.NO

111. TITLE (Ilde~a Securty CifiwieftnOPTIMUM ACCELERATION FACTORS FOR ITERATIVE SOLUTIONS OF LINEAR AND NON-LINEAR SYSTEMS12. PERSONAL AUTHORIS)

Dr. George S. Dulikravichl~a, TYPE OF REPORT 13b6 TIME COVE RED 14. DATE OF REPORT (Yr.. N.,.Dayj It. PAGE COUNT

*Final FROM 12/1/84 TO 198C S .3 0319. SUPPLEMENTARY NOTATION u =

17 COSATI CODES IS. SUBJECT TERMS (Continue on iwwerse of necewmry and identify by blocit nmberpFIELD0 CROUP SUB. GO

19.I ABSTRACT CG A generalized non-linear minimal residual (GNLMR) method based on

the time-dependent approach and multi-step algorithm has been developedgto accelerate iterative methods for Solving linear and non-linear prob-

lemis. Both theoretical studies and numerical experiments show the

monotone convergence behavior of the GNLMR method. It is found that the

rate of convergence and the smoothness of convergence for iterativemethods can be improved by the optimized multi-step algorithm.

20. DISTRIBUI10V.AVAILABILITY OF ABSTRACT 21. ABSTRACT SECUJRITY CLASSIFICATION

UNtCLASSIFIIL.. -.,.IMITED ZSAME AS PIPT Z.. OTIC USERS C3 UN'L. IZD

l.0111411 0AM OF SPONSISLE INDIVIDUAL. 22b. TELEPHONE NUMBER 22c. OFFICE SYMBOL

Captain John P. Thomas 122'7752 l*: D0 FOM 1473, 83 APR EDI0ON O 1 JAN 73 IS 0O3ITE.TTWATF!

:Z..P Y Z..ASS FCAT ION Of THIS1 PAG

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