19960029105

NASA-CR-201066
Research
Aerodynamic
Institute
for Advanced
Computer
Science
NASA Ames Research Center
Shape Optimization
Control Theory
Using
j.-
James
RIACS
Published
Technical
Reuther
Report
as Ph.D. Dissertation,
96.09
University
May 1996
of California
Davis CA 95616, April 1996.
Davis,
Aerodynamic
Shape Optimization
Control Theory
James
Using
Reuther
The Research Institute of Advanced Computer Science is operated by Universities

Space Research
Association,
The American City Building, Suite 212, Columbia, MD 21044, (410) 730-2656
Work reported herein was sponsored by NASA

Space Research Association (USRA).
under contract
NAS 2-13721
between
NASA
and the Universities
Aerodynamic
Shape
Optimization
Using
Control
Theory
By
James
John
Reuther
B.S. (University
of California,
Davis)
1989
M.S. (University
of California,
Davis)
1991
DISSERTATION
Submitted
in partial
satisfaction
DOCTOR
of the
requirements
for the
OF PHILOSOPHY
in
Engineering
in the
OFFICE
OF GRADUATE
STUDIES
of the
UNIVERSITY
OF CALIFORNIA
DAVIS
Approved:
v0
Committee
in Charge
1996
degree
of
Copyright
1996
by James
All Rights
Reserved
John
Reuther
Abstract
Aerodynamic
highly
shape
nonlinear
emergence
design
has
flow physics
predictions
worthwhile
analysis
of the
is used
the
two
necessary
the
numerical
toward
a minimum.
fitted
meshes
perturbation
design
variables.
and
can
constraints.
distribution
for each
method
lifting
airfoils
with
possible
by viscous
its
the
to make
effects.
for flow analysis
new
It is thus
to the treatment
and
shape
and
methods
illustrating
operating
are
drag
the
In each
control
design
points
are
including
to allow
minimization.
its practicality
and
at both subsonic
iii
and
both
Several
efficiency.
transonic
inverse
design
These
form
of which
method
provides
uses
more
a quasi-
objective
function
to modify
process.
Both
explored
and
Hicks-
robust,
aerodynamic
design
to a target
are presented
include
conditions.
body
as suitable
and
cases
the
theory
much
efficient
geometric
Flow
control
technique
to be computationally
chosen
equations
is developed
the
existing
techniques.
an aerodynamic
method
design
combine
optimal
solution
Each
during
B-spline
case,
optimization
to drive
changes
Euler
the
differencing.
prove
airfoil
wave
and
grid perturbation
which
optimization
to a numerical
algorithm
functions
numerical
equations,
finite
for practical
Objective
due
However,
become
are developed
methods.
information
functions
The
and
differential
An analytic
pressure
and
adjoint
optimization
be used
methods
flow equation
design
to accommodate
Henne
it has
dominated
methods
theory,
by conventional
Newton
challenge
complexity.
(CFD)
not
of CFD
potential
respective
gradient
then
are
design
control
for the
to derive
efficiently
shape
optimal
methods
which
scientific
design.
Two new aerodynamic

CFD technology,
geometric
Dynamics
the extension
shape
as a difficult
daunting
Fluid
of flows
to explore
of aerodynamic
basis
and
of Computational
accurate
long persisted
non-lifting
Contents
Abstract
iii
Contents
iv
viii
Acknowledgments
List
of Figures
List
of Tables
x
xi
Nomenclature
xii
English
Symbols
....................................
Greek Symbols .....................................
1
xii
xvii
1
Introduction
1.1
Problem
1.1.1
1.1.2
1.2
1.3
Group1
..................................
Group 2 ..................................
Developments
1.2.1
Inverse
1.2.2
Inverse
2
3
in Aerodynamic
Design
....................
surface
methods
........................
field methods
..........................
1.2.3
Numerical
optimization
methods
Alternative
Methods
..............................
1.3.1
1.3.2
1.4
1.5
1.6
1.7
Statement
...............................
4
6
9
...................
12
13
Genetic algorithms
...........................
Automatic
differentiation
.......................
13
14
Control Theory Approach

...........................
Continuous
vs. Discrete
Sensitivity
Analysis
................
Other Applications
of Control Theory in Aerodynamics
Goals for this Research
.............................
Mathematical
Models
for Flow
Governing
Conservation
Equations
2.1.1
The thermodynamic
state
2.2
The Euler
2.3
2.4
The Potential
Flow Equations
..........................
Potential
Flow Solution
Methodology
....................
Finite volume formulation
.......................
2.4.1
Equations
2.4.2
Mixed
2.4.3
Artificial
Iteration
2.4.4
2.4.5
2.4.6
type
Boundary
25
26
......................
.......................
27
..............................
equations
dissipation
scheme
Convergence
25
Physics
2.1
and
...........................
............................
acceleration
conditions
discontinuities
.......................
..........................
iv
..........
14
19
22
23
28
28
..............
29
33
34
37
38
40
Contents
2.5
Euler
2.5.1
Solution
Methodology
..........................
Finite volume formulation
.......................
2.5.2
2.5.3
..............................
45
2.5.4
Artificial
dissipation
..........................
Convergence
acceleration
.......................
50
52
2.5.5
Boundary
56
Numerical
conditions
Optimization
..........................
Methods
59
3.1
General
Unconstrained
3.2
3.3
3.4
Steepest
Conjugate
Newton's
Descent
Gradient
Method
3.5
Quasi-Newton
Method
.............................
73
3.6
3.7
Line Search
Alternative
Algorithm
Strategies
.............................
.............................
79
81
3.7.1
Finite
3.7.2
Adjoint-based
3.7.3
Limited
Gradient-Based
Algorithm
............
61
................................
...............................
................................
difference
based
gradients
gradients
memory
62
64
71
...................
81
........................
quasi-Newton
82
methods
..............
83
86
Control
Theory
Applied
to the Potential
Flow Equation
4.1
Potential
Flow Equations
...........................
4.2
Cost Function
for the Inverse
Problem
....................
4.3
Variations
of the Governing
Equation
....................
4.4
Decomposition
of the Variational
Potential
.................
4.5 Variation
of the Perturbation
Potential
...................
4.6
Variation
of the Circulation
4.7
Variation
The Kutta
of the Uniform
Flow Potential
Condition
..............................
4.8
4.9
4.10
4.11
4.12
4.13
Time-stepping
42
42
Algorithm
Discontinuities
89
90
91
92
....................
..................
93
94
................................
96
..................................
96
Implicit
Smoothing
...............................
Shock Wave Unweighting
...........................
Other Cost Functions
..............................
98
99
100
4.13.1
4.13.2
101
103
Control
5.1
5.2
Outline
Potential
86
87
Drag
...................................
Combined
cost functions
Theory
Applied
to the
........................
Euler
Equations
The Euler Equations

..............................
Cost Function
for the Inverse Problem
5.2.1
Non-uniqueness
5.2.2
Variation
of the design
106
107
....................
process
of the cost function
105
................
for the inverse
problem
.......
109
5.3
5.4
Variations
of the Governing
Equations
The Adjoint Variable
..............................
5.5
5.6
Boundary
Algorithm
5.7
5.8
Discontinuities
..................................
Other Cost Functions
..............................
114
114
5.8.1
114
Conditions
and the Adjoint
Outline
................................
Drag
...................................
....................
108
Equation
110
110
..............
111
113
Contents
5.9
6
Grid Perturbations
6.1
Grid Perturbation
6.2
6.3
6.4
6.5
6.6
5.8.2
Lift over drag
Second Order Design
Equations
and Design
Variables
Method
...........................
118
118
Equation
.........
Development
Final Design
of Grid Variations
Algorithm
Using
.........
...........
Design
6.6.1
6.6.2
Variables
Mesh points
Hicks-Henne
6.6.3
B-spline
for the Euler Equations

the Euler Formulation
................................
as design variables
functions
as design
control
Discretization
points
and
as design
Solution
132
.............
Procedures
136
Convergence
Discretization
7.6
7.7
Dissipation
Used
Iteration
Scheme
7.8
Equation
Boundary
Acceleration
of the Potential
Flow Adjoint
of the Euler Adjoint Equation
................
for the Euler Adjoint Equation
and Convergence
Acceleration
.....................................
Condition
Discretization
for Euler
Equation
..............
for the
Adjoint
136
137
139
....
140
140
143
Euler
Equations
Adjoint
145
145
.....
Boundary
condition Type 1 .......................
Boundary
condition Type 2 .......................
Boundary
condition
_/pe 3 .......................
Far field boundary
condition
.....................
for Potential
Flow
Design
146
148
149
154
Method
155
Convergence
...................................
Gradient Accuracy
...............................
Test Cases
....................................
155
156
158
8.3.1
8.3.2
158
159
Inverse design
..............................
Drag minimization
...........................
Results
for Euler
9.1
Convergence
9.4
126
127
variables
7.4
7.5
9.3
121
125
128
129
131
Discretization
of the Potential
Flow Adjoint Equation
...........
Dissipation
Used for the Potential
........
Iteration
Scheme
for the Potential
........
9.2
....
...................
variables
.............
7.1
7.2
7.3
Results
115
117
........
of Grid Variations
for the Potential
Flow
Algorithm
for Potential
Flow Formulation
Adjoint
8.1
8.2
8.3
Euler
Development
Final Design
7.8.1
7.8.2
7.8.3
7.8.4
8
..............................
Methods
Using the
Equations
Design
...................................
Gradient Comparisons
9.2.1
Finite difference
Method
.............................
gradients
.......................
9.2.2
Adjoint gradients
..........................
9.2.3
Gradient
comparisons
.........................
9.2.4
Boundary
conditions
and fluxes ....................
Hicks-Henne
Test Cases
............................
9.3.1
Inverse
9.3.2
Drag
B-Spline
10 Conclusions
design
and
..............................
minimization
Test Cases
Future
165
165
...........................
...............................
166
166
-..
167
169
169
170
171
173
174
194
Work
vi
Contents
10.1
Computational
Savings
Via Adjoint
Formulations
.............
195
10.2 Continuous
vs. Discrete
Sensitivity
Analysis
................
10.3 Optimization
Strategy
.............................
10.4 Geometric
Generality
and Design Parameterizations
...........
10.5 Future
Work
...................................
196
197
199
200
Second
202
Order
Methods
A. 1 Review
of First
A.2
Second
Order
A.3
Application
Tables
Second
Formulation
to the Euler
of Design
form
Order
Formulation
......................
...........................
Equations
......................
Variables
of Green's
202
203
206
210
Theorem
217
Bibliography
218
vii
Acknowledgments
accountsand provided me with a conduciveand supportive researchenvironment at

Ames without which I couldnot havesucceededin this effort. Mr. Benczedeservesthe
greatestrecognition and respectfrom fellow scientists for his unwavering campaignto
continue to fund and promoteimportant researchin the field of aeronautics. I would
also like to thank Mr. David Saunders, Ms. Susan Cliff, Dr. John Gallman, Dr.
Kalpana Chawla and ProfessorJoeOliger for their support and assistancefrom NASA
AmesResearchCenter and RIACS.
Although there are many other peoplethat havealsocontributed to the completion
of this research,thosewarranting specialrecognition are my fellow students and close
friends at both universities. Theseinclude but are not limited to: Dr. ToddMitty, Mr.
Juanjo Alonso,Mr. David Banks, andDr. David Kinney. Most important amongstmy
student friends has beenDr. JamesFarmer who spent many patient hours assisting
me in this research.
Finally, I owea great deal to my friends and family outside of the technical arena
for withstanding the rigors with me during this effort. Specialthanks in this regard
goesto Ms. Mary Kate Horrigan, andMr. John Lyons.
ix
Acknowledgments
The
work
contained
assistance
Davis,
of individuals
advisor
from
Princeton
University.
course
served
members
Professor
Luigi
gratifying
one year
At the
University
not only gave
continually
research
Cornelis
in aerodynamic
my other
Instrumental
funding
me
that
led to the
of the
special
with
and
Ames
pursuits
practical
to Mr.
challenging
field
my Masters
Jean
at Ames,
years
It was
within
since
Bencze
who
viii
reader
and
thanks
suggested
for this
my
Hafez
but also
Much
thesis,
to
and
Mohamed
of research,
research.
based
J. Baker
endeavor
to Professor
this
during
gratitude
Dr. Timothy
University.
aerodynamicists
Daniel
group,
me as
adjoint
I also owe deep
at Princeton
Research
contained
my thesis
assistance
and
both this
work
education.
Ray for all these
greatest
thanks
NASA
analysis
work.
is a dissertation
of this
and
encouraged
Professor
go to my mentor
supervision
worked
as one
completion
of California,
Jameson,
support
flow
within
who advised
and
Antony
I owe much
in more
reader,
come from
thanks
constant
have
pay
has
special
eventually
in the
student
inspiration
design,
dissertation
and
at Davis
P. van Dam
his
research
who supported
me to engage
and
to him not only for accepting
for this
Jameson's
me my early
the University
to Professor
point
as a visiting
the support
Center.
for providing
of California
prompted
to Professor
thank
stay
through
and
also for his continual
as a starting
Martinelli,
University
indebted
and
of Professor
accomplished
I am grateful
but
research,
codes that
other
Very
students
of this
been
Research
I am deeply
the
design
Ames
foremost
of his graduate
has
at both Princeton
and
one
who
this thesis
as well as at NASA
First
the
within
has
also go
I continue
thesis.
I also
J. Chattot.
has
been
the unwavering
Center
Mr.
over the
Raymond
through
this
of our
has
past
Hicks
who
I feel deeply
evident
age.
defended
that
I would
my
and
several
his suggestions
work.
it is quite
support
years.
has
given
that
I was
fortunate
he stands
further
research
like
to
out
to
on many
List
of Figures
2.1
2.2
Mesh
Mesh
2.3
Mesh for the Potential

Flow Equation
tational
Plane
..................................
2.4
2.5
Mesh
Mesh
Plane
used for the Potential

Flow Equation
in the Physical
for the Potential
Flow Equation
in the Computational
at Airfoil
Surface
Performance
of the
6.1
B_zier
of Degree
7.1
Computational
Mesh for the
face
........................................
Curve
Steepest
in the
....
. .
Descent
Method
Compu-
Plane .........
43
56
on a Paraboloid
......
64
2 ............................
Euler
29
32
41
for the Euler Flow Equations

in the Physical
for the Euler Equation
at the Airfoil Surface
.......................................
3.1
Plane
Plane
133
Adjoint
Equation
at the
Airfoil
Sur147
8.1
8.2
8.3
Potential
Potential
Potential
Flow
Flow
Flow
Method
Convergence
Method
Method
Gradient
Comparisons
Case 1 .........................
8.4
8.5
Potential
Potential
Flow
Flow
Method
Case
2 .........................
163
Method
Case
3 .........................
164
9.1
Euler
Method
Convergence
9.2
Euler
Method,
Finite
9.3
9.4
vergence
.....................................
Euler Method,
Finite Difference
Euler Method,
Adjoint Gradient
9.5
9.6
Euler
Euler
9.7
Euler Method,
Gradient
Comparison
ditions .......................................
9.8
9.9
9.10
Method,
Method,
Rates
Difference
Rates
.................
161
...............
162
163
.......................
Gradient
Gradient
Sensitivity
Sensitivity
Sensitivity
to Flow
Adjoint Gradient
Sensitivity
to Adjoint
Gradient
Comparison
.....................
with
Different
178
to Flow Solver
Con-
to Stepsize
....
Solver Convergence
Solver
179
180
181
Convergence182
183
Wall Boundary
Con184
Euler
Euler
Method,
Method
Gradient
Comparison
with
Case 1 ..............................
Different
Flux
Routines
. . .
185
186
186
Euler
Method
Case
9.11
9.12
Euler
Euler
Method
Method
Case
Case
3
4
..............................
..............................
187
188
9.13
9.14
Euler
Euler
Method
Method
Case
Case
5
6
..............................
..............................
188
189
9.15
9.16
Euler
Euler
Method
Method
Case
Case
7
8
..............................
..............................
189
190
9.17
Euler
Method
Case
..............................
191
9.18
9.19
Euler
Euler
Method
Method
Case
Case
10
11
.............................
.............................
191
192
9.20
Euler
Method
Case
12
.............................
193
List
of Tables
B.1
Design
Variable
Set
1: Lower
Surface
m 1-25
...............
210
B.2
B.3
Design
Design
Variable
Variable
Set 1: Upper
Set 2: Lower
Surface
Surface
m 26-50
-- 1-25
...............
...............
211
212
B.4
B.5
Design
Design
Variable
Variable
Set 2: Upper Surface

-- 26-50
...............
Set 3: Camber
m 1-18
...................
213
214
B.6
Design
Variable
Set 4: Camber
B.7
Design
Variable
Set 5: Upper
-and
1-24
...................
Lower
Surfaces
xi
215
--
1-36
........
216
Nomenclature
ENGLISH
SYMBOLS
A
All,
any
positive
components
A12, A22
coefficients
flux Jacobians
A1, A2
,](,_)
terms
wave
rotated
propagation
matrix
vector
width
of global
flux Jacobian
vector
of design
B6zier
control
outer
boundary
speed
of sound
Ca
speed
of sound
calculated
C t-
speed
of sound
extrapolated
speed
of sound
in the
variables,
arbitrary
cp
constant
pressure
Cv
constant
volume
chord
also u
at the
from
freestream
constant
specific
specific
heat
heat
length
coefficient
of axial
coefficient
of normal
('4
coefficient
of drag
('I
coefficient
of lift
Ca
[ _,]_R]
points
operator
matrix
Co_,
A22
equations
difference
transformation
an arbitrary
band
matrix
of A 11, An,
for the Euler
of the
coordinate
definite
of A
linearized
An,AI2,A22
A(_)
symmetric
force
force
xii
outer
boundary
the flow domain
Nomenclature
-'_? n
(_,'
C1-3
C
coefficient
of pitching
surface
boundary
frozen
coefficients
contravariant
moment
of an Lapacian-like
flux Jacobian
d2
1st order
dissipation
flux
d4
3rd
dissipation
flux
T)
2) 4
order
domain
diagonal
factorization
update
diagonal
factorization
of
the
discrete
total
dissipation
4th order
discrete
dissipation
term
total
energy
arbitrary
matrix
for the Euler
discrete
of the optimization
equations
algorithm
function
f,g
Cartesian
F, (;
contravariant
Euler
boundary
flux components
Euler
of the Euler
equations
fluxes
flux matrix
control
a Gaussian
structures
vector
distribution
to limit
gradient
variables
modulus
of the
conformal
step
taken
for gradient
size
characteristic
/-/o()
dissipation
2nd order
error
matrices
of the flow solutions
g.
operator
total
enthalpy
total
freestream
Hessian
with respect
mapping
length
enthalpy
Hessian
Xlll
boundary
terms
to the control
function
calculations
matrix
approximate
adjoint
through
function
shock
or design
Nomenclature
indices
i,j
of the
cost function
:[
identity
transfer
interpolation
determinant
linearized
coordinate
the
number
discrete
an arbitrary
that
are
stored
in a limited
length
operator
of the
for the potential
linear
difference
potential
operator
factorization
update
lower
triangular
factorization
of/_
order
of a B6zier
curve
of design
flow equation
equation
triangular
on a fine mesh
matrix
points
number
coefficients
critical
of the discrete
Mach
freestream
7,)
time
step
7_
number
equation
fluxes
number
parameter
of design
Cartesian
number
adjoint
number
Mach
variables
components
computational
nt
updates
lower
Mach
to fine meshes
transformation
for the variational
number
coarse
method
from
meshes
matrix
of previous
operator
?_.r * 7ly
fine to coarse
of J
transformation
M_,
operator
coefficients
a characteristic
M_
from
of the coordinate
operator
transfer
quasi-Newton
111
domain
matrix
collection
i./
computational
coordinate
of unknowns
unit
normal
unit
tangent
of the
unit
normal
components
in the flow field
vector
vector
xiv
of the unit
normal
memory
Nomenclature
integrals
Euler
P
p_
P
along
adjoint
projection
integrals
along
potential
flow adjoint
projection
desired
optimization
lines
from
the
surface
contributing
to the
gradient
search
direction
only
and distance
variation
metrics
flux terms
for the potential
flow adjoint
approximations
unswitched
P and
unswitched
P_ and
Euler
speed,
zero
of P and Q
correction
for coarse
correction
meshes
for coarse
meshes
of velocity
speed
at the surface
lift surface
speed
speed
at far-field
heat
flux vector
discrete
Euler
forcing
function
vector
to define
an arbitrary
residual
Hessian
updates
vector
to define
equation
arbitrary
governing
R_
Riemann
invariant
extrapolated
Riemann
invariant
from
gas
equation
Q_z,
residual
magnitude
for the
flow residual
equation
qo
mesh
dissipation
speed
R_
in the
(As)
flow equation
qc
to the
for the potential
desired
contributing
flux terms
qd
q_
surface
dissipation
potential
the
pressure
linearized
P_
from
pressure
terms containing
equation
P,Q
lines
gradient
Hessian
from
the freestream
constant
xv
updates
the
flow domain
potential
Nomenclature
arc length
field
discrete
along
Euler
smoothed
Sx,
arc length
optimization
surface
control
unit
time
surface
volume
control
area
- directed
traction
stress
face
areas
areas
surface
vector
time
tensor
eigenvector
matrix
Cartesian
design
velocity
variable
of the linearization
vector
contravariant
velocity
components
quasi-Newton
update
matrix
vector
Ya
velocity
vector
calculated
Ye
velocity
vector
extrapolated
Vo(,
velocity
vector
in the
discrete
control
control
unit
arbitrary
volume
control
of _(__A,"
components
velocity
face
surface
volume
temperature
lA
dissipation
surface
of the directed
U, V
artificial
surface
direction
projected
a characteristic
to 1 at the
including
airfoil
search
To
residuals
along
components
normalized
7_
Sy
7/lines
at the
outer
from
the
freestream
volume
domain
volume
domain
flow field variable
vector
of Cartesian
vector
of contravariant
Euler
unknowns
Euler
unknowns
xvi
boundary
flow domain
and
0 at the
far
Nomenclature
x,y
Cartesian
mesh
coordinate
point
location
difference
GREEK
(_1,
c_2
&
vector
to define
the
Hessian
update
vector
to define
the Hessian
update
scaled
design
cycles
orthogonal
to s
difference
operator
angle
for the
alternating
direction
implicit
scheme
of attack
coefficients
control
of a generalized
parameter
coefficient
vector
terms
first
related
_, ,_,_
out non-A-orthogonal
difference
independent
correction
operator
(time
control
4
scale
equivalent
time
of an arbitrary
dependent
scheme
operators
of variations
scale
estimate)
parameters
coefficients
algorithm
in _
to eliminate
the error
estimate
x (CFL)
ratio
of specific
71,3i
scale
factors
condition
for residual
of the dissipation
components
operator
variations
time
scheme
operator
step size in the optimization

_t
direction
damping
to c)o, al, _2 for the
variation
one-sided
alternating
for enthalpy
to subtract
differencing
between
SYMBOLS
c_
c_0,
vector
transformed
Z
vector
in the gradient
transformed
Z
system
heats
number
smoothing
fluxes
%/c_,
for the rank
two Hessian
circulation
xvii
update
components
component
Nomenclature
V
_x
grad
operator
components
_ My
wave
A
A 1
--
of the
propagation
A, Az, A2
propagation
ratio
direction
direction
Courant-Friedrich-Lewey
eigenvalues
A4
wave
(CFL)
condition
number
of
of accuracy
to the accuracy
of the flow or adjoint
convergence
A
A1, A2
7L
i t2 , i t4
step
size
along
weights
the
optimization
for combined
dissipation
scale
normalized
second
direction
cost functions
coefficient
user-defined
search
for the
factors
potential
equation
for 2nd and
derivative
4th
of pressure
I]
averaging
_'_
adjoint
variable
(scalar)
for the
potential
adjoint
variable
(vector)
for the
Euler
7I"
velocity
potential
velocity
along
O(;
perturbation
dissipation
flow formulation
formulation
mesh
factor
mode
the
surface
;_*
potential
potential
metric
relaxation
relation
factor
in the
for the
adjoint
alternating
equation
direction
boundary
forcing
density
Pl
residual
of discrete
flow field
P2
residual
of discrete
adjoint
(7
to limit
potential
freestream
_2
used
pi
circulation
dissipation
operator
OL'
4,
order
characteristic
coefficient
scaling
of the rotated
equation
field
equation
quantity
difference
..
XVlll
operator
implicit
scheme
term
to specify
fixed
lift
Nomenclature
small
positive
constant
angle
around
the unit
smoothed
pseudo
T0-_
1_1, _'2
adjoint
time
smoothing
circle
boundary
stages
of the
parameters
forcing
variable
Runge-Kutta
for the
like scheme
boundary
equation
T
first
stage
computational
_l, 7/1
local
of ADI
scheme
coordinate
cell computational
system
coordinate
xix
system
forcing
terms
of the
adjoint
Chapter
INTRODUCTION
Even
the
before
the
success
importance
tunnels
tools
to facilitate
in 1884.
the
have
of aerodynamic
detailed
aerodynamic
goal
the
design
design
design.
design
a shape
The
even
of the
to develop
advances
new
century,
introduction
sought
recent
with
20th
to the
today's
better
to treat
computer
between
and limitations
of
in computer
methods
a balance
phenomena
of accurate,
efficient
design
of aerodynamic
The
two-dimensional
the
systems,
the need
for
in the available
and
their
of flow physics
that
is used
Methods
and
to test alternative
approaches.
measure
of this
geometric
sections
has
and
been
capabilities
process:
or
of merit
research
is
capable
of
tools
This still allows
These
design
goal
analytical,
computational
to both
of airfoil
capabilities.
in the
particular
versatile
subject
experimental,
an aerodynamic
The
design
methods
be they
improves
shapes
in the
possible
methods,
constraints.
problem
1. Viscous
have
to necessitate
which
representative
level
leading
for developing
However,
proven
turn
STATEMENT
to appropriate
development
constraints.
the
realized,
process.
possibility
has
at the
aerodynamicists
of the physical
is to find
adhering
automated
was
time
the
shape
of all aerodynamic
computational,
while
that
flight
resources.
PROBLEM
The
up
powered
design
aerodynamic
representation
computational
1.1
Since
opened
problem
an accurate
first
of aerodynamic
wind
technology
of the
aerodynamic
selected
much
as a
variation
can be classified
by
Chapter 1
Introduction
Compressible
Navier-Stokes
Incompressible
Euler
Potential
flow + boundary
layer
equation
Linear
potential
flow equation
+ boundary
layer
+ boundary
equations
layer
equations
equations
flow equation
Small
disturbance
equation
Linear
potential
flow equation
3. Source
equations
Methods
Potential
and
Vortex
Panel
Element
Methods
methods
Thin-airfoil
theory
GROUP1
first
group
of analysis
phenomena.
ability
For
to treat
seen
airfoils
for high
their
viscous
choice
friction
of which
If the problem
incompressible
a boundary
important
and
pressure
viscous
effects
of treating
subject
some
to strictly
since
they
losses.
Further,
must
be given
degree
of viscous
subsonic
dominate
the
the
production
if it is desired
high
flow,
to design
consideration
due
to
behavior.
governing
or design
consists
Navier-Stokes
layer
becomes
of the
analysis
all capable
sections
the
of stall
are
of airfoil
effects
lift, again
flow airfoil
problem.
methods
design
as skin
determination
The
the
viscous
of drag
with
equations
disturbance
Euler
The
layer
equations
Small
2. Inviscid
1.1.1
equations
Navier-Stokes
+ boundary
analysis
within
is determined
entirely
equations
equations
by a further
of low Mach
or the
can be used.
linear
The
this
number
to use
understanding
flow (<.2) then
potential
choice
group
between
flow equation
these
for a
of the
either
the
coupled
two is settled
Chapter 1
Introduction
by the
degree
of the
flow.
regions,
flows
that
equations
on the
degree
choice
can follow
1.1.2
GROUP2
this
drag.
the
it is often
not critical
of this
small
with
list
are
disturbance
airfoils
equation
effects
or bodies
where
and the potential
and
for arbitrary
the two is in their
the production
convection
of vorticity.
production
of entropy
each
These
system
vorticity
the
in the
Kutta
in the
of either
The
and
of the
equations
vorticity
along
between
production
to be enforced
are
at the
they
have
these
shock
small
hand,
trailing
case
appropriate
than
for
1. Both
restrictions
difference
between
flow equation
properly
allow
as well as the
shock
does
for the
for the
convection
implications
for when
waves,
the
presence
of
airfoils
for
of two-dimensional
edge.
a constant
for
be formulated.
through
in the
corrects
it does not allow
significant
must
At the
capability.
disturbance
Further,
other
a hierarchy
that
greater
potential
boundaries,
system
lists
no such
The primary
The
on the
are of secondary
It is usually
are only slightly
to analyze
effects.
flow equation
small.
the
becomes
be used
(2) above
which
depending
of concern
compressibility
or entropy.
by enforcing
since
Group
numbers.
of vorticity
is necessary
flow formulation
may
the two have
and how each
flow domain
condition
potential
Euler
differences
equations
and vorticity.
vorticity
Navier-
(2).
source
effects
remove
Mach
of entropy
is appropriate
Independent
and
compressible
the main
potential
numbers
flow equations
treatment
for group
methods
effects
local Mach
geometry
not admit
of vorticity.
these
be used.
is not present,
to treat
potential
the
should
coupling
drag.
is a nonlinear
provided
the Euler
allow
linear
ability
equations
by large
strong
viscous
wave
dominated
be used
design,
to include
are
portions
(1) must
Navier-Stokes
decreasing
that
layer)
in group
If very
cruise
point
(boundary
either
to be presented
cruise
the
again
remaining
is transonic
compressible
methods
as in flows
effects,
discussion
viscous
Navier-Stokes
coupling.
the
compressibility
thin
compressibility
from
and
such
incompressible
for determining
of inviscid
inviscid
or one of the others
While
consideration
The
the
of interest
problem
bottom
then
of inviscid-viscous
If the problem
the
is pronounced,
exhibit
Stokes
wave
between
If coupling
separation
For
of coupling
This
problem
circulation
is addressed
in the
flow field
Chapter I
such
that
allow
Introduction
the
Kutta
for the
viscosity
allow
convection
required
the
The
difference
results
and
production
will
correct
shock
strength
have
about
Euler
as the
group
used
1.2
DEVELOPMENTS
and
for transonic
of powered
success
caused
process
the
through
the
potential
to this
difficulty
these
number
shocks
to obtain
They
are
The
resulted
Wright
of building
subject,
and
referred
where
the gap
inviscid
the
shock
waves
as the
shock
flow equation
within
with
the
the isentropic
the
is left
reasonable
airfoil
does
assumption
not
fails,
solutions.
analytical
and
properties,
formulation
be used
around
between
of historical
analysis,
flow
accurate
academic
methods
interest
and
but
the
are
no
or design.
IN AERODYNAMIC
flight
of the
both
boundary
to implement
can still
entropy
consequently
potential
the
both
Since
solution
flow methods
methods
the
models
correct
easy
affect
jump
and
in the
by no means
potential
strong
the
also
in the
shock
to
dependent
waves.
production
shocks
enough
time
an airfoil,
shock
which
the artificial
is often
may
flow equation
from
are
two
correct
the
deviates
(3) bridges
airfoil
aerodynamics.
laborious
production
Mach
methods.
longer
including
the
are necessary
computational
The success
capture
surface,
pseudo
over
and
equations
In most
of methods
layers
entropy
hence
with
the
flows
equations,
system
of the
for the
correction
1.3. For flows
discrete
viscous
Euler
at the
account
[33], they
local
of the
between
boundary
corrections
this
equations
final
and
methods.
Without
so long
For
In contrast,
by Hafez
of design
as isentropic.
The
entropy
While
devised
framework
accuracy
can
Euler
to the
of entropy
process.
compressions
been
first
the
increases.
exceed
the
strengths.
as isentropic
treatment
neither
case
as a by-product
to two regions:
since
predict
solution
to be satisfied
solution
are inviscid,
However,
they
the
the
is limited
methods
layer.
in the
In the
but not its production
a stable
condition
process.
is satisfied.
of vorticity
to obtain
Kutta
iteration
the
condition
DESIGN
from the maturation

brothers
testing
of many
developed
countless
to as "a dream
airfoils
required
through
elements,
the
models
[114 ]. Their
of madmen"
[73],
painful
eventual
to become
Chapter 1
worthy
Introduction
scientific
In the
as
United
endeavor.
1920s,
periments
fueled
well
States,
efficient
through
airfoils
Theoretical
with
1912-1918
earlier
vortex
shedding.
sections
theoretical
support
credibility
to the
to the
slope
close
early
vague
aerodynamicist
Lifting
the development
of such
concepts
aviation
world
highly
The
refined
wing
As aircraft
The
experimentalists
facilities,
digit
airfoils
to take
work
and
NACA
and
complex
was
Since
built
over
about
larger
its
the
At NASA
Ames
a large
1960
there
range
has
been
this
as was
wind
These
experimentalists
Center,
with
elliptic
by the
War.
more
With
airfoils
Starting
the
and
fostered
World
with
capable
gave
scientist
grew
airfoils
drag.
aircraft
strong
optimal
Second
latter
to reduce
gave
evidenced
tunnels.
four-digit
and
airfoil
theory
and
aerodynamics
capable
develop
of a true
the
provided
It also
This
co-
knew:
generated.
ideas,
his
of circulation
theory
efficiency,
first
in the period
already
level
during
their
and
the insight
important.
these
Research
of Mach
of
The
Prandtl
idea
But
wing
airfoils.
flow
and
[84, 85] to provide
more
successful
laminar
the
on the
drag,
more
six-series
to understand
him
flight.
through
of how lift was
developed
and
(precursor
both developed
radian.
even
enhancing
highly
of increased
flight.
aerodynamics
built
eventually
in earnest
supersonic
refined,
followed
advantage
began
more
by Ludwig
experimenters
adopted
of aircraft
In the
aerodynamics,
of powered
proposed
what
as induced
ex-
development
experimental
developed
placed
quickly
planforms
became
were
was
globe.
systematic
Line Theories,
notions
Theory
the
success
to 2_ per
and
the
tunnel
for Aeronautics
with
developed
showed
wind
testing.
[73], who first
not a "madman."
planforms.
theories
Theory
Line
was
the
and Lifting
of Lanchester
throughout
in parallel
were
of these
a lift curve
goals
through
of war,
Committee
tunnel
matured
Thin Airfoil
have
wind
acceptance
work
conducted
of its initial
Thin Airfoil
as a weapon
Advisory
intensive
[82, 88]. Both
by the
were
in aerodynamics
their
of flight
National
One
gained
theories
value
testing
aerodynamics
similarly
workers,
flight
NACA--the
formed.
practical
by the
as
to NASA)--was
and
these
new
the
five-
first
were
intended
in the
of routine
Unitary
complex.
transonic
Wind
the capability
1950s
Tunnel
of studying
numbers.
rapid
progress
in the
field
of CFD.
Especially
Chapter 1
in the
last
Introduction
decade
numerical
methods,
methods
obtained
and
require
time
had
CFD,
capacity
fidelity
cost
constraints.
as much
researchers
have
configurations,
but
Yet
configurations
using
direct
CFD-based
dimensional
sought
while
methods,
A brief
review
of these
on those
that
previously-used
means
1.2.1
Inverse
of the
complete
INVERSE
surface
aerodynamic
for a given
Lighthill
sional
profile
and
surface
solved
derive
such
distribution
the inverse
in the presence
including
of treating
linear
the current
are
state
inception
about
new optimum
over
quite
degree
complex
of confidence,
and
three-
CFD-based
three
basic
categories:
optimization
three
and
given
The
into
next
of
effects.
numerical
transonic
methods
the
two-dimensional
viscous
in the
practical
testingmhas
of creating
a high
can be grouped
and
tunnel
out
to
sections
supersonic
inadequate.
The
methods.
with
special
flows,
where
review
is by no
of the science.
METHODS
algorithm.
quantity,
simple
within
Since
be carried
to very
hope
flow regimes
the flow fields
capable
with
is presented
are capable
design.
equations
without
wind
in
conditions
nonlinear
answers
predict
now
field methods,
methods
methods
the
shape
can
do exist
inverse
SURFACE
provide
methods
limited
that
it indicates
flow analysis
analysis
usually
analytic
but
design
is still
methods
surface
highly
CFDmlike
aerodynamic
Navier-Stokes
design
design
however,
designers
at transonic
These
not only to accurately
flow
the
inverse
the
far,
in direct
configurations,
aerodynamic
emphasis
Thus
continues
are now routinely
aircraft
designs
and
experimental
research
flow conditions
existing
only CFD may
performance
with
much
Modern
conditions.
also to formulate
configurations.
While
for many
to refine
for which
computer
in parallel
process.
configurations.
at supersonic
success
in both
extensively
solutions
in order
new designs
used
design
aircraft
a design
and
not
this
been
and robust
complete
from
has
improvements
aerodynamic
accurate
over
develop
substantial
CFD
to aid in the
the CFD field,
benefit
with
their
name
from
the
fact
Instead
of obtaining
the
as pressure,
for a given
shape,
of an aerodynamic
surface
pressure
of incompressible
that
they
surface
they
invert
the
distribution
calculate
goal
of an
the
shape
quantity.
specification
inviscid
problem
flow by conformal
for a two dimenmapping
[77 ].
Chapter 1
The
Introduction
air speed
over
the
profile
is given
by
q = -_-,
where
is the
conformal
velocity
mapping
is known
potential
function
exactly
determines
desired
surface
the
speed,
solution
the
Furthermore,
the
value
of h on the
boundary
that
the
inviscid
(1.1).
clear
for flow past
between
for incompressible
circle
flow over
over
value
the
a circle
and
and
profile.
the
a circle,
profile.
is analytic
yielding
the
entirely
and
desired
arbitrarily,
h is the
modulus
Since
knowing
the
Conversely,
of h can be obtained
mapping
q may not be chosen
(1.1)
the
solution,
analytic
q_ be the
q = qd in equation
is thus
uniquely
determined
shape.
Lighthilrs
method
but instead
mapping
by letting
by setting
of the
must
by the
makes
satisfy
it
constraints
as follows:
_log qo d8
(1.2)
7_
qo
'log
logqo
COS
8 d8
sinOdO
(1.3)
O,
(1.4)
7r
where
qo is the
straint
surface
(1.2) is necessary
other
two constraints
gap
velocity
at the
trailing
To treat
more
needed.
For
exist.
The
for q to attain
(1.3,1.4)
be satisfied
complicated
inverse
surface
was
potential
pioneered
con-
far field.
The
in order
to produce
a profile
an iteration
scheme
[110]
who replaced
obtained
updated
(transpiration).
constructing
a convergent
the
boundary
approach
iterative
conditions
is not realizable
CFD
potential
by integrating
iteratively
The
the
problems,
by Tranen
condition
distribution
qo, in the
first
value
iterative
boundary
Dirichlet
The
stream
two basic
in an existing
face
zero lift condition.
flows,
condition
is then
the free
must
boundary
shape
for the
without
edge.
transonic
first
distribution
by the
calculated
can incur
algorithm
at the
iterations
inverse
surface
methods
the
Neumann
surface
flow analysis
a desired
for the
surface.
cannot
code
target
velocity
normal
velocity
difficulties
because
desired
In particular,
converge.
is usually
with
distribution.
through
of the
shape
a Dirichlet
surin
based
on
target
Nevertheless,
the
difficulty
changes
if the
The
pressure
Tranen's
Chapter 1
method
Introduction
has
ments
three
become
developed
by Volpe
dimensions
by Henne
Caughey
|64].
inverse
cycles
been
The
flow equation
[81]. The
hi, and
the
reduces
not require
therefore
that
the
time-dependent
the
toward
development
face methods,
were
many
methods
require
to
of Jameson
and
between
2-10
to determine
if the
here.
governing
treated.
These
admit
equations
Even
though
limited
three-dimensional
aircraft
design.
design
of wings
target
method
for small
was
to an auxiliary
time
the specified
pressure
two standard
and
modified
Mach
variations
control
either
some
of these
methods
have
few have
made
Euler
at the
new
number,
is that
surface,
and
is obtained
it
and
McFadden
by Garabedian
gives
method
McFadden
by solving
an
as a free
boundary.
This
equation
in such
a way
potential
been
of Fay
equations
design,
the
Euler
been
sur-
will not
greater
or even
successfully
a significant
has
which
for somewhat
{21] where
been
flow inverse
developed
allow
the eventual
work
on the
the
distribution.
as in the
based
Mach
A related
dependent
such
applications,
for this
numbers.
is treated
have
over
solving
method
process.
transonic
formulations
greater
condition
flow solution
the surface
of zero
of the
the
is determined
is solved
case
design
also devised
potential
mapping
advantage
entire
extended
out by first
equation
limiting
specification
essentially
carried
boundary
the
and
of these
flow
The
during
who
quantity
an updated
In the
to a Dirichlet
combinations
complexity,
Another
improve-
its extension
code
surface
case are
the
method.
the steady
according
transonic
Again
is repeated.
equation,
the flow evolves
geometric
through
check
ho. Then
will converge
scheme,
is shifted
be reviewed
with
analysis
Garabedian,
mapping
solution
design
artificial
Since
analysis
in this
(1.1}.
process
iterations
In their
ferent
iterations
initial
a valid
[24, 25].
that
wing
condition
the
and
to Lighthill's
for three-dimensional
surface
especially
111] and
FLO22
to a final
a modification
retains
a proof
113,
boundary
by McFadden
for a given
method
the
solving
q = q_ in equation
mapping,
does
Dirichlet
technique
proposed
of Lighthill
by setting
[112,
[36] using
in addition
major
was
method
Melnik
community,
achieved.
second
problem
by the aeronautics
and
All of these
design
has truly
the
accepted
use
dif-
equations
extended
to
impact
on actual
developed
by Giles,
Chapter 1
Drela
and
Introduction
Thompkins
[27}.
function-as-coordinate
lines)
in the
one of the
iteration
method
mode
can be used
pressure
matic
in the
it to include
three
rapid
Unfortunately,
the
coordinates
solution
especially
since
to a two-equation
no clear-cut
method
Drela
be used
Alternatively,
the
is left free
method
and
been
an implicit
can
surface
The
streamhas
uses
technique
integral
exists
and
of the
instead.
the
system
is fixed.
part
condition
The
The
in a stream-
(i.e.,
an airfoil
surface
where
equations
process.
about
of the
mode,
of airfoils,
coupling
that
convergence.
streamline
inverse
design
Euler
flow
as a boundary
an elegant
has
Giles
had
have
dra-
extended
boundary
layer
such
a formulation
to extend
and
method
to
dimensions.
Recently
shown
through
much
pressures
tween
algorithm
bell has
extended
three
by plane
could
disrupt
dimensions,
in the
the
INVERSE
alternative
field-based
of the
design
changes
through
for subsonic
McFadden's
original
stream
the
subject
on the
surface
direction,
slope
method
cross-flow
actual
to any
replaces
CFD
surface
equations
on the
in
assumption
fixed
slopes
are
character
Camp-
simple
and
be-
and pressure
relationships.
is based
satisfies
curvatures
and
is essentially
that
fixed
has
relationship
to the Navier-Stokes
shape
any
target
of the
method
simple
method
relationships
The
{14]. The method
local pressure
where
use
these
shape.
with
flows
the
flow, and surface
surface
transformation
success
the
by coupling
and
to treat
between
inverse
relationcalculated
in the
solution
process.
FIELD METHODS
means
class
free
difference
the
with significant
14], a simplified
the
updating
the method
dependence
[13,
proceeds
by a mesh
dimensions
plane
1.2.2
and pressure
of Garabedian
developed
For
surface
periodically
updates
ships.
of Campbell
flow. The iteration
and
the
into
curvature
simplification
that
work
In his approach,
is translated
surface
three
the
success.
for supersonic
An
in partial
is prescribed
success
I17, 28].
to achieve
the
the
in the
transonic
where
solves
implies
unknowns
scheme
analysis
method
This
for two-dimensional
Newton
the
system.
represent
formulated
Their
of obtaining
of inverse
design
desirable
methods.
aerodynamic
These
methods
shapes
differ
is provided
from
surface
by the
spec-
Chapter 1
Introduction
ification
methods
in that
imposed
not
upon
Most
of these
been
extended
only
method
must
success
technique
solve
the
transformations
with shock-free
[105,
106].
This
special
in potential
resulting
the
procedure.
flow method.
in the
rheograph
The
design
the
the
method,
field.
the
may be enough
to ensure
points,
subsonic
region
(area
be thought
supersonic
an entirely
process
retains
the
surface
and
with
flows
striking
|2].
The
characteristics
feature
is that
to create
airfoils
to
hodograph
isentropic
the
sonic
of characteristics.
the
The method
of as a redesign
shock-free
design.
basic
by a
potential
relation
relation.
in the
umbrella)
The
supersonic
is re-solved
boundary
at the
conditions
sonic
line boundary.
supersonic
region
not a complete
technique
will become
geometry
density
line
in the
is obviously
The
pressure-density
incorrect
op-
by Sobieczky
a standard
The
values
locations
with
fictitious
and
which
flow solver.
on an existing
as usual
under
developed
potential
regions
streamline
bubble
used
transonic
gas method
the
so as to match
the
geometry
first
The
design
it also
of complex
attempts
analytic
in the
of the surface.
that
also
by an appropriate
chosen
was
dimensions.
are treated
a method
of the
been
limiting
flow system
determines
It only ensures
a method
elliptic/hyperbolic
with
has
shock-free
into any
points
part
However,
technique
which
transformation.
on the
can be incorporated
supersonic
but must
since
field.
flow is the fictitious
are correct
position
flow
only a few having
method,
a hodograph
Its most
that
for supersonic
are
flow
using
method
subsonic
plane
then
or constraints
in the
with
field
upon
displaying
involves
inverse
The
reverse
The
to three
mixed
recalculation
solution
therefore
and
flow is replaced
Next,
objectives
everywhere
distribution
method.
of airfoils
transonic
solutions
number
not applicable
However,
regions.
for this
Mach
in the
plane.
method
is to solve
but
field method
occur
a hybrid
field-based
erate
of an
in the hodograph
are
One true
idea
target
difficult
the equations
upon
flow techniques
Korn [26], relies
will
development
is quite
on potential
as an inverse
be considered
in the
based
surface
example
and
no shock
to specify
configuration
notable
can be regarded
ability
designs
dimensions.
most
that
obtain
based
by Garabedian
guarantees
thus
are
to three
the
introduced
the
methods
Possibly
they
10
for existing
stretched
The method
and
and
geometry
geometries.
shallow,
has been
but this
extended
Chapter 1
Introduction
to three
dimensions
with
solution
of the supersonic
some
degree
11
of success
zone transverse
[22, 89], but
requires
to the characteristic
cone,
marching
which
the
can lead
to
instability.
The
characteristic
Typically
tions
common
transonic
in order
to render
two-dimensional
modern
inverse
Their
most
built
directly
more
appropriate
glaring
geometries
target
surface
constraints
field inverse
and
difficult
priori
to date
which
price
has
has
methods,
In essence,
of an optimum
constraints.
restricted
proven
of computational
only allow
This
the
limited
expense
some
design
is provided
the
that
capability
of inverse
points.
In addition,
the
realizable
so-
methods.
numerical
the
satisfies
difficult
work,
have
the
neces-
other
hand,
shock-free
design
Furthermore,
it is
aerodynamic
designers
and
disadvantages
by the
desired
or
or choose
satisfy
On
of a single
require
distribution
of the
solution.
off-design
methods
not
is
therefore
distributions
does
can satisfy
inverse
pressure
applicability
to overcome
that
must
of Campbell's
design
difficulties.
aerodynamic
to a physically
desired
for the
user
properties.
exception
addressing
methods
surface
is consid-
arbitrary
other
The
on
distribution
to any
address
distribution
of the
a few hours
pressure
moment.
for simple
and
be changed
directly
the
flow solu-
methods
limitations
not correspond
surface
of properly
inverse
aerodynamic
with
existence
inverse
cannot
complete
in at most
of a target
cannot
efficiency.
a few solutions
many
to prescribe
may
the
typically
thus
desired
to permit
no means
knowledge
to the
from
objective
to be able
distribution
inverse
obtaining
or pitching
target
constraints.
aerodynamic
lead
drag,
of 2-10
cost of most
They
the
to formulate
geometric
and
because
methods
have
process
in order
surface
to fail
the
computational
can be done
suffer
is that
as lift,
which
Since
designs
function.
such
pressure
Thus,
point
design
objective
initial
sary
the
experienced
a tendency
design.
they
is their
the equivalent
the computational
limitation
into
methods
require
Unfortunately,
functions
lution.
a complete
systems,
ered to be minimal.
be highly
methods
and three-dimensional
computers
objective
to all inverse
and
to have
an a
the geometric
and
implementation
An alternative
of inverse
optimization
approach
methods
at the
methods.
Chapter
1.2.3
Introduction
NUMERICAL
The
final
major
numerical
group
measure
then
proceeds
shape
Most
to evaluations
in the objective
method
function
the gradient
variable
using
components
CFD
analysis,
to calculate
or quasi-Newton
direction
objective
The
pioneered
work
the
extended
of Reuther,
design
CFD
using
gradient
algorithm
flow analyses.
or further
These
entire
The
simplest
technique,
each
numerical
function
process
gradient,
by estimating
along
the
is repeated
improvement
in the
of the
optimization
conjugate
function
design
estimates
proceeds
in
to changes
of the objective
then
objective
The
refers
In this
descent,
to
information
variables.
by the
the
objective
perturbing
value
specified
as to permit
design
differences.
steepest
optimization
user
gradient
design
used
aerodynamic
zero
the
of the differences.
is then
The
a way
by independently
ratio
aerodynamic
search
until
the
aerodynamic
impossible.
optimization
Murman
design
to wing
the
algorithm.
a chosen
allows
is by finite
optimization
approaches
and
subject
design
Cliff, Hicks,
of supersonic
in the
that
of the
of numerical
profile
to changes
direction
The
appears
by Hicks,
dimensional
quickly
repeated
function
use
a search
gradient
Here,
A numerical
through
require
function.
the
gradient
or maximum
using
of the
the
that
employing
analysis
code.
in such
the corresponding
forming
techniques.
minimum
norm
form
CFD
group
simple.
CFD
configuration
procedures
information
calculating
and
chosen
be chosen
are approximated
step,
derivatives
algorithm
the
gradient
by a finite
partial
with respect
is very
existing
in a manner
objective
is the
to extremize
the
must
optimization
of the
of obtaining
attempts
to change
of these
to an
modifying
methods
methods
by the
variables
configuration
be improved.
directly
is evaluated
Design
design
of these
procedure
by systematically
of the
addition
is coupled
which
variables.
shape
essence
optimization
of merit
design
The
procedure
numerical
METHODS
of aerodynamic
optimization.
optimization
The
OPTIMIZATION
12
and
wing/body
for transonic
Vanderplaats
to the
by Hicks
van Dam,
transport
aerodynamic
[39].
potential
and
They
shape
applied
flow equations.
Henne
the method
[37, 38].
configurations
the method
The
was
to two-
method
was
through
the
to be successful
for
Recently,
has proven
design
by its extension
to treat
Chapter 1
Introduction
three-dimensional
finite
flows
differences
These
were
methods
to be used
as the
minimizing
the
may
be used
ometric
are very
versatile,
finite
difference
between
target
can
expensive
configurations,
This implies
a complete
design.
there
of current
ties
numerical
weighted
number
method
as ('d('d.
to the
ob-
Unfortunately,
inverse
methods,
of flow solutions
needed
variables.
of design
of flow analyses
Ge-
variables.
terms
the
of design
by
or they
of design
algorithm.
thousands
of thousands
for alternative
optimization
resources.
of traditional
choice
unlike
number
or even
such
quantity
For three-
variables
might
to
may
be
be required
for
METHODS
is a need
computational
of merit
methods,
for a useful
tens
distributions,
optimization
of the large
hundreds
that
ALTERNATIVE
Clearly,
because
pressure
by adding
optimization
information
necessary.
either
aerodynamic
an inverse
by a proper
use of a constrained
numerical
the gradient
dimensional
1.3
can be treated
difference
actual
cases,
information.
to mimic
quantities
enforced
In all of these
reasonable
can be used
and
[91].
gradient
any
aerodynamic
be readily
or by the
equations
allowing
They
other
Euler
required
function.
are computationally
determine
the
objective
constraints
function
these
to obtain
to maximize
Aerodynamic
by the
used
constraints
jective
governed
13
inverse
These
methods
codes
new
methods
but
methods
while
which
do not
must
have
the
require
avoid
approaching
flexibility
their
and
large
demand
the limitations
their
inherent
power
and
on
difficul-
computational
efficiency.
1.3.1
GENETIC
An alternative
Algorithm
ALGORITHMS
approach
(GA)
method
of designs.
As this
proliferate.
This technique
based
methods,
such
which
[16],
population
does
where
models
evolves
also has
as arriving
not require
gradient
of evolution
in time,
only the
the advantage
at a local minimum
information
are
applied
"fittest"
of avoiding
as opposed
is the
to a population
of the
the
Genetic
pitfalls
to a global
designs
will
of gradientminimum.
Chapter 1
Introduction
The disadvantage
because
CPU
of such
many
costs
1.3.2
analyses
the
tend
is the
chain
for calculating
human,
programs
derivatives.
as ADIFOR
of design
methods
utilizing
work
shown
tion
procedure.
not
time
the
multi-point
was
costs
are
to a thin
layer
be very
accurate
(where
not significantly
current
releases
aerodynamic
analysis
than
code
The total
methods.
the
of the
of Newman
code.
finite-differenced
those
do not yield
et al.
The
values
for the
the
codes
This
but was
[32, 102],
where
derivatives
the
1/3
significant
to
regarding
ADIFOR
were
been),
approach.
of magnitude
For
attributed
conclusions
have
may
approximately
These
not
This
ADIFOR
techniques.
conventional
orders
theory.
into an optimiza-
cost
resulting
may
development
calculations.
of ADIFOR
ease.
analysis
incorporated
method.
for a
relative
on linear
gradient
efficiency
work
with
differentiate
difference
by the
than
based
new
be daunting
to the
derivatives
difference
Navier-Stokes
would
a preproces-
generating
the cost of utilizing
ADIFOR-calculated
finite
of ADIFOR
codes
of finite-difference
result
code,
differentiation
can be readily
in the
lower
a task
can successfully
by finite
Here,
this operation
circumstances
that
not a direct
supported
such
automatic
the derivatives
applied
were
gradient-based
to an analysis
While
information
above,
used
basis
applied
in certain
less
fitting
expensive
is found.
differentiation.
[8] can perform
ADIFOR
However,
as evaluating
savings
have
derivative
mentioned
as much
the
that
be significantly
results
an optimum
current
of automatic
analytic
such
analytic
can still be extremely
before
or exceed
on a line-by-line
efforts
that
to match
rule
research
and
evolution
be performed
application
Previous
has
still
is that
DIFFERENTIATION
alternative
sor applies
code
must
of GA methods
AUTOMATIC
Another
an approach
14
but
was
found
the
to
costs
In any
event,
cost reductions
that
are needed.
1.4
In this
acquiring
CONTROL
work
the
gradient
THEORY
proposed
APPROACH
solution
information
to reduce
is to use
the
methods
excessive
based
CPU
upon
time
control
associated
theory.
The
with
idea
Chapter 1
draws
from
outlined
neau
Introduction
the
by Lions
[86].
proposed
airfoil
The
design
vector
that
applied
of control
theory
who
the
to shape
for example,
measure
the
but it can also
represent
other
Suppose
that
control
a variation
theory,
_f
airfoil
f(b),
from
control
was
first
for
where
b is the
position
by a cost function
a desired
surface
pressure
of performance
such
as lift and
produces
to first
design
implementation
is measured
measures
_ l can be expressed
wing
by Piron-
[551.
objective
deviation
in the
and
equations
equations
a numerical
by a function
the desired
differential
for elliptic
flow equation
is defined
variables,
design
demonstrated
potential
boundary
by partial
for transonic
also
the transonic
governed
and
may,
Following
systems
It was
[54],
using
distribution,
drag.
use
of the design
This
of control
[78].
by Jameson
Suppose
I.
theory
15
order
a variation
bl in the
as an inner
cost.
product
_l = (G,_f),
where
the
gradient
the particular
one makes
where
G of the
variation
a shape
cost function
bf,
with
respect
and
can be determined
and
positive,
_ is sufficiently
small
a reduction
as a multiple
search
points
gradient
provided
For flow about

function
in 1. The
of the
direction
(steepest
or wing,
of the
the volume
method
by numerical
an airfoil
are functions
within
control
by solving
is independent
an adjoint
of
equation.
If
change
then
bl = -_ (G,G)
assuring
to the
descent)
but
by choosing
instead
as a more
bf
not simply
sophisticated
optimization.
the aerodynamic
the
(1.5t
can be accelerated
flow field variables
(A'), and
< 0
physical
properties
(w), the physical

location
which
locations
of the boundary
define
the
cost
of the mesh
(fl.
Then
l = /(w,,Y,_-),
and a change
in f
results
in a change
41 :
Ol :r
Oir b ,
OIT b
Ott---7_w+ _
,1 + _
f
(1.6t
Chapter 1
Introduction
in the
cost
function.
except
for 6w, can be easily
a flow field
evaluation
modification
values
and
from
generation
6,1" can
a mapping
design
using
by making
a small
number
for the
gradient
result,
the
variables.
not
be eliminated
dependence
multiple
from
(1.6).
of w, ,l" and
9r within
R(w,A',F)=
Thus
b w is determined
from
the
separately,
introducing
61
a Lagrange
Oft
f)IT
0W _W + _6,1
exact
surface
analytical
then
theory,
in such
a way that
residual
less
grid
than
points
the
where
6,t' can be
the
gradient
recalculating
both
flow calculations
the governing
the final
In order
expression
to achieve
of the governing
the flow field domain
equations
equation,
this
R,
D,
O.
equation
6)r = 0.
multiplier
"
the
evaluate
control
1
Next,
without
for calculating
of additional
flow solutions.
The
the
of mesh
methods
a number
as a constraint
require
number
method
difference
Using
directly
cost is significantly
a large
variable
out
in (1.6),
[54, 55], or by successive
as this
This requires
introduced
does
6,,, must
expresses
of design
design
term
6_- is simply
working
an alternative
in each
equal
derivatives.
requiring
Finite
[5] each
at can be obtained
_y
by either
so long
perturbation.
change
are
partial
Eleshaky
implementations
expensive,
flow field variables.
of the flow field
are
variable,
the grid and

to the
they
For solutions
grid
and
_I a,v
o/ and
a_,
be determined
becomes
formulated
obtained.
as in Jameson's
flow solution.
generation
out by Baysal
because
for each
cost of the
grid
As pointed
16
oIT
+ -b-7_)r
(1.7)
_,, we have
--
q,T([ OR]
\t J_
6,,, +
(1.8)
Choosing
_/,to satisfy
the
adjoint
equation,
[ORl" :
Ou, J
(1.9)
&,,'
Chapter
Introduction
eliminates
the first
term
of(1.8)
resulting
_I = [ OIT
0,1"
[ ___t,,T
This
can be written
17
in
5,l'+
(1.10)
O.r
as
_I = GT&T
(1.11)
where
The
advantage
I with
is that
respect
for additional
equation
(1.9).
the gradient
number
variables
problem
number
cost
(1.12)
that
the
gradient
can be determined
main
as complex
differential
of
without
cost is in solving
is about
the
result
the
adjoint
as a flow solution.
between
of flow field evaluations
becomes
a Lagrange
the
variables
The
is large,
differences
the result
in (1.6).
equivalent
required
one
adjoint
to determine
compelling.
multiplier,
differences
in the
proach
right
side
approach
the
hand
right
[oR1r
l,_,,,]
or
order
direct
inversion,
ferent
since
factor
on which
ber of design
is the
_',, one can solve
implicit
theory
hand
right
for bw directly
side
is calculated
directly,
hand
to choose
variables
side
the
is then
is greater
settled
than
of(1.9)
of the
a separate
by examining
the number
and
(1.13).
approach
from
adjoint
approaches
For
adjoint
of independent
in the
If the
identical
with
become
Thus,
the
apdirect
inversion
is solved
the two methods
the design
the
while
(1.9) or (1.13)
solution.
is
out by Shu-
variables.
become
which
pointed
function(s),
design
if equation
then
direct
and
two methods
procedure,
requires
the
the objective
However,
say by an iterative
right
upon
is a function
of multiplication.
each
sides
or direct
as has been
between
hand
depends
gradient
approach,
[103, 1041. The difference
Frank
the
This
to the control
lies in the
different
evaluations.
(1.7)
essentially
of [_,j
of design
the adjoint
and the large
by finite
insert
bin and
is independent
flow field
of introducing
equation
and
of 5 w, with
of design
solution
Instead
(1.10)
In general,
number
equations
V2 + a-Y-
to an arbitrary
the need
If the
= o,l--:-
only a
without
quite
dif-
determining
problem.
objective
If the numfunctions
Chapter 1
and
Introduction
constraints
of design
variables
Once
the
be made.
process
gradient
After
to avoid
thickness,
may
and
conjugate
gradient
one local
minimum,
design.
the
also
or quasi-Newton
can be used
research
the
cost of approximately
about
as computationally
_ 1 evaluations
cost of the
variables,
has
methods.
Another
significant
design
design
problems.
points
problems
combination
the
performance
a more
optimal
benefits
by the
methods
such
of more
algorithms,
as
than
over
the
any measure
of design
at various
of the
design
If the
The
to the
procedure
individual
points
number
of the
key
total
gradient
design
points.
points
are
traditional
point
number
is that
of design
aerodynamic
resources,
to be considered
of design
equations
is its applicability
by solving
in
will be reduced
adjoint
instead
use of computer
the
reduction
difference-based
method
defining
cost
the
variables.
in finite
adjoint
then
for each
gradient
proportional
factor
of the
and
the
a dramatic
(provided
in the optimization
design.
defined
to an improvement
flow equations)
of its efficient
point
be improved
is the possibility
to permit
since
is no longer
limiting
Because
gradients
overall
solution
number
advantage
design
of the
is used
as the
method
can be included
for each
approach
design
the
must
cost function.
7) is the
been
In
which
which
direction
inverse
the
airfoil
within
may
descent
will lead
the traditional
expensive
optimization
which
There
then
and
acceptable
efficiency
sophisticated
method
can
is reached.
be devised
in a search
two flow evaluations
where
optimization
point
as the
cost of each
to the
the
unlike
adjoint
of more
(1.5)
subspace
can
The
algorithms.
but in any case
computational
the
by the use
as a minimum
procedures
minimum
constraints.
a minimum
allowable
minimum.
to find the
Furthermore,
of performance
way,
the
number
can be recalculated
until
such
and
if the
following
gradient
descent
into
is true
of objectives
the
constraints,
to a local
opposite
a modification
of steepest
In this
at least
line searches
gradient,
by (1.12),
be projected
satisfied.
The
to the number
a path
gradient
are
prevails.
a modification,
geometric
converge
In this
method
violating
by performing
original
such
to follow
constraints
negative
adjoint
is calculated
making
the
necessarily
the
is low compared
repeated
order
the
then
18
to multitwo or three
separate
adjoint
as a weighted
This
will allow
together,
becomes
yielding
larger
than
Chapter 1
the
Introduction
number
equation
of design
(1.13)
number
thus
of design
compared
with
to complete
1.5
variables,
yielding
partial
VS.
differential
equations
also
equations
are
to obtain
the
dynamic
sented
then
design
mappings
equations
defined
ensure
that
nuities
in the
the
One
discrete
may
in the past
analysis)
and
gives
and
the
flow equations
that
both
and
boundary
hope
have
The
despite
This
initial
Agarwal
with
analytic
the
of
introduced
restricted
and
directly
procedure
to
of disconti-
works
as airfoils
equations
pre-
and
the presence
such
wings.
from
the
outlined
in
are one of the possible
approach
Hou,
for aero-
systems
were
equations
Newman,
(discrete
sensitivity
et al. (83, 70, 43, 68,102]
[4, 5, 6, 11, 3, 18, 19, 10].

some
advantages.
for an intuitive
conditions.
used
necessary
procedures
adjoint
first
by Lewis
the
by following
equations.
of Taylor,
Burgreen
alternatives
some
discrete
adjoint
in the work
level,
adjoint
differential
flow equations
in conjunction
geometries
adjoint
[54, 55]. The ideas
in Jameson's
a set of discrete
The resulting
derived
well posed
simple
was
to the
the
adjoint
as the
verified
differential
mappings
required
directly
forming
These
by Jameson
were
remained
thus
approach
Regularization
of analytic
to the
Eleshaky
researcher
its related
(1.12).
derive
is now adopted
It seems
at the
is applied
manner
independently
formulations
of the continuous
also Baysal,
been
to relatively
alternatively
discretizations
have
when
ANALYSIS
same
flows
realized
points.
theory
This
to the
of design
solution,
in the
of transonic
equations
(1.6 - 1.13).
solved
of
equal
of solutions
equations.
information.
by equation
approximation
equations
and
directly
flow. The use
technique
differential
is still
method
number
SENSITIVITY
flow
initial
the adjoint
m is the number
direct
of solutions
benefit
the
the
of partial
to obtain,
where
governing
works
[75, 76, 74]. Jameson's
a large
control
gradient
early
case
that
in the presence
in these
grid
where
discretized
necessary
in this
to the
a number
it is implied
equations
as a system
be made
requiring
DISCRETE
sensitivities
should
calculations
is mm
CONTINUOUS
By continuous
Even
difference
gradient
switch
a process
variables.
finite
the
the
19
discrete
understanding
approach,
The
continuous
of the
in theory,
approach
adjoint
maintains
system
per-
Chapter 1
fect
Introduction
algebraic
gradients
uous
consistency
which
closely
formulation
equations,
and
incurs
errors
discrete
in the
errors
sensitivity
continuous
used
adjoint
system.
to solve
The
of the
developed
level
et al.
solver
involves
of the
explicit
the
not
as the
it will
differences.
The
to the
mesh
differential
the
to the
exact
these
discrepancies
width
is reduced.
possible
give
contin-
correspond
provide
However,
one of the
grain
The
discretizations
of the
large
linear
particular
approximate
adjoint
used
continuous
tivity
analysis
the
in many
may
the
accelera-
can be directly
R, within
the
adjoint
the
ported
may
and/or
for
codes,
as a guide.
Residual)
For
of the
complex
application
of the flow solution
unless
of the
algorithm
based
that
Jacobian,
procedure
case
algebra
flow solution
iterative
more
In the
tedious
to
adjoint
sensitivity
to the
used
is used
a discrete
some
con-
as those
([_R]
[_-_l T _,) such
approximations
The
such
a discrete
out
equa-
to be as easy.
its transpose.
residual
be considerably
recycling
with
adjoint
is intimately
methods
flow solver.
reformulation
is used
easy
the
appear
of constructing
by working
equation
not
Minimum
[_n]
of Jameson's
of the
approach
For
the issue
Jacobian
adjoint
residual,
solution
fosters
iteration
convergence
solution
discrete
(Generalized
be constructed
of the
factorization,
of the
and
for use in solving
and
does
flow solution.
problem,
replacing
for the
approach
GMRES
decompositions
equation
adapted
algorithms
for the
for the
algebra
form
flow field
recycling
42] where
solver
discretization
algorithms
procedure
sensitivity
used
solvers
can be easily
for CFD
flow solution
simply
the
system.
a discrete
[115,
is that
iteration
matured
in this
symbolic
the
requiring
the
of the
equation
replace
it does
limit
formulation
robust
been
algorithm
the very
obtain
the
adjoint
from
to the
adjoint
in the
flow field system
have
of difficulty
by Young
solve
vanish
finite
do not necessarily
Thus,
in fact produces
Therefore,
recycling
nected
which
implemented
corresponding
flow equations.
continuous
the
that
solution
The
through
the gradient
errors
discrete
must
of the
techniques
tions
obtained
If properly
equations.
scheme
the
level.
flow solution.
approach
An advantage
tion
those
approximates
to the
discretization
discrete
discretization
corresponding
the
match
directly
discretization
dient
at the
20
to
it may
methods
such
as
to calculate
the
structure
continuous
sensi-
in any
of these
Chapter 1
cases,
Introduction
since
duplicated
the
steps
for the
applied
adjoint
methods
techniques
suffer
when
grows
as O(_/_ 2) and
and
the
/_ is the
smallest
number
problems.
been
dimensional
These
problems,
schemes
strategy,
significantly
In general,
used
analysis
can be approached
of R with
respect
CFD
codes
turns
out
which
that
be obtained
methods
the
promise.
aspect
the
that
rarely,
if ever,
is used
solve
the
direct
cost
is still
may be to formulate
understanding
problem
the problem
using
of the
adjoint
as methods
especially
the
such
developed
in the case of three-
O(i_) storage
of explicit
in an adjoint
will have
solution
shown
can
not the
these
has
adjoint
to _ flow solutions.
a continuous
and
only
approach,
its boundary
[102].
dependencies
be obtained.
can
such
sensitivity
above
the exact
subroutines,
and
as required
discrete
discussed
this
to solve
[69] to develop
that
explicitly,
approach
to be able
resources
et al.
software
[_]
system
alternatives
the
over standard
is obtaining
this
proportional
but
improvements
if applied
also
Jacobian
(1.13)
in all
[69} strategies
by Taylor
on selected
Unfortunately,
count
of unknowns
methods
computational
has
construct
they
iterative
methods
ADIFOR
flux
reliable
requirements.
analysis
the
While
operational
systems,
and
can,
work
group
to u, such
direct
large,
same
Present
sensitivity
to use
memory
the
of discrete
number
counts
sensitivity
same
it is the
becomes
and
by using
if ADIFOR
computational
intuitive
The
automatically.
that
its time
and
where
larger
discrete
(1.9t or (1.13).
to be as efficient
methods
approximately
shows
challenging
CFD
algorithm.
can be
present
the
modest
not proven
discrete
methods
shown
points
to solve
or incremental
O(i_) operational
reduce
flow solution
have
in many
with
[72]
many
because
to solve
have
of mesh
competitive
system
as O(/_b),
impractical
methods
the
equations
can be robust
large
in order
but they
the number
iteration
for the
goes
systems
becomes
decomposition
elimination,
adjoint
storage
process,
methods
sparse
points
It is thus
matrix
for CFD. When
large
Therefore,
employed.
Gaussian
the
the
elimination
of mesh
bandwidth.
as sophisticated
have
these
differential
to matrix
to solve
governing
equations.
in recycling
resort
direct
original
differential
Due to this difficulty

sensitivity
to the
21
For
complex
be daunting.
It
dependencies
been
can
explored
for
problem
(1.9).
The
best
compromise
gives
a far deeper
which
conditions,
and
Hence
then
Chapter 1
Introduction
to augment
1.6
it with
OTHER
A variety
cussed
thus
far, may be treated
applications
Pironneau
to solve
design
Kuruvila,
constraint
represented
converged
solution
potential
flows
is similar
proach.
The
work
of the
use
with more
can have
concurrent
adverse
waves,
will be necessary
transonic
and
supersonic
in that
order
problem
of multigrid
algorithms.
of the
problems,
lead
three
explored
sensitivity
process
More
success
nonlinear
While
adjoint
the
does
where
systems
not
errors
procedures
investigation
on applications
interactions
ap-
is evolved.
While
design
method
(flow solver,
algorithms,
the
only for
Their
to couple
this
the-
only at the final
attempted
systems.
the
process
recently
in which
option.
parts
to efficient
to demonstrate
where
been
for
equations.
continuous
design
optimization
it may
the
Other
of control
approach
separate
have
More
use
to be satisfied
use
the
into
et al.
sophisticated
in order
they
[78].
Navier-Stokes
currently
dis-
by Pironneau
the
an intriguing
in which
Ta'asan
effects,
has
ones
of the mathemat-
[86].
studied
is required
the
equations
a "one-shot"
method
than
explored
incompressible
it remains
here
design
convergence
approach
convergence.
the
the
other
equations
[40, 41] have
implemented
While
lies in the
algorithm)
the
to coupling
gradient
71].
decouples
through
itself
[107,
been
analysis.
IN AERODYNAMICS
differential
by elliptic
to the
sensitivity
the framework
have
by the flow equations
presented
strongly
within
by partial
and Modi
have
Salas
work
optimization
design
governed
and
shock
solver,
problem,
subject
difference
here
of the
problems
without
to the
THEORY
in aerodynamics
of systems
discrete
OF CONTROL
governed
[87] as well as Huan
Ta'asan,
the
theory
design
from
systematically
of systems
of control
shape
obtained
formulations
for control
optimum
checks
APPLICATIONS
of alternative
ical theory
ory
consistency
22
may
lend
in the
by virtue
using
the
involving
impede
its
Chapter 1
1.7
Introduction
GOALS
FOR
In this research
by Lewis
tries.
Agarwal
grid perturbation
space
trol
method.
The research
and
in the
will be tested.
method
tion
problems.
that
result
mimic
of a general
parameterizations
quasi-Newton
The
which
the
finite
by Jameson
treatment
of more
reliance
of the
volume
an alternative
form
the
design
space
search
been
method
search
on
with
alternative
strategy.
Two
B-spline
con-
and
will be an unconstrained
for finite
procedures
difference
for the
of continuous
sensitivity
analysis,
at if discrete
sensitivity
analysis
arrived
geome-
combined
functions
used
discretization
previous
use of both
space
strategy
and verified
complex
formulation
of Hicks-Henne
frequently
various
the application
the discretization
the
employed
will also introduce
design
has
In addition,
from
to allow
by foregoing
in favor
parameterizations
points
approach
will be extended
mapping,
different
sensitivity
will be accomplished
an analytic
design
RESEARCH
the continuous
and
This
THIS
23
optimiza-
adjoint
systems
including
were
ones
employed,
that
will
be presented.
These
Both
issues
equation
equation
sets
throughout
in character
fact
between
of the
flow equation,
that
development
nature
of the
valued
costate
On the
other
inviscid
and
the
only
two
Euler
equations,
system
whose
the
character
variable
easier
boundary
treatment
methods
conditions
of the
vector
must
boundary
will be used
design.
is to demonstrate
the
for the
potential
combined
with
in a straightforward
the first
form,
the
difference
implications
operator,
results
In contrast,
flow
production
to the second-order
difference
their
potential
theory-based
dramatic
is involved,
with
equations.
the
Specifically,
will have
of the
The
not admit
for control
application
Euler
approximation
problems.
conditions.
combined
inviscid
design
systems
For the
boundary
it does
a restriction
on different
methods.
valued
the
flow and
flow physics.
that
different
theory
Laplacian-like
of the costate
hand,
the
a scalar
of the
While
the two governing
two design
potential
approximation
entropy.
control
the
models
it is by no means
of developing
of using
for both
further
this research,
applicability
the
the
of vorticity
purpose
creation
be explored
represent
introduces
or convection
The
will
order
results
be addressed
conditions
hyperbolic
in an initialwith
for the
great
care.
potential
Chapter 1
flow costate
will be offset
equations
from
to define
the existence
which
the
and
will employ
Euler
Regardless
solution
algorithm
flow systems
the
interest,
such
resources
the
systems
capabilities
methods.
use
of design
the technique
The
that
than
and
primarily
for the circulation
potential
flow equation
direction
implicit
will be solved
of continuous
via
control
solution
the
the two design

and
its related
(ADI) scheme,
determining
those
used
the
as
to modern
more
ultra-fast
of the
will place
no higher
of the technique
explicit
details
of the
analysis.
multigridding
Several
while
for the corresponding
sensitivity
theory
de-
methods
by a Runge-Kutta-like
that
by recycling
flow solution.
limitations
design,
concerning
The
complementary
the adjoint
issues
based
will be applied
the
differential
will result
to account
of various
it will be shown
by the
viability
multigridding.
computational
costates
for the costate
related
theory
by an alternating
choice,
difficulty
flow solution
understanding
techniques.
eased
greater
of the
equations.
of control
their
of this
will also be included
traditional
and
is greatly
To illustrate
incorporate
greater
will be solved
scheme.
illustrating
for the Euler
24
development
This
in the potential
solution
equations
difficult
equation.
implementation
different
system
academic
adjoint
to gain an even
velopment
costate
by its more
of a jump
is not necessary
In order
the
Introduction
examples
than
a point
CFD
codes
adjoint
in comparison
that
systems
demand
will
of
on the
be presented
with
more
25
Chapter
MATHEMATICAL
MODELS
FOR FLOW
PHYSICS
The
development
ical
techniques
of the two new airfoil

for solving
flow dynamics.
These
flow physics,
and
are
and
and
chapter
describes
for both
systems.
extends
2.1
sets
the
The
GOVERNING
conservation
laws
For
reacting
formulations
a fixed
fluid
different
which
of these
volume
no sources
with
inviscid
approximations
where
viscous
develops
solution
both
effects
procedures
by different
this
employed
depending
solution
design
do
sets of equaFurther,
methods,
of aerodynamic
for the
on two
strategies,
via control
theory.
EQUATIONS
physical
dynamics,
momentum,
are
are
design
are solved
to describe
laws
approximate
approximations.
and
of two different
applicability
are used
of mass,
respective
that
on numer-
of approximation
of problems
methodology
the field of fluid
control
with
and
levels
This chapter
of their
equations,
equations
Both
for the treatment
development
in this work is based
Euler
solutions.
CONSERVATION
models
Within
Many
different
discretization
the understanding
of accuracy.
flow and
represent
the consequences
of governing
Mathematical
methods
role in the aerodynamics.
discusses
different
obtain
only realistic
not play a dominant

tions
potential
two models
thus
therefore
the
design
and
or sinks
with
the mathematical
energy
possible,
respect
phenomena
and
define
of mass,
momentum
degrees
representation
the
can be found
to an inertial
varying
governing
equations.
in a variety
reference
frame
or energy,
of the
the
of texts.
and
a non-
governing
Chapter 2
equations
Mathematical
may be stated
in integral
Models
form
for Flow
Physics
26
as (cf., Aris [1], Hansen
[35, 34], and
Thomp-
son [109]):
Conservation
of Mass
-_
Conservation
pdl3 +
p(v.n)dS
(2.1a)
of Momentum
:/,,s
Conservation
(2.1b)
of Energy
d
q.ndS,
where
p is the density,
heat
flux vector,
volume
and
v is the
velocity
vector,
total
energy,
n is the
respectively.
They
E is the
surface
Op
O-7+V.pv
Opv
--+_7.pvv
OpE
O---t-+ V.pEv
where
T is the
referred
stress
to as being
tensor
in conservative
2.1.1
THE THERMODYNAMIC
Solving
the above
of the
the
fluid
system
assumptions
constant)
including
conservation
be specified.
of a thermally
fluid will apply.
may
t is the surface
surface
vector,
and
V and
in differential
V.T
_7.(T.v)
- V-q,
the
pressure.
These
or divergence
traction
normal,
also be stated
(2.1c)
q is the
$ are
the
form:
equations
are
typically
form.
STATE
equations
requires
Thus,
an equation
perfect
(p = pRT)
Consequently,
that
the
thermodynamic
of state
and
is needed.
calorically
the fluid is a calorically
properties
Additionally,
perfect
perfect
gas.
(? -
_
Cv
--
Chapter
Mathematical
2.2
THE
EULER
The
governing
method
design
the potential
method
to develop
uses
the
Ignoring
equations,
given
For this research
employs
Euler
viscous
which
the
thus
far
the
Euler
equations
equations.
equations
first.
and
transfer
heat
in integral
have
flow equation
Physics
27
been
are
presented
further
as a basis
Here,
effects
simplified.
of formulation
for the
leads
with
sake
to the
of clarity,
development
only limited
ap-
The
first
design
while
the
second
it is convenient
of the
Euler
form are:
d-t
where
for Flow
EQUATIONS
equations
proximations.
Models
pdl2 +
pEd_2+
H is the total enthalpy.
p(v.n)dS
pH(v.n)d$
The conservative
(2.2a)
0,
(2.2c)
differential
form of the Euler
equations
is
Op
d_--/+ V.pv
Opv
-+ V.(pvv)+
Vp
OpE
O--_-+ V.pHv
For a perfect
(2.3a)
(2.3b)
0.
(2.3c)
(2.4)
gas,
p=(_-l)p
{ '
g-_(v.v)
and
pH = pE + p.
Equations
2.3,
with
the
perfect
differential
equations
phenomena
in aerodynamics.
addressed
in Section
which
2.5.
gas
very
The
conditions,
(2.5)
form
accurately
models
numerical
treatment
a system
many
of hyperbolic
commonly
of this
system
partial
occurring
of equations
flow
is
Chapter 2
Mathematical
To derive
plifications
the
are
2.3
THE
In the
absence
and
potential
Models
flow equation
for Flow
used
in the
POTENTIAL
FLOW
of shock
presence
of weak
The
differential
waves,
that
the
shock
an initially
velocity
waves
irrotational
vector
v is the
this remains
form of the
time-dependent
method,
further
equation
sim-
the perfect
gas
the flow is isentropic,
equation
of a potential
In the
good approximation.
(2.3a)
may
then
be rewritten
as
(2.6)
In order
in terms
irrotational,
= 0,
flow equation.
be obtained
flow will remain

gradient
a fairly
continuity
potential
for p must
by rearranging
that
design
EQUATIONS
Op
-- + V.(pV)
Ot
expression
first
28
necessary.
we can assume
the
Physics
of the
to complete
potential
for pressure
the
This
(2.4) with
the
equation,
can
added
an
be achieved
assumption
giving
!
{1
o:/1}
C_
where
P"
c2
P-M2.
Here
MR
is the
Mach
dimensionalized
presents
2.4
so that
a methodology
POTENTIAL
Separate
Euler
number
numerical
equations.
discrete
cells
dimensional
an outer
profiles
boundary
v have
to solve
this
case
completely
stream,
the value
(2.8)
and
unity
the
equations
in the far field.
have
The
been
next
non-
section
METHODOLOGY
used
the
computational
to obtain
tessellates
deviations
7P
p
equation.
are
the computational
where
free
SOLUTION
procedures
In each
which
in the
p and
FLOW
the
domains
from
solutions
domain
of the
is constructed
flow field region

extend
free stream
potential
from
the
conditions
flow and
as a set
of interest.
For
geometry
surface
are small.
Although
of
twoto
Chapter 2
Mathematical
Figure
2.1: Mesh
it is possible
dimensional
created,
FINITE
In
first
the
used.
computer
solution
mesh
2.1 illustrates
can be written
points
with
meshes
for a given
Equation
many
are
used
mesh
such
and
a typical
in the Physical
Plane
types,
work
exclusively.
set of governing
for this
Once
equations
the
potential
procedure
flow
equation
such
must
derived
for this equation
[45, 46, 44, 47, 64, 15, 51, 48] and
program.
grid
Flow
29
two-
a mesh
is
be defined.
FORMULATION
method,
by Jameson
to a body-fitted
at the
VOLUME
design
domains
structured
procedure
The numerical
developed
analysis
these
body-fitted
2.4.1
for Flow Physics
used for the Potential
to tessellate
a solution
Models
The
that
method
the
is a finite
boundaries
are
the variables
p, u and
i, j cell with
its neighbors.
in differential
form
in a Cartesian
on the methodology
realized
in his FLO42
technique
lines.
v are defined
The
steady
coordinate
'_d (pu) + t)
Ox
_ (p_') = O,
(2.3)
is based
volume
grid
in Section
The
which
solution
at the
state
system
airfoil
is applied
_ is defined
cell centers.
potential
is
Figure
equation
as
(2.9)
Chapter 2
Mathematical
Models
for Flow
Physics
30
where
u = Ox,
and
p is defined
coordinate
system
by equation
(2.7).
v = Cy
Equation
(2.9) can be transformed
((, 7/) by defining
Ox
_}x
and
h'-l=
a_
Let
J be the
into an arbitrary
determinant
0_)
07/
_9x
,_y
of K:
.] = detlKi
_ Oxi)y
0_ i)7_
OxOy
07j O_
Now
{ {::}
Ox
Ox
(2.10)
and
also
I:}:
We can now write
the
potential
(2.11)
flow equation
..--; (pjlI)+
Cu
Here,
l ,_and
t" represent
V}
the
as
_ (pJV)
m/
contravariant
in D.
(2.12)
= h "-1
(2.13)
velocities
1
;}___
a{
= 0
ag
Chapter 2
Mathematical
Models
for Flow Physics
31
and
--.A
with
= A.-1KT-'=
All
A21
Thus
by noting
The
speed
that
A12
A22
A is symmetric
is now determined
we have
U =All@(
A120,_
(2.14)
t'
A22_bv.
(2.15)
from
A12(
(2.11)
q2
To formulate
a typical
Next
a numerical
cell with
its neighbors
the quantities
the following
scheme
x, y and
bilinear
(A.7"K) -1
and
(2.13)
11(+
is locally
O within
formula
V0,).
for the potential

which
by the
flow equation,
transformed
the cell with
Figure
2.1 illustrates
into a Cartesian
vertices
unit
cell.
1, 2, 3 and 4 are defined
by
mapping:
1
w
4
-
{xl(1
- (1)(1 - 7/l) + x2(1 + _1)(1 - 711)+ xa(1 - (l)(1
1
- {yl(1
4
- (i)(1
- '/l) + y2(1 + (l)(1
+ '/l) + x4(1
- (L)(1 - ,/l)}
- 7/1) + g3(1 - (_)(1 + 7/1) + g4(1 - _l)(1 - 'It)}
1
0
where
(l and
corresponds
cell center
and
{_bl(1 - (i)(1
partial
71Lare the
- ,/l) + 02(1 + {)(1 - ,Jl)+03(1 - {l)(1 + T/l) + 04(1 - (1)(1 - _/t)}

local
coordinates
to isoparametric
since
quantities
derivative
finite
for the cell and
elements.
for x, y and
of are then
Ox
=
It results
5become
defined
at the
vary
in convenient
simple
N(X4
z
Oy
O(
-- X3 -1- X2 -- Xl)
( Y4 - ya + y2 - Yl )
t)x
0,1
2(x4
x2 +
averages.
cell centers
1
=
x3
between
Xl)
as
-1 and
1. This
formulas
at the
The
mesh
metrics
Chapter
Mathematical
Oy
071
0
0_
Models
1
2(y4-y2+y3-yl)
.(4-_3+_-01)
1
07/
the other
these
averaging
shown
such
The
flux balance
of the
cell-centered
in Figure
2 (04-
_ _3-4)1)
as (I, V, q and the

is then
terms
of A obtained
constructed
quantities
along
the
in the
edges
as multiples
computational
of a secondary
plane
finite
of
by
volume
(2.2) to give
(pJU)i+,_+
+(pJV),+_,j+_
This scheme,
unknowns
quantities.
32
with
for Flow Physics
+_,__
,
-(pJ
+(pJU)i
u),_,j+ -(pJU)i_
+(pJV),__,j+_-(_JV).,.
combined
with
an effective
Secondery
'*_,J-_'
iteration
,j__
-(p3V)___,j__
algorithm,
suffices
(2.16)
for subsonic
flow
Control Volunm
J.V/2 J,,_
_,-"
,.
Me@It Poinfm _
I-f/
"_.
l-f/? o
Prlnwr
Figure
calculations
embedded
hyperbolic,
2.2:
Mesh for the Potential
where
regions
the entire
of supersonic
a modification
II Centers
, Cofflrol
Volun'mw
Flow Equation
flow domain
flow create
to these
_
1.1/2. j-1/2
equations
is elliptic.
To model
a type switch
is necessary.
in the
transonic
governing
Plane
flows
where
equation
to
Chapter 2
2.4.2
Mathematical
MIXED
Typically,
fluid
TYPE EQUATIONS
numerical
dynamics
These
models
and
require
artificial
to model
the
terms
discontinuities
equation
later
in this
present
entities
gradients
such
should
When
as shock
of a numerical
for the
as true
is to possess
The
dilemma
handled
is usually
uses jump
boundaries
theory,
precisely
since
for
stability.
flow equation
this
equation
both
expansion
expansion
shocks
of the potential
Euler
equations,
flow
developed
only entropy-producing
splits
it is difficult
to implement
computational
domain
(obtained
fluid,
these
flow
regions
scales
in
of a real
where
of these
large
regions
are
of the flow field.
narrow
must
must
be capable
regions
of high
the
locating
and
into
laws)
tedious,
shock
particularly
be avoided.
a continuous,
insmooth
at discontinuities
to set conditions
is useful
strength
one or more
must
the ef-
shock-capturing,
domain
Shock-fitting
of proper
of reproducing
first,
computational
from conservations
in the construction
points
The
a discontinuity
a discontinuity
be tricky
be taken
such as multi-valued
sub-regions.
because
can
the
dimensions
in one of two ways.
shock-fitting,
represent
For
are
length
care
scheme
anomalies
formed
discontinuities
discontinuities.
to smear
newly
equation,
scheme.
The
inviscid
dissipation
conditions
of the
The
the characteristic
numerical
This
and
allows
discontinuities
discontinuities,
while
other,
equation
the symmetry
numerical
exist.
of a perfect
scheme.
The
because
governing
or contact
less than
of the discontinuity,
region.
equations
proper
problem
of difficulty
of the
flow properties
artificial
to ensure
of non-physical
biasing.
type
choice
fects
corporates
the
destroy
upwind
waves
be treated
a domain
which
this
difficulties
approximation
gradients
Thus
governing
Use of the potential
the possibility
terms
of the
orders-of-magnitude
the
33
admitted.
in particular
typically
Under
are
reasons.
jumps.
of the
terms
a considerable
to produce
regardless
flow field
poses
do not suffer
shocks
However,
fluid,
be added
chapter,
compression
for many
viscous
Physics
form
of non-physical
To eliminate
artificial
should
the discrete
addition
as isentropic
shocks.
in the solution,
to solve
conditions
for Flow
AND DISCONTINUITIES
are required
transonic
compression
the
schemes
Models
and
in that
location.
waves
in the
and
case
on the
it can,
in
However,
splitting
the
of complex
Chapter 2
Mathematical
three-dimensional
region.
mesh
yields
and
the vicinity
the
of the
The
to smear
the
well with
those
this
rely
2.4.3
and
region
shock.
upon
thereby
extent
shock
and
outlines
The
symmetry
Q are
is represented
number
to smearing
are
type of numerical
Both
of the
in
to a limited
functions
of the
dissipation
used
solutions
methods
in the
by a
of points
of smearing
for shock-captured
The
governing
constructed
procedure
next
step.
spurious
potential
can
be removed
equation
to agree
presented
in
flow field.
t)
(77/
potential
biasing
expansion
flow equation
by the
is rewritten
+ e) + (pJy
such
for the
Upwind
of the
shocks
P and
due
extent
discontinuities
to eliminate
=(pJu
where
to model
the logical
expansion
terms.
the
conditions.
of a solution
the flow is supersonic
compression
error
shock
DISSIPATION
gions
dissipation
34
a sufficient
and the
jump
capturing
development
appear.
confining
it is possible
by exact
section
otherwise
Physics
discrete
contains
of this
Nevertheless,
the previous
where
if the
of the discontinuity
produced
to the
results
domain
discontinuity,
ARTIFICIAL
Returning
adequate
computational
magnitude
size in the
work
for Flow
flows.
Shock-capturing
few points
Models
flow equation,
must
be added
to reo
shocks
which
might
which
permits
both
addition
of small
artificial
as
+ Q) = o,
that
Op
The
coefficient
where
regions
where
# is then
Mc is a critical
giving
t'
approximates
- t_JJUl_
approximates
Op
- fiJ tlrl t),--)"
set to the switching
Mach
number
P = O = 0. The
p is evaluated
in the
form
original
(2.17
operator,
set close to 1, such
that
li becomes
of P and
Q approximates
a shift
equation
(2.12).
The
analogy
zero in subsonic
in the location
is exact
for positive
of
Chapter 2
Mathematical
flow on a Cartesian
mesh
since
incorporating
by adding
(2.16)
and
without
_
^0p
to the
finite
by realizing
into
(2.19)
35
,'_p
equation
biasing
to the
These
is implemented
difference
formula
approximations
for
(2.7),
p 0 fq2_\)
2c 20_
p 0
2c 20,1 [
and
directly
expansion.
from
_
^0p
the upwind
and
volume
that
Op
0,1
(2.17)
_p
terms
Op
_)_
By substituting
(V(p+
complications,
of the
resorting
are obtained
unnecessary
approximations
for Flow Physics
,] = 1, giving
0
To avoid
Models
using
the
(2.19)
"_q2)
"
symmetry
of A we can
develop
the
approximations,
[,
_P']
(U2_(+
UVot)
ApJ
0 = ;'7
P and
The
Q can be calculated
new numerical
not admit
shows
panded
point
that
one
mode
Laplacian
f'i,_
:'
-[i+l,j
if tU>
,_< 0
Q,,j+
_
(JW
-Qw+i
if V > 0
if V < 0
can treat
scheme,
of instability
operator
0i+1,2+1
mesh
given
both
subsonic
and
(2.20)
transonic
conditions
to (2.16)
in subsonic
and
does
discontinuities.
of this
for a Cartesian
from
expansion
examination
cell edges
l'i+'J
system
isentropic
A close
at the
+ V2C,m)
with
which
still
reduces
persists.
incompressible
If the
finite
flow,
volume
it reduces
regions,
scheme
to a rotated
is exfive
by
0i+1q-1
0,-1,2+1
0i-1,2-1
--
40i,2
O.
(2.21)
Chapter
Mathematical
The difficulty
that
are
arises
offset
the solution
rotate
the
because
to create
from
stencil
this
Models
scheme
allows
a checkerboard
decoupling
back.
in this manner,
the
Physics
36
two superimposed
pattern
By introducing
g,_(fi,j)
for Flow
of odd-even
the
scheme
averaging
solutions
decoupling.
is adjusted
and
To prevent
with
differencing
to exist
terms
which
operators
-_
1
(L,j)
:_< (fi,,)
where
f is an arbitrary
we can
mesh
define
the
(L+I,j + 2f,,j +
(fi+l,_
function
difference
- 2f,,j
and
are
defined
for incompressible
for the
flow
71direction,
on a Cartesian
as
that
multiple
or multiple
operators
(2.22)
(L,j)
= b<_<(f,j),
formulas
(2.21)
(u,m$_
Note
+ f,-1,j)
similar
operator
operators
and
with
_ will
the term
recovered,
which
flows and
meshes
be written
operators
such
imply
a_,_,_0
eliminates
commute,
+ u_,,,,)
whether
= 0.
they
(2.22)
are multiple
as ,,,,,_b(_.
Henceforth
in this
difference
operators.
Now
and
the
setting
cr = , the
decoupling.
can be similarly
The
augmented
with
the
t) will
average
the
operator
five point
difference
appropriate
as in _((
imply
by augmenting
standard
actual
text,
subscripts
stencil
operator
terms.
can be
for general
These
as
where
A (_)
pJ(All
A ('j)
--
pJ(A22
U2
c-_)
_ 2
The
difference
formulation
is now complete
and
- -_).
can be fully
written
out as
O,
may
Chapter
Mathematical
Models
for Flow
Physics
37
(2.23)
Details
step
of the
numerical
is to construct
2.4.4
discrete
duced
given
scheme
by Jameson
to solve
[44, 45, 46, 64, 15].
The
next
to converge
the
(2.23).
SCHEME
alternating
system
are
an iteration
ITERATION
A generalized
scheme
direction
of equations
given
implicit
(ADI)
by (2.23).
The
procedure
is used
difference
operator
S is now
intro-
direction
of the
as
Z = d,o + _V_- + _2_,_
where
_-
and
ADI sweep.
dropping
_,T are
defined
as one-sided
Now by linearizing
higher
order
equation
terms
differences
(2.23)
the ADI scheme
biased
about
in the
a perturbation
can be formulated
potential
_, and
as
(2.24)
where
,_ is a relaxation
operator,
b_ and
factor,
b, are
the
is the
shifted
operator
operators
defined
defined
by (2.23),
_ is the
so as to be consistent
correction
with
(2.20),
and
ftpd
[)
U 2
(.2
f_pJV 2
Q
__
c2
This
scheme
can be considered
a discrete
approximation
to the
time-dependent
equa-
tion
/3ot + _1_t +/324_,jt = 0
where
The
the
coefficients
advantage
_o, /_i and
of using
traditional
constant,
hyperbolic
irrespective
/_2 are
Z in equation
is that
(2.24)
the corresponding
of the
signs
related
(2.25)
to the
to drive
the
time-dependent
of A(() and
A ('_). The
parameters
ADI
cycle,
equation
relaxation
_o, (_i and

as opposed
_2.
to a
(2.25} remains
scheme
(2.24)
is
Chapter 2
performed
Mathematical
in two stages.
for T.
Recalling
that
by line
process
where
and
each
about
line
the
airfoil
the
solution
pass
that
correction
_,_+i.
sweep
While
sweep
capturing
2.4.5
choice
chosen
and
the outer
direction
this
direction
than
one
scheme
details
presented
of the
for T.
second
scheme
from
still
value
are presented
Each
of the
line
of
a single
solution
by line scheme,
the
outer
with
improves
of the
around
Once
part
in a line
updated
into two parts
be used
compared
technique
updated
is split
halves.
solved
when
been
lower
the
in a line
boundary
the
obvious
convergence
circulation
by
specified
at
in [46, 48, 44, 47].
ACCELERATION
is especially
flow solution
in the
the
the
already
downstream
71 direction
arbitrary
solved
swept
and
is also
in the
has
is then
( direction,
is thus
domain
solver
system
running
inward
acceleration
complete
This
the
upper
penta-diagonal
for the _ direction,
More
CONVERGENCE
for the
in the
38
system
line
step
solution
is somewhat
transmitting
boundary.
Convergence
a scalar
the
previous
first
The
symmetrically
is completed
desired
the
airfoil.
sweep
for the
inward.
of the
the
Physics
solving
differences,
For this
requires
by solving
with
one-sided
for Flow
involves
implicitly.
but
split
stage
from
separately
of this
first
information
edge
follows
but
Z has
is solved
leading
the
The
Models
last
important
in design
will be required.
section,
convergence
Thus
may
applications
even
still
with
the
since
more
efficient
ADI
be too slow.
MULTIGRID ACCELERATION
One
the
method
use
potential
of enhancing
of a multigrid
flows,
is to add
convergence
method.
corrections
The
performance
idea,
to the
presented
solution
of many
numerical
by Jameson
based
[51]
on calculations
schemes
is by
for transonic
obtained
by
Chapter 2
Mathematical
using
different
geous
for two reasons.
much
cheaper
mesh
converges
faster
gates
at speeds
proportional
are defined
frequency
higher
densities.
they
with
avoid
solution
since,
in the
defined
with
research,
calculations
of the
updates
significantly
fewer
grid
to the
physical
mesh
of fidelity,
while
words,
the
mesh
fully
meshes
points.
meshes
finer
meshes
permit
of meshes
solution
are
a coarser
information
propaof meshes
will propagate
lower
the
of the
resolution
superimposed
construction
process
meshes
If a sequence
coarser
for the
advanta-
Second,
implicit,
widths.
are
on coarser
the
a system
allows
fine
the
a proper
of fidelity.
obvious
choice
is to construct
initial
fine mesh,
second
important
solution
other
and
on the
To illustrate
algorithm,
degrees
every
is achieved
multigrid
varying
nating
on the
of solution
to transfer
mesh
point.
a sequence
issue
with
accelerated
fine
mesh
g/
is a linear
coarse
same
procedures
the
entire
band
of
of meshes
must
first
be
solution.
In delta
any
procedure
finest
be used
to drive
the
operator
this
as are
fine
used
meshes
concept
in this
by elimi-
starting
from
can be constructed.
is to ensure
to the
the linear
from
meshes
respect
consider
form
applying
coarser
multigrid
meshes,
meshes
of successively
should
difference
structured
By repeatedly
with
this procedure,
a sequence
For
_/Of
mesh
different
39
frequencies.
To implement
where
from
corrections
is not
solution,
for the
Physics
scheme
resolutions
need
for Flow
if the
degrees
In other
varying
the
the
involve
with different
frequencies.
The
First,
since
modes
domain
that
mesh
Models
mesh.
that
Thus,
solution
an
The
convergence
the
developing
on all coarser
meshes.
problem
= 0
defined
on the
fine
mesh,
and
Of is the
fine
this can be written
(2.26)
where
the
determine
the
subscripts
the
fine mesh
denote
iteration
alone,
count.
whether
the
Now
we can define
mesh
instead
on the
/_cbO:. '+1
of solving
next
is fine or coarse
--Ccq_
coarser
_+
_-_,
this
mesh
and
equation
the
superscripts
successively
on
in the sequence:
(2.27)
Chapter 2
Mathematical
Models
for Flow
Physics
40
with
where/:_
to the
is a collection
coarse
residual
the
grid.
Note
and becomes
solution
on the
transfer
operator
that
residual
the
the forcing
fine mesh
that
on the
function
can be updated
entire
solution
meshes,
starting
meshes
by (2.27),
The
2.5.4
then
defined
example
where
to the
surfaces
be modeled
properly
flow equation
the
After
calculating
fine
grid
coarse
solving
mesh
for __,+1,
transfer
the
operator,
corrections
and
a more
correction
and proceeding
back
(2.27)
of the multigrid
to the
finest
mesh.
to solve
treatment
of the
see references
algorithm
on all
on all coarser
is employed
complete
to the ADI method,
Euler
equations
of the
the
process
[47, 48, 51 ].
is given
in Section
equations.
classes
require
that
computational
to ensure
three
Kutta
For
the
CONDITIONS
of the governing
the bounding
the
by (2.24).
replaces
interpolation
to (2.26),
(2.26)
of the implementation
it is applied
by first
all these
equations
from
+1
according
of its connection
BOUNDARY
Solutions
by
with the
be defined
mesh
mesh
the solution.
interpolating
defined
an understanding
2.4.6
and
and
system
Another
can
from the finest
procedure
nonlinear
and
process
a quantity
fine
to drive
1:
The
moves
a correct
of boundary
appropriate
domain.
solution.
conditions
It is crucial
that
For the domains
conditions
be specified
these
on
conditions
used for the potential
are necessary:
solid walls,
far fields
condition.
SOLID SURFACE BOUNDARIES
Solid
boundaries
Such
a boundary
condition
such
that
construction
must
condition
is easily
the
be modeled
satisfied
faces
of the
of the
by a no-penetration
is satisfied
in our present
by setting
formulation
computational
computation
condition
cell depicted
cells
are
= 0.
because
coincident
in Figure
that
This
Neumann
meshes
with
(2.2) at the
still permits
slip.
boundary
are constructed
the
surface
surface.
is shown
The
in
Chapter 2
Mathematical
Models
for Flow
Secondary
for
Physics
Confrol
Flux
41
Volume
CIIculettone
Airfoil
Surfece
_/////_'///////'/////////////////,_
Figure
2.3:
tional Plane
Mesh
Figure
and
(2.3),
the faces
for the Potential
implies
that
on the boundary
Flow
the
of the
Equation
Neumann
airfoil
at Airfoil
condition
Surface
is satisfied
(71 = constant
in the Computa-
by setting
t" = 0 for
boundary).
THE KU2"rA CONDITION

In calculations
with
lift,
the
circulation
dition.
In two-dimensional
flows
cut-line
(dividing
structured
a constant
line of the
jump
by subtracting
a term
at the
outer
and
domain
plane
to a pure
any necessary
adjustments
the
equation
governing
stream
component
can be solved
with
to be adjusted
involves
mesh
F in the circulation.
dated
physical
this
has
only
remains
constant
where
along
component
a periodic
satisfied.
with
the
boundary
The
result
the
trailing
edge)
8 is measured
This
at the
perturbation
condition
does
outer
the
cut-line.
the
should
be
be accommothe mesh
not map
domain.
potential
con-
Along
along
it is a single-valued
along
Kutta
there
this can easily
into the perturbation
that
the
complication.
?!lines.
except
will be incorporated
subtracted
the
If we use an O-mesh
circulation
is still
a minor
leaving
from the potential,
to satisfy
in the
However,
potential
also has
so that
the
function
The value
free
that
of the
Chapter 2
circulation
edge
Mathematical
constant
is assumed
F must
sharp,
Models
be updated
it forms
for Flow
as part
of the solution
a singularity
in the
the
0u_.
is the
been
convention
free
to be zero.
potential.
with
function
_ is the total
stream
simplified
linear
that
the
of _. This
such
that
The
assumption
By enforcing
iteratively
potential,
condition
(2.28)
the
term
Kutta
flow solution
perturbation
to the
an
O-mesh
forces
the
tangential
condition
If the trailing
unless
(2.28)
(; is the
related
of the
procedure.
= 0,
that
as part
42
potential
F
( = ec;_ - 2-_ + e_'_
with
Physics
circulation
is being
and
potential
has
employed
velocity
solution
potential,
at the
procedure,
with
_ as a
trailing
edge
F may
be updated
is satisfied.
FAR FIELD BOUNDARIES
The
the
outer
perturbation
as well
the
boundary
2.5
potential
as the
outer
boundary
As in the
procedure
a finite
Euler
solution
volume
character,
type
requires
while
the
the
use
the
in which
out the free

of this
surface
the value
stream
approximation
of
conditions
improves
as
geometry.
flow equation,
a numerical
governing
discretization
and
solution
equations.
FORMULATION
for the
since
accuracy
from
developed
in his FLO82
procedure
condition
METHODOLOGY
methodology
realized
equations,
The
for the Euler
VOLUME
boundary
by subtracting
further
potential
is necessary
62, 52, 60] and

the
is extended
of the
FINITE
Again
potential.
SOLUTION
case
as a Dirichlet
is prescribed
circulation
EULER
2.5.1
is treated
in the
latter
are
computer
potential
subsonic
first
of an alternative
by Jameson,
code is used
flow equation
zone,
order
[66, 49, 63, 50, 61, 57, 51, 53,
the
and
solution
former
hyperbolic.
method.
as a basis.
cannot
be directly
is second
order
This
difference
Unfortunately,
used
and
for the
elliptic
in equation
in
Chapter 2
Mathematical
In compact
form,
the Euler
Models
equations
for Flow
(cf
equation
-- : wdV+
dt Jv
Here,
normal
w is a vector
oriented
of dependent
outward
First,
the
_ _
volume
These
are
puu + p
puv
pv
pvu
pvv + p
pE
pHu
integral
in equation
Cell
the
Centerll
Finite
and
defined
pv
be written
as
(2.29)
pu
pu
W
2.2) may
F is a flux matrix,
volume.
43
F.ndS=0.
variables,
from the
Physics
n is a surface
in two dimensions
unit
as
{'*-}
pHv
2.29
may
be expanded
for the
computational
for
Volume
Oi+1,1
"_'aLOj_
I _
Oi, I
Edge
Edge
Figure
control
volume
2.4: Mesh
for the Euler
Flow Equations
[ w dV-
Plane
dw,,jV,,j
dt j v
w w represents
by its value
in the Physical
V,,3 of cell i, j as
where
at a sample
the average
point
value
(cf, Jameson
dt
of w in the
and
cell, which
Baker
[62]).
may
be approximated
Chapter 2
Mathematical
Second,
into
the surface
constituent
consisting
integral
surface
Models
over
For the
there
Physics
each computational
elements.
of quadrilaterals
for Flow
control
volume
case of a two-dimensional
are four
/.F.
44
such
constituent
is decomposed
structured
(k) edges.
This
mesh
gives
Erksk
nd$=
where
faces
Sk are
are
the
approximated
corresponding
Figure
surface-projected
two
2.4 is given
by the
adjoining
normals
average
ceils.
of the
ordinary
differential
approximations,
equation
To determine
the explicit
same
coordinate
Section
form
values
flux at the
Fk at
taken
k -- 2 face
Then
V,j
of the
are
by again
the
cell
from
the
shown
_k
written
introducing
as f and
the
to rewrite
potential
equation.
g with
K and
J defined
velocity
components,
/'} -1{"
/
V
(2.29)
to apply
to the
contravariant
__
equation
(2.30)
FkSk it is beneficial
as was applied
now
=J
summation
into a first-order
as
d
Fn(
V and
S are unit
volumes
and areas
respectively
+ (;i% d,_ = O.
and
W, F, and
p P
pVu
F=J
(; are given
p l ,r
pu
_4/_
in
V,,j:
_FkSk
'
8_
2.29 is transformed
volume
_x
it is possible
fluxes
1
+ _F_,j.
i, j with
transformation
flux components
(2.4.1).
the
equation
for cell
dt
Cartesian
discrete
by
the above
general
the
cell-centered
For example,
1
F2 = _Fi+I,S
Incorporating
and
pv
pUv + _p
pE
pUH
+ ;_TY
(; = .!
pV'v +
pV lt
a 77p
by
the
The
as in
Chapter
Mathematical
It is now possible
to rewrite
Models
(2.30)
where
the
(+/and
/1 ,+
[_(i,;+1+
(-t indicate
(; occur
at the
appropriate
and
which
for
_,
evaluated
2.5.2
that
the
cell faces.
F+l,a and
+ 2
evaluation
of the mesh
For
F+
,,J are
example,
evaluated
i,3-1J } ,
metric
terms
F is a function
at i + I, J and
(2.31)
of the
in F and
(')a"
metrics
for F,7/ and
t.i_
'- 1,; are
TIME-STEPPING
where
(2.31)
Q(w,,;)
may
be written
represents
of change
in the
as
decoupling
that
the
domain,
must
cell.
with
a system
artificial
we have
a system
of equations
when
order
overshoots
Various
ordinary
is applied
differential
In order
around
is balanced
shock
to suppress
waves,
by the
to each
cell
equations
odd-even
equation
(2.30)
giving
_
-_(wi,;)
later
+ 2_(w,,a).
in section
= +Q(w,,j)-
(2.5.3).
(2.32)
By setting
_(wi,j),
of the form
2.33 is in a semi-discrete
cal computations.
that
(2.30)
state.
dwi,_
dt
+ 7_(wia)
Equation
fluxes
equation
of first
dissipation,
will be discussed
_(w,o)
of Euler
to steady
and possible
dw,,_
dt
form of _(ww)
residual
Thus
be integrated
of the solution
be augmented
- -Q(w,,j),
the collected
of w within
computational
is obtained
The
2l (;+j)
' ]
dwi,j
dt
must
45
at i - _1 j
Equation
rate
Physics
as
d_Zi,j
for Flow
formulas
form,
= 0.
and it must
for discretizing
(2.33)
be discretized
equations
in time for numeri-
of type
= -7_
(w,,;)
Chapter 2
are
Mathematical
possible.
ential
Generating
equation
these
is viewed
Models
schemes
W7'7
Because
the
equations,
such
form
o.d.e's.,
research.
procedure
applied
to the
(2.33)
time
solution
of the
differ-
is,
may
fits
of the
a class
aspects
of the
Euler
of well
off existing
multi-stage
various
integration
into
be patterned
the Runge-Kutta
discussion
if the
Jtn
a solution
A complete
schemes
WT'J
by equation
scheme,
That
46
'<- ['_+'_(w,,j)<_.
"_
presented
well investigated
Physics
can be simplified
as an integration.
-"+'
for Flow
scheme,
and
choices
equations
investigated
schemes.
is chosen
One
for this
of Runge-Kutta
is given
by Jameson
[51, 66, 49, 50, 57].

In this
work,
convective
and
the stability
scheme.
a modified
five-stage
dissipative
region
parts
are treated
of the scheme
It can be summarized
WT
----
i ,j
Runge-Kutta
beyond
separately
that
was
utilized,
and in such
obtained
with
in which
the
a way as to increase
a standard
Runge-Kutta
as
7l
wi ,j
7"1,
7"2_
,,_
w_=w_l
7"3,
w FJ
_4_
,,_- _at.j.
w_ _
Wij
w:j
W_
wTO,,3
-
iz
Wi_,j
i ,.)
I ,J
WT_+ 1
1,3
the
various
vestigations
ro - vs. Note
1
- _Ati,j
{Q(w_,,)-
[.44V(w:3)+
.5673(w_)]}
( [.44D(w_j)+.56_D(w+,'_)+.44_D]
w,,))}
7-4
(2.34)
weighting
the
QIw[.)) - z_(,.,,r"-,,_
)}
"At,.7, Q(ww)-.56
by Martinelli
that
74
where
scheme
Euler
coefficients
[80].
fluxes
have
Pseudo-time-like
are
evaluated
been
optimized
stages
at each
through
in the
stage
numerical
scheme
while
are
the
in-
denoted
dissipation
Chapter 2
fluxes
the
are
Mathematical
only evaluated
dissipation
fluxes
a considerable
that
that
due
to its damping
with
multigrid
In order
and
is roughly
other
equal
by evaluating
this does not hinder

of high
techniques.
to determine
direction
Consider
at every
savings
provided
Models
of wave
the Euler
for Flow
stage.
to that
Since
the
convergence.
modes
incurred
the
fluxes
1 Another
47
work
of evaluating
the dissipation
frequency
Physics
Euler
to evaluate
fluxes,
at only every
advantage
it is effective
of this
for use
there
other
is
stage
scheme
is
in conjunction
2
the
proper
propagation
equations,
time
step
through
in equation
0w
0f(w)
-+ -i)t
Ox
limit
each
2.29,
it is helpful
cell
in the
rewritten
0g(w)
Oy
to estimate
the
computational
speed
domain.
as
- O,
(2.35)
where
p_
w=.
Expanding
the spatial
are
nonetheless
useful
and
conservative
p _tu + p
_,
f=
p u r,
, g=
pv
pvu
pE
pHu
pHv
a non-conservative
system
derivatives
yields
for assessing
differential
properties
formulations
pvv + p
of the
(cf. equations
previously
(2.2} and
0w
0w
0w = 0.
O--t-+ A1 (w) _
+ A2 (w) _)--_1See
section
2.5.3.
2See
section
2.5.4.
of equations,
introduced
which
integral
(2.3)):
(2.36)
Chapter 2
The
Mathematical
matrices
Al(w)
A1 and
-
A2 are the
Models
for Flow
flux Jacobians,
and
written
as
2:__,;
to
(3-7)
_,
(1-3,)_--_
w-a
(7-1)
w--i
to!
to I
_ z=A __i22A_
_7,_
(w4 + p) + (1 - 7)-_
(1 - 7) _--5"_-"2_-y,_,__z
Og(w)
0w
_ww
t.bfl
propagate
in some
of various
waves
equation
direction
may
time
(2.36)
defined
be difficult
step
(1 - 7),_-'_,
7) w---_
gas,
--
For a perfect
w-a
_, a reasonable
can be explicitly
w2
-_-_+
48
Of(w)
Ow
A2(w)
Physics
scale
is hyperbolic.
(3 - 7) _-_,
,!
l(w4Tp)+(1--7)_
Thus,
by _, say. Although
to determine,
can be derived.
(7 - 1)
wave-like
the exact
by making
In this
solutions
propagation
a simple
research
exist
and
direction
approximation
for
_ is dimensional
and
Chapter 2
assumed
Mathematical
to be related
where
S_ and
to the
area
Sy are components
it is then
possible
to derive
solutions
are governed
Models
for Flow Physics
of a computational
K 3-
Ky
--_
Sy
step
by a linear
limit
surface
nzA
areas.
by noting
combination
face such
of the
1 +
that
j7
of the directed
a time
49
that
With
this approximation
properties
of the wave-like
flux Jacobians
such
that
s:_A2,
where
With
this,
the eigenvalues
of the
matrix
/_i
.& are
_2
V'_,
A4 =
The
estimate
spectral
of the
characteristic
the
radius
time
step.
is defined
spectral
scaling
radius
quantity
Q,,j is formed
- c II' ll
as the
largest
for discrete
for both
as the
eigenvalue
of a given
point
i, j, given
the artificial
dissipation
matrix.
by o,,j is utilized
(cf., section
2.5.3)
An
as a
and
sum
Iv. l + I1 11
for the
different
coordinate
directions.
Finally,
a conservative
time
scale
can be set as
Vi,j
Ati,j
Qi,;
The
admissible
time
step
limit
is defined
as
Atlj
=
,
mum
Courant-Friedrich-Lewey
scheme.
and
The time
to set the
time
step
(CFL)
scale
step
is used
limit
used
condition
both
to scale
to integrate
AV-za-, where
number
allowed
by the
the dissipation--see
the
A is the
maxi-
Q, ,)
solution.
The
time
stepping
section
(2.5.3)---
CFL
number
does
Chapter 2
not scale
upon
Mathematical
the
the
dissipation
chosen
the local
since
time
step.
flow conditions
this
Models
would
Note
that
for Flow
mean
the
final
At is a local
as well as the
cell size,
Physics
solution
time
thus
50
step
would
limit
rendering
be dependent
and
is scaled
all transient
to
solutions
non-physical.
2.5.3
ARTIFICIAL
For the
finite
another
mode
and
volume
for this
discretization
of instability
the scheme
differencing
DISSIPATION
a four
example,
checkerboard.
that
This
two
flow field.
To obviate
added
everywhere
in the
in which
artificial
remains
an
issue.
formed
from
a blend
this
center
term
solution
it reduces
This
solutions
can
irrespective
effectively
couples
all
be constructed
the
dissipative
dissipations
(cf
central
implies,
at least
resembling
the
term
residual
must
points.
for the
Jameson
is dropped
of the smoothness
dissipation
should
(2.5.1),
to simple
arise
a weak
research,
of two separate
term
of difficulty,
that
dissipation
in section
dependent
is zero).
can be present
type
In this
mesh,
superimposed
decoupling
presented
the time
Cartesian
(the
separate
odd-even
of the
open
stencil
equations
When
for a uniform
point
manner
Euler
is also possible.
is expanded
with
of the
The
Euler
be
best
equations
7:),,j for cell
i, j is
et al. [66, 51]), 7:),2j and
7)4,j
'Z:)i,3
=
They
are
defined
T)2,,3-
as 3
,/:)4,j
The
terms
3The
on the right
dissipation
23,,3"
all have
4
d,+,j
_ d 4,__j
a similar
d 2+ ,_
2
_+,j
d4+,j
c 4,,__._,J,(wi+2,j
for the
energy
(the
since pH is the convected

quantity.
This
is constant
everywhere
in the computed
(w,+l,_
fourth
entry
also ensures
steady-state
+d
,,
4
+ dw+
_
form.
d 4,,j__.
For example,
- w w)
3w,+1,./
in the
+ 3w,,j
w vector)
Wi-l,3)
is computed
that for homenergic

solution.
for pit
flow (-_-TH
and
rather
V H both
than
zero),
pE
tt
Chapter
Mathematical
The
two different
tion
procedure.
around
large
normalized
is used
The
first
gradient
derivative
regions
difference
to eliminate
possible
scaled
since
solution
results.
serve
different
dissipation
such
accuracy,
the
any
shock
waves
terms
are therefore
solution
it is suitably
scaled
gradient
and
by the
dissipation
flux,
and
d 4,
can be
regions.
in smooth
are blended
adapted
oscillation
flow regions
large
'
stabiliza-
to damp
derivative
outside
near
in the
in smooth
two dissipation
coefficients
and
The third
coefficient
51
d 2, is used
waves,
decoupling
oscillations
roles
flux,
as shock
odd-even
by a scalar
The dissipation
for Flow Physics
of the pressure.
29_,3 can induce
degrades
i,j+_
flux terms
second
appropriately
ever,
dissipation
Models
How-
regions
to obtain
to the flow and
29 2Z,J
optimum
given
for the
face by
,2
/t2V_,j+
....
'
(r
= max 0,[
with
the
limiter
coefficients
for the
for 292z,3 and
is defined
t_ij
the undivided
scale
the
of the
scaling
quantity
dimensionless
in comparison
for each
The
coordinate
mesh
with
E2 and
and bi-harmonic
spectral
analysis
and
T as time,
represents
a characteristic
may
be selected
residual
_'
__,
to this
of 292j and 29_,j offers
the Euler
L as length
1
at,,,
radius)
which
is the
volume.
The
as a
as
272,,j.and
E2 and
its effects.
294j represent
c 4 are introduced
Note
quotient
of the
Terms
IL2 and
that
to
V is the
characteristic
#4 represent
by the user.
insight
into how these
Qi,j as the mesh
has dimensions
speed.
to unity,
as well as limit
acts
i direction
of w. The factors
properly
cell, and
E4 equal
1,_.j term
direction
in the j direction.
computational
with
similarly.
Pi,j+l - 2pi,j + PW-1

ip,,j+---_Yk2pi,j + P,,3-1
dissipation
(i.e.,
'_
coefficients
Dimensional
independently
])
in the
Laplacian
volume
constructed
,3]
__P_+z,J- 2p_, + p_-lj

[pi+ 1.3_ 2pi,3 + Pi-1,3
Cartesian
artificial
faces
z'3+
=
1'i,j
On a regular
other
,3
spacing
of (_.)IT
dimensions
where
of the
quantities
is decreased.
the term
representative
scale
Denoting
in parentheses
undivided
Chapter
Laplacian
Mathematical
and bi-harmonic
respectively.
It follows
to divided
length
cubed.
volume,
Defining
diffusion
will scale
discontinuities.
2.5.4
CONVERGENCE
the
scheme
basic
a less than
suited
that
thus
significantly
be the
as L 2 (_)
dissipation
product
coefficients
of a speed
length
as O(]_) and
with
and
L 4 (_)
with
respect
a length
of a computational
T_4z_J will scale
as O ( ]_a) in smooth
potential
regions
regions
or a
control
as O(]_ 3 ). However
of the
of the
flow equation
far for the Euler

rate.
to this task.
of the
as O(]_ 2 ) in smooth
for the
desirable
52
flow. Thus
the
flow but reverts
the
entire
to O( Jr)
ACCELERATION
scheme
discussed
Physics
may be written
]_ to be a characteristic
:D2j will scale
around
Like
would
E_,j+_ will also scale
artificial
for Flow
operators
the dimensions
operators
ultimately
coefficient
difference
that
difference
Models
equations
The scheme
(see
in Sections
can be accelerated
Three
such
techniques
increase
the
convergence
Sections
2.5.1-2.5.3
by using
are implemented
rate
2.4.1-2.4.4),
converges
specific
at
techniques
for the Euler
of the numerical
the
formulation
procedure.
ENTHALPY DAMPING
One
device
tation
for accelerating
of the
between
the
governing
total
cid and
adiabatic
domain.
Thus
artificial
dissipation
ume
formulation
that
conservation
governing
enthalpy,
a forcing
so long
as the
equations
convergence
equations
flows
solution
the
with
H, and
with
term
preserves
of the
conservation
(2.5.1)
of H is indeed
are thus
and
free
Euler
formulation
is proportional
value
H_.
stream,
Euler
of total
in the
in differential
Op
O---t+ _7.pv + 5p(H
and
enthalpy.
present
the
difference
state,
invis-
of the
in section
method.
The
the
steady
implementation
A check
scheme
- H_(_)
to the
augmen-
H -- H< throughout
fluxes
form
is the
For steady
to H - H_(, will not alter
the dissipation
maintained
written
that
stream
uniform
proportional
discretization
in section
a term
its free
constant
of the
state
of the
finite
(2.5.3)
vol-
shows
augmented
as
(2.37a)
Chapter 2
Mathematical
Models
Opv
-+ V.(pvv)+
Ot
Vp+
Op__ffE
+ V.pHv
Ot
where
5 is a user-provided
rigorous
gence
presentation
has
been
additional
by Jameson
act to damp
&pv(H
+ dpE(H
to control
and justification
given
terms
input
for Flow Physics
the
Ha-,)
(2.37b)
Ho_)
0,
(2.37c)
magnitude
of adding
these
and have
of the
terms
et al. [49, 66]. Here,
transients
53
enthalpy
to accelerate
it is sufficient
proven
damping.
the
conver-
to state
to be efficient
that
the
in accelerating
convergence.
IMPLICIT RESIDUAL SMOOTHING

Implicit
residual
scheme
remains
In the
the
smoothing
stable
potential
iteration
applied
significantly
by efficiently
flow formulation,
scheme
multistage
can
time-stepping
in product
the
scheme
form
increasing
the
through
the
equivalent
alternating
used
to reduce
increase
_i and
_j control
that
is obtained
residual
in series.
Each
scalar
eomputationally
and
Euler
computational
device
level
component
with
discussion
is provided
the
multistage
scheme
stability
character
of the
by Jameson
and
Baker
algorithm.
For
residual
7_,,j is the
built
the
into
explicit
smoothing
updated
in each
value
coordinate
for independently
This smoothing
by application
and
was
scheme.
is
can be written
implicitly
solver.
for the
the
= 7_,;,
of w can be solved
tridiagonal
at which
smoothing
equations,
and
the equation
number
of support
cost and
of smoothing,
by solving
inexpensive
efficiently
rigorous
the
stencil
direction
for the
CFL
of residual
(1 - _i_2)(1 - _jh_)7_i,j
where
the
at every
overall
benefit
direction
by the
can work
use
of a
concurrently
other
of this
of the
stage.
acceleration
in [52, 60].
MULTIGRID ACCELERATION
The
third
this
research
were
technique
discussed
is the
of accelerating
multigrid
in Section
the
method.
2.4.5
where
convergence
The
it was
advantages
applied
of the
Euler
formulation
used
of using
a multigrid
method
to the
potential
flow equation.
in
Chapter 2
Here
Mathematical
it is applied
flow equation,
mesh.
The
to the Euler
a coarser
equations
mesh
full multistage
Models
using
is introduced
time
for Flow
Physics
a similar
technique.
by eliminating
stepping
scheme
is used
54
As for the
every
other
to drive
potential
point
in a fine
the solution
on each
mesh.
Once
a full time step
cycle starts
mesh.
is calculated
by transferring
The values
on the finest
both the residuals
of the
flow variables
thus
it is noted
that
at state
the
are
still
cells that
are
agglomerated
residuals
are
transferred
coarse
mesh
with
to create
the
simple
the multigrid
to the next
conservatively
coarser
with
1)
(2.38)
flow variables
7_+.For two dimensions

in order
f W'+
s
in the sequence,
the flow variables
are transferred
_I
where
and
mesh
w_ have
yet to be updated
the
sums
extend
over
the
the
single
coarse
cell. The
four
and
fine mesh
corresponding
summation
(2.39)
where
_S (ws)
7c (wf)
stands
for the
is the collected
is defined
fine
fine mesh
mesh
residual
residual
on the
calculated
coarse
on the
mesh.
fine
mesh
Now a forcing
and
function
as
(2.40)
where
R_ (w_ +) is the
the fine mesh.

scheme
residual
To update
is reformulated
calculated
the solution
as
on the
coarse
on a coarser
mesh
mesh
the
with
the collected
multistage
time
w from
stepping
Chapter 2
Mathematical
Models
for Flow Physics
55
?t
W?
W c
1_:2
w[ _
w?-_At
,,:3
w2
w; -
_,=4
w; 4
w_-_At
.:5
w2
w'/+1 :
where
7_
(w_ -r4 ) are calculated
in equation
the
coarse
result
the
(2.34).
mesh
that
fine
a time
The
step
calculated
has
on each
interpolation.
Because
equations
is given
residual
on the coarse
back
on the finest
of multigrid
acceleration
in [50, 61, 51,521.
the
by the residual
on
and
coarser
the
Once
correction
by bilinear
by the
is independent
time
the time
mesh.
in succession
is driven
on
with
collection
treatment
for multistage
mesh,
sequence,
mesh
scheme
calculated
fine
is driven
the
mesh
mesh
complete
residual
the
in the
finer
coarser
the
successive
mesh
to the next
A more
mesh
on each
coarsest
for the five stage
from
by repeating
solution
meshes.
mesh,
collected
final
on any of the coarser
as that
coarse
on each
details
convergence
the
manner
solution
finest
+T'_
(2.41)
the
on the
and
mesh,
on the
on the
is passed
"R-c(w,r z) +T'_
7_(wy)
(2.38-2.41)
completed
mesh
gAt
cycle continues
of equations
been
same
of the solution
multigrid
procedures
stage
by the
7_(w:')+T'_
wT,
in the
first
is replaced
the evolution
mesh.
stepping
In the
1I
of the
residuals
solution
of the implementation
stepping
of the
Euler
Chapter 2
2.5.5
Mathematical
BOUNDARY
Like
the
potential
the boundaries
the
solution
solid
flow solution
method,
of the computational
and
for Flow
Physics
56
CONDITIONS
of the Euler
walls,
Models
appropriate
domain.
equations,
conditions
For the
two classes
must
computational
of boundary
be specified
domains
conditions
are
on
used
for
necessary:
far fields.
SOLID SURFACE BOUNDARIES
A oJJ
oi.io
u_
0
Figure
Plane
Solid
slip.
2.5:
Mesh
boundaries
For
arbitrary
for the Euler
must
Equation
be modeled
meshes,
this
differential
form of the governing
coordinates
_ and
can be transformed
'/- Then
ifa
0t
Olto_t
Coil
C_|orl
Below
ftle
Surlece
at the Airfoil
Surface
by a no-penetration
is most
conveniently
equations
constant
condition
done
to be coincident
,j = 0 fits the
surface,
to give
F = y,_f-
x,jg
and
G = x_g - y_f,
that
by first
with
the
still
permits
transforming
the body-fitted
Euler
fluxes
the
mesh
in (2.35)
Chapter
where
Mathematical
F and
2.5 shows
(; are the fluxes
that
Models
tangential
at the surface
and
all convective
for Flow Physics
normal
terms
to the
must
57
surface
respectively.
be dropped
from
the
Figure
definition
of (;, giving
(; = x_p - y_p.
This
formulation
has
to be prescribed
pressure
advantage
that
at the boundary.
at the
wall.
can be estimated
curvature
the
The
from
The
value
the
of the flow field quantities
only information
of p, for the
interior
of the streamlines
most
points
cell
needed
centers
by calculating
as proposed
by Rizzi
is an estimate
FAR
this estimate
FIELD
off the
the pressure
gradient
waves
manner
this,
are extrapolated
Riemann
flow normal
with
conditions
invariants
to the
for the
where
_ refers
of the
computational
are
be added
Fixed
and
to free stream
and
a represents
tangential
- uy_
value
domain.
subtracted
component
the
actual
of the
while
which
and
outgoing
).
to
(2.42)
of p at the
wall.
free stream.
to those
and
to the
that
are specified
outin a
to accomplish
one-dimensional
invariants
respectively
R_ = v_.n+--
such
In order
Riemann
characteristics
incoming
waves
correspond
and < refers
These
is imposed
incoming
extrapolated
2c_
- -_-1'
values
condition
by the
introduced
boundary.
incoming
imposed
may
then
as,
2c_
7-1
extrapolated
outgoing
from the interior
Riemann
invariants
may
to give,
1
v_,.n = _ (R_ + R,_),
where
the
boundary
from the interior
R_, = v_,.n
then
due
[98]:
to extrapolate
a characteristics-based
consistent
be defined
possible
surface
BOUNDARIES
For the far field,

going
it is then
have
for the
immediately
(x_ + y_ )p,, = (x_ x, + y_ y,_)p_ + p( y,,u - x,_ _,)( vx_

With
never
quantity
velocity
v_
<' at the
is taken
v,'nt
boundary.
as the
(RE--
va-n,
For
extrapolated
R_,)
outflow
values
boundaries
giving
the
Chapter
whereas
Mathematical
for inflow
boundaries,
it is taken
V,t
Here
nt is the
scheme
equal
unit
is completed
to the
of c, together
complete
free
in the
by extrapolating
stream
fixes
treatment,
normal
value
the values
see [60].
Models
for Flow
from the
---- voo'n
t +
tangential
the
of density,
free stream
direction
values
to the
at an outflow
boundary.
energy
58
giving
va'rl.
entropy
at an inflow
Physics
and
This
pressure
outer
boundary.
boundary
choice
at the
and
The
or setting
the
it
definition
boundary.
For a
59
Chapter
NUMERICAL
The
use of numerical
research
as has
optimization
gorithm
should
since
expensive
function
evaluations.
the assumption
the
of these
design
variables.
theory,
it is possible
C,,_, this
each
refer
they
functions
adjoint
amounts
equation
flow field variables,

the
For the scope
the
such
constraint
theory
that
to obtaining
that
must
as geometric
gradients
of this research,
must
during
formulation
involve
the
be satisfied.
it is assumed
and
such
to a separate
no additional
can be obtained
that
of objective
the
If the constraints
constraints,
number
are
by direct
all problems
on
They
methods.
with
respect
require
design
the
to
gra-
process.
constraint
assuming
as pitching
adjoint
are
based
variables.
also
additional
is used,
flow variables,
solution
[16],
function
be satisfied
this
is to pro-
unconstrained
typically
based
algorithms
on the design
objective
al-
not be viewed
methods
methods
to provide
theory
should
large
and
numerical
to those
control
optimization
of the
constrained
variable
a very
to this
optimization
is limited
as genetic
constrained
gradient
which
here
smoothly
categories:
of which
The
restriction
require
depends
is not unique
choice
of using
such
numerical
to use control
to quantities
method
since
because
If the
constraint
needed
alternatives
In addition,
of the constraint
constraints
methods,
require
choice
so, this
based
methods
information.
Even
the cost function
the
advantage
information.
into two distinct
client
ent
the primary
design
importance.
The
non-gradient
that
can be classified
1. However,
efficient.
Gradient-based
METHODS
shape
is of considerable
and
since
gradient
typically
Both
robust
information
as excessive,
in Chapter
to employ
be both
inexpensive
in aerodynamic
discussed
algorithm
on gradient
vide
OPTIMIZATION
optimization
been
In
gradithat
the
moment,
equation
for
are independent
of
calculations
may
be
analysis.
will contain
a single,
Chapter 3
possibly
Numerical
composite,
constraints.
Thus,
be posed
While
if an
as a penalty
this
than
objective
with
penalty
at most
the
algorithm.
to a gradient
based
in computational
cost,
methods
Numerical
than
another.
of view.
affect
design
design.
function
with
objective
function
u2), the design

l(ul,
equivalent
to the
The reliability
space
derivatives
definable
continuous.
such
as the
strength
vary
subject
1For
drag
a detailed
aerodynamic
design,
description
see Gill,
on the
shock
various
and
increase
Here,
a summary
of
in this research.
or not one design
is better
from
the
controls
point
parameters
value
which
of the objective
For example,
where
variables
the
(Ul and
of the objective
function,
moves.
[31] and
be carefully
because
algorithms
Reuther
are reasonably
defined
integrated
the
shock
in the vicinity
If a quadratic
available
the design
the higher-order
variables
of shock waves
shape
that
and possibly
local pressure
optimization
Wright
on the presumption
should
in the presence
as the
of the
a significant
design
to the design
function
the
Murray
provided
objective
by the
variables.
the gradient
with respect
although
change
information
The
defined
by the value
depends
that
continuously
continuously,
to a sudden
implies
For example,
design
function,
of ul and u2.
The objective
depend
whether
spanned
defined
methods
function
By
numerical
is as follows:
only two independent
the surface
Smoothness
that this is the case.
has
objective
set of independent
space
of the
combinations
of the objective
and
variation
of all gradient
is smooth.
a vector
optimization.
employed
thesis
to judge
is that
to be minimized
u2), for all allowable
used
order
method
in this
it is still more
based
without
to the cost function
space
is then
high
function.
unconstrained
of success.
on the
used
u, form
The design
space
focus
of merit
more
an
it must
objective
in a single
to use
dependent
is necessary,
to the
theory
be cast
likelihood
terminology
variables,
respect
the
variable
environment,
algorithm,
the
special
figure
It is also
The
the
with
optimization
I, is the scalar
that
greater
is given
can
optimization
the
as ('m
directly
it is possible
It is accepted
numerical
flow
such
of control
of interest
60
additional
in the practical
strength
constraints,
optimization
function,
problem
no
is added
limitations
the
Methods
constraint
which
to demonstrate
that
with
aerodynamic
may have
presupposing
existing
function,
constraint
approach
adequate
Optimization
and
quantities
location
of the
design
[90] respectively.
to ensure
their
and
shock
is
procedure
is
application
to
Chapter
Numerical
employed,
an additional
satisfied.
space
Unimodal
and
not
functions,
functions
local
at
least
extremum.
If a problem
extensively
multi-modal
may be the
best
is sought,
difference
based
so long
methods
function
about
are
(the
stepsize.
+ _p)
Hessian
These
foundation,
General
but
design
should
matrix),
to the design
than
the
algorithm
highly
nonlinear,
a genetic
Taylor
only a local
even
a finite-
algorithm.
series
expansion
of the
variables:
search
(3.1_
+ ()(,k 3) q- ...
the matrix
have
or
method
hand,
then
their
ALGORITHM
+ l_2pT_-((u)p
algorithms
of partial
second
and
A represents
direction,
in common
not
deriva-
only a Taylor
the
series
structure:
Gradient-Based
objective
a simple
quadratic
near
other
be
design
functions
is smooth,
efficient
7-/( u ) represents
gradient-based
the
from
p represents
also a basic
space
are
a non-gradient
GRADIENT-BASED
q- A_(u)Tp
vector,
then
If, on the
be more
subject
= /(u)
Unconstrained
1. Calculate
design
constructed
a point
space,
also
in the
functions
(i.e. non-smooth),
design
should
extremum
by quadratic
extremum.
as the
one
unimodal
approximated
in the
61
is unimodal
experience
discontinuous
method
space
Generally,
to find the global
}(u) is the gradient
tives
extrema.
Methods
design
that
UNCONSTRAINED
l(u
where
the
those
properties
gradient
Gradient-based
objective
are
strongly
and
GENERAL
that
displays
choice
extremum
3.1
condition
several
or are
Optimization
function
Numerical
and
the
Optimization
gradient
at the
current
point
in the
space.
2. Calculate
the search
direction
based
in part
on the objective
function
and gradient
information.
3. Determine
4. Check
Although
step
the
optimum
for convergence
one variation
(2) and
(3) (thrust
or near
and
optimum
if necessary
of this
approach
region
methods),
step
return
effectively
the
basic
length
to step
along
the search
direction.
(1).
reverses
the
order
iterative
nature
and
combines
of the
algorithm
Chapter
remains.
Numerical
The
presentation
It is presumed
that
(1) are available.
3.2
The
the
simplest
which
the
the
minimum
minimum
erality
minimum
the
even
degree
p remains
problems
where
the
next
step
and
goal is to minimize,
is p = -G.
constant
A. With
the
parameter
search
instances,
a separate
an algorithm
function
algorithm.
are required
for step
(3.6) addresses
step (3).
direction
respect
to A,
algorithm
is provided
of 1, _ can be obtained
is used
by alternative
problem.
available,
the
direction.
the
cost
of calcu-
order
is where
the
methods
For
7_ is constant
stepsize
calculated.
to the
For this case,
,_ is sufficiently
reduction
as the
search
an appropriate
as illustrated
of
Thus
for a minimum.
to find a minimum
However
(3.2)
greatest
chosen
in order
means,
that
AG(u)Tp.
the
(3.6).
search
can be neglected,
to determine
in Section
such
= -{7. One virtue
for the high
that
in I provided
direction
be performed
true
can be directly
guarantees
descent
the
in this direction
in which
no loss of gen-
are
increases,
quadratic,
= l(u)
a reduction
creates
p = - I'(u)
variables)
terms
descent
is posed
is
direction
direction
gradient
cost of calculating
order
the
as a minimization
and the
searching
+ _p)
for the
re-posed
optimization
is to use
problem
direction
is perfectly
direction
steepest
in ,_ may
technique
assumption
value
of design
higher
ensures
This
the
This
is easily
involves
with
of p which
of the
is sought.
space
the steepest
positive,
such
that
general
in numerical
this is not necessarily
design
definite
along
choice
of this
section
optimization
the
is the trivial
l(u
One
(2) and
information
to lie in the search
insignificant;
The
the
steps
that
of u (the number
later.
minimum
solutions
essence
problem
method
discussed
positive
adjoint
62
steps
as an estimate
objective
assumed
descent
and
the
gradient
a maximum
initial
the steepest
lating
negative
maximization
is then
as the
The
It is assumed
than
any
that
follows
gradient
algorithm.
steepest
rather
Provided
(3.2 - 3.5) treat
of exploiting
lies.
since
and
Methods
DESCENT
descent
has
flow solutions
Sections
means
steepest
of this chapter
the
STEEPEST
Optimization
for specific
next.
small
and
in / for a small
direction,
along
a one-
p. In many
i. A discussion
functional
of
forms
Chapter 3
Suppose
Numerical
that
the objective
Optimization
function
1
= _uTAu
l(u)
where
A is a symmetric
mizing
this function
positive
is equivalent
is of the
definite
Methods
quadratic
bTu
matrix.
to solving
63
form
(3.3)
c,
It can readily
the linear
algebra
be shown
that
mini-
problem
Au = b.
An important
concave
up in every
is ensured
insight
given
property
of the
direction
due
to be unimodal.
into
the
steepest
quadratic
For
descent
form (3.3) is that
to the
this
(3.4)
positive
definiteness
particular
form
procedure
can
of the
a paraboloid
of A. Thus
objective
be gained.
The
that
the
function
function,
search
is
much
direction
is
by
pi = -_7, = b-
It is desired
to find the minimum
O=
giving
p with
dli+l
du,+l
_T
_i+1
-T
-Gi+l_i
(b -- Au_+I)T
(b - A (ui
(b-
G_rAG ,
(l(u)i+l)
an explicit
formula
derivation
shows
This
the point
along
If it happens
convergence
pi such
that
of the
for _ in terms
that
that
the
steepest
respect
descent
is given
by solving
dui+l
-"_
-
G,
Aui)TG,
current
the function
new gradient
paraboloid
to _. This
dui+l
dX
of the
minimizing
the
Aui.
along
_,
0.
it forms
defined
algorithm
_iGi))TGi
+ )_i(AGi)TGi
gradient.
along
is orthogonal
by l(u)
will
pi is equivalent
to the
is stretched
become
poor;
last,
along
see
to finding
since
GT+IG, =
an axis,
Figure
the
(3.1).
Chapter 3
The
poor
to the
base
Numerical
behavior
last,
and
of any
minimum
hence
continues,
infinitesimal
the
steepest
functions,
objective
fact that
the
of convergence
rate
taken
along
algorithm
typifies
algorithm
new
path
design
each
Methods
each
zig-zag
in the
but instead
iterative
the
present
steps
descent
from
a fine-toothed
"canyon"
the
robust
results
Optimization
can
pi.
should
not
on more
be feasible
This
confined
of the
Contour
_ign
llnew
Sl:_Ce
of
for parablold
conetm
_lu4w
of fh
with
two
ob}ecltve
of
gradient
a more
and
the
vutsbl_.
lunctlon.
True
BellvJor
StIriing
Figure
CONJUGATE
The
slow convergence
extent
of steepest
point
3.1: Performance
3.3
form
to
objective
Clearly,
of the
due
behavior
to quadratic
functions.
knowledge
a global
dilatory
degenerate
the
function.
Map
some
toward
extremely
general
from
is orthogonal
to traverse
progress
become
is unfortunately
direction
be followed
While
successive
its behavior
search
must
space.
64
of
for the
the
demlgn
of equation
D_mcent
Minimum
A_loritnm
Algorithm
of the Steepest
Descent
Method
on a Paraboloid
GRADIENT
behavior
of the
by the use of the conjugate

descent,
St,_p_wt
it is again
(3.3).
initially
Motivated
steepest
descent
gradient
algorithm.
Following
that
objective
assumed
by the
fact
that
algorithm
the
the
steepest
can
be mitigated
to
the development
function
descent
is of the
algorithm
Chapter 3
tends
Numerical
to repeat
span
the
chosen
previous
design
should
directions,
space 2. Thus,
to be linearly
eliminate
search
be obtained.
the
design
approach
is equivalent
set of conjugate
such
direction
along
to saying
search
just
that
directions
as in the
pi is set to zero,
of the
prescribed
introduce
Thus
after
pi must
conjugate
each
satisfy
that
gradient
iteration
7_ iterations
the
the property
but
steepest
descent
is
should
minimum
that
(3.5)
with
it is necessary
-,T
(1 (u)i+l)
respect
to find the
algorithm.
The
to A. Given
minimum
directional
that
along
each
derivative
to construct
basis
vector
du_+l
_i+1
T
_i+lP_
- (b-
Aui+l)
- (b-
,4 (u, + Aipz))g
-(b-
Aui) T pi + _i(Api)
d,_
=0
Tpi
P,
T p,
!$Tpi
p TAp '
an iterative
pi which
search
spans
the procedure
the error
will indeed
the
(3.6)
algorithm
design
space
that
systematically
using
the
choice
uses
of Ai
us is the
that
n here
converge
to the minimum,
it is convenient
to
term
ei
_Note
and
negative
defined
by (3.6).
To see that
where
space
are
exist,
Ai
elements
by the
are
= 0 for j # i,
they
it is possible
directions
giving
dA
Thus
65
searches.
to work,
pfApi
which
defined
of all previous
from
For this
Methods
a set of ii search
pi is no longer
independent
one component
Optimization
location
is still
of the
the
number
desired
of design
ui
-- Us
minimum.
variables
Now
since
pi is defined
to span
the
Chapter
space
Numerical
ui we can express
Optimization
the initial
error
Methods
66
eo as
eo = _
6ip,,
(3.7)
i=0
with
6, being
the
T
(3.7) by Pk A, where
proper
stepsize
k is between
to eliminate
0 and
the
n - 1, and
error
using
component
the conjugacy
el.
Multiplying
condition
(3.5)
gives
T
pkAeo
6ip[.Api
i=O
6kpTApk
pT Aeo
pTk Apk
pTA
(eo
+ ____-(_ /_iPJ)
(3.8)
p_Apk
Also,
eo
uo
us
el
Ul
-- Us
eo
ei+l
ei +
e/+l
eo
Ul
-- u0
_iPi
i
+ Z
3=0
Substituting
(3.9)
into (3.8) gives

T
6k and
Pk Aek
pT Ap k ,
since
Au, - b
Aui-b-(Aus-b)
A(ui
-----
Ae_
- us)
Ajpj.
(3.9)
Chapter
Numerical
Optimization
Methods
67
6k becomes
pkr ;k
6k Thus
5_ = -Ai,
right
choices
which
such
means
that
that
the
in n steps
pT Ap k.
stepsizes
A defined
ei is eliminated.
by (3.6)
are
precisely
the
Mathematically,
i-1
ei
e0
-]- Z
AJP;
3_-0
.-1
_-1
JpJ- Z JpJ
j=O
j=o
6_pj
(3.10)
j=i
giving
e,-_ = 0.
defined,
Thus
it is possible
One method
design
remaining
u, that
process.
space,
terms
are
say
of conjugate
to converge
of obtaining
Gram-Schmidt
the
if a set
vectors
on the optimum
an A-orthogonal
Start
with
u,. Form
any
not A-orthogonal
span
in at most
set of search
basis
by subtracting
to previous
design
space
are
_ steps.
set
is by the conjugate
of vectors
pi by first
setting
out components
p, components;
p, = u, + _
the
directions
non-A-orthogonal
an A-orthogonal
for i > 0 are formed
which
that
which
spans
po = uo. The
from the starting
is,
(3.11)
f_,,kPk
k=0
where
fli.k for i > k are determined
by multiplying
by pfA,
giving
i-1
pfAp,
pTAui
+ E
f:li,k p jr Apk
k=O
pTAui+fli,jpTApj
fori
>j
pf Au,
_"J
Since
the cost of forming
O( 7_a ), a more
efficient
p t directly
method
-pf
from
becomes
ei
(3.12)
Ap.l"
equations
(3.11)
necessary.
Z/_J
j=_
and
Returning
P:
(3.12)
is proportional
to (3.10)
we write,
to
Chapter
Numerical
Optimization
pTAei
Methods
68
Z6jpTApj
j=i
-_
Pk_/_
This
means
rections.
that,
Now
by definition,
by choosing
fori>
Gi is orthogonal
our
original
basis
k.
to all previous
as the
set
conjugate
of gradients,
search
di-
ui = -.6,,
we
get
pTk A9 i
/4i, k = + pTAp k '
and
_i+1
Aei+l
A (ei + ,kip,)
Gi + AiApi
",T _
-_i
-T
Api
AGi
-p_
-Ai_f Api
_Tc
T-,
1 -,T-,
+
1 ,.7" ,..
1 T .
Ak_'k+l_', + _gk
ii.
Thus
[ t?T
t _.
1 [ Wk+l_
Di,k = _kk \pTApk
and
since
i > k, _ is defined
pTApk)
"
as
_,r_,
for k = i-
1
(3.13)
0
Thus,
the
k index
may
be dropped
and (3.11)
Pl
_i may
be simplified
further,
using
fork<
u, +
becomes
_lip,_
(3.6) to give
_T(L
1.
i-1
Chapter
Finally,
Numerical
Optimization
Methods
69
because
i-1
P,
ui
-[- E
_i,kPk
k=0
i-1
_/i
Pi
=
k=O
= GTu,
=
-919i.
Therefore,
GT.,
Instead
of requiring
by using
the
0(7_ a) operations
gradients
as the
algorithm
proceeds
at the
algorithm
can be written
(3.14)
i --,
3_-
Gr
G- 1
i-1
to generate
search
directions
cost of a few vector
a conjugate
it is possible
products.
The
set of search
to construct
entire
directions,
them
conjugate
as the
gradient
as follows:
set po
then
for
i=0,
-Go
it-
repeat:
Grn
pT Api
Ui+l
Ui + AiPi
_i+1
G, +
f_/+l
Pi+l
AiAp,
"T
By using
the
conjugate
function
of equation
plication
that
more
and
general
function
the
gradient
algorithm
(3.3),
which
algorithm
was
functions.
information
Used
T-
G,+I
it is possible
is equivalent
first
are available
to minimize
to solving
developed.
as a general
-t- ,Oi+lP,.
However,
optimization
but the Hessian
(3.4).
the
It was
it can also
algorithm,
is not,
the
quadratic
for this
ap-
be applied
to
where
conjugate
gradient
gradient
Chapter 3
algorithm
Numerical
can be written
Optimization
Methods
as:
set po
for
i = 0, st - 1
find
Ai
Ui+I
-----
ui + kipi
----
Gi+I
then
calculate
70
-Go
repeat:
that
(3.15)
minimizes
1 (u, + Aip_)
G,+I
_i+l
P,+l
In this case,
fi operations
number
must
of design
of Ai becomes
When
(3.3),
the
in regions
behavior
quadratic
search
to repeat
Just
is used
employing
was
problems,
required
the
an old direction.
search
directions
directions.
can actually
were
that
positive
Therefore,
penalize
since
First,
the
tendency
convergence.
point
the calculation
by equa-
holds.
As a result,
a tendency
positive
gradient
and
in never
care
to become
still
the derivation
the problem
for a general
this
be characterized
to all preceding
results
large
in Section
it has
Hessian;
a very
is discussed
throughout
definite
assumption
However,
cannot
from
an unlimited
algorithm,
solution
risen
However,
essentially
no longer
that
made.
to be conjugate
second
whose
a well defined
by recalling
symmetric
descent
especially
where
cost.
is to allow
problem
p, has
of treating
an insignificant
in it iterations
assumptions
directions,
stand-point
for functions
space
can be understood
direction
the
research
(3.16),
(3.16)
search
as in the steepest
search
of the design
a constant
along
of this
of convergence
two important
by having
search
when
from
remains
focus
variables.
proof
stuck
search
the
the algorithm
be taken
gorithm
this
a one-dimensional
must
This
since
subsequent
Even
variables,
be stressed
(3.6).
cost of evaluating
to 3fi operations.
of design
number
tion
the
Jr _i+IPz.
exists.
of the
al-
was characterized
secondly,
search
having
the
current
directions.
to repeat
For
a line
problem
it is often
necessary
of (3.16)
to eliminate
previous
Furthermore,
the
determination
Chapter 3
of ii, and
the
Numerical
hence
Hessian
assumed
may
the
iterations
search
be taken
method
steepest
from
method
descent
positive
stalling,
even
employed
on the
the
becomes
first
assumption,
and
problem,
it cannot
A rather
algorithm
excessively
on general
71
in a general
eigenvalues.
is to restart
convergence
Methods
hinged
to be symmetric
but is far from
NEWTON'S
By extending
direction,
or have
< _ or when
gradient
3.4
next
to be constant
to keep
gate
the
Optimization
problems
crude
after
slow.
fix, often
a given
greater
the second
order
used
of
the
conju-
efficiency
than
ideal?
METHOD
the
Taylor
series
expansion
to include
term,
1 T
l (Ui
it is possible
be
number
In practice
displays
while
+ Si)
to use Newton's
l (Ui)
"4- _(Ui)
T Si +
_S i _-_(Ui)
(3.17)
Si,
method:
dl
--
= 0 = _(u,)+
_(uOs,.
dsi
Thus
-1-
si = -_i
where
are
s, = _,pi
available
step
length
from
previous
throughout
towards
the
the
definitions.
design
(3.18)
Therefore,
space,
minimum.
_/,,
For
if the
Hessian
si not only gives

the
quadratic
the
problem
and
the
direction
but
of equation
gradient
also the
(3.3),
we
obtain
has
aAs an auxiliary
been extended
while
been
the
method
routinely
Gi
Aui - b
7-li
s,
- A -l ( Aui - b)
Us
-- UZ.
note, the conjugate

gradient
method
of solving
symmetric
positive
definite
matrices
by many authors
to treat
more general
non-symmetric
systems,
notably
[99].
And
has
applied
been
to the
studied
flow
here
analysis
in the
context
[7, 12].
of the
design
problem,
such
methods
have
also
Chapter
In one
the
Numerical
step
the
process
to Newton's
?-/_ are
available
hence
since
for general
the search
objective
function.
A helpful
a scalar
Section
3.6).
multiplier
This
of both
and
searches.
adding
Even
method
with
which
dropping
the
this
determined
is often
possible
computational
cost
of function
Newton's
length
as well as
evaluations
a reduction
objective
method
in the
problems
from
is
direction
search
(see
has
the
quadratic
evaluations
proves
and
functions
as a search
rate
is
the direction
for general
convergence
for the
Further,
method,
simply
the
method.
a one-dimensional
necessary
the
adjustment,
by
convergence
function
nonlinear
s, is used
G_ and
to linear
step
do not guarantee
for highly
whereby
_, being
modification
disadvantage
superlinear
improvement
Newton's
the
with its additional
method
that
of
successfully,
gradient
descent
advantage
accelerate
as opposed
prescribes
problems,
(provided
is applied
conjugate
the steepest
by s_ for Newton's
a safeguarded
p_ with
the
prescribed
and unlike
The
problems
be quadratic
(3.18)
general
minimum.
method
for the
line search
more
in theory
If Newton's
problem
a univariate
to the
general
would
72
For
it should
superlinear
quadratic
Unfortunately,
length
to use
of the
direction,
not required.
is that
problems
and
quadratic.
more
costs.
design
method
the solution
step
inexpensive)
Methods
to converge
for these
computational
descent
for the
in order
method
and
reduce
convergence
steepest
is found
can be repeated
switching
and
minimum
Optimization
to
in univariate
impractical
in many
cases.
The most
shape
design
significant
is that
gradient
algorithms
gradient
of the
are used
to calculate
per
design
seeks
Newton's
method,
space
[90].
the
differences
be required
cost
of the
prohibitive
the
objective
Hessian
cost
function
used
per design
for aerodynamic
descent
function
and
I explained,
cost
if finite
to calculate
iteration.
evaluation
of these
of gradient
and
the
in a similar
and the
differences
are required
evaluations,
this
information.
gradient,
the Hessian,
Of course
conjugate
evaluation
O(7_) flow field evaluations
of reducing
were
objective
As Chapter
of the
to the
optimization
For the steepest
information,
Because
in addition
would
numerical
both the
are needed.
a means
If finite
to reduce
earlier,
the gradient
to find
required.
flow solutions
be used
explored
iteration
of using
it can be very expensive.
design
research
is also
difficulty
control
manner
the
order
For
Hessian
O(n 2/2)
theory
to the
could
way
Chapter 3
it is used
the
Numerical
here
to reduce
use of control
While
control
evaluations,
implies
the
the
that
can reduce
O(7_) flow
even
whether
becomes
truly
surpass
that
per
large,
design
of obtaining
both
methodology
this
research
all calculations
the
gradient
only.
for using
advantage
impracticality
Hessian
gradient
be expanded
still
the
from
gradient
will explore
an attempt
and
direct
matrix
about
information
The idea of the

Hessian
mate
where
matrix
Hessian
per
the
optimization
using
to
Thus
as 7_
will eventually
Appendix
Hessian
cost
be
p requires
(3.18).
direction
in the
the
should
calculating
Hessian.
reduction
iteration.
not proportional
in equation
cheap
design
information
were
the search
to reduce
method
Hessian
by using
a point
along
with
the search
quasi-Newton
systematically
can be defined
H, is an update
Hessian
to obtain
flow field
O ( 7_2/2) to O ( 7_+ 2 ), which
be needed
the
with
is still prohibitive.
O(i_) to 0(2)
the fact that
to obtain
does
matrix.
method
not
A1
explains
information.
computational
of the
For
costs
Hessian,
of
Newton's
CFD.
become
information.
the
a Taylor
series,
to obtain
information.
by the
approxLet
+---.
up better
proceed.
nullified
the
giving
pi can thus
is to build
as the iterations
gradient
Ai_/(u_)pi
direction
entirely
It is possible
available
(us + Aipi) = {_(ui)+

Curvature
from
as is evident
theory
Newton's
of obtaining
to the
from
even
METHOD
of using
imations
results
for aerodynamic
QUASI-NEWTON
The
the
method
the use of full Newton
count
control
Without
is impractical
would
iteration,
the operational
the
3.5
This
Unfortunately,
gradient
cost of obtaining
variables.
73
the full Newton's
can only be reduced
it is questionable
of design
Methods
evaluation.
cost of the
evaluations
O(7__) operations
method
the
field
if the computational
number
gradient
cost of using
the cost of the Hessian
Furthermore,
used,
the cost of the
theory
theory
Optimization
(3.19)
be obtained.
approximations
It follows
that
to the
an approxi-
as
The various
forms
of quasi-Newton
methods
in existence
Chapter 3
differ
Numerical
in the
techniques
specification
share
of this
in common
Optimization
update
Methods
matrix.
74
The first
is the quasi-Newton
update
condition
condition,
that
which
all of these
can be stated
as
(Ui+l)
= G(ui)
+ A,_ip,,
or
---- y,
_i+lSi
where
si = A,p, and
condition
from
is a necessary
the need
update
approximation
of the change
alone
of the
- {_(u/) are known.
to lag information.
approximation
condition
y, = G (ut+l)
does
to the
The
not create
a unique
series
expansion
is simply
along
update
a first
the search
matrix.
the quasi-Newton
order
(3.19)
finite
direction.
For example,
arising
difference
Satisfying
this
if we choose
an
form
IAi =
where
that
Taylor
condition
in the gradient
It is noted
r, and z, are
some vectors,
rtz T
the quasi-Newton
direction
becomes
:
1 (y,-
ri
--
zTs{
lAi
zTsi
(yi-
that
will become
with
zi still remaining
without
with
violating
arbitrary.
A point
the quasi-Newton
an additional
term
condition,
},_T, where
7_is,)z
useful
the expression
}t is arbitrary
and
(3.20)
T
later
above
is the
fact that,
may be augmented
_.t is orthogonal
to s,. Thus,
lA_
can be set to,

/At =
where
it is obvious
quasi-Newton
the
last
term
is annihilated
by orthogonality
to satisfy
the
condition.
Fortunately,
Hessian,
that
riz T + l'iZ T,
namely
there
that
is another
condition
it, like the
true
that
Hessian,
should
should
be met
by the
be symmetric.
approximate
Returning
to
Chapter 3
equation
Numerical
(3.20),
of zi giving
the easiest
the unique
way
rank
Optimization
to impose
Methods
symmetry
75
is by choosing
ri to be a multiple
one update:
yi - 7_isi) r si
However,
this is not the
Hessian.
If we choose
only way to construct
the update
rule
a symmetric
+
1
=
of _,+1
By choosing
possible
tant
the
is ensured.
various
updates
examples
satisfy
both
This
may
results
1 (y/y,)
yrs '
be rewritten
Hi -
rank
to s, it is possible
symmetry
(DFP)
in the
and
update
to calculate
(PSB)
with
1 (_.siy:r)
yrs i
two update
update
z, -- yi, which
1 (yisT.Hi)
yrs i
formula:
a wide
the quasi-Newton
the Powell-Symmetric-Broyden
Davidon-Fletcher-Powell
lgi-
rule
zi not orthogonal
that
are:
This
to the approximate
to follow
1 (_+rizT)+
symmetry
update
variety
condition.
in which
results
of
Impor-
z, = s,, and
in
+__(yiy:r
(yrsi)2
as
1
yTs _
(7_,s,s:_,)
where
and
it can be verified
methods
which
the
second
this
constant
constant
all satisfy
term
_i is orthogonal
the
(BFGS)
The
as unity.
zero,
with
update
lli=
to s,.
quasi-Newton
by a constant.
is chosen
is actually
Goldfarb-Shanno
that
DFP
condition
method
It is generally
the
resulting
and
given
-1
7"_isis_i
s i _is,
Thus,
a family
can be defined
happens
accepted
update
of related
to be the
that
known
by
1
+ _____yiyr.
yts_
- "
-
the
as the
best
rank
two
by multiplying
one
choice
in which
for this
Broyden-Fletcher-
Chapter 3
For this
many
research,
other
dard
Numerical
choices
by which
to select
the
obtaining
the BFGS
other
best
approximate
search
gradient
Cholesky
direction
as opposed
costs
no more
updates
than
to the
that
while
"h and
factors
Hessian
the
the
stan-
is no intent
here
research
focuses
that
_/17.i _T
z, = His,.
procedures
schemes
upon
reasons.
First,
the
of
Hessian.
calculating
if the Cholesky
to the
Secondly,
it is easy
in positive
inverse
of the
the updates
result
is where
can be directly
update
factors
cheaper
they
itself
Cholesky
for two
itself.
be written
and
some
Calculating
such
may
are scalars
72
choice;
update
itself.
lgi
where
the
far, the Hessian
is considerably
the
update
since
While
remains
There
quasi-Newton
thus
is beneficial
to (3.18)
updating
the BFGS
exclusively.
method
measured.
in using
only
others
Hessian
Cholesky
are
procedure
As presented
is not the
according
be used
quasi-Newton
methods
issue
factors
to the
BFGS
will
76
information.
be applied.
this
Methods
algorithm
optimization
Hessian
the
used
Note
gradient-based
However,
Updating
the
implementational
should
updated.
the
available,
inexpensive
updates
quasi-Newton
numerical
An important
the
are
Optimization
the
factors
Cholesky
are
factors
to correct
definiteness
the
of 7_.
as
+
72YiY_
The
point
is that
lg_ is the
sum
of two rank
one updates.
Developing
this
stored;
that
where
_i is a lower
further,
assume
that
instead
of storing
_i its Cholesky
factors
are
is
unit
triangular
matrix
_i is symmetric
and
positive
definite,
elements
As mentioned
earlier,
in _,.
quasi-Newton
search
direction
by storing
only back
_ and
matrix.
is possible
i5, the cost
and
So long
yields
as
positive
of calculating
the
by solving
since
_i is a diagonal
this factorization
7"_i Si
for si is reduced
and
substitution
St
----
--_i
-_
--
with
O( 7_2 ) operations
is required.
Now,
Chapter 3
since
Numerical
the previous
updates
_ and/5
of these
exist
Optimization
at the
new iteration,
-T 1
i+1I),+1i+
Next
z_ and
jq are the solutions
it follows
any
work
out that
_, is very
due
=/_i_i
and
that
the
ensures
of the
quasi-Newton
design
procedure
remain
positive.
The
entire
now be written
to obtain
the low rank
_i/5,/_T
----
_i
(/5i
can
_T
triangular
q- _2_r/_ rT)
_T
systems,
zi
_9i
yi.
form
of the rank
f)i.
As a last point,
Hessian
direction
procedure
one
The
result
is positive
remains
by
since
calculate
Further,
it turns
is that
retaining
non-singular,
forcing
with BFGS
all
0 and/51
G1
all positive
definite,
the
updates
as
set/_1
updates.
be incorporated
quasi-Newton
-[- _lZi
has a fixed structure.
approximate
search
+ 71ziz T + 72yiyT
iii
special
and
_:)i+1
+ 2y,y,
i+1_i+1i+1
in/5
it remains
that
to the
sparse
of the
by construction
without
where/_,+1
77
factors:
--
where
Methods
= I
and
hence
a way
terms
elements
the
solution
to safeguard
of the
of the Cholesky
new
the
/5,+1 to
factors
can
Chapter 3
Numerical
Pl
Optimization
then for
i> 0
find
Ai
Ui+l
calculate
Methods
78
--_i
repeat:
that
minimizes
I (ui +Aip/)
Ui q- ,_iP,
G,+I
si
AiPi
Y,
_i+l
_,
1
71
calculate
sTy,
and
i, and
assign
9,+_i_,_,
r +_2y,yf
72-
yTs _
_'i from
, and/5 ifrom
z_i+1 =
solve for
_v,_T
_i
and bi+l= _,
Pi+I by back substitutionof
/,+1 IDa+ 1i+1P,+1
--Gi+I
(3.21)
Note
that
instead
safeguard
even
though
of p_+l the
the
latter
iteration
the
last
is used
process.
expression
so that
However,
in (3.21)
the
univariate
even
with
should
line
actually
search
its improvements
solve
can
for
s,+l
be used
in efficiency,
to
Chapter 3
this
form
Numerical
of the
quasi-Newton
of optimization
Cholesky
in the
factors,
O(_:_) to O (_2).
from
method
presence
the
the standpoint
this
count
and
to conjecture
Methods
be used
gradients.
count
extra
that
79
cautiously
of calculating
operational
of storage
It is reasonable
must
of inexpensive
operational
But even
Optimization
the
time
the framework
By applying
search
can become
CPU
within
updates
direction
drops
unmanageably
for very
large
for a three-dimensional
to the
from
expensive
7_.
problem
with
a mesh
of
i_ points
an estimate
design
must
of the
be limited
number
to having
the cost of calculating
the
of surface
at most
search
points
is given
a similar
direction
from
number
by O( i_ ). Further,
of design
the Cholesky
factors
variables.
the
Thus
for the maximum
number
of design
storage
of the
result
is that,
can become
prospect.
variables
factored
Hessian,
both in terms
more
The
A more
can
be estimated
for this
expensive
than
at which
complete
treatment
this trade-off
and Wright
applied
to the
Cholesky
factored
Hessian
of the
algorithm
(3.21)
3.6
LINE
Once
step
the
[30] and
SEARCH
search
design
exist.
Thus
optimum
search,
an iterative
the golden
to estimate
interpolation
is obtained
section
is used
of the
exclusively.
the
the
). The
the search
direction
relatively
unhappy
of future
optimization
exclusively.
was
study.
strategies
quasi-Newton
QNMDIF,
method
The
written
specific
by Gill,
[67].
quasi-Newton
in Section
to determine
minimization
available
search,
minimum
from
method
univariate
Any
the
other
the BFGS
is used,
as O(i_
as an area
will be used
by Kennelly
presented
an explicit
stepsize.
matrix
enhanced
algorithm
spaces,
remains
In this work
that
itself--a
and
Similarly,
be estimated
calculating
evaluation
occurs
operations.
ALGORITHM
direction
(2) of the general
linear
order
Pitfield
[31].
can
simply
of the quasi-Newton
by Gill, Murray
and
O(i_)
case,
the gradient
is given
Murray
worst
of time and storage,
point
implementation
as
or successive
along
the
optimal
may
interpolation,
direction.
quadratic
step
such
Here,
interpolation
method,
For highly
length
be employed
techniques,
quadratic
the search
Successive
(3.1) is complete.
method
line search
or alternative
non-
does not
to find
the
as the Fibonacci
can be used
successive
calculates
in
quadratic
the ob-
Chapter 3
jective
Numerical
function
three
points,
is then
inal
at three
and
then
calculated
points
obtains
points.
a solution
within
A new
a specified
that
ate searches.
If an iterative
method
within
these
costs.
should
to obtain
conjugate
gradient
Once
the
the
general
peated.
that
gradients
three-dimensional
through
utational
The
idea
yet still
this
finite
obtain
spent
used
designs
in the
technique,
line
the
Reference
with
that
the finite
leaving
combined
efficient.
computational
process
occurred
difference
the rest
apparent
for both
there
directions.
step
(3) of
can
be re-
with
succes-
It has
problems
[91] shows
quadratic
it became
that
process
cost of the function
reasonable
iterative
two updates,
optimization
quasi-Newton/successive
computational
search
entire
is extremely
aerodynamic
large
the
univarian adjoint
is found,
algorithm
searches
optimization
while
direction
and
[90, 97, 91].
research
to replace
search
previous
that
even
evaluations
interpolation
most
in determining
gradient
by a much
of the design
process
been
where
resources.
that
evaluations
be recalled
their
is complete
where
the
difference
therefore
accurate
along
to many
were
design,
in fact
effort
was
author
calculations,
practical
can
attained
with
total
rank
until
p_ is obtained.
not to attempt
employ
orig-
is repeated
function
of the
it must
function
cost of these
chose
quasi-Newton
for the
along
majority
which
(3.1)
process
the
one of the
in conjunction
Jameson
the
the
through
objective
replacing
cost of the
methods
the unconstrained
by the
is used
However,
along
in Section
successfully
debilitates
are
minimum
interpolations
finite-difference
proach
minimums
algorithm
sive quadratic
applied
quasi-Newton
univariate
In practice
work.
The
computational
the
that
a parabola
minimum
computational
reasons
initial
and
true
is the
to constitute
fits
minimum,
method
the
80
parabola.
defined
of the
line search
in his
direction,
of that
is thus
tolerance
other
Methods
projected
not be neglected
among
and
is an assumption
of the
is likely
searches
search
minimum
gradients,
searches
It is for this
univariate
the
quadratic
consideration
based
in the
at the location
three
Optimization
for
often
apIt was
of the
comp-
gradients.
cheaper
intact.
and
Chapter 3
3.7
Numerical
ALTERNATIVE
Although
this
method
may
employed.
will
not necessarily
the
of what
3.7.1
DIFFERENCE
When
finite
necessary
simple
example
scales
the
solution.
the
finite
algorithm
are
used
the
pl is the
cost
design
function
variables.
gradient,
to the
function
that
solutions.
orders
cheap
the
This
is I -- _CH, where
during
function
scales
procedure
solver
is
is forcing
adjoint
gradients
gradients,
it is always
is illustrated
by taking
_ is such
the product
the
calculation
linearly
may
with
of the
the
be written
that
flow,
residual
the
error
error
of the
in
flow
as
Ah
of the
residual
If it is required
discrete
of the
to have
flow equations,
flow solution,
at least
X is the
and
Ah
2 significant
ratio
of the
is the
change
in the
of accuracy
in the
digits
error
in
then
2_pl
-A('d
This
to obtain
such
minimization.
difference
residual
an efficient
to approximate
d ]-_-_=
where
when
method,
is appropriate.
converged
drag
cost
descent
BASED GRADIENTS
suppose
of the
4 The
81
a quasi-Newton
of a method
objective
Now,
evaluation
alternative
highly
involving
to O(1).
be the best
methods
with
Let us say that
use
design
difference
to work
exclusively
development
reexamination
FINITE
Methods
STRATEGIES
research
In fact
Optimization
implies
below
Aii. However,
that
the
for a given
level
since
4This relationship
governing equations.
the
_, say
of ACd.
magnitude
The
< ,01.
_ = 1, the
order
flow solver
must
of AC_ is determined
of A[_ must
be small
in order
be converged
to two
by the
magnitude
for the
discretization
seems to hold for many aerodynamic design problems involving nonlinear
of
inviscid
Chapter 3
error
of the
in order
this
finite
for the
gives
even
convergence
method
such
was
tion should
be obtained
adjoint
the
equations
gradient
since
from
analysis
significant
difference
gradient
respect
to many
changes
d---h =
ratios
of the error
The
error
of convergence
is scaled
_ portion
of the
flow equations.
gradient
places
does
are
by
and
the
key
point
complete,
adjoint
Note
is that
valuable
that
dh
even
sophisticated
descent
algorithms.
effort
the
was expended
maximum
to achieve
possible
must
after
gradient
through
the
informa-
solution
Not only is it possible
variables
at low cost,
but
of the
to determine
also
the
error
,_2 represent
the
:t:-_-
of the adjoint
the
as the
solver
_
of Ah.
IP21
and
of the
<
gradient
is the
represents
if _l
implies
less than
adjoint
information
available.
of
error
of the
_2 = 1 and
that
solver
the
accuracy
the
10 -2 instead
and
solution
the variation
the
= 1 and
only a few flow solver

is already
respectively.
goes to zero,
calculated
.01. This
to just
solutions
adjoint
consistently
Again,
AI and
adjoint
is directly
IPll +
be converged
solution
Thus,
adjoint
since
solver,
of the flow and
since
on a choice
for the gradient,
solver
of
better:
flow solution.
not depend
required
a high order
_-_
also go to zero so long as the
of the
design
in _dh to the residuals
term
only the
must
order
flow solver.
researchers
obtained
dramatically.
for the
_\
=
P2 is the
count),
gradients.
by one
the picture
of the gradient
where
drag
led initial
variables,
expensive
values
fact that
computational
a few design
these
can be relaxed,
this
more
to small
of 10 -6 for the
in the gradient
towards
be forced
AC_ = .0001 (one
tolerance
It was
82
GRADIENTS
changes
with
Assuming
a convergence
accuracy
for even
finite
accurate.
[39], to lean
ADJOINT-BASED
the
IPll must
for flow solutions.
that
gradients
Replacing
to be small,
where
as Hicks
reasonable
3.7.2
method
meaning
for cases
The reasoning
Methods
to remain
is required
in the field,
Optimization
difference
IPll = .00001
Thus
Numerical
two
flow solver
of 10 -6.
The
iterations
In contrast,
hundreds
are
Chapter 3
Numerical
of flow solver
gradient
that
iterations
for the
if a sophisticated
descent
these
along
single
required
the
earlier,
parameter
solver,
and
the
are
intolerant
stages
of the
converge
thus
the
total
coupling
and
Ta'asan's
approach
is used
to further
trade-offs
3.7.3
The
future
limited
this
tends
to fit between
been
described
efforts
earlier
a restart
that
than
in the
implication
is
minimum
be
obtained
for
the
the
cheap
solutions
be reduced
among
employ
conjugate
methods.
procedure
In the case of the conjugate
Some
gradient
to use
tight
[54, 55, 59, 58}.
in which
multigridding
systems.
Although
formulation
should
of sophisticated
in their
(LMQN).
and (full)
They
design
with
methods,
it is
study
the
methods.
recall
This
in conjunction
wide
to combine
class
methods
the
the computational
like the
convergence
method,
application
quasi-Newton
attempt
methods
if it appears
gradient
reside
methods
of these
use
of two
METHODS
may
gradient
three
an adjoint
and the
chapter.
the
systems;
that
led Jameson
method
would
of the
to approximately
initial
initial
approach
works
be
procedures
by the
for each
initially
adjoint
cannot
such
alternate
in his preliminary
coupling
the
approach
and gradient
this
As cited
flow solver,
because
penalty
which
procedure.
This
procedure
of Jameson's
methods
the
procedure.
coupling
algorithm
of coupling
in this
coupling
In theory,
feature
that
design
the cost function
would
quasi-Newton
of the conjugate
quasi-Newton
design
the
whole
descent
a small
descent
adjoint
the
of accuracy
flow solutions
expensive
of the
a multigrid
attractive
the level
memory
requires
accurate
be far more
in both
with
entire
future
of using
which
directions,
MEMORY QUASI-NEWTON
with
quirements
is used
approach.
accentuate
between
concluding
of tightly
is an extension
LIMITED
employ
systems
here,
The
via
created
the steepest
not explored
method.
may
coupled
It was
difference
a sophisticated
cost of the
flow solutions.
levels
alternative
noise
strongly
all three
useful
search
solution
with
of the
to obtain
to reassessment
the
design
in conjunction
83
calculations.
leads
chose
Methods
required
procedure
searches
realization
Ta'asan
finite
calculated
for the gradient
This
used
are usually
information
obtained
Optimization
conjugate
toward
that
these
that
have
low storage
efficiency
gradient
a minimum
restarts
of methods
of the
method,
has
were
re-
stalled.
necessary
Chapter 3
Numerical
for problems
from
the
in which
design
space
act line
searches
are
present,
this
prove
the
conjugate
take
it as
greater
them
true
quasi-Newton
by storing
the
the
mation,
only
direction
out directly
over
the
search
true
low rank
computational
of previous
in conjunction
problems.
they
should
one update
direction
curate
possible
with
More
are
scale
available
problems.
more
iterate
are
to construct
the
last
Hessian.
methods
in that
is progressively
Again
update
large
methods
that
retained.
are
adjoint
methods
they
one
update
in the presence
to be achieved)
cycled
an approach,
upon
and
are
as the
low memory
matrices
instead
strategy
has
option
with-
advantage
Old
proceeds.
As for
by a host of different
since
the
; is the
methods
a minimum
(since
(since
along
for use
are
and
scale
used
the rank
the search
old possibly
Thus
and
number
for large
line searches
by Jameson
storage
be attractive
of these
approximation).
one used
search
vectors
appropriate
gradients
infor-
The
the
of
is necessary.
method
should
more
update
retained.
to _i_ where
obtaining
Hessian
their
previous
possible
versions
inexact
out of the
such
are
of both inexact
conditions
resemble
be specified
alternatives
since
methods[79]
update
as the
proportional
Such
if rank
any
may
problems
are
to restart
the
no restart
to
the necessity
are
This
but attempt
making
update
from
dropped
vectors
scale
of these
quickly
directly
the
requirements
achieve
iterates
retain
successive
all of the
several
approximate
the
methods
of retaining
methods
method
each
LMQN
to calculate
can be calculated
the
robust
These
to im-
gradient
along
also retain
Other
are used
instead
from
they
ex-
necessarily
attempt
directions
low memory
methods.
closely.
that
Then
developed
does not place

for accuracy
However
search
where
not
methods
information
by very
gradient
vectors
prior
curvature
characterized
importantly,
be more
updates
of eliminating
of the
methods,
updates
LMQN
These
information
costs
Some
are
101].
gradient-like
approaches.
necessary.
spaces
[9, 29,
next
quasi-Newton
design
method
determining
direction
quadratic
eliminated
optimization,
a quasi-Newton
Hessian.
conjugate
shape
conjugate
necessary
for the
and
be properly
basic
methods
those
For aerodynamic
becomes
in conjugate
approximate
can not
of the
for large
is inherent
direction
84
information
They
that
Methods
space
advantage
ideal
pass.
methodology
direction.
search
available
design
gradient
search
not
option
available
by recasting
a particular
by one
restart
Optimization
inac-
it may
Ta'asan,
be
that
Chapter 3
attempts
to converge
resorting
to steepest
Numerical
the
state,
descent.
Optimization
costate,
and
design
Methods
systems
85
simultaneously
without
86
Chapter
CONTROL
THEORY
POTENTIAL
Chapter
1 presented
eral cost function

explores
the
by the
this
lows closely
significant
termed
from
that
difference
transformed
the
here
coordinates
POTENTIAL
being
instead
FLOW
with
of control
continuous
presented
the
of polar
(1.6 - 1.13) are applied
flow equation.
Consider
the
potential
and
The
differential
work,
treated
and a conformal
[54, 55],
development
earlier
are
governed
work
continuous
approach).
equations
flows
with
folthe
in a general
mapping.
EQUATIONS
equations
state
to the
to a gen-
This chapter
previous
I55] of Jameson's
coordinates
theory
equations.
cost functions
theory
potential
In this chapter
steady
control
Jameson's
sensitivity
in reference
that
governing
to various
In keeping
application
the
for applying
set of constraint
theory
TO THE
EQUATION
framework
equation.
explores
(often
conceptual
of control
flow
APPLIED
FLOW
an arbitrary
application
research
4.1
and
potential
equations
the
case
to the differential
of two-dimensional
compressible
can be written
as in equation
flow equation
_)
(pu) + -_- (pv) = O,
Ox
(Jy
form of the potential

inviscid
flow.
The
(2.9):
_)
(4.1)
Chapter
where
Control
Theory
Applied
u and
v represent
the Cartesian
may
be defined
as in equation
mations
to the Potential
velocity
Flow Equation
components.
The
87
coordinate
transfor-
(2.10):
/
,r l/o
where
x and
y represent
plane.
Following
the physical
the development
plane,
and
in Section
( and
(2.4.1)
+ _0 (pJV)
(pJU)
42
7/represent
the computational
we can write
= 0
in D,
(4.3)
where
+ A120,1
(4.4)
V = A 1204 + A220,1,
(4.5)
b' = Al1_
and
F
A = h-lK
T-1 = [ All
[
4.2
COST
In order
the
FUNCTION
to carry
out the
cost function.
While
is illustrative
later.
to develop
The
surface
simplest
speed
cost function,
Since
the
this
reader
Returning
surface
FOR
continuous
various
distribution.
to the
speed
problem
distribution
sensitivity
cost
design
it can lead
for the
to the
that
it is first
will be developed
choice
confronts
discussion
at hand,
for isentropic
uniquely
determines
in this
the
airfoil
to define
research,
and
using
having
toward
non-unique
the Euler
to be presented
potential
pressure,
flow, the
a target
in the
solutions.
equations
in Section
specification
so the problem
it
generalize
this, as well as any choice
problem
problem
necessary
is to force
to a design
general
PROBLEM
functions
design
A22
approach,
problem
One concern
will be a concern
is referred
INVERSE
fully one particular
practical
is whether
THE
A12
A12
as well,
(5.2.1).
of a
is equivalent
Chapter 4
Control
to specifying
combined
a target
with
development
potential
achievable
to treat
numerical
The
closely
Lighthill's
here
for the method
to produce
useful
flows.
Consider
qd is the
length
along
desired
the
design
original
are
we are
inverse
using
the
results,
target
and that
the cost function
control
problem.
development
that
88
In fact,
the
for incompressible
need
not necessarily
the method
defined
theory
such
be
is generalized
that
a target
speed
:(q
speed
shape,
which
(1.6-1.13)
bl
distribution,
airfoil
airfoil
d_,
(4.6)
surface,
and
as a control
problem
to minimize
where
the
I subject
._ is the
the linear
the
variation
of this cost function
.f (q-qd)bq
first
(ds)
-_
d_+_ 1_
{q-qd)2b
algebra
(d._)
-_
control
to the
Following
arc
function
constraints
developed
in the
giving
d_
O(_O),,
_c (q - qd) ---oT-.
b(_)
d_
0b
___ _,
(4.7)
surface
q("
we may rewrite
\-_j
(4.1-4.5).
+_-
the
C is the
is to be chosen
we take
on the
qd) 2 ds = -_
is now treated
by the flow equations
introduction
surface.
problem
airfoil
By using
the
Equation
will be achieved:
where
since
Flow
In effect,
to solve
differences
I = _
defined
distribution.
major
distribution
is the
to the Potential
optimization
very
compressible
The
Applied
pressure
follows
flow.
Theory
---
--
0s
0( 0._
fact that
equation
(4.7) as
O(,_)d.
d._
(4.8)
Chapter 4
4.3
Control
VARIATIONS
OF THE
In general,
the
next
a variation
_,
as well
The variations
Theory
step
Applied
to the Potential
GOVERNING
is to find how
as a variation
in b', V and
a modification
in the
b(All)_
% Alltf
_- b(A12),l
_V
--
b(A12)_
_- A125_
_-_(A22)0,_-
LbO
relations
89
grid
to the
airfoil
parameters
ball,
geometry
hA12,
causes
and
_A22,
b./.
p are
these
Equation
EQUATION
5U
By inserting
Flow
into equation
A12bO,_
A2250,t
(4.3) it follows
(bJ,(_All,_A12,_A22)
that
_]P(bJ,
b satisfies
(4.9)
bAll,_A12,_A22),
where
L-
pJ All
c2/
PJ
c2 )-_+p.I
A12
+pJ A12
A22
c2 ) _
(4.10)
and
bA12
f_
pVSd
+ pJO,_
The
result
the
developments
vanishing
the
is that
(4.9)
VO,j
2c 2
hA22 + pJ_
field,
to step
equations
equation
(vow)
(1.7)
(1.7)
and
surface
the
_A12+PJ0_
in the
(1.12),
2c 2 ]
introduction.
Now
following
if ,_', is any
periodic
function
(4.9) can be multiplied
by _, and
integrated
over
giving
_
Here
hA22
c2
is equivalent
between
in the far
domain
- U(Pv)
2c--Y
_- pJ ,_
integration
to obtain
over
i, is the
the
domain,
continuous
just
equivalent
as in the
d(dT/=
case
0.
of the
to the matrix-vector
(4.11)
integration
on the
and vector-vector
Chapter 4
products
Control
seen
in a single
(4.11)
the integration
the
4.4
Now
of the
potential
potential
is split
_0(; is the
be split,
61
here
Equation
90
of / (4.6),
Likewise,
in a scalar
and
of the
t0_
in the
which
the integration
case
can then
of equation
be subtracted
of the
(see Section
potential,
_E is the
variation
cost function,
O(q-D qd) _oc;d_
2.4.1),
the variational
parts:
of the free
-/:
POTENTIAL
is the variation
integration
+-_ /:
methodology
perturbation
after
(4.12)
VARIATIONAL
into three
By subtracting
results
flow solution
definition
giving
cost function.
OF THE
variation
potential,
the
Flow
of _ I.
as in the
Similarly,
scalar
over the domain
definition
circulation
to the Potential
In the case of the definition
well-defined
DECOMPOSITION
where
Applied
in the introduction.
results
from
Theory
in the
stream
variation
potential.
equation
(4.8),
of the
Thus
can also
by parts,
_ /,
O(q-D qd) bOEd_ _ _c O(q_
qd) _@;,_ d_
ds
from (4.13)
(q2d -q2)6\--_j
we mimic
step
(1.8) to obtain:
d_
-f.
(4.14)
To keep
this
an O-mesh.
development
simple
it is assumed
that
the solutions
are all calculated
on
Chapter
4.5
The
Control
VARIATION
next step
(1.9)
was
from
r_,_l _
6u, T L_J
transpose
is equivalent
Thus
the next
way
as to obtain
it is convenient
to switch
the
(1.7)
step
after
The
the other
integrals
second
along
the
cut
cancel
that
for the
term
term
equation
_,,,Tr,._]
presented
here,
on from
(4.14)
_Ou_ L_,, where
theorem
algebra,
L operates
Now since
the term
integrals
91
of the
system
of equation
of Green's
1. Thus,
- bc:L_',)d_
boundary
function
portions
form
transpose
continuous
equation.
subtracting
D(t/,L_Oc;
where
adjoint
of operation.
__; we can write,
the
_c, L_/,, 6EL_/,, and
continuous
to use the
the
is to integrate
the terms
order
of the
to switching
Equation
In the case of the linear
by taking
case
Flow
POTENTIAL
equation.
simply
_1,. In the
logical
of the
to the Potential
PERTURBATION
is to form the adjoint
obtained
side
Applied
OF THE
to obtain
hand
Theory
by parts
(integrating
in equation
in such
order
the
twice)
that
involves
boundary
vanish.
fD _cPc;L_,d_ d_],
dTI
along
the cut line
and the
outer
since
both
c)c; are
assumed
_/' = 0; = 0 at the far field by definition.
_, and
Therefore,
by choosing
to be periodic.
_/,to satisfy
the adjoint
equation,
L_, = 0
in the
domain
with additional
constraints
_/, =
(4.16)
such
0 at the
that
fax field,
is periodic
O(q
pJ
it is possible
to rewrite
bl
1The general
(A12_/'
form
- _
equation
(4.14)
O(q_qd)6C)Ed_-.--
of Green's
qd)
A22t/',_)
theorem
used
along
after
cancelling
-- _c
:, ()(q-qd)bou_d_
O_
here
is presented
the cut,
on the airfoil
surface,
boundary
in Appendix
terms
(4.17)
as
left
operator
by parts
(4.14)
this
60 to _,.
L_/, will become
L is a second
_,
Chapter 4
Control
Theory
Applied
to the Potential
Flow
Equation
ds
+
+ _(. {v"pJ (A12b_(;_
In equation
(4.18)
the variation
except
upon
blr=, as well as the last
4.6
for the last one.
VARIATION
The term
OF THE
involving
d,,
In order
(4.18)
potential,
to complete
term
must
CIRCULATION
variation
+ A22bc;,)}d_.
in the perturbation
from all terms

_0E and
92
_(;,
has been
the process,
eliminated
terms
dependent
be eliminated.
POTENTIAL
of the circulation
potential
can be written
following
(4.15)
boundaries
along
as
, L60E
-- _EL_/') d_ d7/ =
.v)
where
B represents
the outer
boundary
the cut line on the upper
and lower
been
First,
derived
related
as follows:
to the
boundary,
by definition
not present
flux through
most
of the
throughout
in (4.19)
&_L', = 0 everywhere.
cancel
the
surface
boundary
the
halves.
along
the
and
since
Remembering
both
The
and
have
the
been
vanish
Finally,
_i,and
that
('ut
various
profile,
integral
domain.
('utl,
represent
boundary
portion
of the
dropped.
since
along
terms
in (4.19)
boundary
Meanwhile,
cut
line,
continuous
at the
satisfy
boundary
across
L_,, = 0 with
have
integral
_, = 0, _/,_ = 0, and
the
b0L-_ are
_, must
outer
/_0E,, = 0
integrals
the
the
cut
and
boundary
Chapter 4
condition
Control
specified
Theory
by (4.17),
Applied
to the Potential
the variation
in the
Flow
Equation
cost function,
after
93
cancelling
terms,
becomes
bl
-/,
O(q-_ qd)(5,I_ d(
1
ds
_2 ) _',,] dTi
c2 ] _'_
4.7
VARIATION
OF THE UNIFORM
Further
simplification
uniform
flow portion
occurs
of the
FLOW
by expanding
POTENTIAL
the
term
related
to the
variation
of the
potential:
/D ( _"L_ckt '_ - _c'_,_ Lg,) d_ d_] =
/c _'pJ (A126u_,
All additional
restrict
fixed
the
ourselves
(bOt_,,
beginning
However,
the
boundary
assumed
that
flow such
at the
cases
= 0). We could
by including
uniform
terms
to design
of these
+ A226u_n)dE
just
derivations
these
_, is periodic.
The
number
variation
since
some
an
the
except
bO_.,
of the
act.
cost function
= 0 condition
in this
of how
Along
we will
for _ will remain
details
understanding
can get into the

in the
4, = _',_ = O, and
conditions
applied
avoided
we gain
54)Uo_pJ (A121/,( + A22W,,)dE.
vanish
the flight
as easily
and
details,
as Mach
far field
in which
have
+/c
from
section.
a change
to
the cut it is again
can now be written
as
Chapter 4
Control
Theory
Applied
to the Potential
Flow Equation
94
ds
o,,/
+ _, ['_',d(
+ f,
{_,pJ
(A12_ (Oc;_ + OE_ + Ou_.,) + ,4226 (Oc;., + OE. + 0_,.,))}d(

_r2
/
+
where
and
the terms
the
possible
All--
involving
resulting
periodicity
both
t.t t [ ,,
6_EpJ
integrals
at the cut or because
V = 0 and
the
_',( +
LA12
k
the grid variations
boundary
to substitute
the
definition
_ t' = 0 such
that
except
mesh
__c2
q) and/_'
have
at the profile
metrics
are
fourth
and
been
surface
frozen
for P in the above

the
j _",_ dTI
integrated
vanish
at the
equation
fifth terms
either
far field.
and
cancel
by parts
use the
due to
Now it is
fact
that
to give:
ds
c2 ] _/,,, d(
11- 7U2)
V'_+(A12
c 2 J _"'_
4.8
THE
KUTTA
The only remaining

the
circulation
+(A12
UV_
- -_UV ) '0,_) dTI.
CONDITION
term
potential
involving
_E.
a variation
This term
may
in the potential
be eliminated
relates
to a variation
by employing
the
equation
in
Chapter 4
for the
Control
Kutta
Theory
Applied
to the Potential
where
lift is fixed
examples
using
line
be written
may
However,
since
it follows
that
of the
the potential
(iF
2r
+ 6F2r
= 0), a condition
flow formulation,
that
the jump
will
be forced
for all design
in the variation
across
the cut
as
the
boundary
expression
for 6I.
integrals
along
is assumed
The final
to be fixed.
be written
involving
Furthermore,
_q_E = 0 to be satisfied
therefore
95
0 o
_E + Fb
case
Equation
condition:
hE+
In the
Flow
the
the
outer
the
cut
implication
boundary
expression
cancel
of fixed
since
for the
lines
each
circulation
it is a region
variation
other
out
also forces
where
the
mesh
in the cost function
may
as
1_(
, (q2
q2) 6 (d,_)
f
+ JD
It must
be noted
mandates
that
remaining
adjoint
variation
functions,
thus
et al.
which
the
of this
such
tests,
term
as drag,
derivations
[71] it has
when
showed
it turns
shown
create
the
d_d'l"
formulation
to vary,
of the
no discernible
(4.13.1)
that
is chosen
difference.
this additional
include
a Dirac
the
delta
been
term.
function
which
in the
cost function.
boundary
condition
the
The
on the
of fixed circulation.
as the
In the
term
chosen,
to be consistent
the definition
cost function
out that
in order
variation
by using
(4.19)
has
a supplementary
be determined
in Section
been
definition
then
would
circulation
o is allowed
to our
6o would
in practical
addition
a fixed
of attack
be added
equation
However
since
angle
_1 _o must
term
the
that
inverse
case
problem,
of other
can not be neglected,
In the recent
is necessary
work
cost
and
of Ta'asan
as a boundary
Chapter 4
forcing
Control
term
for the
Theory
case
Applied
to the Potential
of 5F 0, in order
Flow
to eliminate
Equation
96
_OE properly
for, say, a fixed
case.
4.9
ALGORITHM
Considering
equation
are
OUTLINE
the cumbersome
(4.19)
remains
integration
relatively
by parts,
simple.
it is gratifying
In order
to solve
that
the final
for 51, the
form
following
of
steps
necessary:
1. Solve
the flow equation
2. Solve
the
adjoint
at the
initial
point
according
3. Solve
for the mesh
method
of solving
The
method
of obtaining
_', is periodic
along
the
cut line,
_, = 0
outer
boundary.
of the
The
at the
variations,
_$ or a specific
the
mesh
metric
algorithm
and
details
of the
discretization
will be discussed
in Chapter
variation
has
design
equation
on
(',
Q and/5.
the flow variables
6.
tribution
O(q - qd)
/)_
metric
Chapter
If the
pJ [A12_,_ + A22_/',,] -
the gradient
The
4.10
to
4. Calculate
sentation
(2.4).
equation
t, = 0 in
subject
to Section
_I using
already
variations
discussion
and
been
equation
discussed
as well
of the
in Section
as a more
design
solution
(4.19).
detailed
variables
algorithm
(2.4).
pre-
is given
for the
in
adjoint
7.
DISCONTINUITIES
flow is subsonic,
since
the
this
solution
procedure
will remain
should
converge
smooth
and
toward
the
no unbounded
desired
speed
derivatives
diswill
Chapter 4
appear.
Control
Theory
If the flow is transonic,
waves
in the
trial
solutions
entiable
and
the
boundary
forcing
term.
condition
may
for these
cases
problems
with
of using
the
of at least
use
have
multiple
can become
In the
of artificial
bounded
the
of shock
differential
in both
in the
manner,
boundary
the
ranted
design
weakly
problems.
accuracy
in any
design
process
adjoint
solution
domain
way.
should
and
implies
to the
problem
flow solution
Furthermore,
tied
in the
boundary
adjoint
to solving
solutions
to obtain
still
for cases
the validity
to the continuity
due
then
to the
multiple
it must
be remembered
gradient
more
information.
if reasonable
contain
The
only
the
used
level
problem,
of the
by matching
information
in the
would
is the
forcing
The
conditions
is unwar-
for most
It does not affect
left
adjoint
in each domain.
the solution
un-
developed
of sophistication
that
difficulty
any
boundaries
adequate
gradient
discontinuities
solution
form of
employment
smooths
shock
to cancel
than
the
by parts
the
by parts
are
which
the weak
along
this
that
integration
To treat
be forced
that
fields,
case
integration
from
however,
the
shocks
proceed.
that
that
As in the
reasonable
Therefore,
preoceed
co-state
decomposition
would
smoothed
should
approach.
with separate
Furthermore,
is used only
state
consistent.
It seems
equation
surface.
the
solutions,
integrals
interface.
since
the
is strictly
adjoint
q - q,t is not differ-
wave(s),
solution
It can be argued,
a shock-fitting
to be implemented,
along
flow and
the analysis
equation.
is to use
in this
resulting
the
waves
(4.5 - 4.7) remains
alternative
have
in both
of shock
a jump
shock
surfaces.
analysis
appearance
contains
are analogous
airfoil
97
by parts.
derivatives
equation
sensitivity
for the
instances,
has
The
they
Equation
equation
also
because
continuous
allow
adjoint
discontinuities.
difficult
Flow
In such
distribution
in their
dissipation
in Sections
step
derivatives
presence
governing
speed
for the
discontinuities
presented
first
one must
if qd is smooth.
condition
target
slope
to the Potential
however,
even
If the
of integration
the
Applied
reasonable
of the adjoint
the flow solution

is obtained,
treatment
function
the
of the
at the
Chapter 4
4.11
Control
IMPLICIT
Two methods
have
Applied
to the Potential
Flow Equation
98
SMOOTHING
been
of jump
discontinuities.
implicit
smoothing
cost function
Theory
developed
The
to remove
of equation
here
first
any
to improve
follows
the
discrete
(4.6) is thus
I= _
the solution
work
jumps
replaced
robustness
of Jameson
from
the forcing
in the
case
in using
the
idea
term
155, 541.
of
The
with
-_-
vlO 2+v2
d_,
(4.20)
where Vl and v2 are parameters, and the periodicfunction 0(_) satisfies

the equation
d20
vlO-
v2-_
= q- qd.
(4.21)
The new definitionof I, likethe one given by (4.6),is a particular form of a general
class of cost functions that seek to minimize the differencebetween the target and
actual pressure distributions.For the case of (4.20)bI may be rewritten as
_I
Thus,
O replaces
modified
such
f,
dO d bO)
+ v2--g_-_-_
(v10,50
q - qd in the
previous
formula
d_
and
the
boundary
condition
(4.17)
is
that
0
p,]
By choosing
in such
even
appropriate
a way that
greater
if at the initial
original
cost functions,
the
target
design
and
thus
require
modified
point
and
(A12tP_
+ A22g'v)
values
for Vl and
robustness
there
less
this difference
original
the
smoothing
cost functions.
- 0-'_
_'2
and
hence
solver
difference
will decrease
magnitude
(O)
on ('.
it is possible
of the adjoint
is a significant
is approached
--
(4.22)
to smooth
is maintained.
between
as the design
of boundary
a greater
the cost function

Furthermore,
the reformulated
process
discontinuities
correspondence
proceeds.
and
As
will drop
between
the
Chapter 4
4.12
Control
SHOCK
Motivation
from
WAVE
for the
sipation
in the
second
solution
for the jumps
created
Furthermore,
target
unattainable
pressure
there
a shock
is little
cient
and
matches
robust
target
the
shock
desired
region
speed
Therefore,
the
vl and
shock
span
have
and
speed
of the
near
discrete
the
solution
and
arising
the
case
discontinuities.
The
represent
implication
is
distribution
through
flow solvers
are often
created
to permit
the solution
very
closely
structure
tend
the
shock
representation.
target
of dis-
term
true
region.
where
very
use
will in general
artificially
even
the
boundary
from practical
between
wave
must
distribution
smoothing.
solution
(,'p with
('_ and
Note
this
is far more
test
in the
and
hinder
effi-
In fact,
the
actual
the
attainment
to promoting
it
solution
in
of the
of the
checks
the
restrictive
center
0. In essence,
sign
equation.
and
than
of the
or the
shock
adjoint
cost function
target
solution.
as,
d_,
at the
far away
adjoint
solution
of a single
similar
In the
1, while
trial
case
centered
successful
the integrand
- qd) 2
in a manner
as g_ approaches
in the
the
_(1 - g_ ((=))(q
be adjusted
in implicit
approach
in either
is rewritten
compares
that
may
a target
instead
within
that
is not necessarily
shock
The key is to unweight
a shock
is a Gaussian
its full value

structure
are
rest
This
the
by point
adjoint
goes to 0 as g_ approaches
retains
near
an alternative
cost function
v2 used
function
the
the
/ = _
Gaussian
in the
In practice,
differences
be formulated.
which
of the
but
with
of this insight,
in regions
g= (_)
99
distribution.
can
where
jumps
obtained
points
may dominate
On the basis
solutions
point
calculation.
large
realization
discontinuities
at least
phenomena,
distribution,
that
Equation
the
which
with jump
structures
compared
possible
Flow
smeared.
distribution,
distributions
solution
the
somewhat
target
shock
with
forces
hope of matching
to be mismatched
is quite
by the
The
to the Potential
begins
method
to become
of physical
the
approach
distributions
structure.
not models
Applied
UNWEIGHTING
flow solution
the trial
that
Theory
(4.23)
shock
location
to the
of the
from
adjustment
magnitude
in the case
The
width
of the
terms
shock
structure
the shock,
the
no attempt
The
_,.
test
is made
used
of the
of implicit
the
cost
cost function
to mimic
to detect
pressure
smoothing
the
shocks
gradient.
which
Chapter 4
tends
Control
to smooth
whether
they
where
the
any
may
unweighting
4.13
Thus
inverse
the
of this
difference
lation
is more
classic
problem
variety
than
simply
mance
in general,
minimum
to develop
because
than
other
many
contain
the
in the
gradients
edge
stagnation
trim
solution
While
or
point
and
the
stagnation
containing
of
only locations
high
locations.
only in regions
speed
must
at a given
the
are vital.
the
implicit
region,
a shock
most
3-dimensional
within
the
flow-field
inverse
the
in either
it thus
far
it does not allow

design
of airfoils,
optimum
brilliant
pressure
the design
same
requires
method
though
designs,
Traditional
mandate
The
the
still
that
advantage
current
formu-
suffers
objective
even
from
aerodynamicist
functions
from
the
here
for the exploration
coefficients
the
of a
other
the
inviscid
governing
perfor-
will not be able,
distribution
which
method
it is therefore
framework.
that
presented
attainable.
8. Even
at the aerodynamic
the
problem.
in general,
being
methods,
Truly
('l. To generalize
cost functions
(1.2.2},
the
in Chapter
methods:
inverse
of the
earlier,
For practical
Even
and
distribution's
look directly
etc.).
to the
convergence
inverse
to all inverse
to prescribe
drag
the
be explored
functions.
(Cd, ('l, ('l/C_,
both
irrespective
not the
leading
function
(1.2.1)
pressure
the target
the
restricted
in Sections
will also
alone,
been
on the target
of objective
perspective
has
As mentioned
related
are
may
that
forcing
target.
robust
about
term,
FUNCTIONS
is attainable
does not depend
structures
100
target.
described
the
forcing
stagnation
will operate
presentation
match
in the
it is unlikely
smear
Flow Equation
equation
region
the
COST
pressure
Shock
will
OTHER
target
or not.
the
since
technique
methods,
gradients
corresponding
or the
the
large
will have
solution
far,
to the Potential
for the adjoint
example,
technique
trial
with
a shock
gradients
distribution
shock
Applied
condition
For
high
smoothing
the
from
boundary
have
target
regions
come
discontinuities.
Theory
achieves,
say,
necessary
Chapter 4
4.13.1
Control
Theory
case
where
the cost function
I =Cd
where
C, and
variation
C,_ are
('_cosa+(:,_sin
t Po_1/c(0
2 _'_
M o_c
the
axial
the
_ refers
the
problem
changes
to obtain
treated
Equation
such
hence
normal
101
by
cos o - Ox
_-_ sin a ) d_,
force
coefficients
(4.24)
respectively.
oco
+ [-('_
sin a + C,_ cos _] &,,

of changes
are
written
in airfoil
an outer
the
of the
constraint
This
split
Without
coefficients
(4.25).
of fixed
in the
this additional
with
Now in order
b('d
respect
blC,_cosa-C'_sin_l
_(',_ cos o - _(.', sin o
by eliminating
_cos,_
_
flow solver
expression
to _ must
to obtain
o 'o
cos_-_sin,
be
_ I relative
] _,
(4.26)
gives
_('_ cos ,_ + _(',_ sin ,,

[C,+
However,
lift or circulation
+ [-C,_ sin _ - C. cos (,1 &_.

(4.26)
a.
is necessary:
+ [0_
and
is necessary
of a fixed
is incorporated
slope.
aerodynamic
in e,.
is that
iteration
lift curve
(4.25)
in terms
design
the form of equation
lift, an additional
(4.25)
first
] _,_
cos_+_sina
equations
bCt=O
Combining
The
+ _C,_sin_
independent
a by examining
separately;
+ [0_
a method,
variation
(4.6) is replaced
_C_cosa
of interest
_, the
to a fixed
and
governing
commonly
F. To implement
which
Flow
is now
to variations
flow-field
is drag,
_l
since
to the Potential
DRAG
For the
where
Applied
+ _sin,,]
- ,
cos. sln.,}
;_C
cos.,
Chapter
With
Control
all variations
further
in terms
61=
Theory
now in terms
of _p and
17p_M2
Applied
the
6p
to the Potential
of _(,',, and _C'a it is possible
cosa-
Equation
to carry
102
out the variations
_(metrics):
_-_-_sina
+f2
1 f [(("")
+_P_,M_I
Flow
-_
cos(_+_--_sin_
d(
_,._ ) ((o,)
cos(_-6
\_-_]sino
+_
_-_
(o.) )]
cosa+5
sinr_
d(
(4.28)
where
Ct +
[-Cd
sin c_/
J
cos _ +
3c,
cos _ -
_sin ]
,9c_
Now since
p"r
p-
-r M 2
and
_'-_ (1-4)}
bp
it can be shown
-,,M 2,
that
_1=
. j. _,-.(,_,)r,,';,.
;-,_) _,', _-'_,)]
_,TP_,M_,"
c.'_"3_ ''
_.
6
[((,;y)
/k-3_-coso,-3-_sino,
cosa-6
(0x))
+_:_ka
sinc_
+fl
eos_+3-_-sino,
_
((Ox)
cos,,+
d_
(Oy_)]
(4.29)
Thus
l=
(4.19)
is replaced
_31._1
' ML c
by
i9
p,_-_6
(t)()[(/)y
, _ [((_.)
.p
_ + [,o_,
71/)
+ Jo tO/" - a,_,
d_d,,
cos,
coso-
- _
7,_
(..))
_
sin.
sin r,
//0,
+n_.t-_cos_+=sln<t
(('-)
+ _1 6
/-_
Oy
)]
d(
(;,.))]
cos r, + 6 \-_
sin <,
d(
(4.30)
Chapter
where
Control
the boundary
Theory
Applied
condition
on 4', (4.17),
0
= +_-_
pJ (A12W_ + A22_,,,)
to the Potential
Flow
is replaced
Equation
103
with
PO_ o_
t 7 P_ M2 c
Oy
Ox
_-_ cos _ - _-_ sin e_
( coso+
(4.31)
Note
that
by setting
formulated
the
such
that
field equation
formulation,
by this
prior
this
to the
obtain
for the
adjoint
approach
may
calculation
thesis,
differencing
design
the
they
Euler
Note
was
which
rely
Further,
sophisticated
terms
and
cases
coefficients
are
required
can be
here
since
in the
Euler
that
must
is caused
be available
to be presented
lift coefficients
is also
later
complication
for _
different
modification
on surface
quantities
(4.6) and
can be combined,
speed
1 = A1 _
F. However,
For all the
these
of ! may
then
integrated
it is possible
to a target
The variation
values
solution.
with slightly
approximation
(4.24)
for fixed
is that
boundary
a; 6_ = 0. This is not useful
An important
necessary,
this
the
calculated
later
by finite
at the end
for the
design
of each
method
COST FUNCTIONS
similarly.
more
equations,
equations.
cost functions
developed
derived
be useful.
are
that
above
_Cd for a fixed
adjoint
two flow solutions
COMBINED
to create
of the
where
iteration.
4.13.2
Other
they
use of a fixed lift development
in this
using
D = 0 in all of the
to take
of merit.
distribution
aerodynamic
while
combinations
For
example,
simultaneously
quantities
of these
can be
functions
to achieve
reducing
the
the
best
drag,
giving
, (q - qd) 2
d_ + A2 ('d-
be written
- --
cos _ +/-_
sin (,
d_
Chapter
Control
+_
The
Applied
to the Potential
Flow
Equation
104
p[(6(_)coso-6(_)sina)+_(_(_)cosc*+_
-_
surface
Theory
\_-_jsinc_)]d(}
P d_d, I.
boundary
condition
for the
adjoint
problem
works
out
to be the
simple
summation,
o[
-A1
pJ (m_2_,_+ A220,,) = -_
(q -
qd)
+A2
cos,
- -sin.
(4.32)
Therefore,
weights
by implementing
A1,
Desired
such
A2,"
as such
within
forcing
term
this
have
", it is possible
cost functions
treated
would
such
that
limiting
the
the
framework
on the
source
to create
relate
shock
boundary
terms
applied
type will not be explored
a combined
method
and
an extremely
versatile
to field properties
strength
throughout
of control
theory-based
condition
of the
to the
in this
adjoint
research.
instead
the
adjoint
domain
letting
the
user
design
choose
procedure.
of boundary
entire
design.
solver,
equations.
the
properties,
domain,
may
also
be
In place
of having
these
cost
Cost
functions
functions
of
105
Chapter
CONTROL
THEORY
EULER
This
chapter
develops
optimization
posed
Lewis
chapter
Euler
and
general
erator
the
property
second
first
to avoid
of the
order
of the
stated
earlier,
formulations.
to be either
adjoint
irrotational
is most
evident
correctly
model
in the
these
differences
[59, 58]
that
are
(1.9)
treatment
First,
the
Seen
transpose
rSle
another
opin the
way,
problem
of the boundary
in fundamental
0.
of elliptic,
a key
value
the
scalar
instead
that
as a boundary
pro-
(indepen-
to the
will play
equations.
and
present.
hyperbolic,
implies
ideas
of the preceding
w as opposed
This
result
initial
shape
the
while
conditions
alterations
in the
system.
both
The Euler
careful
the
parallels
are
is well posed
require
Jameson
function
Euler
for aerodynamic
follows
differences
of equation
for the
These
here
equations
derivation
equations
over-specification.
development
As
Euler
major
is lost.
flow equation
theory
development
valued
Euler
formulation
potential
order
vector
work
by both
Nevertheless,
general
adjoint
The
[76, 75]. The
of self-adjointness
in the
of control
expanded
dependent
TO THE
EQUATIONS
equations.
on the
time
APPLIED
application
later
Agarwal
operate
present
solution
Euler
respects.
equations
since
general
[54] and
in many
Second,
the
the
by Jameson
dently)
the
using
the
the
Euler
equations
the
potential
are less simplified
or isentropic.
modeling
and
For the
of compression
flow discontinuities
and
because
study
of airfoil
shock
their
flow
waves.
associated
equations
are
inviscid
the flow is not assumed

design,
The
entropy
this
difference
Euler
equations
production.
Chapter 5
5.1
THE
Consider
the
Control
EULER
again
outer
Theory
Applied
the flow in a domain
D. The profile
B is assumed
to be distant
2, let p, p, u, v, E and
H denote
the
total
enthalpy.
Recall
and
Equations
106
EQUATIONS
boundary
energy
to the Euler
total
pressure,
that
defines
from
the inner
the
profile.
density,
Cartesian
for a perfect
gas
{ 1
boundary
C, while
Just
as in Chapter
velocity
components,
(5.1)
and
pH = pE + p.
Reiterating
expression
(2.3),
the
Euler
equations
(5.2)
may
be written
in differential
form
as
0w
Of
0g
0--_+_xx+_yy
=0
where
x and
y are
again
the
Cartesian
(5.3)
inD,
coordinates,
t is the
time
coordinate,
and
1
pu
pu
W_
]
i
I'
pu
pv
2 +
pvu
f__
(5.4)
g=
puv
pv
pE
As already
where
defined,
the Jacobian
the coordinate
pull
contravariant
2 +
may
Ox
Ox
,_g
,Or
be written
is
velocity
Ox Oy
Ox Oy
O_ 07j
071 0_"
components
07_
=:7
pvH
transformations
J = det(K)
Introduce
pv
as the
matrix
Chapter
The
Control
Euler
equations
coordinate
plane
can
Theory
thus
Applied
to the Euler
be written
Equations
in divergence
form
107
for the
computational
as
OW
OF
0----_+ -_-
OG
+ _
= 0
in D,
(5.5)
with
pu
J
pu
pE
pU
pV
p U u + _-_p
F
pVu
o__
pUv + ayP
(5.6)
071
pVv + 7_-_P
pl: H
Now since
the
solution
system
that
conforms
sented
by 7j = 0 (i.e.,
method
to the
outlined
airfoil
an O-mesh),
p_'H
in Chapter
section
in such
equation
2 uses
a computational
coordinate
a way
that
(' is repre-
(5.6) is satisfied
the surface
in the
domain,
and
the
flow tangency,
V = 0
is satisfied
5.2
the case
FUNCTION
example
of the
is convenient
distribution.
(5.7)
on ('.
COST
As a first
onC,
FOR
of the
inverse
to specify
THE
use of control
problem.
a target
INVERSE
theory
In contrast
pressure
PROBLEM
for the Euler

to the potential
distribution
equations,
consider
flow formulation,
as opposed
to a target
again
here
velocity
it
Chapter 5
5.2.1
Control
NON-UNIQUENESS
NON-UNIQUENESS
Before
developing
the
the
both
potential
the
possibility
issue
the
given
prescribed
son's
works
for both
airfoil
the
56].
With
such
system,
the
the
is a possibility
distribution.
For
that
the
specifying
to determine
potential
the
only
flow
determines
the
desired
unlikely
case
of having
In one
respect,
this
one
of the
solutions
of the
design
solution
valid
design
since
the
assume
may
solution
design
a unimodal
consequence
this
problem.
methods
design
of developing
airfoils
the
which
sup-
for inviscid
producing
flows
from
Jame-
to be present
that
in this
space
in order
methods
design
they
occur
from
design
thesis
to achieve
are
there
pressure
by the
is not enough
For
space
point
of view
of more
than
nonlinear
and
the
since
a valid
be present.
minimum,
the
distribution.
gradient-based,
with
exactly
is in fact
may
the
to eliminate
pressure
presence
a global
in conjunction
same
seems
distribution
the
that
at the surface
design
be
being
of entropy.
same
the
must
be accentuated
production
to the
hand,
the
as pressure,
system
either
presently
implies
exactly
such
using
process
problem
may
pressure
other
cases
(or the velocity)
leading
a multimodal
used
analysis
as a constraint
neither
target
being
design
evidence
inverse
possible
event,
On the
that
In fact,
it seems
possibility
to be irrelevant
satisfying
implies
to the
In any
seem
the
on the
for the
the pressure
two or more
preclude
although
at the surface,
due
state.
Since
do not
can be shown
in flow
shape
equations,
prescribing
process.
they
solutions
equations
airfoil
one quantity
flow equation,
to
flow equation.
let us say
uniquely
design
can be gathered
of non-uniqueness
one
Euler
such
it is worthwhile
at least
conditions,
equations,
governing
than
of the
nonlinear
non-uniqueness
of design,
of more
function
flow solution,
that
potential
use of nonlinear
cost
flow solution.
operating
consequences
case
are
stable
Euler
documented
In the
examined,
and
and
for the
possible
considered.
one
It is interesting
often
well
equations
than
flow
for this
in the
108
EQUATIONS
of non-uniqueness
even
shapes
potential
more
equations
Euler
of more
Equations
PROCESS
GOVERNING
possibility
flow and
[100,
somewhat
any
necessary
of the
presence
to the Euler
OF THE DESIGN
of non-uniqueness
ports
Applied
DUE TO NONLINEAR
consider
fact
Theory
one
And
hence
eventual
governing
Chapter 5
equations
Control
is that
it increases
during
a particular
design
airfoils
admitting
the same
that
prevent
There
the
design
remains
uniqueness
during
Theory
the
of the
the
that
process
pressure
from
that
the
design
of a line search
point
a multimodal
thereby
A far
route
This alternate
form
be minimized.
inviscid
then
case
it is highly
design
space
problem
since
such
based
on other
must
5.2.2
that
many
achieving
airfoils,
! subject
the
shape
the
to the
control
the
constraints
caused
by non-
adjacent
valleys
is also
basin
are
set
In such
this does
still
asked
The main
a zero
variables,
the
minima
that
not pose
states
were
that
to
a situation
local
he or she is likely
properties.
such
of design
or many
minimum
of concern.
as the cost function
be attained.
flat
drag,
design.
a significant
implies
to choose
to have
conclusion
that
the
between
a preference
is that
great
of the cost function.
the
FOR THE INVERSE
cost function
The design
is the
defined
a variation,
problem
operates
designer
(p - pd) 2 d._ = -_
function
between
chosen
in one sense
if an airplane
at hand,
pressure.
airfoil
could
OF THE COST FUNCTION
problem
will cause
Again
or geometric
to the choice
p_ is the desired
lem where
the
a large
zero inviscid
[ = -_
where
cases
space
the case of drag
any one of the multiple
aerodynamic
to the
such
However,
design
by modifying
value.
all having
be given
which
by either
minimum
VARIATION
Returning
be achieved
succeeded.
many
care
can
in the
by taking
under
is characterized
the same
has
conditions
likely
all have
process
is best illustrated
If the
drag
to non-uniqueness
consequences
convergence.
DUE TO POOR PROBLEM FORMULATION
likely
of multiple
of an improved
design
may jump
stall
may be achieved
not have
direction
NON-UNIQUENESS
more
109
the possibility
should
in the
procedure
and
is that
distribution
moving
given
Equations
only a local optimum
The important
target
possibility
to the Euler
possibility
effort.
solution,
the course
Applied
airfoil
by the
_p, in the
may
be defined
(p - pd) 2
problem
shape,
which
as
d(,
{5.8)
is now treated
flow equations
pressure
PROBLEM
as a control
is to be chosen
(5.5-5.7).
in addition
prob-
to minimize
A variation
to a variation
in
in the
Chapter 5
geometry,
Control
and
consequently,
_l =
5.3
VARIATIONS
Following
closely
a variation
the
equation
bw. Therefore
causes
the
becomes
pd)2 (_
(5.9)
d_.
flows, the next
step is to determine
in both bp and b (_).

the
variation
goal is to develop
of _w.
Define
Since
how
p depends
bp can be determined
the first
the
variation
Jacobian
from
of the steady
matrices
given
in
2,
relations
for C i may
C1 =_ww
Then
110
EQUATIONS
(5.3-5.4),
in terms
Of
A1 = 0w'
The
(p--
variations
next
Equations
cost function
d_ + -_
for potential
of state
equations
in the
GOVERNING
shape
the variation
Chapter
d_
the development
the
to the Euler
variation
OF THE
in the airfoil
governing
Applied
(P-- Pd)_P
on w through
state
Theory
the
equation
Og
A2 = /)w'
be written
J_x
+_ww
for _iw in the
Ci = Z
jK_IAj
(5.10)
out as
'
steady
state
c2 = _w
J Ox] + _w \
Oy ]
becomes
(5.11)
(_F) + _-_,j(_(;) = O,
where
5.4
THE
ADJOINT
Now, multiplying
,_F
Clbw+(_
_(;
C2bw+b
,l_x
f+_
,l
(o,,) (o,;)
.l_x
f+_
(5.12)
g.
VARIABLE
by a vector
co-state
variable
and
integrating
have
NeT
(0(,_F)
Ji
0(_;)
+ o,---V-)
: o
over
the
domain,
we
Chapter
Control
If is differentiable,
this
Theory
that
integrals
cut line
6F,
and
6G have
been
the
line
of ,
not
experience
a jump
for the
necessary
development
adjoint
equation.
Continuing
cost function
along
Euler
may
the
it was
equations
after
(ds)
--_
pd)bp
F +
5.5
BOUNDARY
It turns
instead
out that
that
bF and
d(
of 6w. Thus
necessary
the
as was
the
flow variables
in the
solution
into
for the
to (5.9) the
flow
mesh
do
solution
components,
be necessary
necessary
is added
an O-type
as
to split
potential
variation
the
flow
of the
airfoil
it follows
pd)2
(d._)
-_
d( - _(. (it(TbF
be defined
AND
surface
from
_1 ?c(p--
d(
oT6G
I d_d7 I
071 . }
6(; may
CONDITIONS
on the
not
it will not
(5.13)
F + n,_tb T6(;)
it is recalled
Because
since
as
where
cancelled
assumed.
to decompose
derivation,
(p--
111
to give
been
Consequently,
Euler
be written
hi=
cut
flow.
for the
with
(dT1) have
equations
for potential
adjoint
Equations
o,,
the
continuity
was
by parts
along
and
methodology
to the Euler
may be integrated
OCT 6 n +
Note
Applied
THE
6(; may
using
equation
i_x
(5.14)
by (5.12).
ADJOINT
be expanded
(5.7) and
EQUATION
in terms
also
of bp directly
6t' = 0 that
(5.15)
+p
d(
b(; = J
+ it,, T6(;)
Chapter 5
Control
on the profile
to outgoing
surface.
Theory
At the outer
characteristics
for such
Applied
to the Euler
boundary,
for 6w.
incoming
Consequently,
112
characteristics
boundary
for correspond
conditions
can
be chosen
that
nn_bTC2_w
Thus,
Equations
by using
the
at the far field,
fact that
combined
n_ = 0 and
with
(5.15)
and
0,1
f
JD \ O_
{a_Jf+,+
(5.16)
O.
n,l = -1
at the
(5.16),
equation
profile
and
(5.14)
h_ = 0 and
u,_ = 1
can be rewritten
as
d(dt#
t, oy/
/ o,i
(a a,1]
a,1
(5.17)
Then
if the
coordinate
field,
the remaining
Now suppose
transformation
integral
that
over
is the
B also drops
steady
O_b
Ot
where
letting
the
minus
satisfy
signs
the
are
state
,T 01_
of the
_I=
(5.17)
may
be written
,(P-Pa)26
+ /. t -bT
d-_
_ (Jh "-1)
is negligible
in the
far
out.
solution
,T 01_
of the adjoint
equation
in D,
reverse
biasing
(5.18)
of the
equations.
Then
by
condition,
071 + '_3_yy
.I. 071) = -(PJ _['.1.
_/2_--_z
equation
that
(1_-_-(2_-0
a result
boundary
is such
as
d_
Pd)_d._
on (',
(5.19)
Chapter 5
Control
Theory
Applied
to the Euler
Equations
113
d._
(5.20)
It is noted
that
ing equation
aspects
the application
(4.17)
for the
of equation
potential
of the discretization
5.6
ALGORITHM
Again
the
function
simplified
allows
the flow equation
2. Solve
the adjoint
form
at the
(5.19)
and
(5.20)
unlike
the
correspond-
is not straightforward.
will be discussed
Various
in Chapter
7.
of the final
expression
for the variation
in the cost
evaluation:
initial
point
according
to Chapter
2.
equation
a
Ot
,,T0
_.1-_-_
,TOe
- ( 2 -_71 = 0
inD,
to
.i
3. Solve
flow formulation,
for its straightforward
1. Solve
subject
for this system,
OUTLINE
relatively
(5.20)
of both
(5.19)
[._. 871
periodic
satisfying
071"_
along
the
the cut line,
matching
for the b(metric)
4. Calculate
= -(t,-
gradient
terms
ds
on (',
and
conditions
at the
outer
boundary
defined
by (5.16).
in (5.20).
G or a specific
variation
bl using
equation
(5.20).
Chapter 5
The
Control
method
of solving
evaluation
of the
addressed
in Chapter
the adjoint
_(metric)
equation
as was the
(Section
both
4.12)
5.8
case for the
boundary
problems
mulation,
trait
COST
control
5.8.1
goal
waves.
and
problems
Conveniently,
equation
(Section
potential
design
solution
variables
is
algorithm
4.11)
may
arise
when
techniques
sets.
and
For the
the shock
flow formulation
of other
theory
of this
cost
is the easy
without
work
development
inverse
for
used
current
wave
jumps
to treat
Euler
for-
unweighting
were
treated
methods
outlined
way
functions.
in which
incurring
alternative
the
equations
most
avoided
objective
costs.
design
also
important
or combined
inverse
be completely
in Chapter
Euler
computational
to construct
could
the
Probably
additional
simply
here
and
Other-
methods,
by using
the
the more
1.
DRAG
To use drag
as a cost function
as in the case of drag

(4.13.1)
the
be treated
sophisticated
traditional
of the
2. The
FUNCTIONS
between
can
if the
to shock
implementation
of using
wise,
in Chapter
7.
flow equation,
for both
114
discussed
specification
potential
smoothing
been
discretization
in Chapter
the implicit
Equations
can be used.
to the
functions
already
of the
similar
similarities
extend
due
has
details
can be quite
OTHER
The
The
to the Euler
as well as the
will be treated
Here,
such
terms
6.
DISCONTINUITIES
at the
Applied
the flow variables
5.7
appear
Theory
can be entirely
for the Euler
for the potential

duplicated
cos _ -
[(_0y)
formulation,
flow formulation
from
its beginning
sin _
+ _
much
can be repeated.
up through
cos ,_ +
of the same
sin n
\ O_ ]
development
In fact Section
equation
(4.28):
d(
+ _ \-_)
sin ,_)] ,t,_
Chapter
Control
Theory
Applied
to the Euler
Equations
115
(5.21)
where
[C, + _
cos,_
+ _
sin_]
[-C4
It is then
possible
to replace
(5.20)
cos _ -
sin cdj
by
6I=
(5.22)
Implicit
(5.19)
in (5.22)
is the
is replaced
fact
1
LIFT
A parameter
basic
the
is often
maximize
the
maximizes
reduces
('1. However,
it may
(:l/('d,
sin,
used
+a
in aerodynamic
maximization
at the
surface
cos, +
cruise
range.
to the
one just
be of interest
its inverse
('d/Cl
becomes
design
of lift/drag
is the
at a fixed
If the weight,
and
explored
in which
to obtain
the
is minimized.
1 = Cd/Cl.
The variation
condition
of equations
sin,,
d_. (5.231
OVER DRAG
that
problem
boundary
0,1
0 [(0_ cos, -
aerodynamics,
sumption
the
by
'
5.8.2
that
hence
drag
maximum
Thus,
lift to drag
Moo and
ratio.
specific
From
fuel
con-
the C_, is also constrained,

is minimized
lift/drag
at a given
for a given
the cost function
is defined
_. To
as
Chapter 5
Control
Theory
Applied
to the Euler
Equations
116
66', cos a + 6C,_ sin

Cd [_C,, cos,_C2
('t
+ _ - ('_ sin o + C,_ cos a
Cl
For the fixed
a case,
the
last
COS
61
i
z
gTM_c
071
Or
--
with
6a drop
out, giving
d_ sin a
P 6(d-_)COSo--6(_)
(:,
boundary
{._.
two terms
condition
for the
sin
adjoint
coso-
. 07l\
d.
+ C-'-'_t(
'd @ ( _ ) cos a + 6 ( _ ) sin _ ) ] d(
equation
using
'sino+c_
_cosa+
this cost function
sina
17 M2cCt
The
final
expression
for the first
variation
cosc_-6
61=
ba
6p
1/c
_MLc
The
C 2 [-(
S_ coso+ _ sin.
('t
L
,
,
'_sin o - (_ cos a]j
__ __("d
_C. sin_]
i
2
_TM_
_"
in the
7(
cost function
may
becomes
on ('.
be written
(5.24)
as
sinc_
+('_
w
(5.25)
Just
as in the
functions
can
case of the
potential
be weighted
and
possibility
of prescribing
also
but
exists
flow formulation,
summed
field-based
is not explored
here.
to create
objectives
such
any
combination
a combined
of the
objective
as minimizing
above
function.
entropy
cost
The
production
Chapter 5
5.9
Control
SECOND
Theory
ORDER
Applied
DESIGN
to the Euler
METHODS
Equations
USING
117
THE
EULER
EQUA-
an adjoint
method
TIONS
As a final
adjusted
note,
such
suggested
AI.
in conjunction
method
much
order
development
it would
(3.7)
provide
the
of the
element
equation.
hard
work
in this
needed
could
second
analysis
an adjoint
order
Hessian
method,
solver
be reused
method
for the
in such
is the
This
could
Appendix
equations.
approach
an
solution
be
was
be used
Although
approach
the
Furthermore
formulation
of the
in
A2 develops
is clear.
Euler
could
development
a technique
of the Euler
the basic
matrix.
as a general
of how such
for the case
in fact
the
is explored
in this work,
of building
for the
3 and
5I via
hence
sensitivity
method
thesis
and
understanding
continuous
full Newton
to obtain
_21
of Chapter
To give a greater
with
here
will not be implemented
is contained
main
that
in Section
Appendix
a second
the
that
since
same
the
adjoint
118
Chapter
GRID
PERTURBATIONS
AND
DESIGN
VARIABLES
This
chapter
bation
contains
method
used
equation
(4.19)
variables
which
6.1
GRID
Equation
two distinct
to calculate
and
(5.20).
The
are tested
The
efficiently
second
in this
PERTURBATION
(1.6) restated
parts.
the
section
(tA'),
variations
and
eliminate
(5.20).
in the
surface
the variation
equations
Thus
with the solution
terms
are 6,1' and _-.
grid
defines
two possible
OI T
are
the
(6_r).
variational
terms
families
perturin both
of design
specific
of the adjoint
It is helpful
Ol T
(6 w), variations
Chapters
4 and
in the cost function
flow formulation:
forms
equations
here
4 and5:
For the potential
needed
grid
here,
variations
These
a general
METHOD
in the flow field variables
(_ u,) from
establishes
work.
OI T
contains
first
to restate
of the
in hand,
in the grid point

5 developed
resulting
more
forms
(4.19)
expression
the only remaining
the final
techniques
in equations
general
presented
locations
to
and
(1.12).
variational
in Chapters
Chapter
Grid Perturbations
and Design
Variables
119
(6.1)
For the
Euler
equations
formulation:
_I=
(6.2)
In both
functions
cases
the first
containing
for a particular
tional
costs.
in both
ferences.
term
That
is, the
point
complete
applying
proach
would
it would
finite
require
difference
domain.
the
still
the
and
over
computational
of Syr, which
for insignificant
from these
that
computa-
surface
_9 c terms
integrals
by finite
However,
also contains
terms
in
dif-
the
last
variations
in
unfortunately
require
meshes.
is by using
the
an existing
necessary
for each
generations
And
since
the grid
finite
cost
flow
generation,
differences
design,
however,
of grid
grid generation
information.
flow solutions
to be used
of mesh
using
functions
only the
metric
for the variations
than
only variations
it is not required.
in the mesh
generator
three-dimensional
the
(1.12)
since
to calculate
variables.
expensive
savings
For
mesh
directly
by calculating
the use of multiple
number
of design
a significant
variables
obviate
the
computationalty
solutions.
differences
involve
are thus
over the domain
variations
approximations
Thus,
number
integral
of subsequent
finite
integrals
to expression
variations
these
which
be calculated
of _A" is necessary
These
One way to obtain

and
can
integrals
These
be evaluated
case is a volume
knowledge
surface
contribution
(6.2) can
locations.
are
locations.
variable
No calculation
in each
grid
surface
design
(6.1) and
terms
of the mesh
metrics
would
solutions
are
such
generation
grid
both
can
to form
throughout
ap-
the
the
be proportional
typically
an approach
for both
this
the gradient,
variable
required
where
While
to determine
design
algorithm
much
should
generation
the
number
be high,
this
to
more
ensure
and
flow
of design
approach
Chapter 6
would
Grid Perturbations
be excessively
rations,
where
expensive.
automatic
and Design
Further,
Variables
for complicated
grid generation
120
three-dimensional
still does not exist,
such
configu-
an approach
becomes
impractical.
This motivates
the
cost
using
of repeated
a grid
and Baysal
I11 ], an initial
structured
Thus,
the
arc
by any
geometry
New
shifting
the
are
grids,
grid
which
points
away
constant,
the
from
In this
the
grid
surface.
modification
to the
grid
x and
y represent
points.
sured
on the
inner
surface.
The
spect
the
original
from
evaluation
the
grals
that
with
finite
grid lines
calculations,
grid
type
of grid
for large
analytic
variations
of 5v for each
required
to calculate
hi, the
gradient
evaluations.
Finally,
issue
to the
from
attenuated
and
the
optimization
are
generated
the
surface.
of the
grid
by
The
proportional
to the
domain
is held
(6.1)
xs and
surface
(6.2)
crossed
so that
grid
to line searches,
where
admits
the
with
re-
direct
(b J-). The
result
be treated
lines
mea-
the
be reduced
Second,
line
First,
(6.3) permits
thus
surface
7_ = 1 at the
that
as follows:
variations
may
may
variable.
of possible
with respect
are
the
mesh
scheme,
of equations
in 5r. They
design
ys represent
normalized
perturbation
of the
and
(6.3)
surface-projecting
and
treatment
in both
differencing
projecting
perturbations,
volume
only upon
for the
form
domain,
(hA') in terms
depend
by Burgreen
or may not be automated.
inputs
boundary
along
of grid variations
integrals
also used
by
grid is first created
may
are
points,
the outer
this
that
has the
calculations
as it is modified,
line
outer
arc length
of using
of crossed
to gradient
is that
grid,
index
Here,
yOtd + _ (y,,_,, _ y.:td) ,
interior
_ represents
implications
possibility
the
was
become
surface
If the
grid
that
difficulties.
gradient
body-fitted
grid
by amounts
these
the
which
process
to the
y,_,._,, :
where
method,
initial
each
space
from
curvilinear
as this
along
bypasses
is removed
conform
in real
which
grid generation
as well
shifted
length
generations
method.
configuration
process.
grid
to find a method
perturbation
initial
points
the need
since
never
to surface
inte-
inexpensively
no regridding
arises
new grids
is
for the
must
still
Chapter
Grid Perturbations
be explicitly
cross.
calculated,
If singularities
can be used
typical
and
convex
perturbation
and
6.2
new
grids.
no failures
equations
should
to develop
in the
must
mesh,
the
the
be extended
121
when
a secondary
have
the
to specific
lines
method
occurred
analysis,
grid
smoothing
grid perturbation
to singularities
To complete
Variables
only be employed
In practice,
due
geometries.
potential
method
begin
to create
to be robust,
the
and Design
during
do not
technique
has
proven
optimization
linear
dependence
requirements
for both
of
of these
the
Euler
flow formulations.
DEVELOPMENT
OF GRID
VARIATIONS
FOR
THE
POTENTIAL
FLOW
EQUATION
Examining
tained
equation
in the
final
(6.1)
reveals
volume
integral
that
the
through
dependence
the
on the
terms
(_ and
mesh
variations
is con-
_5, which
from
Chapter
the
variational
are
Q(bJ,
P(6J,
pU6J
6All,bA12,SA22)
bAll,
6A12,
_6A22 )
+pJO(
(1
I/0(
2c 2 / /_All
+PJ,I
(1
UCe
c2 ) (_A12
+PJO,,
[{
k
it is clear
terms
tJ,
6All,
that
the
hA12 and
volume
integral
6A22. However,
_A22
pV6J
+P.]O,,
(1
VO,'_
+PJO_
(1
VO,'_
e2 ] _ A12
+pg0( (-
Thus,
_t0v
in equation
since
we have
2c 2 ]
(6.1)
ball.
requires
an analytic
expression
for new
Chapter 6
Grid Perturbations
grids
in terms
of an initial
grid
these
required
variational
terms
surface
integral.
Consider
written
in variational
and
first
form
and Design
surface
such
the
tx,
and
ty, are
the
_J.
122
it is possible
volume
integral
It is realized
that
may
to construct
be reduced
equation
(6.3)
to a
may
be
as
by(_,T])
where
perturbations,
that
term
Variables
defined
on the
airfoil
_(7/)6y_(_)
surface.
(6.4)
Thus
we may
write,
(6.5)
Recalling
that
.! is defined
as
J = det [ h"I -
enables
us to determine
_J-
Substituting
in equation
the first
O( x)Oy
O_
07_
variation
(6.5) shows
Ox Oy
87] 0_
of the mesh
OzO(ty)
O_
Ox Oy
O_ 07]
O( x)Oy
07/
071 O_
that
a,i
05
Jacobian
as
OxO( y)
071 O_
Chapter
Grid Perturbations
and Design
Variables
123
or
_'_
,_
"_J
_,_J
(6.6)
=_
+bx_J3
+_y_ ['_
The
other
necessary
metric
variations
o_]
follow
A = K-1A
+by, J4
similarly.
"T-] = [ All
A21
Recall
A12
A22
that
and
_)2
All
_-
_n
j2
j2
A22
The
first
variations
--
j2
are,
J + 2
j3
'"'
.12
j3
6A22
Substituting
-2
,]2
[r_
_ ,'_,_-_1
[_,_,:":' +_(_ )]
k,_) + k_)
J_J+2
j3
j2
in the ex )ressions
(6.5) gives,
+_
ball
[+2_,____!
._T_]
%-7
_ _ ,;'_,_
j
/
I=
All_
+_a,,
+_XsAll3
+SysAll_
Chapter
Grid Perturbations
and
[-___A__
+
5A12
Design
Variables
124
_ a_l
0(
.Lzl
[+2__L_m,'_7__r__,_I
L Y _
f_a,_j
a_
=
+_x.A123
+6ysA124
3(6x,)
[-2A22
, _ 3(
JhA22
_-'_
Ox
a_R.
[ +2A22
' _A-_
2_1
where
the J and
to the
adjoint
in the
7/direction
A, terms
equation
+6xs
[+2A22
+_ys
[ -2______ax aR l
L J
has
been
integrals
{p[UJ,+J((
0hi
+bxsA223
+_ysA224
_ _-_J
are introduced
to ease
calculated,
can be evaluated
variation-independent
the
without
have
(6.7)
the
algebra.
Thus,
contribution
regard
to the
to any
design
after
the
volume
solution
integral
variables.
These
the form,
1-(''O(nc-/W-ri--_A''
+JO,
(1-_)A_2
+J,_(-%--_)A2._]
0_'
(6.8)
where
i = 1 4. It follows
I can be reduced
that
_"
is a function
(hU)
are
(6.9) is in the
present,
the expression
(6.1)
for
to
+
Equation
only of G and
and
form
the
where
dependence
only terms
on the
+
that
+
are
variations
related
of the
<
to surface
field
grid
(6.9)
variations
points
(hA')
Chapter 6
has
been
each
Grid
eliminated.
design
6.3
The
This
variable
FINAL
design
is outlined
enables
in turn
DESIGN
complete
Perturbations
and
evaluation
at a very
of equation
FOR
using
Variables
125
(6.9) by finite
differences
for
low cost.
ALGORITHM
algorithm
Design
POTENTIAL
the potential
FLOW
flow equation
FORMULATION
as the field constraint
below:
1. Solve
the potential
2. Smooth
the
flow equation
cost function
according
(Section
4.11)
to Section
or unweight
(2.4).
the
shocks
(Section
4.12)
if
such
as (4.17),
necessary.
3. Solve
the
(4.22),
adjoint
(4.31)
4. Solve
the
each
the
search
7. Perform
the
gradient
component
a line
and
evaluate
equation
of the
gradient
by dividing
design
gradient
vector
direction
(6.9).
by the
perturbation
variable.
vector.
_ to the quasi-Newton
algorithm
(3.21)
to Section
(3.6) and
estimate
is the
to calculate
the
s.
search
flow solver
in s according
the
minimum
evaluations.
to (1).
only undefined
is treated
a continuous
variable
corresponding
by repeated
8. Return
conditions
(6.8).
design
each
Assemble
6. Feed
to boundary
gradient:
Construct
of the
subject
or (4.32).
Perturb
which
(4.16)
for Xv, by equation
5. Determine
The
equation
portion
in Section
sensitivity
of the
above
algorithm
{6.6).
Since
the
approach,
the
details
procedure
of the
choice
of design
employed
in this
discretization
of the
variables,
research
differential
is
Chapter 6
adjoint
these
Grid Perturbations
equations
as well as their
important
6.4
solution
OF GRID
as in the case of the potential
(6.2) is a function
mesh
for each
equations
terms
the potential
variable
may
again
Euler
from
the
this
126
be defined.
mesh
to obtain
these
Chapter
metrics.
and
are
(6.2) after
if
the
integral
given
(p-
7 treats
drops
integral
that
in equation
recomputing
the analytic
out
EQUATIONS
mesh
the
considerably
the entire
perturbation
necessary
simpler
variation
than
those
for
by (6.6) and (6.7).

integrating
pd)2,_
by parts
ds
flux components
And
area
To avoid
metrics,
in (6.2)
EULER
the final
are
equation.
second
FOR THE
given
to rewrite
momentum
surface,
of the
equations
g are again
VARIATIONS
It turns
6I =
f and
must
be exploited.
flow equation,
It is convenient
where
Variables
procedure
flow formulation,
of the variation
design
(6.3)
for the
Design
aspects.
DEVELOPMENT
Just
and
d_
f and
since
the
g with
flux
out resulting
as
the pressure
is set
to zero
terms
across
deleted
the
airfoil
in the expression
_I=
0
Fortunately
for the
mesh
an intermediate
the
necessary
perturbation
step
for the
metric
algorithm
(,_ (___)f+6
variations
in (6.11)
defined
development
('_)g)d(d,,.
have
in Section
of the
necessary
(6.11)
already
(6.1).
They
metric
been
developed
were
needed
variations
used
in
in
Chapter 6
the
Grid Perturbations
potential
approach
into
flow formulation
used
(6.10)
for the potential
and
the
configuration
the
metric
integrate
for the
second
without
are
fully
variation
were
given
term
the
any dependence
in the
cost
127
(6.5).
we may
along
determined
Variables
by equation
flow formulation,
the
surface
variations
expression
and
and Design
substitute
index
function
surface
can
following
these
direction
on particular
by the
Again
design
expressions
projecting
from
variables
since
perturbations.
be reduced
the
Thus,
to surface
the
integrals
only:
_I=
" _3
'
A54
(6.12)
d_
where
A,:, = f w o of
_2,
f_ , Tor og
07!
d,i
O_
,
OfI dTi
_%3
= f - T re-_7
A,",,, =
Equation
surface
(6.12)
where
potential
in the
FINAL
The
these
surface
DESIGN
complete
outlined
reduced
the only remaining
flow method,
modification
6.5
has
the
algorithm
the Euler
equations
for tl
are the
variationals
finite
ALGORITHM
design
d71-
0T/
expression
unknowns
surface
using
rjwTTeOg
using
(6.13)
into
surface
may
line
integrals
along
variationals.
be easily
As with
determined
the
the
for any
differences.
USING
the
Euler
THE
EULER
equations
FORMULATION
as the
field
constraint
is
bellow:
1. Solve
2. Smooth
necessary.
the
cost function
according
(Section
to Section
4.11)
(2.5).
or unweight
the
shocks
(Section
4.12)
if
Chapter 6
Grid Perturbations
3. Solve
the
(5.23),
adjoint
equation
(5.18)
for A#, by equation
5. Determine
the
Perturb
each
design
each
Assemble
6. Feed
the
search
the
gradient
direction
7. Perform
variable
component
8. Return
vector
such
as (5.19),
evaluate
equation
(6.9).
of the
gradient
by dividing
by the
perturbation
variable.
vector.
G to the quasi-Newton
algorithm
(3.21)
to calculate
the
s.
in s according
flow solver
to Section
(3.6) and
determine
the
minimum
evaluations.
to (1).
complete
method
stand
design
has
been
point.
treated
within
forces
a detailed
equations.
and
design
gradient
a line search
by repeated
tivity
conditions
(6.13).
of the corresponding
design
to boundary
128
gradient:
Construct
the
subject
Variables
or (5.24).
4. Solve
Thus
and Design
this
algorithm
defined
been
as a general
defined
for both
procedure
from
Various
cost
functions
or combinations
context.
The
fact that
a continuous
description
This description
will be dedicated
has
to the
is addressed
open
issue
and
remaining
above
Each
continuous
sensitivity
7. The
in the
the
of cost
solution
in Chapter
formulations.
sensi-
functions
can
approach
is used
strategy
remainder
list--the
be
for the
adjoint
of this
chapter
choice
of design
variables.
6.6
The
DESIGN
advent
will force
heretofore
VARIABLES
of new
adjoint-based
a reconsideration
have
been
quite
design
of other
entrenched.
procedures,
aspects
The
of the
such
as the
aerodynamic
conclusion
ones
design
of this work
explored
here,
process
(Chapter
that
10) will
Chapter 6
Grid Perturbations
try to illuminate
cannot
some
be left
of these
necessary
examinations,
and
be incomplete,
is an exploration
of possible
design
6.6.1
POINTS
MESH
In Jameson's
point
was
first
used
to as many
works
unacceptable
proach
difference
in possible
does
present
as a design
is best
the
actual
change
for any
itself
become
ill-conditioned.
may
the surface
that
flow solutions
from
solution
very
of the
finitesimal
changes.
marching
tions
region.
bolic
adjoint
solution
may be accurate
The
systems.
for transonic
simple
The
the
Jameson,
flows,
is analogous
of coupled
realized
Euler
who
time
scheme
introduced
this
even
eliminated
incur
for
give the ultimate
of the
mesh.
gradient
or may
The
ap-
is well defined
even
have
discon-
points
being
fixed.
Not only will
gradient
have
little
chance
of matching
point
violates
smooth
that
of using
equations.
these
is unstable,
the
use
in his
first
While
methods
The resulting
have
at least
slope
formulations,
a situation
where
where
is compatible
a simple
with
explicit
the predicted
have
for example,
of continuous
works
of
throughout.
create
a gradient
process
(,2 continuity
solutions.
adjoint
variables
to that
the
would
was assumed
steps,
only one grid point
but the flow solution
of the
only provides
led
grid
to obtain
design
this
where
variations,
solution
mesh
case
development
for infinitesimal
forward
the
cases
would
would
the
attainable,
of the
a system
though
surface
method
variables
resolution
if even
point-based
to solve
would
design
adjoint
this choice
of the
in order
process
of the
of a single
motion,
equations
research
this
wing
of design
by using
the rest
necessary
mesh
which
parameterizations.
it will not be smooth
Motion
1st derivative
use
even
infinitesimal
point
which
one aspect
{54, 55, 59], every
by the
adjoint-based
contradicts
least,
The
First,
that
except
single
This
in the
At the
the
is usually
discontinuities.
continuity
from
theory
permitted
with
predicted
space
number
exemplified
the
without
Theoretically,
probable
variable,
change
[59].
methods.
difficulties.
problem
of control
a large
some
tinuities.
is used
such
shapes
it is quite
However,
For three-dimensional
design
by this choice,
The
use
variables
that
129
VARIABLES
variable.
design
costs
finite
freedom
on the
as a design
as 4,224
traditional
AS DESIGN
Variables
reconsiderations.
to future
the
solely
and Design
I55, 58]
a finite
for purely
sensitivity
where
the
intime
correcstability
hyperanalysis
the
surface
Chapter 6
mesh
Grid Perturbations
points
lize
the
were
solution
smoothing,
the
smoothed
smoothing
must
exist
strated
along
algorithm
in the new
smoothing
Another
design
search
is that
into
space
optimum
the
and
necessarily
same
problem
this
design
shape
that
allow
is likely
methods
with
by implicit
After
the
algorithm
ensures
the method
step
since
can
all result-
He proved
that
has been
it is sensitive
procedure,
a significant
to be smooth.
that
an improvement
successfully
demon-
to the
level
and
with
using
each
grid point
admits
very
high
as well
walls
space
and
character
the
In theory,
a design
Jameson's
with
way
of this
by using
for the
the degree
that
finding
the use of simple
out
space
is such
would
space
Unfortunately
space
the
a global
function
than
as low
of nonlinearity
This minimum
design
design
degree
as a
into
still be found.
difficult,
local
frequencies
of them).
frequencies.
into the
failure.
hence
more
could
computationally
of high
by a higher
of the objective
be admitted
and
admittance
with only lower
in outright
gradient
This
steeper
value
to become
associated
parameterization
design
a lower
would
resulting
the
residual
still
it to be characterized
was resolved
that
problem
of interest.
canyons
have
of nonlinearity
minimum
algorithms
in which
insured
problems,
the
in this high frequency
then
smooth
of design
will in turn
valleys
are
While
to stabi-
flow solution
for the gradient
direction.
way to understand
frequencies
in the
his own developments
gradient.
direction
direction
employed
the
130
used.
variable
design
this
type
search
problems
Variables
Following
to smooth
a new
developing
Design
Runge-Kutta
approach
defines
for a wide variety
of the
(i.e.,
a similar
developed
variables.
of explicit
gradient
without
ing shapes
as design
process
he used
be taken
the
used
and
gradient
difficulty
in effect
the
was
to
a low-pass
filter.
If the
use
of mesh
configurations,
at least
Extravagant
numbers
as Newton
or standard
the
associated
steepest
the
matrix
descent,
gradient
point
variables
tens
of thousands
of design
variables
quasi-Newton
operations.
has the
evaluation.
design
advantage
were
extended
of design
preclude
approaches
The
use
that
significant
to treat
variables
the
complete
would
use of descent
simply
of a simple
errors
because
descent
aircraft
be necessary.
algorithms
of the
high
procedure,
can be tolerated
such
cost
of
such
as
initially
in
Chapter 6
Mesh
adjoint
Grid Perturbations
point-based
solver,
have
taken
cedure
methods
and
the
advantage
where
all three
algorithm.
Essentially,
the
solution
adjoint
mation.
Ta'asan
gradient
information
fied
works,
the
solver
are
is taken,
6.6.2
the
An alternative
ization
are
of the
The
are
that
in the
these
choice
following
of design
"sine
space
space.
Hicks
used
tl locates
the
maximum
occurs
_2 controls
the
had
on this
property
by relaxing
freedom
inforthe
through
a simpli-
In Jameson's
original
case
and
where
different
and Henne
the
adjoint
only one step
design
conclusions
[39, 37]. In their
that
perturb
variables
adopted
variables.
suggested
parameter-
are needed
the
approach
design
geometry
to provide
because
methods
As a consequence
with
in the
for the
the initial
gradient
themselves
for airfoils
level
flow solver
to quite
initially
design
to content
considerable
gradient
difference-based
to a few dozen
at most
choice
of the
by Hicks
and
Henne
that
of the fact
a hundred
descent
his
design
algorithm.
[38 ] has
the
0 < x _< 1 at x = tl, since
the
form:
maximum
when
width
finite
and
by Ta'asan.
functions
design
variables
bump"
by Hicks
flow solution
VARIABLES
leads
far fewer
b(x)=
Here
that
is that
methods
retained
adopted
a multigrid
different
for the
[71}
pro-
hence
In the limiting
AS DESIGN
the
directions.
steps
result
restricted
they
to that
a set of smooth
exclusively
early
gradient
et al.
through
multigrid
the
as a "one-shot"
of both
and
flow solver,
Ta'asan
simultaneously,
of each
results.
was proposed
space,
step
of the
problem
multigridding
multigrid
of design
open
past
inherently
variables,
One
transient
main
for an adequately
work
in these
similar
design
to capitalize
in each
131
convergence.
solutions
attempted
FUNCTIONS
design
defined.
in the
developed
algorithm
the
advanced
different
is very
choice
optimization
level
have
HICKS-HENNE
coupling
to accelerate
are
to give optimum
scheme
tighter
by formulating
of complete
adjusted
favor
of this
develops
numbers
Variables
problem
each
step
Design
design
systems
et al.
optimization
therefore
and
sin
of the
:
_, where
of the bump.
wx_
bump
in the
0_<x_<
range
5 = log _/logtl,
or 61ogtl
= log . Parameter
Chapter 6
When
alytic
Grid Perturbations
distributed
over the
perturbation
such
the
that
functions
symmetry,
particular
where
turbed.
The
way
of continuous
a solution,
design
convergence
when
using
timization
the
mesh
the design
6.6.3
spaces
Another
choice
most
Instead
an
initial
form
through
their
the work
modifying
2-space
in regions
undis-
and
there
for the
space
do not guarantee
target
proved
pressure
to be effec-
of design
variables
can be accelerated
the
elements,
use
one last
are
toward
as was
the
order
op-
of higher
the resulting
frequencies
not
advantage
over
solutions
admitted
as the
and
thus
the
of Baysal
coordinates.
favor
and
defined
as
analytic
curve
use
airfoils,
this method
a B-spline
a set of control
curve
of B-spline
[11 ], and
B-splines,
A B_zier
is the
Burgreen
to existing
to outline
Consider
VARIABLES
has gained
functions
is analytically
basis.
they
have
also have
to smooth
AS DESIGN
that
this it is helpful
underlying
b,_, representing
POINTS
perturbation
which
functions
higher
virtually
design
or through
is no need
section
Fur-
well posed.
variables
by directly
To understand
there
effort
number
spaces
avoiding
constraints.
for a realizable
individual
themselves,
by construction
of design
airfoil
accomplished
in that
CONTROL
of applying
of the
thus
is complete
they
an-
can be chosen
design
x -- 1. Thus,
basis
these
are not orthogonal,
only a limited
these
Hicks-Henne
are naturally
recently
when
using
points
the
Nevertheless,
coupling
The
since
B-SPLINE
points,
mesh
points
proceeds,
process
by tighter
algorithms.
the
design
improvements
They
constrained,
which
problem
surfaces,
geometric
they
functions
inverse
be attained.
A design
either
is that
these
lower
of the airfoil
at x -- 0 and
of the
will necessarily
can be admitted.
using
vanish
for example,
tive in realizing
case
that
the rest
132
space.
to address
functions
from
design
can concentrate
leaving
to form a basis
functions
distribution
variables
of these
and
can be explicitly
algorithms
while
disadvantage
is no simple
that
is needed,
possible
or volume
of these
Variables
on both upper
a large
optimization
choices
refinement
chord
admit
thickness,
use of constrained
ther,
entire
and Design
curve.
via its control

or rather
points
control
others
[108].
starts
The
with
design
is
points.
B_zier
curves
I_o
, b , b_
can be constructed
which
b_
through
de
Chapter 6
Casteljau's
Grid Perturbations
and
Design
Variables
133
algorithm:
(
i_i( _ = (1 -t)Bi-l(f)+
t_+_({)
[
where
m is the
control
points
degree
of the polynomial.
(b , by, b_), the
algorithm
j : 1,...,m
i = 0,...,71,
- j
quadratic
case
For the simple

results
with only three
in:
Bo (h= (1-
Thus,
(6.14)
variation
and
the
defines
of the
its geometric
number
bl(f) =
(1-t)b(f)+tb(t)
b2o(t)
(1 - i)bol(t)
a curve
which
spans
Figure
6.1: Bdzier
non-dimensional
parameter
construction.
of control
points.
The
As with
degree
any
+ tbl(t
2-space
Curve
).
(6.14)
between
of Degree
l_o
and
B through
such
_. Figure
(6.1)
illustrates
m of the
B6zier
curve
polynomial
the
representation,
is one
a curve
less
higher
than
orders
Chapter 6
Grid Perturbations
eventually
become
Unfortunately,
airfoil
the
computationally
a reasonable
needed
be constructed
of the polynomial
analytic
representation
of B_zier
curves
and
found
in reference
points
as design
curves.
to a manageable
[20].
curves
The
variables
These
shape.
have
the
is required
an
curves
may
of limiting
the
still maintaining
development
scope
limit.
to give
B-splines
while
of this
concerning
design
a rational
advantage
level,
the
aspects
for aerodynamic
10 being
(20+)
A complete
is beyond
important
134
this difficulty,
user-defined
surface
B-spline
points
To overcome
B_zier
for the
with
of control
freedom.
as piecewise
Variables
unmanageable,
number
geometric
degree
and Design
and
research
the use
treatment
but
can
of B-spline
can be explored
the
without
be
control
a detailed
presentation.
Like
the
Hicks-Henne
variables,
and
upper
lower
and
or thickness
noted
the
airfoil
defined
of the
polygon
points,
the
lower
surfaces
more
defined
curve,
the
curve
only a limited
variables.
used
in most
CAD
and
may
Finally,
CAD
aerodynamic
One
possible
The
fact that
this
Thus
corresponding
distribution.
an advantage
of admitted
since
environments,
these
points
over
airfoils
curves
they
control
is permitted
and surfaces
provide
are
between
points
included
control
upper
and
is also possible
variables.
functions
This
in that
same
number
are now the natural
a straightforward
in
by many
on the
the
outline
control
design
with
be
the
control
Hicks-Henne
camber
a general
defined
as active
the
admits
points
Local
If the
this it should
1 forms
becomes
for an airfoil
of control
easily
control
of design
procedure.
To explain
points
correlation
the thickness
number
method
as more
number
design
space.
control
Further,
between
have
space
B-spline
closer
the
the design
it defines.
defines
for a reduced
are separated,
by the
curve.
allow
of, say, a quasi-Newton
within
by the
distance
basis
use
explicitly
roughly
complete
the
B-splines
of an airfoil
the
in practice
design
at.
and
vertical
by choosing
method
surfaces
the polygon
definition
point
permit
constraints
that
of the
thus
functions,
way
entities
of integrating
design.
drawback
B-spline
of B-spline-based
curves
are
design
nothing
1The B-spline polygon is defined by sequentially
more
variables
than
connectingthe
has
a patched
already
been
hinted
set of polynomials
B-spline control points.
a
of
Chapter 6
means
For
that
Grid Perturbations
the degree
applications
which
to airfoils,
ensures
even
polynomials
it seems
C 2 continuity
higher
pressure,
of these
polynomials,
in subsonic
since
distributions
airfoil,
or C 3 continuity.
This leads
variablesmnamely
that
with
of control
surface
shapes
The results
Henne
complete
used.
curve.
affect
a large
are again
of interest,
(C 2) of the
problem
with these
degree
possible
possible,
to use
in the curvature
of at least
so as to capture
degree
desirable
variable
curvature
possible
polynomials
modes
state
smoothness
performance.
of at least
It is perhaps
of the
us to another
their
B-splines
aerodynamic
require
135
airfoil
of the
design
3 are being used

family
just
of airfoils,
as in the case
variables.
to be presented
functions
treatment
of design
in Chapters
and
decouple
the design
the
cost
8 and 9 will explore
B-spline
variables,
of parameterizing
approaches
thus
piecewise
points
to use
function
high frequency
perturbation
the problem
based
since
containing
of grid point design
primary
flow is a general
pressure
Variables
may dramatically
resulting
the
Smooth
Design
necessary
of the
shape.
a fair density
and
control
but gives
space
of design
points.
the use of both HicksThis
an introduction
will become
from
the
is by no means
to how important
in the future
number
of design
as adjointvariables
136
Chapter
ADJOINT
DISCRETIZATION
SOLUTION
The
mathematical
development
of a control
for both
a potential
flow
research
employs
continuous
sensitivity
analysis,
details
be outlined.
control
must
Also,
theory
also
advantage
is applied,
be discussed.
of the
the
methodology
chapter,
the details
formulation.
analysis
as opposed
two different
methodology
in the
solution
for the
introduction
of the
large
is the
corresponding
and solution
strategy
this
sensitivity
systems
must
also
implementation
scale
adjoint
research,
ease
is now
since
to discrete
adjoint
of this
design
However,
or a discrete
approach
to airfoil
an Euler
sensitivity
for the
approach
a continuous
solution
As stated
theory
for the
of whether
continuous
solution
and
discretization
regardless
AND
PROCEDURES
complete
of the
one
of recycling
co-state
systems
important
the
system.
for both co-state
of
flow
In this
systems
will be described.
7.1
DISCRETIZATION
For the potential

equations
equation
and
OF THE
flow equation,
their
in differential
associated
form
POTENTIAL
Section
(2.4) describes
boundary
was given
i) (pJIT)
j--_
FLOW
conditions.
ADJOINT
EQUATION
the discretization
Recall
that
the
of the domain
potential
flow
by
+ 0
_-_](p./V)
(7.1)
= 0
in l),
Chapter
and
that
The
potential
Adjoint
its discrete
Discretization
counterpart
flow adjoint
and
including
equation
Solution
artificial
in differential
Procedures
dissipation
137
was
form developed
in Chapter
5 is given
by
The
object
now
equation
due
(7.3)
to the
-_
pJ
All
_0
pJ
A12
is to construct
seems
more
and
(2.2),
were
calculated
was
a discrete
at the
secondary
control
volume
shown
following
discrete
scheme
is used:
This
implies
that
pJ (A12 - 7),
,,v
artificial
7.2
back
Equation
and
viscosity
pJ (A22 - _)
or difference
DISSIPATION
rotation
USED
FOR
(7.1),
it is simply
stencil
at the mesh
points
then
points
and
While
an expansion
of (7.1)
depicted
this
basic
the terms
edge
thus
far been
POTENTIAL
is consistent.
while
at the
have
(7.3)
in Figures
p, J, U, and
constructed
To maintain
calculated
THE
that
original
(2.2).
terms
OTi] = 0.
for (7.3)
at the mesh
are
c2
A22
(7.2) was
in Figure
_',, like 0, is defined
pJ
to the
to be defined
cell centers.
A12
scheme
than
Referring
assumed
-t- pJ
_04, +
complicated
linearization.
(2.1)
structure,
pJ (All
centers.
FLOW
by using
Note
added
to the
ADJOINT
t'
the
the
- _),
that
no
scheme.
EQUA-
TION
As it turns
for (7.3).
out the choice

Most
in v,. This
notably
is different
the
from
average
the
operators
stencil
used
in (7.4) is a simple
finite
in (7.4) do not encompass

for the
flow equations,
difference
stencil
the differences
where
motivated
Chapter 7
by the
the
Adjoint
desire
to preserve
differences
in .
flow equations
to prevent
in the
form
dissipation
solution
reflect
used
the
switch
in stencil
consequence
decoupling
that
in the
of a standard
were
given
adjoint
reverse
five point
flow character
"
Q_,
and
P_, and
adjoint
system.
method,
where
on the
written
flux Jacobian.
switch
The entire
need
be added
derivatives,
artificial
(7.4)
dissipation
the
artificial
be duplicated
direction
of upwind
for the
biasing
to
Thus,
cell edges
by
-['_',+l,,
[,
if (;
Ir <
> 0
-Q_,..,+_
if
O_,,..,
approximate
the
cross
may
at the
Q_"'_+
ysis
potential
flow equations,
These
in the
in the
terms
However,
a change
also closely
used
on
_ PJ (frl,'_i,_,_ + 1;2 _/",_)'

P_v
PV'.+_,,
would
ignoring
For the
(2.20).
one
operated
- pJ
Qz, can be calculated
This
the
scheme.
138
essentially
rotation
since,
is needed.
of the
f)
from
no difference
solution
with
Procedures
the averages
type
by equations
equation
Solution
scheme,
in the flow equation
terms
of the
This
form
and
a conservative
the
odd-even
is already
of the
has
Discretization
what
in the
discrete
would
biasing
t" > 0
(7.5)
if v < o.
happen
is contained
scheme
for the
in a discrete
in the
adjoint
sensitivity
transpose
equation
analoperator
may
now be
as
_(
[I)(
(D']
(All
e2
])
_ (t'_.,) + _,, (Q_,) : O.
_(_""JF
f",,
(P
_-,])
(_7_
(7.6)
Chapter 7
7.3
Adjoint
ITERATION
Discretization
SCHEME
FOR
and
THE
Solution
Procedures
POTENTIAL
139
FLOW
ADJOINT
EQUA-
TION
With
(7.6)
defined,
to create
this
a convergent
iteration
scheme
as a template.
is used
as the basic
iteration
scheme
for the
Equation
solution
scheme
adjoint
(2.24)
must
solver
rewritten
be constructed.
by using
here
the
in terms
It is possible
flow solver
of the
iteration
adjoint
variable
procedure:
(7.7)
Fortunately,
equation
this generalized
with
flow nature
only minor
of the
edge
surface
out toward
for the
flow equations.1
Z are
choice
forward
of the
convergence
of the
conditions
upwind
stencils
of the
Euler
adjoint
at the
cut and
be noted
potential
equation.
2
2.4.4.
the
(4.22),
that
The
sweep
since
(4.31)
this
treatment
straightforward
7/sweep
is run
from
opposite
to the
with
simplified
equation
of the
(4.32)
are
they
used
carry
with the
over
periodic
The
wall
to the
boundary
and
2 This
the
choice
boundary
by standard
for the
adjoint
are
directions
influences
flow.
treated
treatment
remaining
airfoil
direction.
is maintained
will not
since
sweep
the
incorporated
favorably
regions
and
of the
the
from
the
differences
directions
consistency
supersonic
flow adjoint
far field are
respectively.
and
the reverse
parts
one-sided
consistent
with
in two
the
the
consistent
of the adjoint
is swept
is exactly
stated,
biasing
Q_,, in the
scheme
This
for the solution
to remain
Further,
algorithm
by (4.17),
It will
ADI
As previously
iteration
specified
1See Chapter
_See section
boundary.
of P_, and
differencing.
condition
outer
to have
of the
the
_ direction.
difference
biasing
system,
can be reused
In order
in the
the
forced
modifications.
adjoint
trailing
into
ADI scheme
finite
boundary
case
of the
conditions
explicitly
zero
Chapter
7.4
Adjoint
Discretization
CONVERGENCE
JOINT
as in the
tion
displays
case
adjoint
multigrid
7.5
OF
the
solver
same
Section
flow solver.
system.
the
Procedures
THE
140
POTENTIAL
In fact
multigrid
(2.4.5)
in the
common
iteration
scheme
convergence
are
actual
FLOW
AD-
adjoint
equa-
To enhance
algorithm
how the
required
multigrid
for its reuse
implementation,
subroutines
for the
performance.
acceleration
described
No changes
share
ADI
acceptable
scheme,
is recycled.
to the
the
of the flow solver,
of the
flow equation
co-state
ACCELERATION
only marginally
performance
the
Solution
EQUATION
Just
applied
and
for the
both
for the
algorithm
in the
the
treatment
used
the
was
solution
flow solver
of all the
of
and
necessary
operations.
DISCRETIZATION
OF THE
The
discretization
and
boundary
conditions
that
obtained
by discrete
illustrate,
of the potential
this
issues
considered.
This
discretizations
regard
sensitivity
prove
section
for both
the
was
And
done
for both the domain
this discretization
as the
in acceptable
demanding
adjoint
equation
analysis.
will illustrate
EQUATION
to how consistent
results
more
ADJOINT
flow adjoint
without
implementation
consistency
EULER
solutions
results.
of attention
when
was with
in Chapter
8 will
Unfortunately,
the
Euler
the
differences
that
can exist
domain
equations
and
their
these
equations
between
associated
are
various
boundary
conditions.
The
conservative
discretization
presented
in Section
equations
may
The
(2.5).
be written
semi-discrete
equivalent
Recall
used
from
for the
equation
solution
(2.29)
of the
that
the
Euler
equations
integral
form
was
of these
as
d-t.
w dl2 +
was
written
F. ndS
= 0.
(7.8)
as
dt
/ 1 ,+
+ L_G_.)+I
1 ;+ \
+ _C W)
1 ,
(-2(':
1 ,-
(7.9)
Chapter
Meanwhile
(5.18)
Adjoint
the
adjoint
Discretization
differential
and
equations
Procedures
for the Euler
formulation
main
difference
between
(7.10)
and
is that
(7.10)
is a linear
straightforward
equation
discretization
the
Ot
which
corresponding
OF
OG
O_
0_1
flow equations,
by
is written
Of
"r
(7.11)
conservation
( of_
k,_ ]
later
ag
(aw)
and
be augmented
domain
However,
necessary
Oq
a slight
hand
The
side,
obtained,
first
step
must
exist,
necessarily
in determining
implicit,
discretely
artificial
viscosity,
the
equivalent
delta
to determine
include
of (7.9).
flow equation
mesh
to as the
Type
viscosity
terms
while
of
and
the
this is from
indicates
terms
for i,j
(7.9) is a function
of the
linearized
on
of
form
of
,,j.
necessary
For
for (7.9)
steady
may
for the discrete

state
sensitivity
solutions,
be written,
again
as
1(
will
1 fluxes.
of(7.12)
not contain
transpose
which
discretization
how different
used,
(7.12)
(7.12),
examination
does
if the
the formulation
form
is referred
(7.12)
_1 _b,,j_l),
primary
of the artificial
physical
Therefore,
most
21/-1,J)
Equation
as the
A superficial
because
of the
mesh.
it would
is to develop
and
it is beneficial
irrespective
analysis
adjoint
stencil.
(1i,j+1--
(2.5.2).
be used
to the development
sensitivity
a Cartesian
will
Euler
conditions,
difference
w,,j in all but

(7.9) was
proceeding
discrete
in Section
dissipation,
The
T)
) ,,J
defined
for the
boundary
the analogous
right
with
equations
before
T are
form.
as
7w
where
(5.5),
- 0
is not in strong
of (7.10)
( j O_l
the
given
(7.10)
(l_+l,J
that
were
+JN
014'
the
141
as
+
The
Solution
the
fully
without
Chapter
Adjoint
Discretization
and
Solution
Procedures
142
/)_
(II
Of
:w"3
J_),,j+
_w ,,j+l tw_'J+l + 7ww i,j
V ou;_,j_2
_{(lr+
7ww,,j
i
7ww ,,j_
lrLI,_)
/1 ,+
1 ;+
+k_('W+l+_(i,;)-(_(_,j+_
Equation
(7.13)
equation
(7.9).
for solving
(1.7-1.9),
is given
is simply
Now
it follows
by taking
that
the
{( d 0'(_
oxJ,+,j
(jo,,)
+
Newton's
Its solution
(7.9).
_Wi-I'J
0g
07 /
_WW
method
would
applied
be identical
using
the
the
discrete
transpose
1 ;
linear
directly
to solutions
algebra
steps
sensitivity
of the right
1(;_
ij-1]}"
to the
from
presented
discretization
hand
(7.13)
discrete
any
other
in the
of the
side
of(7.13):
[OflT__
LOWJiu + (J
\ ._-_f']
Y/'+u
[Og]T}
_
,,J
"_+1d
2
[or1" ," o,,,
[og1_},,,+_.
r_1' _,.,_1
{(_'"_
+(_o,,')
,,, 0-;/<,__ r,,,.1..,
LOwj<,
\ Ou/,,__ L_wwj<,} 2
system
procedure
introduction,
adjoint
equation
of
Chapter
Adjoint
Discretization
and Solution
,-,j
k Ox ] cj+
Procedures
143
V oz /
,,j -5-
Ol
(7.14)
Ow
Equation
(7.14)
written
is referred
2+
where
the
nience.
i_
_)i+i,j
is much
more
finite-difference
tional
count
and
some
test
note,
it is realized
same
linearization
form
of the
cases
condition
sensitivity
7.6
later,
this
artificial
with
complicated
(7.12)
equation
approach.
the
Note
However,
hence
its computational
using
both
that
is also
and
new
dissipation
discrete
stencil
as well
No attempt
large
will be made
analysis
used
match
of (7.14),
Chapter
analysis
As a final
such
since
the
to the discrete
of very
to realize
with
its opera-
method
applied
number
and
9 will illustrate
equation.
not been
for the
of ,,j,
an exact
adjoint
sensitivity
as to the
for conve-
sensitivity
complexity
Euler
have
Ow'
is a function
cost will be higher.
operations
of discretization
extra
for the
introduced
goal is to obtain
is not a full discrete
transposition
contributions.
this
OI
Mjl_i,j
been
the
1 choice
to the
discretizations
(7.14)
that
if the
due
' have
v%4j
Type
that
J_j__,p-i
it is seen
than
gradients.
artificial
subtle
bound-
a full discrete
approach.
absence
and
Mj+_)i,j+I
representation
analysis
to the
consistent
DISSIPATION
decoupling,
(7.14)
sensitivity
a more
_)i-1,3
,
'
and
vV[j,+ , A43i_ , ._43+,
A43_,
By comparing
is clearly
Due
For use
JC Mj
matrices
continuous
ary
Type 2 fluxes.
as
l_j
form
to as the
USED
of ,,j
by itself
dissipation
just
FOR
on the
THE
left
EULER
hand
it is ill-conditioned.
as was
done
for the
ADJOINT
side
equation
The
Euler
system
flow
EQUATION
(7.12)
must
permits
odd-even
be augmented
equations.
The
with
resulting
Chapter 7
discrete
Adjoint
equations
used
Discretization
and
in this research
Solution
Procedures
144
are simply
1
7"
-_-
07]
(_
'3
',j+l
'0-1)
+
where
T_ has
is the same
the
4th order
form
the fact that
choice
that
to additional
as that
in equation
differences
in Q. The
by parts
same
as that
This reflects
(7.15)
(2.33)
boundary
to obtain
terms
To adhere
to strict
discrete
parts
to equation
(2.33).
However,
approximation
sensitivity
taken
here
the
avoids
in the
that
possible
_ is thought
is consistent
the
sign of the 2nd or
through
have
lack
the
operator
the integration
related
both
of self-adjointness
to apply
of as artificial
within
order
complications
and to the
we would
the sign of 7:)
Q is the opposite.
sign of the first
stepping
system,
consistency
since
Note
does not change
by _ without
(7.12)
arising
of D.
the
operator
(7.12)
(2.5.3).
the sign of the equivalent
in 2_, but does change
of augmenting
required
in Section
while
the transpose
present
was
defined
summation
in the first
framework
by
place,
of the
continuous
given
by
approach.
T_ can now be written
following
Section
(2.5.3)
as
"Di,: = "Di,a - "Di,3,

with
v2,o :
T_ 4
',-_
As an example
of the
terms
different
that
on the
is applied
from the other
4
di+,j
The dissipation
,_
'
El+,
,-_,j + d J+
-
right,
d 4
i-_,s
the
d(4_,3+_ 1
d4
_,3-
"
/ + _ contributions
are
(<+=,,-a,0,+,,,
+a,,,-,,_,,,)
to the fourth
components.
-d2,,a-_"
component
For the Euler
of the vector
flow equations,
is in this case no
the dissipation
was
Chapter 7
applied
to pH instead
all the
_2
same
and
the
Adjoint
rules
E4, and
7.7
the
the
algorithm
of the
quired
adjustment.
procedure
Section
for the
adjoint
is accelerated
Enthalpy
solver.
Euler
analogy
where
repetition
method
the
amounts
this
change,
coefficients
of
to assuming
that
level.
ACCELERATION
FOR
things
ADI
method
scheme,
THE
in this
It will remain
CONDITION
to apply
the
not so simple
for the
as well as the
sweep
directions,
Runge-Kutta-like
local
CFL
equations.
total
and
This
does
of future
imply
research
re-
in
the convergence
smoothing.
analogy
not
the
discussed
residual
enthalpy
hence
time stepping
numbers
Further,
it-
same
and
by multigridding
as an area
as the
used,
research.
it to enhance
were
used
was
the
no simple
was
simple
that
the adjoint
because
equations
employ
shown
(2.5.4)
scheme
it exceedingly
the multistage
to solve
is neglected
BOUNDARY
than
to determine
explicit
of calculating
to Section
and
makes
in the
according
an analogy
145
Other
approximation
a semi-implicit
here
does not exist.
used
a simple
It was
are reused
adjoint
that
factors
as the
damping
for the
fact
Without
as well
are
CONVERGENCE
flow solver
approximate
(2.5.2)
7.8
the
flow equation
stencil
component.
at the discrete
AND
Procedures
EQUATION
equations,
for the
potential
such
SCHEME
algorithm
This
self-adjoint
Solution
fourth
(2.5.3)
dissipation.
ADJOINT
Euler
eration
in Section
is entirely
EULER
For
outlined
ITERATION
and
of pE = w4 for the
hence
dissipation
Discretization
was
that
to try and
derived
such
an
develop
convergence.
DISCRETIZATION
FOR
EULER
ADJOINT
EQUATIONS
Unlike
the
adjoint
for the
condition
determines
the
equation,
the
components
equation.
situation
value
for the
of the vector
This
potential
is identical
must
flow formulation,
of a single
Euler
adjoint
be determined
to the
situation
scalar
where
quantity
formulation
the
with
is more
at the wall with

for the
corresponding
surface
boundary
a single
auxiliary
challenging.
only a single
surface
Four
auxiliary
boundary
Chapter 7
conditions
Adjoint
for Euler
flow equations
equation,
This
important
adjoint
flow solvers.
is the
it fully
Discretization
no-flux
determines
difference
and
The
Solution
only
wall
condition.
While
this
the
since
there
has
result
the
following
Procedures
boundary
146
condition
is also true
for the
is only a single
implication
for the
for the
Euler
potential
scalar
flow
unknown.
solution
of the
two
systems:
1. For the
potential
flow adjoint
The operator
for _, in the domain
in a boundary
unknowns
value
problem
is second
requiring
order
the
and Laplacian
same
like,
number
resulting
of equations
as
at the boundaries.
Differences
affect
equation:
the
in the
discretization
quantitative
and
accuracy
application
of the adjoint
of (4.17),
solution
if consistent,
may
but not its qualitative
aspects.
2. For the Euler
The
adjoint
operator
boundary
equation:
for in the
value
problem
domain
that
is first
requires
order,
fewer
resulting
equations
in a mixed
than
initial
unknowns
at
the boundary.
The
boundary
as in the
case
characteristics
With
these
points
adjoint
equations
7.8.1
BOUNDARY
The
first
conditions
of the
for Euler
Euler
three
will be presented,
discretization
CONDITION
equation
flow equations,
of the system
established,
adjoint
to avoid
alternative
careful
be applied,
attention
just
to the
over-specification.
wall boundary
all satisfying
Type
with
must
(5.19).
of (5.19)
has
the following
-_,l-_x0,,[ (P-
form:
Pd)-_d,_]
conditions
for the Euler
Chapter
where
the
Adjoint
refers
surface,
Discretization
to fictitious
and
Solution
Procedures
07l[ (p- m)-_

ds
= -_J o-_
147
values
(7.16)
of below
the
surface,
+ are
the
values
above
and
\,_,
It is noted
that
all the metric
+ t<%) )
components
Cell
Ctn
are calculated
lll'll
at the wall
Mien
itself.
Figure
(7.1)
Pomrl
'' ti
Airfoil
Surficl
Or,/
_/_'/7///'////'//_,
Figure
7.1: Computational
illustrates
plane.
Thus
below
shown,
the
the
stencil
in the
surface
would
through
multiplication
centered
linear
combinations
"1' ]
+ '%J
_,_:_),
about
the
that
is equal
I/ilt
coordinate
of (7.15)
which
Cell
cell below
to some
whllrll
above
O_j
by _,
and
the wall.
satisfy
sealed
the
is _hned
Adjoint
system
just
Equation
at the Airfoil
transformed
the
be determined
of 2
would
Cllntill
Surlllictl
for the Euler
an application
(5.19)
(']'_2
Mesh
OIlOit
lll/ow
into
surface
by (7.16).
O_j
the
would
computational
refer
Equation
to values
(7.16)
by _,
to be a linear
This
is but
one of an infinite
condition
quantity
that
related
the
normal
to the
cost
Surface
can
of
be
combination
adjoint
function;
of
number
of
velocity,
that
is,
Chapter 7
equation
Adjoint
(5.19)
is satisfied.
the tangential
the
adjoint
surface
clature
the
velocity,
and
definitions
relations,
ing analogy
for the adjoint
surface.
The
choice
not necessarily
ever, just
as in the
conditions
reveals
(5.19)
and
This
of the Euler
results
sets
that
use true
adjoint
derivation
of the
flow equations,
be achieved
for the
adjoint
system.
However,
by finite
differences,
in _, the
the
adjoint
in dramatic
solution
those
obtained
solution
jumps
quite
of integration
BOUNDARY
CONDITION
that
in all components
clearly
rules
revealed
is not
by parts
the
were
same
related
transpiration
to
equations.
the
the
system
does
How-
boundary
using
(7.16),
accuracy
of the
was
quite
poor.
decoupled
differentiable
in the
at the
in (7.16)
attempted
used
the
transpiration
of _ at the surface.
continuously
which
between
for the connection
over-specifying
could
at
The nomen-
quantity
adjoint
were
with
mesh
in the interest-
velocity
solutions
of the
surface,
are
the
implications
zero tangential
in the
they
to some scaled
elegant
and those
the
quantities;
effectively
as equal
quite
methods
these
expressions.
condition
any expression
compared
at the
correspondence
When
resulting
to satisfy
adjoint
to the
effects.
when
that
set to zero.
disastrous
investigation
jumps
and
at the surface
design
solution
148
is such
can have
convergence
surface,
boundary
for 1, 4
violate
of (7.16)
refers
velocities
This conclusion
the adjoint-based
Procedures
4 are arbitrarily
velocities
w for the
variable
between
Solution
choice
1 and
contravariant
the wall
the cost function.
close
particular
adjoint
replaces
that
and
k_x_2(_'s"
_ _z3], goes to zero with an orthogonal
tangential
of the
where
gradient,
The
,t_x _x + _,_,_
_,_ = 0), while
normal
velocity
Discretization
at the
With
and
derivation
these
it fails
of the
method.
7.8.2
Instead
value
of fixing
(zero) at the surface,
in continuous
Euler
the three
solutions
flow equations,
determined
Type
undetermined
they
should
for , and
where
from extrapolation.
only
components
actually
mimics
zero
Thus,
the
of the solution
be allowed
correct
wall boundary
flux is specified,
a second
to "float."
with
set of discrete
the
to some
This
should
condition
other
boundary
arbitrary
result
for the
components
conditions
at
Chapter 7
the
airfoil
Adjoint
surface
Discretization
may be defined
5i
52
5+
5_
5 +-2y_y
and
Solution
Procedures
149
as
- 2rbg-_x
(P-
Pd)-_
+ Y ox
o,,[(p-pd)-_
Oy
jo,,5
+jo,,5
1]
Ox
Oy
54 = 5+
It is easily
shown
that
the
(7.17)
discrete
representation
of(5.19)
contained
in (7.17)
is
5 \ox
Furthermore,
by multiplying
and summing
the
Again,
the
just
edge
adjoint
result,
the equation
it can be shown
as in boundary
centers.
system
condition
In practice,
gives
for 52
the
gradients
that
that
1, all the
of(7.17)
are
and
the
for an orthogonal
Type
use
by _
very
mesh
mesh
as the
wall
consistent
equation
are
boundary
those
by
( _oy_'_+ _z_z-_:_'t
-- 0)
metrics
with
for 5_
evaluated
condition
at
for the
obtained
by finite
differences.
7.8.3
BOUNDARY
The fact that

gradient
the
just
beneficial
results
wall
as in the
development
discrete
which
chapter
condition
includes
to develop
that
no correction
in the
indicates
of Type
the particular
sensitivity
(7.17),
(2.42)
condition
boundary
in this
condition
to examine
Type
equation
boundary
from
analysis
with
boundary
adjoint
more,
even
CONDITION
due to the application
flow solution
a possible
1 and
appears
source
analysis.
would
the pressure
the field
result
Thus,
from
gradient
discretization
condition
an application
The
of the
it may
discretization
same
approach
discrete
adjoint
be
that
to formulate
of discrete
of
Further-
flux routines
it may be beneficial
term.
development
of inconsistency.
Type 2 interior
form of the boundary
in the
of pressure
the
sensitivity
used
earlier
will again
be
Chapter 7
employed.
Adjoint
First,
for the Euler
a crude
equations
Discretization
approximation
may
and Solution
Procedures
to the no-penetration
be written
w;
150
boundary
condition
used
as
= w_
071 +
071+
w_
o,I +
O,lq+
= "]_y % - J ox
w;
= wZ
(7.18)
where
- J_xw3
071
qt :
are the tangential
surface.
Taking
and normal
the
mass
first variation
-J_w,_
07!
- J o_W2
fluxes
calculated
at the cell centers
of these
equations
gives
just
above
the
_wi = _w_
_w_
(_w_
_2_ bw_ + 20x ay
0X
0s
oxoy
2_s_._w
2 -
['ox2
\0,_
oy2) (_w:+
Os
_w; = _w_
bp-
where
a place
the relationship
holder
between
bp +,
tp-
for the more complex
the unknowns
below
(7.12)
is used
or (7.13)
may be closed
_p+ _ _-
the wall
as the
(7.19)
below
the surface
relationship
as a function
equation
used later.
of values
above
and tp+ above
above
the wall
and
the surface
Equation
(7.19)
the wall.
If either
into the
domain,
acts
determines
equation
the
by specifying
1 (w22 + w2)
w2
bWl -(3-
1) w2'_W2wl-(_-
w:_
1) Wl"bw3 +(')
as
1) bw4.
system
Chapter 7
where
Adjoint
all the
terms
tion of the discrete

a discrete
these
the
on the right
adjoint
sensitivity
boundary
surface
Discretization
conditions
Solution
are evaluated
in the
adjoint
and
domain,
boundary
may
above
Procedures
the wall.
the transpose
condition.
be defined
151
Just
as in the
of this boundary
After
system
a bit of tedious
for the cell-centered
values
formulagives
book-keeping
of i,j just
above
as
_]') 1,4.1.
3,_,.
'_") ] ,,.,
- 1
#_2,,__
\ o,
1]_4,..)
+ [Mi]
_])2,.j
o, -.'t
_ 1
= 0
(7.2O)
1])4,,,
with
Cp being
an auxiliary
unknown
Note
that
is the
as
this
discretization
by the
for the
appropriate
considered
the
same
domain
boundary
cell-centered
analogous
equation
(7.14)
fluxes
--
term.
Below
point
just
where
above
to pressure
--
the
the
standard
_,j-i
the
surface,
the
surface,
11_]
for the
discrete
terms
have
where
the
flow
the
transpose
i, j index
operator
_4,,1--1
system,
the
equations
replaced
is still
gives
:,J
(7.21}
:.
the
sensitivity
been
ID2,,)_l
To close
equations.
for _) are
defined
:,3
:,3
with
--
the same
z,j--
_-
transpose
by,
Chapter
Adjoint
Discretization
and
Solution
Procedures
152
ds )
The
system
(7.20--7.22)
boundary
condition
for the
used
condition
for the
pressure
in this
equation
is now
for the
Euler
complete
adjoint
research,
Most
condition
the
is the
equation
equations.
boundary
and
if (7.18)
Euler
than
expression
exact
solvers
p-
discrete
is used
attempt
= p+ seen
for pressure
(7.22)
sensitivity
as the
at the
wall
a better
in (7.18).
boundary
approximation
For the
surface
analysis
flow solver
is obtained
(2.42):
(_ + y_)p. = (_x,, + ay,,)p_ + p(y,,. - x,,,,)(_,x_ - .y_).

The
discrete
form
of this equation
can be written
as
(Pi+I,j
t,3-
- Pi-l,j)
2
+--
BI_N2
Ba
where
Bt =
B2 =
2
- x,_,.__
+w=,,_,)
Y'%-
x_,.,_
(wa,_
+2 wa,,_,)
g3=
Taking
the
first variation
of this
- Y_,,_-_
(w2,,,
+2 W2,,,_,))
(w3,._+wa,.,-,)
2
equation
gives
(bPi+l,j
Y'_,,j _ _
( w,j+
2 w2
,)
x,j, ,J_ }
+
_3
+
_3
_1_
B_
2 @Wa,j
-t-_W3,4_1)
=0.
( w3,
+2 w3_,))
LN2
-- _Pi-l,j)
from
Chapter 7
Again
after
some
in equation
(7.21)
Adjoint
Discretization
book-keeping
the
expressions
be augmented
to give
may
and
Solution
Procedures
for the
adjoint
153
variable
below
the wall
vth
-_
tl'v,,__l
_l,,j_l
_li,j
2L_3
P,
,j -
_2,,j
(7.23
123,,3
*,)--_
,,)-_
2L_3
P, ,j -
1_4_,:-I
0
Similarly
the
equations
above
the wall
are
also augmented,
resulting
in
_|l--|,J
])2,+1
JM?!
1])3,
,j
+1 ,j
1]'_4,+|,
1/)3,-1,,
I]'_4,_
_]i1
1]'_3,,
1, J
j +]
1]_4,,j+1
i,j_i
(o__2
I V_2"'-_ \
_'_)
+ _/_,%.__,
(2-g_; _
o,
\0_
2D
-V_, .... (? - 1)
wl
I -V'p.., ('_ - 1) m
p,,_-i
2B3
+
(-xn,,j_132"k$((
1]'_p,,
/31)
2B_
_-i
l]_p,,___
V,_,,,,(') - 1)
= 0.
The
system
is now closed
by equations
(7.24)
for ;v that
are given
by
{(p
1,_)]
(d._)
,,j-
Chapter
Adjoint
Discretization
and
Solution
Procedures
154
(7.25)
Equations
that
(7.23--7.25)
this set
be obtained
will be used
of boundary
by direct
discretization
conditions
application
of the
Euler
still
of the
equation
is not
identical
to that
contribution
at the
boundary
that
ignored.
Comparisons
does
condition
duplicate
that
sensitivity
method.
First,
discrete
used
would
among
condition
in the
used
flow solver.
result
all three
Type 3. It must
not exactly
wall boundary
(7.23--7.25)
been
as boundary
from
boundary
in the
Second,
discrete
be restated
which
the assumed
derivation
the
sensitivity
conditions
would
of
dissipation
analysis
are given
has
in Chapter
9.
7.8.4
FAR FIELD
BOUNDARY
While
various
choices
Euler
adjoint
equations
these
efforts
condition
as the
were
was
boundary
for the
that
avoided.
kept
very
condition.
CONDITION
discretization
conform
Instead,
far from
the
of the far field boundary
to equation
(5.16)
for all cases

geometry
are
possible,
to be presented
of interest
conditions
and
the
1_4
in this
outer
-- 0 was
for the
research
boundary
specified
155
Chapter
RESULTS
The primary
in the
emphasis
next
will be limited
8.1
POTENTIAL
DESIGN
METHOD
In the
since
many
case
will be those
for the
of the potential
of the
same
FLOW
Euler
flow method
conclusions
formulation
the
can be drawn
scope
from
presented
of the
results
both methods.
CONVERGENCE
Before
presenting
convergence
the
FOR
of the results
chapter.
a NACA
2822
airfoil
distributed
over
and
locations
refers
from
values
average
residual
point
section
at Mach
upper
tables
with
multiplier
respect
for the
in the design
space.
and
adjoint
co-state
solvers
design
speed
is also
The flow equations
shows
(8.1)
Case
variables.
in Tables
a scaling
starting
of an RAE
the
design
The
(B. 1 and
parameter.
functions
The convergence
shown
are started
with
choice
the
of the
B.2) of Appendix
Scaling
to give the perturbation
are
2 to be
of 50 Hicks-Henne
design
systems
Figure
distribution
to modify
coordinates.
of the
circulation
used
is used
examination
for test
at constant
target
are
as the
which
to the airfoil
state
is necessary.
can be found
there
a short
a = 1 . A total
surfaces
acting
that
elements
a specified
and
lower
bumps
method,
flow and
with
functions
of these
the
design
an inverse
0.75
and
to a constant
realistic
initial
the
of the
It features
airfoil
of these
It is noted
context
(8.3).
operating
weights
widths
B1.
0012
of the
of its various
characteristics
in Section
from
scalar
checks
characteristics
convergence
presented
validity
in this
functions
histories
in Figure
from uniform
(8.1)
of the
for the
flow with
Chapter 8
Results
zero circulation,
Each
iteration
finest
mesh,
show
tends
and
In general
adjoint
convergence
adjoint
reason
that
obtained.
drastically
8.2
first
gradient
sensitivity
could
to-one
adjoint
solver
the
a unique
to validate
often
to some
extent,
did not converge

use
algorithm
comparable
various
tests
extent
equation.
different
with
on the
While
understanding
cases
may
this
of the
as well as the flow solver
of flow solvers,
convergence
a solid
in this
convergence
to a large
of the
systems
be remembered
directions,
during
the
variable,
the identical
sweep
side
both
to optimize
depended
hand
being
better
it must
using
and
that
domain.
in its dependent
observed
rate
right
examined
the potential
via the
these
was not
experience
rates.
the
reader
tend
between
since
of gradients
for the
for both
trends
to the
a complete
the
results
problem
chosen
for this
in Section
a well
a difficult
two
(8.3).
proven
approaches
choice
problem.
at the
initial
design
only a one-
difference-based
This
solvers
Euler
comparison
of
of the
adjoint
9. Here
set of design
transonic
accuracy
treatment
by the
in Chapter
finite
the
flow and
obtained
accurate
it uses
it represents
levels
is to check
a highly
to be presented
standard
and
The
method
Although
to mirror
is referred
gradient.
results
a good
system.
to convergence
is made
the
flow design
adjoint
results
adjoint-based
comparison
tendency
on the
solver
gradient
thus
solution,
biasing
193x33
somewhat
algorithms
by simply
the
ACCURACY
of the
2 from
reverse
with
However,
iteration
that
throughout
being
linear
flow equations.
convergence
as in the
adjoint
comparison
represents
the
were
just
although
156
It is seen
the flow solver
One
function
calculated
and
its
issues
be helpful,
method
Case
forcing
different
step
with
with
that
GRADIENT
The
albeit
was
Further,
on a W-cycle.
it is gratifying
solver
the
per mesh
to tune
attainable.
as other
of 5 meshes
system,
were
as well
cycle
adjoint
rates
of the
multigrid
rates
Here,
Method
zero values
of research
solution,
character
and
years
Design
from
as well as the
for flow solvers.
for the
sweep
the
Flow
is started
a full
convergence
it took many
rates
adjoint
one ADI
not to converge
that
the
the
represents
reasonable
example.
the
while
for Potential
gradient
is again
in many
variables,
test
ways
it has
Figure
(8.2) shows
design
point.
The
Chapter 8
Results
significant
the
difference
adjoint
ence
The
method
while
the
with
both
methods,
tolerances
the
particular
discretization
equations,
where
wall
wall boundary
to the
discrepancies
of the
adjoint
differencing
attempt
was made
flow design
options
adjoint
to capture
of the continuous
method,
a more
for the Euler
formulation.
the
for the discrete
potential
Thus
gradient
This
and upwind
the rotated
system
flow adjoint
it appears
biasing
that
difference
such
The question
are
that
effects
studies
in the
context
easily
contribution
the
stencil
complicated
adjoint
is whether
No
discretization.
For the
significant
us here
and
for the flow solver.
agree.
various
Euler
condition
difference
in the adjoint
did show
concerns
tolerable
used
the
a simple
in the
but
of the
Unlike
a probable
should
of the
form,
boundary
has
that
was
convergence
similar
considering
gradients
assessment
However,
adjoint
for
the tolerances
an inconsistency
is inconsistencies
these
careful
a very
of the
used
for both methods.
equation.
is not surprising
density
system
adjoint
implementation
the
equations.
will not be explored.
gradient
of the
continuous
condition.
in the
domain
rotated
limit
for the
And
The stepsize
and
results
from
the
10 -:_ respectively.
stepsizes
have
result
were
while
6,
element,
flow solutions.
10 -s and
consistent
B.2).
in Chapter
be identical.
these
which
probably
and
techniques
were
highly
(B.1
for each
was 0.0001,
that
curves,
locations,
used
the choice
two
is not straightforward,
implemented
In the
to obtain
in the
at some
9 indicate
represent
is given
uses,
in theory
solvers
of the
that
in Tables
approach
the gradients
adjoint
in Chapter
differences
off in magnitude
at the
flow and
points
from two nearby
(8.2) should
differ-
understanding
of the
simply
finite
of
approach.
generation/perturbation
in Figure
adequate
adjoint
by means
for the
a better
variable
method
gradient
gradient
connection
design
157
the
an adjoint
evaluated
to calculate
for the
are more than
Therefore,
are
used
to be presented
by using
difference
and mesh
the
9 presents
for the
directly
Method
is that
while
individual
gradient
finite
the two curves
convergence
Results
the
for the
variables
seconds
Chapter
to each
flow solvers
of the design
of the
respect
Design
approaches
(8.2) are a simple
in the cost functions
identical
Flow
to be expected
of calculating
since
two
18.2 seconds.
of Figure
gradient
difference
the
5.3 CPU
improvement
The two curves

gradient
took
took
performance
the
between
approach
approach
for Potential
potential
discretization
improvements
such
of the design
errors
problem.
in
Chapter 8
8.3
TEST
Some
test
ditional
cases
can
these
the
structures
was
to determine
applicable
solutions
is that
an explicit
presented
wave
toward
where
The
design
circulation
potential
treatment
flow adjoint
target
related
potential
to circulation.
design.
angle
developed
As a final
there
note,
was
term
be thought
to ensure
even
most
convenient
method
of the
adjoint
of attack.
This
reason
4 is
that
the
to the final
not determined
to apply
adjoint
is
and
flow and
in all of the test

no need
shock
in Chapter
The
and
that
the
in Ct from the initial
integration
same
distribution,
with the
cases.
address
the
flow design
pressure
method
changes
to the forcing
The
of fixed
circulation
flow formulation,
or smoothing
by
cases
to be
either
boundary
shock
condition.
DESIGN
using
this
velocity
('l = 0.73.
location
calculated
taken
test
In all of
must
so that
progresses
instead
of constant
were
target
cases
airfoils.
targets
potential
the
a pressure
Cps instead
shock
with
from
example
= 0% and
airfoil.
present
(:'_ was
formula
the
the
the
slight
INVERSE
first
since
with
of test
to
These
by running
airfoil
of the
is urged
work.
for lifting
coefficients
as part
For ad-
reader
of this
group
pains
dissipation
associated
by constant
these
algorithm.
the
developed
purposes,
be realizable
the initial
were
Thus,
identical
mode
first
distribution
show
unweighting
The
pressure
here
result
The
will be presented
for the
8.3.1
with
for the
which
designs
158
flow design
as a direct
groups.
airfoil.
lift coefficient
is necessary
only
Method
developed
distributions
in inverse
driven
presented
demonstration
in theory
the
being
choice
Design
potential
method
two basic
pressure
run
this lift with
systems
was
a desired
For
of designing
match
Flow
for the
design
for a known
should
method
the
into
target
realizable.
flow solver
here
[92] which
flow solver
of as fully
the
of using
of attaining
cases
FLO42
presented
be categorized
problem
the
are
Reference
cases
for Potential
CASES
examples
review
the
Results
technique,
distribution
Figure
of velocities
and
a significant
Test
Case
for the
1, drives
NACA
(8.3) shows
the
are
for clarity.
plotted
change
in the
initial
profile
the
64A410
and
NACA
airfoil
final
This
shape
case
0012
at M_
results
airfoil
-- 0.735,
for this
requires
for the target
test
a shift
pressure
in
Chapter 8
Results
distribution
recovers
shock
to be obtained.
the
pressure
region
structure
are
was
targets.
shock
apparent
on the forward
upper
shape.
in the
design
space
In Test
driving
Case
the
velocity
same
or shock
The
2 the
NACA
0012
distribution
airfoil
at M_
RAE
is again
= 0.75
airfoil
at the
favorable
pressure
surface
the
strong
shock
exhibited
(see
observed
results,
pressure
distributions.
Observing
almost
that
structure
8.3.2
The
are
that
the
leading
is not a simple
recovered
and
designed
rotation.
by the
shock
to create
have
the
proven
boundary
to
forcing
distribution
no differences
are
are perceptible
to either
incompleteness
that
Mach
number,
same
gradient
at the
(8.4))
test
for the
a = 1 used
edges
RAE
the
1, even
edge
at these
method.
In the
and
the
airfoil
final
shape.
the targets
rotation
built
process.
difference
details
upper
airfoil
in the final
the
the
= 1.0 , and
target
lift design
involves
the target
for obtaining
at 0.0; hence,
Case
attains
design
an effective
constant
and
leading
by the
is seen
has
mode
the shape
discrepancy
airfoil
As with
in inverse
between
for by the
design
the
in the
it might
evident
from the
trailing
while
exactly
through
used
in the pressure
used
a difficult
a slight
compensated
was
of the adjoint
Figure
no discrepancies
However,
was
have
are
quite
the final a is different
that
both airfoils
airfoils
there
0.1 indicates
coordinates
represents
the points
different
toward
steep
case
almost
gradients.
to the
this
Even
can be attributed
Due
conditions,
solution
of dissipation
C1 = 0.64.
and
159
level of comparison
discrepancies
in the
program
of the
this
of the airfoil
design
final
shape.
unweighting
difference
or inaccuracies
Method
the
to be quite
Slight
slight
airfoil
level
wave
surface
that
Of course
happened
needed.
airfoil
the
structure
been
in the
the
one for one.
smoothing
have
and
since
Flow Design
(8.3) shows
distribution
attainable
If the
would
Figure
matched
be a case where
term
for Potential
by
into the
However,
between
of the
shock
the
wave
method.
DRAG MINIMIZATION
last
carried
test
out
of an airfoil
64A410
case
in the
introduces
fixed
is optimized
airfoil
operating
drag
as the
circulation
mode.
In Figure
to attain
minimum
drag.
at M<, -- 0.75,
cost function.
and
Again
(8.5),
the
the
design
camber
process
is
distribution
The
design
starts
from
a NACA
('l = 0.79.
Under
these
conditions
the
Chapter 8
airfoil
produces
Henne
surfaces
proceeds
After
are
204 counts
functions
lower
has
Results
as specified
iterations,
successfully
reduced
further
in Figure
reduction
there
coefficient
gradient
were
specified
search
of the
where
the
(8.5).
in the
design
that
lift
only
drag
an improvement
space
the
Finally,
was inadequate
the
was
Both
at least
reduction
it may
in the
is the
to allow
initial
wave
drag.
and
be that
the
possibility
that
improvement.
the
the
final
method
states
in no significant
possible
not
and
then
is possible
could
upper
design
to vary,
resulted
Hicks-
The
initial
three
the
in drag
design
a further
large
the
Eighteen
both
allowed
iterations
has
Second,
there
to modify
is maintained.
camber
design
160
flow theory.
minimizing
no further
such
direction.
thickness
This
constraints.
Method
chosen
to 10 counts.
thickness
that
are
and
Subsequent
that
Design
to potential
(B.5)
cost function.
is the possibility
and
such
constant
Flow
according
in Table
simultaneously
4 design
First,
of drag
by maintaining
depicted
for Potential
explanations.
with
inaccuracies
be achieved
the lift
in the
in the
parameterization
Chapter 8
Results
for Potential
Flow
Design
Flow
......
10 _
?'
...............
_..
: ................
161
Solver
Solver
:...?....:b.
--
.'.
i'('i_!qi_,ii_,i__(.'._q?_
:;_,i:"-:
_:,:9_'-:"
2=:_"_.'_:_._
(:i_q: :q_i :i,i( ,:i (i __.i,:_q..:i-'.
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10 2
-
. .--r._*,z._.vv
Adjomt
Method
-.--.-.---.-.-.-.--.-.-.-}.-.
10'
_-.......
+.-...-..
:.._:
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__
-+ ..-.--.-...+...t-..-_:.-..+
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..+.-...+ ...,'.-....-
.--..-.-
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-.- .- -.-.-
.:_:_--
: ::
-_ I0 (
_:':':':':':':':.!:
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t_
_ 10 _
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i ...............................
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._ 10 6
lO _
IO s
10 9
I0 '
:...-
0.0
20.0
40.0
60.0
80.0
100.0
Iteration Number
Figure
8.1: Convergence
for FL042
andADJ42.
Rates
Mesh
in Terms
= 193x33.
of Average
5 Mesh
Residual
Multigrid
Cycle.
120.0
Chapter
Results
for Potential
Flow
Adjomt
Design
Method
Finite Differ_cc
IO.O
Method
Method
5.0
0.O
-5.0
-10.0
o.o
Io.o
2o.o
30.0
Variable
Figure
8.2: Comparison
for Potential
Flow Design
Design Variables
Defined
Average
Residuals:
FL042
Stepsize
= 0.0001.
Variable
of Finite
Method.
in Table
--
Difference
Test Case
1
10 -9, ADJ42-
Scaling
= 0.01.
vs. Adjoint
2.
10 -:_.
Gradients
162
Chapter
Results
for Potential
Flow
Design
Method
163
l
,....."
j,
,+'_
l
!
i
!
f
........
__
d-
8.3az
Initial
Condition,
(:'l = 0.7242,
# = 42.275
Cd = 0.0246,
a = 2.147
Figure
8.3: Case 1: M = 0.735, Fixed
--, Initial Airfoil: NACA 0012.
- - -, + Target
Cp: NACA
8.3b: 26 Design Iterations,

d,'l = 0.7260,
('d = 0.0094,
64A410,
Circulation
M = 0.735,
Mode.
Inverse
! = O. 032
_ = 0.012
Design
_ = 0.0 .
......
-3
'
8.4a,"
Initial
('l = 0.6429,
Figure
--,
8.4:
Initial
o - -, + Target
Condition,
('d = 0.0227,
! = 20. 781
Case 2: M = 0.75 Fixed

Airfoil:
NACA
Cp: RAE
2822,
8.4b:
a = 2.097
45 Design
('l = 0.6444,
Circulation
0012.
M = 0.75,
i
1
_ = 1.0 .
Mode.
Iterations,
('d = 0.0048,
Inverse
Design
I = 0.032
_ = 1.069
Chapter 8
Results
for Potential
Flow
Design
Method
164
/!
j--
,!
I
(f
8.5az
Initial
Cz = 0.7927,
Condition,
C'd = 0.0204,
! = 10.189
o = -0.367
Figure
8.5: Case 3: M = 0.75, Fixed
18 Hicks-Henne
Design
Variables.
--, Initial Airfoil:
NACA
64A410.
8.5b:
Circulation
4 Design
Ct = 0.7939,
Mode.
Iterations,
C'd = 0.0010,
Drag
Minimization
! = 0.507
e_ = 0.405
Design.
165
Chapter
RESULTS
FOR EULER
DESIGN
This
chapter
grouped
test
presents
It is hoped
using
that
will adequately
The
analogous
these
combined
with
those
case
to test
Case
by using
at Mach
9.1
that
is used
2 used
the
design
= 0.75
formulation,
in the
drives
the
a good
a unique
points.
design
methods.
Euler
actual
design
method
(it is also
Case
from
and
since
the
target
toward
variables
and
control
of adj oint-based
(B.2) of Appendix
minimum,
comparisons,
chapter,
starting
case
be
previous
shape
check
shall
in the
(9.3)):
design
results
B-spline
flow method
profile
(B. 1) and
using
the
the
a = 1. Fifty
represents
with
potential
between
The
gradient
presented
efficiency
in Section
in Tables
this
a problem
and
and
cases
for exercising
difference
method
as described
B1.
0012
as the
2822
airfoil
Hicks-Henne
type
As with
it features
the challenges
NACA
RAE
be
3 for the
pressures
the
of the
will
the potential
proven
of transonic
design
flow.
CONVERGENCE
The
convergence
The
iterations
the
the utility
to be presented
operating
variables,
results,
method.
characteristics,
test
the
flow
convergence
design
and
objective,
are chosen
Euler
functions,
test
and
METHOD
for the
sections:
EQUATIONS
Hicks-Henne
formulation
airfoil,
results
demonstrate
primary
Euler
the
into four distinct
cases
finest).
for the
refer
One
Euler
to complete
Runge-Kutta-like
state
and
multigrid
multistage
co-state
W-cycles
time
systems
through
step
is shown
4 meshes
is taken
in Figure
(9.1}.
(193x33
being
on each
mesh
in the
Chapter
sequence.
the
Results
For this test
adjoint
solver.
is started
be the
system.
algorithms
the
in the
construct
to the
co-state
system.
Such
enhance
the
system
the
two systems
advantage
of this
viscosity
to stabilize
system
these
artificial
beneficial
9.2
to the
FINITE
To validate
gradient
obtain
and
and
extension
the
rate.
One
The
was
work
obvious
signif-
difference
while
schemes
system.
to
for use
could
choice
for
techniques
system
the
state
that
take
of the
constructed
accuracy,
rate
present
is linear
convergence.
gradient
smoothing
techniques,
iteration
co-state
convergence
in the state
system
state
for the
in the
to develop
for the
It will
of these
made
unexplored
solution
used
the
was
co-state
domain.
residual
retuning
performance.
discrete
of that
convergence
artificial
for the co-state
While
alternative
the
choice
of
may
be
choices
COMPARISONS
DIFFERENCE
GRADIENTS
adjoint-based
design
accurate
gradients
method
the
sensitivity
of the
stepsize
calculation
limit
method
is of considerable
difference
stepsize
the
the
than
solver
the
and
rate
the adjoint
acceleration
employed
or yet
to enhance
smooth
finite
the
damping
be possible
property
within
significant
convergence
it may
flow while
to enhance
no attempt
fact that
impact
accuracies
very
gradient
the
the
is the
may
GRADIENT
9.2.1
show
linear
terms
that
enthalpy
convergence
multigridding
are used
possible
solver
Thus
as a simple
system
uniform
components
same
166
a better
convergence
an analogue,
adjoint
is nonlinear.
the
Furthermore,
analogue
between
the
it is quite
the
icantly
case
in the state
improvements.
variable
Method
shows
from
to improve
present
Design
again
is started
research
system,
yield
in the
flow solver
out all adjoint
employed
co-state
could
The
of further
While
Equations
case the flow solver
by zeroing
topic
for Euler
used
in the
for the
and
the
discrete
will be used
difference
differencing.
initial
the
importance.
of the
finite
using
point
flow solver
The first
system
as the
bench
gradients
These
of test
accuracy
Euler
equations,
step
of the
in this validation
is to
for comparison
mark.
to both
sensitivities
Case
a check
3. While
will change
purposes.
Figures
the
(9.2) and
flow solver
were
Here,
(9.3)
accuracy
carried
out on the
requirements
for both
as the
design
proceeds,
Chapter 9
Results
for the
purposes
Figure
(9.2) shows
of gradient
that
flow solver
are needed
(9.3) shows
that
is 0.1.
Thus
assured
ADJOINT
With
this
case
The
condition
described
consistent
is quite
systems.
For
gradients
each
are
just
The
method
indicates
a 5 orders
when
to increase
gradient
1Note
was
purposes
error
of 10 -9 and
a stepsize
state.
in the
Figure
for this initial
state
of 0.0001
of the discrete
case
level
for both
we are
system.
for the
Remember
that
0.1 was
scales
This
for the
scaling
the
increase
adjoint
and
in stepsize
the
condition
_, because
To some
of the
method
would
introduced
system
have
value
to scale
is linear.
average
effect
of _, in the
the
solver
adjoint
discrepancies
in
completed
finite
for
difference
flow solver.
This
for the flow

be possible
0.0001
necessary
the
and
residual
it would
since
(9.4)
or the
requirement
extent
the
for the adjoint
been
for the
to be absolutely
by the maximum
the
have
convergence
difference
shown
is normalized
of the boundary
residual
residual
finite
the
with
adjoint
flow
slight
cycles
in average
gradient.
used
the
very
obtained
Figures
the gradient
where
is not
less stringent
adjoint-based
flow and
1) where
level.
calculated
to the
of either
10 multigrid
of accuracy
stepsizes
since
adjoint
are
7.
(i.e.
approach
convergence
in Chapter
is that
level
adjoint
adjoint
is the Type 3 boundary
fluxes
plots
for the
the
equation
is chosen
gradient
systems
10 -7 is achieved
the
that
described
convergence
only
(to which
domain
of the
10 + for the
is performed
stepsize
from these
to the
of magnitude
using
the residual
also
size of 0.0001.
analysis
the
also
is striking
same
accuracy.
necessary
initial
for a step
to the adjoint
7 while
appearing,
until
the
conservative.
this
of convergence
discretization
equation
sensitivity
limiting
gradient
solution
the
flow, and
system.
sensitivity
2 flux routines
What
the
to the
for the adjoint
insensitive
is 10 -2 for the
the
with
4 orders
to the gradient
a similar
sensitivity
by the
show
levels.
method
in hand
in Chapter
Type
(9.5) respectively
convergence
tolerance
approximation
the
is replaced
more
gradient
to avoid
167
to stay
at least
an accurate
stepsize
gradient
is insensitive)
boundary
Method
it is sufficient
arithmetic
a convergence
Design
GRADIENTS
In this
condition
64-bit
accurate
accurate
approach.
with
to render
by using
Equations
comparisons
an acceptable
of a highly
9.2.2
for Euler
was
very
to maintain
of reducing
converged
cost function
field.
the
This
for optimization
Chapter
Results
convergence
requirements.
the gradient
becomes
based
gradients
entirely
even
when
very
small.
was
explored
the
would
shown
These
that
reduction
also
because
of the
of the
to nonstringent
the
interest.
To underline
with
reliable
the
was
stepsize
of 0.0001
even
8.2 CPU
includes
restarted
from
multigrid
a previously
iterations
be viewed
realized
CPU
time
dimensions
typically
would
be greater.
be even
cost
for the
more
gradient
marked
residual
from
2 solutions
design
a line
of 10 -7 was
methods
with
required
gradient.
The
of the
level
the
10-1
adjoint
further.
Furthermore,
for the
using
CPU
seconds.
flow solver
was
only a few additional

final
result
of improvement
the number
gradient
represents
gradients.
flow and
(now
renewed
method
59.3
due
search
flow, and
method,
the
(2 vs fi + 1) but
difference
for the adjoint-based
becuase
It implies,
only
be explored
for the finite
and thus
less-converged
between
cost of the adjoint-based
solution
estimate
not
during
should
difference
time
that
that
to 10 -4 for the
of the
analysis
difference
it implies
finite
component
adjoint-based
set
average
converged
conservative
considerably
for the
that
the
in computational
as a very
since
while
for each
a 7.2 fold reduction
procedure)
residual
error
the
analyses
evaluations
the computational
a flow solver
fact
flow field
method
was
cost for these
Secondly,
in practice
be overstated.
flow
in computational
since
are
gradient
will be cheaper
of equivalent
design
result,
seconds
the
method
they
of the
significant
cannot
of
adjoint-
difference
norm
with
of the
two methods
accurate
of average
and
importance
requirements.
this
consistent
finite
norm
since
was chosen
the
the
The
changes
for the
and
and
problems.
by these
value
are
reduction
cause
of 0.0001
trends
168
is approached,
way
optimum
number
Method
could
the value
adjoint
of the
levels
adjoint,
This
required
part
stepsize
to the
The
for the
multiple
expensive
minimum
in any
for the
convergence
do not involve
most
close
(3.7).
drastic
Design
conservative
convergence
gradients
larger
Here,
requirements
the
vast
that
was
in Section
as the
be affected
ofstepsize.
design
convergence
first,
not
this
to be a sufficiently
the
Equations
However
smaller,
independent
it was
for Euler
solutions
This
that
would
the
of design
must
can
reduce
benefit
variables
be
the
in three
would
Chapter 9
9.2.3
Results
GRADIENT
(9.6) a straight
ods.
this
values
above
flux routines
and
for the
proved
wall
boundary
of the
method
Both
that
in the
calculations
apparent
in Figure
BOUNDARY
The
distinct
the
small
the
[65],
difference
still
of different
Type
the
yet even
routines
adjoint
comparisons
adjoint
1 boundary
volume
inte-
As was seen
the
error
gradient
level
that
is
(8.2) for the potential

of the
alternate
is explored.
were
condition
wall
boundary
then
we were
able
is seen
between
present
in the
condition.
conditions
these
last
adjoint-based
Turning
wall
boundary
the very
original
Type 3 boundary
wall boundary
in Figure
exist.
dissipation
within
The
the
still
and
an examination
condition
between
neglected.
significantly.
shown
development
discrete
be tolerated
improvement,
10 -'_ for the
was
that
been
im-
AND FLUXES
For these
original
and
process
than
have
can
to institute
the
surface
Type 2
is a slight
consistency
of the
to the
used
discrepancies
in the
terms
errors
design
this
a comparison
This
2 and
discrepancies
with
the
and
done
discrete
set
there
From
treatment
operation,
that
was
where
strict
in the
wall boundary
and
areas
dissipation
CONDITIONS
flow
gradient.
Type
these
affecting
Type 2 flux routines.
work
transpose
that
two meth-
were
method
shows
discretizations.
many
are evident
matrix
flux and
(9.7) shows
early
are
adjoint
result
work
of maintaining
To understand
9.2.4
that
that
the
for the
tolerances
The
The
domain
(9.6) is far smaller
equation
is seen
and
there
and
without
of 10 -9 for the
169
the gradients
comparisons.
despite
flow discretization,
adjoint
the
that
differences
flow formulation.
Figure
Method
convergence
conditions.
approach
the gradient,
potential
Design
between
and
time
conditions
in the
form
stepsizes
CPU
adjoint
it is clear
of these
terms.
the
for the
implementation
Examples
grals
the
is made
Type 3 boundary
discrepancy
current
comparison
comparison
defined
Equations
COMPARISONS
In Figure
For
for Euler
tight
conditions
convergence
used
to ensure
gave
a rather
condition
to obtain
working
vastly
improve
two,
leading
to the
to comparisons
are
tolerances
consistency.
that
both
gradient
all using
poor
estimate
was
used
design
the
of
in our
methods.
gradient.
conjecture
probably
It
not
No
that
the
associated
for the flux routines
where
Chapter
Results
the
wall
boundary
the
Type
1 vs.
wall
boundary
the
condition
Type
in the
research
to determine
test
cases
over
the
accurately
the
Method
(9.8)
as dramatic
but significant
count
how
to follow,
not
be remembered
operational
Design
as Type 3, Figure
Although
a small
It must
increase
Equations
is fixed
2 fluxes.
conditions,
Type 2 fluxes.
the
for Euler
the
Type
1 fluxes.
a comparison
as with
the
conditions
involve
the
to
a significant
work
of future
be calculated.
and
in the
by resorting
It will be the
should
for
change
is seen
Type 2 fluxes
gradients
Type 3 boundary
shows
improvement
that
these
170
In all of
Type 2 fluxes
will be
used.
9.3
HICKS-HENNE
Several
are
test
cases
provided
larger
using
results
with
stable
in the
equation
distributions
the
same
the
potential
analysis
the
constant
to drive
the design
(FLO82)
and
so that
this
renormalized
at y = 0. As a final
method
was
even
terminated
adjoint
problems
procedure,
such
the
that
it is noted
once changes
are
apparent
all
in the
were
cases
airfoils
obtained
their
in the
in many
solver
target
all involve
through
and
of the
cost function
wave
of these
in the
identical
are
remained
adjoint
pressure
airfoils
with
as with
between
realizable.
here
leading
in any
Furthermore,
remained
of this
or shock
for known
kept
design
that
of the
design.
cases
course
used
adjoint
calculated
structure
both
was
test
of the solutions
the
stated,
were
the
most
solver
that
coefficients
inverse
during
no smoothing
that
used
the shock
the
point
Further,
otherwise
the dissipation
Additional
of the method,
gratifying
as that
method.
presented
discontinuities
Unless
flow cases,
a. To facilitate
Itis
strong
conditions.
flow method,
rotated
were
for the
of one case.
flow solver
potential
design
variables.
condition
of the
and the design
unlike
design
basic
[65, 94] which
boundary
presence
used
the Euler
set of design
the exception
boundary
with
To show the robustness
the same
of the
CASES
conducted
in References
unweighting
located
are
body of research.
obtained
were
TEST
the
However,
design
various
at a
sources
trailing
edges
were
cases
to follow,
became
negligible.
the
Chapter 9
9.3.1
Results
INVERSE
The
initial
Figure
and
(9.9).
a NACA
final
around
the
The
1 for the
time,
the
exactly
potential
shock
operating
airfoil
displays
a very
desired
shape
resolution.
constant
would
shock(s)
in the
Test
starting
and
become
during
appear
(B.2).
the
force
boundary
Case
(9.11)
also
Of particular
and
is driven
shock,
here
3 also
uses
It is noted
airfoil
shows
note
the resulting
in terms
term
for the Euler
method.
the
design
was
target
to visual
crisp
that
strong
to the
variables
matched
or more
equation
smoothing
of the
to converge
dissipation
for the adjoint
This
distribution
is able
a case the
(9.10).
conditions
smeared
Case
pressure
these
of the
in such
of either
the
same
set
of design
in Figure
it would
was
held
oscillation
in and
or shock-wave
matching
even
during
two intermediate
Cvs retain
a very
variables
(9.11).
at a = 1 and Mach
progression
in the
more
flow
final
pressure
structure
pressure
corresponding
50 Hicks-Henne
shock
and
in Figure
method
to modify
that
around
the
unweighting
definition.
exactly
the
the
that
forcing
as illustrated
almost
target
target
the
were either
employment
condition
the
of
potential
in the
is displayed
using
in the
here
in
variables
are used
airfoil
discrepancies
design
discrepancies
design
The
a = 0 . Under
yet the
solution
seen
matched.
and
and
even
final
are apparent
towards
0.70
the
shown
distribution
Hicks-Henne
As was
some
design
again
the
condition,
target,
mode
Once
design.
target.
are
the pressure
with
been
method
(B. 1) and (B.2)
mode
displayed
an unrealizable
from the RAE 2822
surfaces
visible
to achieve
discrepancies
in the boundary
could
to the
have
at Mach
If the target
obviously
structure
strong
without
(B.1)
171
design
a = 0 . Fifty
alpha
the
airfoil
GAW 72 airfoil
of Tables
Method
Euler
in Tables
matching
perceptible
0012
and
in fixed
2 is an inverse
NACA
is modified
0.735
flow algorithm
no such
Case
Design
1 for the
and specified
is run
of the
distribution;
Test
at Mach
design
Case
airfoil
the airfoil
almost
details
of Test
0012
airfoil
distributed
cases,
results
The NACA
distribution
Equations
DESIGN
64A410
shape.
for Euler
0.75.
the
the
The
design
solutions
smooth
target
Again
shock
and
the
pressure
the design
position
process
is the
character
NACA
as a
distribution
is
method
and
toward
fact
0012
that
converges
strength.
the
both
with this choice
Figure
minimum.
the
airfoil
of design
Chapter 9
Results
for Euler
Equations
Design
Method
172
variables.
Test
Case
4 represents
= 0.175 is chosen
that
the
Korn
no wave
drag.
desired
to give
required.
shock
this
pattern
close,
but
remaining
greater
design
some
in the
are
not
related
to an incomplete
there
space
is a tendency
It appears
test
the
visually
design
driven
that
cases.
desired
space
since
fact
the
variables
was
necessary
this
problem
to produce
a double
the design
space
The
in the
this
by the
towards
that
for
final design
is very
distribution.
The
pressure
detectable
and
design
of variables
design
0.75
flow with virtually
being
number
in the previous
which
supercritical
54 Hicks-Henne
in the
from
at Mach
is presented
airfoil
employing
discrepancies
airfoil
challenge
0012
recompression.
than
Korn
free
NACA
freedom
discrepancies,
probably
shock
is approached
nonlinear
show
The
increase
of a smooth
is more
does
The
slightly
instead
the
method
(B.4).
final
has
shows
design
and
the
As the
problem
still
(B.3)
the
The
pressure.
condition
(9.12)
with
challenge.
target
at this
Figure
as per Tables
in order
for the
airfoil
target,
a greater
airfoil
shapes,
shock-free
case
are
is very
delicate.
In Test
Case
However,
the
that
Thus
this
the shock
this
proved
wave
very
region.
and
distribution,
such
shown
results
in Figure
the
pressure
(9.13),
between
the potential
shock
very
closely
it and
the
even
variables
flow equation
the
can
pressure
equations
It is interesting
was
that
outside
An examination
airfoil.
Euler
a solution
50 design
target
target
unweighting
approximates
it exactly.
distribution.
jump.
achieved
with
the
by the
wave
distribution
the unweighting
pressure
to provide
as an isentropic
unweighting
does not match
difference
cases,
in which
the target
used
is not realizable
is modeled
the
for a target
was
distribution
without
using
is revisited
(FL042)
only case
but of course
shock
airfoil
of the target
to matching
a striking
strong
pressure
Results
The final
(B.2)),
reveals
close
2822
flow solver
to be the
to be necessary.
come
RAE
potential
distribution.
because
5 the
did
not
of the shock
(Tables
desired
incorrect
(B. 1)
pressure
of the final
It can be seen
give quite
found
airfoil
that
results.
for
Chapter 9
9.3.2
Results
for Euler
Equations
Design
Method
173
DRAG MINIMIZATION
In two of the drag

is exercised.
at a fixed
lift.
However,
constraint
alpha
it turns
and
drag
airfoil
Cl = 1.000
and
cycles.
This
remain
and
near
would
with
number,
given
the
procedure
since
minimizing
to lift by reverting
lift coefficient
to zero
as an implicit
does not necessarily
lead
to
free.
the
lift
that
Even
edge
drag
that
design
Table
this
drag
been
precludes
Mach
the
existence
of many
addition
of more
7, drag
is again
is that
the
design
requirements
problem
beyond
the
thickness
surface
thickness
should
that
that
Also,
be more
such
an
Mach
The
airfoils.
minimization
it
since
and
airfoils.
of such
an
pressure
likely
such
is
displays
doubtful
flow.
number
cam-
distribution
It is quite
lift,
the
in 13 design
airfoil
in viscous
to find one of an infinite
case
pressure
it is highly
for this
illustrates
and
of the upper
shocks
designed
I count
designed
design
0.75 and
modify
number
surface
newly
(9.14)
which
to just
too steep.
and
at Mach
Figure
drag
the gradient
is probably
has
the
the upper
zero
airfoil
(B.5),
coefficient,
though
flow separation
zero
64A410
condition.
variables,
In particular
happened
this
The NACA
deThe
precisely
of drag
at a
('t.
mented
is once
due
a large
to reduce
Note
trailing
is nothing
by the
design
while
experience
from
In Test
Since
drag
as a starting
is able
in practice.
sign code presumably
specified
is used
shock
essentially
there
conclusion
the
of the design
lift is necessary
to be minimized
of lift for a transonic
ever be used
airfoil
fixed lift mode
specifying
at fixed lift.
unchanged.
amount
an airfoil
drag
is accomplished
distribution
remove
cost function
procedure
supercritical
would
the
of retaining
even
18 Hicks-Henne
optimization
enormous
simply
('d -- 0.0416
ber, the
distribution
method
out that
as the
to follow
shapes.
by choosing
both
other
would
Test Case 6 minimizes
that
cases
This or some
drag
sensible
reduction
Case
with
a target
the target
again
distribution
run
from
pressure
pressure
used
Test Case
objective
distribution
distribution
in constant
as the
alpha
to form
indirectly
mode.
3 is augmented
function
a combined
specifies
In this
a target
example
by the drag
except
case
coefficient
that
objective
('_, the
the
target
to form
it is augfunction.
design
code
pressure
a combined
Chapter 9
Results
cost function.
(B.1)
and
(B.2).
reduced
Figure
from
have
and
design
Case
been
accommodate
In the
final
to the
NACA
64A410
design
example
design
is carried
out
target
pressure
the
of the
upper
majority
drastic
is that
the
pressure
achieves
higher
lift Korn-like
design
variables
still be that
drag
surface
Hence
64A410.
that
this
Figure
(Test
lift.
Here
Ct = 0.8.
the
Korn
of the
has
been
coefficient
2822
The
quite
airfoil
pressure
different
in design
8) we once
we try
to recamber
airfoil
(9.16)
shows
in 20 design
like that
to
Test
Case
the
new
3.
unlike
Case
over
function.
The
not
display
Since
should
be a
will
has dropped
In addition
practical
Korn
distribution
the final design
of its target,
the
the
24 Hicks-Henne
the thickness
iterations.
6,
specified
design
choosing
the
number.
cost
does
again
Mach
is now
airfoil
that
be far more
and
of the
we are
only camber,
would
Case
However,
Korn
because
much
design
Tables
It should
drag
RAE
is of course
at Cl -- 0.62
modify
looks
like the
to ('d as part
obtained
to 3 counts
shock
and
distribution
that
the
at a high lift coefficient
in addition
Furthermore,
(B.6))
the drag
of its surface.
functions
from
distribution
airfoil.
very
much
at a fixed
= 0.75
was
from
shock.
distribution
distribution
it is expected
the
upper
the Korn
distribution.
than
one designed
the
6.
last
points
at Mach
pressure
230 counts
B-SPLINE
The
the
from
of the
it will operate
that
of the NACA
ahead
cycles
precisely,
looks
over
case
at a = 1 to 7 counts.
achieved
airfoil
drag
pressure
(Table
pressure
in Case
9.4
this
been
174
earlier
19 design
airfoil
the Hicks-Henne
surface
recovery
airfoil
the
and
for minimum
so that
0012
resulting
weaker
using
airfoil
NACA
Method
as in the
after
distribution
near
a shock-free
advantage
The
its pressure
region
that
the target
the significantly
return
The
had
Design
prescribed
illustrates
45 counts.
in the
Equations
are
for the initial
3 that
in fact matches
distribution
variables
(9.15)
from 28 counts
be noted
would
The
for Euler
four
test
as design
effectiveness
TEST
cases
presented
variables.
and
CASES
The
reliability
in this
main
research
emphasis
of these
design
explore
of these
variables
the
use
examples
with
of B-spline
control
will be to compare
that
achieved
in the
Chapter 9
previous
two sections
as possible
some
be repeated
Results
for Euler
by the
Hicks-Henne
of the same
using
test
the B-spline
to represent
as well
as subsequent
designs.
first
(Test
example
perform
an inverse
starting
point
was
target
pressure
at the
same
upper
and
NACA
0012
the
and
edge
were
at fixed
a NACA
0012
lower
surfaces
airfoil.
To ensure
of the
B-spline
trailing
edges
variables.
These
were
locations
of these
Henne
functions
the pressure
and
Case
final
1 is that
differences
used,
the
distribution
a good
result
to 50 for the Hicks-Henne
the airfoil
(9.17)
there
was
obtained
case,
some
was
able
is a slightly
of design
significant
Just
shows
iterations
since
here
they
with
advantage
the
leading
of the
leading
final
as design
only.
design
as when
to fully
the
Hicksboth
this
oscillation
oscillation.
The
and
final
of the
may
be problem
only 31 design
appears
values
specific.
variables
to be offered
case
in the
no such
the
The
after
recover
between
perceptible
starting
design,
points
difference
of the
the
direction
(9.17).
A notable
on each
side
The
The
operating
at both
36 control
initial
= 0.75.
to the
on either
is to
the
throughout
(B.7).
space
goal
airfoil
points
y coordinate
in Table
(9.9)
Mach
points
31 of the
in Figure
that
64A410
airfoil
the initial
The
approximation
control
in the
shape.
1.
Recall
will
use B-spline
to represent
control
points
design
Figure
number
the
provided
B-spline
while
a close
freely
systems
number.
B-spline
as fair
functions
Case
of a NACA
left
point
comparison
small
cost
However,
as opposed
by the
B-spline
points.
Test
Case
Test Case
specific
are
starting
are not considered
such
control
points
and
This
CAD
of Test
continuous
and
this
at _ = 0 and
to 4, the
fixed,
with
the
set
to move
in Figure
between
functions
allowed
distribution
pressure
since
were
and
in unison.
control
is shown
a smooth
remained
to move
as that
to define
175
directly
Mach
Eighteen
was
typical
operating
used
curve
forced
40 iterations
and
airfoil
number.
were
Since
be a repeat
is specified
Mach
To make
were used
alpha
Method
with the Hicks-Henne
points.
9) will
design
and
attempted
B-splines
Case
distribution
alpha
degree
edge
the geometry,
Design
functions.
cases
control
surfaces
The
Equations
10 essentially
9 applying
design
goals
here.
and
repeats
The reader
conditions.
Test
Case
is referred
The
design
2 with
much
of the
to the discussion
variables
were
same
discussion
of Test Case
the
same
for
2 for the
31 variables
Chapter 9
Results
for Euler
described
for Test Case
9 and
oscillation
in the final
pressures
In Test
point
Case
design
to the
in Figure
the B-spline
control
reduction
and
in the
10 even
of the
though
points
the mesh
result
design
control
When
the
the
One possible
would
a modest
control
points
far
A prudent
as design
employed
by Jameson
was
gratifying
that
the cost function
when
is that
from
step
final
Further,
the
is not
as good
at iterations
oscillations
and
the
hence
were
that
be to use a low-pass
in Figure
Test Case
the
with
(9.19)
3.
the
such
actually
of
space
In extreme
presented
here.
design
the
space
severity
such
pressure
distributions
when
designs
However,
filter
using
in a manner
drastic
they
number
design
10 per surface,
control
of the
interim
of the
solutions
achievable
the
in Test Cases
that
in the
reduced.
with
Although
in a multimodal
say
was greatly
information
also increased.
quality
like using
conditioning
degree
that
B-spline
design,
evident
indicated
solutions
so as to smooth
with
a poorer
the
points,
act more
in the
than
the
frequency
oscillations
high
Even
they
functions.
points
and
better
is that
the high
solutions
guarantees
solution
that
oscillations
these
these
is actually
Hicks-Henne
of control
could
much
nearly
a local minimum
[54, 55, 59].
compared
functions.
in the interim
solutions
variables,
that
the
points
number
interim
Hicks-Henne
Thus
to which
solutions
for
solution
control
two interim
oscillatory
cause
far from
failure
points
be attained.
extent
stopped
For
of control
B-spline
control
more
to a point
poor interim
31 B-spline
between
are
of these
for the
(9.18).
and
of nonlinearity
oscillations
of the
in the
easily
of control
process
oscillation
number
number
for the
the
visible
plots
solutions
variables.
that
the
the
cause
reached.
of the
using
A comparison
variables
degree
similarly
the gross
design
can
with
shows
cause
as design
in Figure
Figure
for the final
possible
surface
(9.19)
176
is a noteworthy
with
B-splines
the design
determined
was increased,
cases
One
as compared
points
for the
is a greater
tests
are
there
3 is repeated
interim
they
Method
Again
upper
solutions.
the
than
points
here,
forward
(B.7).
cost function
control
Further
existed.
was
the
presented
10.
that
themselves
there
space
are not
points
case.
in the
that
final
shows
may localize
points
contained
and
cost function
Hicks-Henne
control
and
(9.11)
in Table
Design
(B.7).
of Test Case
listed
initial
in Table
on the
design
variables
in addition
those
11 the
listed
Equations
interim
did better
a small
Bspline
similar
to
solutions
it
in terms
of
Chapter 9
Results
The final
points
were
listed
able
It seems
given
from
number
this
the
at the possible
may in turn
(B.7}.
better
increase
of design
variables
problems
that
must
In this
final
example
of design
than
Equations
Design
repeats
Test Case
(12) in this thesis
in Table
to achieve
sign space
comes
Test Case
for Euler
results
the
Hicks-Henne
the
likelihood
is far from
be explored
others
high
comprehensive
with respect
control
However
B-spline
points
content
design
it gives
control
points
functions.
section
that,
indeed
gives
a larger
geometric
in the
space.
space
design
Although
an introductory
design
control
in this
this greater
frequency
to the
the B-spline
4 for the Hicks-Henne
presented
of a multimodal
177
4 using
case the
in Case
B-spline
functions.
of a greater
shock-free
than
as well as the
variables,
price
difficult
Method
for a
de-
flexibility
space
that
this study
example
parameterization.
of the
Chapter
Results
for
Euler
Equations
Design
Method
178
Flow Solver
......
Ad)omt
Solver
1oo
10'
10 _
10 _
t_
10'
09
_0
09
10 _
<
10 6
10'
10'
10 _
o.o
so.o
loo.o
Iteration
Figure
for
FL082
9.1:
Convergence
and
ADJ82.
Rates
Mesh
in Terms
= 193x33.
150.o
Number
of Average
4 Mesh
aoo.o
Residual
Multigrid
Cycle.
250.0
Chapter
Results
for Euler
Equations
Design
Method
179
Convergence
Tol.
= 10_(-5)
Convergence
Tol.
= lfY_(-8)
Convergence
Tol.
= 10A(-6)
Convergence
Tol.
= lf_(-9)
Convergence
Tol.
= 10"(-7)
Convergence
Tol.
= lf_(-IO)
.......
40.0
20.0
s_
"O
_ _
0.0
J_Jr_
-20.0
sl S
-.40.(}
0.0
I 0.0
2{).11
30.0
I
40.0
50.0
Variable
Figure
Design
Stepsize
9.2: Sensitivity
of Finite
Difference
Method
Variables
Defined
in Table 1. Test Case
= 0.0001. Variable
Scaling
= 0.01.
2.
to Flow
Solver
Convergence
Chapter
Results
for Euler
Equations
$tepstze
stepstze
- O. I
steps|ze
- 0+01
Design
1.
_
Method
stepslze
stepslze
= 0.0001
40.0
20.0
0.0
_D
-20.0
-40.0
o._1
lo.o
20.0
3o,o
Variable
Figure
Design
Flow
9.3: Sensitivity
of Finite Difference
Method
Variables
Defined
in Table 1. Test Case 2.
Solver
Average
Residual
= 10 -9.
Variable
to Stepsize
Scaling
= 0.01.
0+001
180
Chapter
Results
for Euler
Equations
Design
Method
181
Convergence
Tol. = 10"_(-2)
Convergence
Tol.
= 1(_(-5)
Convergence
Tol. = 1(v',(-3)
Convergence
Tol
= 1(_ -9}
Convergence
Tol. = 10/,(-4)
Accurate
Fimte
Ddference
40.0
2{).0
ca
0.0
-20.0
-40.0
o.o
io.o
2o,o
3o,0
4o.0
Solver
Convergence
Variable
Figure
Design
Stepsize
9.4: Sensitivity
of Adjoint
Variables
Defined
in Table
= 0.0001.
Variable
Scaling
Method
to Flow
1. Test Case 2.
= 0.01.
so.o
Chapter
Results
for Euler
Equations
Design
Method
182
Convergence
Tol. = lOt'(+O)
Convergence
Tot. = 10_(-3)
Convergence
Tol. = ](Y'(-1 }
Convergence
Tol. = 10_'(-9)
Convergence
Tol. = 10"(-2}
Accurate Fm=te Difference
40.0
20.0
._
"_
0.0
-20.0
-40.0
0.0
I 0.0
20.0
30.0
40.0
Variable
Figure
Design
Stepsize
9.5: Sensitivity
of Adjoint
Variables
Defined
in Table
= 0.0001.
Variable
Scaling
Method
to Adjoint
1. Test Case 2.
= 0.01.
Solver
Convergence
50.0
Chapter
Results
for Euler
Equations
Fmlte
Design
Method
183
Difference
Adjomt
40,0
20.0
._
0.0
-20.0
40.0
o.o
to.o
2o.o
30.0
4o.0
Variable
Figure
9.6: Comparison
of Finite Difference
and Adjoint
Gradients
Design Variables
Defined
in Table 1. Test Case 2. Euler Formulation.
Flow Solver Average
Residual
= 10 -'_.
Adjoint
Stepsize
Solver
Average
= 0.0001.
Residual
Variable
Scaling
= 10 -'_.
= 0.01.
50.O
Chapter
Results
for Euler
Equations
Boundary
Condmon
I.
Flux
Type
Boundary
Condtt)on
2.
Rux
Type
Design
Method
Boundary
+
Accurate
184
Conchtton
Finite
3,
Difference
Flux
Type
Gradtent
40.0
20.0
"'O
0.0
(D
-20.0
-40.0
0.0
10.0
20.0
30.0
40.0
50.0
Variable
9.7." Comparison
Figure
tions.
Design
Flow
Variables
Solver
Adjoint
Stepsize
Defined
Average
of Adjoint
in Table
Residual
Gradients
with
Different
1. Test Case 2. Euler
= 10 -_.
Solver Average
Residual
= 10 -_.
= 0.0001.
Variable Scaling
= 0.01.
Wall Boundary
Formulation.
Condi-
Chapter
Results
for Euler
Equations
Design
Boundary
Condition
3, Flux lype
Boundary
Condition
3. ["lux Type 2
Accurate Fmae Ddferenc
40.0
Method
185
Gradient
20.0
.o
,.,-j
0.0
-20.1)
-40.0
o.o
_o.o
2o.o
30.0
40.0
5o.o
Variable
Figure
9.8:
Comparison
of Adjoint
Gradients
for Different
Design Variables
Defined
in Table 1. Test Case 2. Euler
Flow Solver Average Residual
= 10 -9.
Adjoint
Stepsize
Solver Average Residual

= 10 -9.
= 0.0001.
Variable Scaling
= 0.01.
Flux
Routines
Formulation.
Chapter
Results
for Euler
Equations
Design
Method
186
.J
i__'_'-
....
"' .4
i
i
i
1
o
Z
0
9.9a: Initial
C't = 0.0000,
Condition,
! = 112.205
('a = 0.0003, a = 0.0
Figure
9.9: Case 1: M = 0.735, Fixed
Design
Variables.
--, Initial Airfoil: NACA
0012.
- - -, + Target
9.10az
Initial
('l = 0.0031,
(,p: NACA
Condition,
2:
M = 0.75,
Mode.
Design,
50 Hicks-Henne

('l = 0.8132, ('d = 0.0157,
Alpha
0012.
72, hi = 0.70,
Inverse
I = 0.040
o = 0.0
e_ = 0.0 .
e_ = 0.0
M = 0.70 Fixed
NACA
('p: GAW
Alpha
I = 144.161
('_t = 0.0002,
Figure
9.10: Case
Design Variables.
--, z Initial Airfoil:
- - -, + Target
64A410,

() = 0.6476, ('d = 0.0076,
_ = 0.0 .
Mode.
Inverse
Design,
! = 0.025
a = 0.0
50 Hicks-Henne
Chapter
Results
for Euler
Equations
Design
Method
187
":"/ ....
..........._Q,
.-/
'...
",,,
9.11a:
Initial
Ct = 0.2261,
Condition,
I = 68.556
C:'_= 0.0028,

('l = 0.6549, ('d = 0.0036,
(_ = 1.0
! = 5.611
_ = 1.0
/'%:.
9.11e: 10 Design Iterations,

('l = 0.6189,
('d = 0.0035,
Figure
9.11:
Case
Design Variables.
- - -, + Target
! = 0.840
a = 1.0
3: M = 0.75,
NACA
('t,: RAE
2822,
Fixed
9.11d:
35 Design Iterations,
(:t = 0.6028, ('d = 0.0045,
Alpha
Mode.
0012.
M = 0.75,
_ = 1.0 .
Inverse
Design,
1 = 0.008
_= 1.0
50 Hicks-Henne
Chapter 9
Results
for Euler
Equations
Design
Method
188
,
%
if-.
4:
".,
"*.
'
"
%.
;"
d
%:
OOo%_.
9.12er
Initial
CL = 0.0412,
Condition,
('d = 0.0004,
Figure
9.12: Case
Design
Variables.
- - -, + Target
i = 63.147
4: M = 0.75,
NACA
C_: Korn
9.12b:
_ = 0.175
Fixed
40 Design
(,'t = 0.6292,
Alpha
Mode.
Iterations,
('d = 0.0004,
Inverse
Design,
! = 0.065
_=
0.175
54 Hicks-Henne
0012.
Airfoil,
M = 0.75,
_ = 0.175 .
i :!/
os
"
i
I
c__.
9.13a:
Initial
(,'l = 0.2261,
Figure
Design
--,
Condition,
('_ = 0.0028,
9.13: Case
Variables.
Initial
- - -, + Target
Airfoil:
I = 128.320
5: M = 0.75,
NACA
C_,: RAE
2822

Cl = 0.8135, ('d = 0.0166,
_ = 1.0
Fixed
Alpha
Mode.
Inverse
Design,
0012.
(Potential
Flow
Cp),
M = 0.75,
_ -- 1.0 .
! = 1.097
_ = 1.0
50 Hicks-Henne
Chapter 9
Results
for Euler
Equations
Design
Method
189
//t
-.
M
9.14az
Initial
('l = 1.0000,
Condition,
/ = 20.809
Cd = 0.0416,
Figure
9.14:
Case
Hicks-Henne
Design
Fixed
L:::_
9.14b:
/ = 0.029
(, t = 1.0000, (, d = 0.0001, _ = -0.787
a = 0.518
6: M = 0.75,
Variables.
NACA 64A410.
Lift
Mode.
Drag
Minimization
"...
Design,
18
..%.
a
i
9.15az
Initial
('t = 0.2261,
Figure
9.15:
Condition,
I = 79.881
('d = 0.0028,
Case
7: M

(, = 0.5937, (, d = 0.0007,
e_= 1.0
= 0.75,
Fixed
Alpha
Mode.
Design, 50 Hicks-Henne
Design
Variables.
NACA 0012.
- - -, + Target
('p: RAE
2822,
M = 0.75,
_ = 1.0 .
Drag
Minimization
/ = 5.446
_ = 1.0
+ Inverse
Chapter
Results
for Euler
Equations
Design
Method
190
Q_
%-
o
;
9.16az Initial
Condition,
(,'l = 0.8000, Cd = 0.0230,
I = 52.314
a = 0.708
Figure
9.16: Case 8: M = 0.75, Fixed
24 Hicks-Henne
Design Variables.
--, Initial Airfoil: NACA 64A410.
- - -, + Target
&
Cp: Korn,
M = 0.75,
Lift Mode.
(_ = 0.174 .

Cl = 0.8000, Cd = 0.0003,
Drag
Minimization
1 = 3.312
_ = 0.405
+ Inverse
Design,
Chapter 9
Results
for Euler
Equations
Design
Method
191
...'"
..
/
i
J
i
!
9.17a:
Initial
Condition,
Ct = 0.0000,
('d = 0.0003,
Figure
9.17: Case
Design Variables.
- - -, + Target
! = 112.443
9:
a = 0.0
M = 0.735,
NACA
C,: NACA
9.17b:
Ci = 0.6485, C'd = 0.0073,
Fixed
Alpha
Mode.
Inverse
Design,
! = 0.043
a = 0.0
31 B-Spline
0012.
64A410,
M = 0.75.
/
8
s
!
"...
....
m
!
i
k
rr
9.18a:
Initial
('t = 0.0027,
Figure
9.18:
Condition,
Case
Design Variables.
- - -, + Target
I = 144.250
(',t -- 0.0002,
10:
NACA
('p: GAW
9.18b:
a = 0.0
= 0.70
0012.
Fixed
72, M = 0.70.
45 Design
(,'l = 0.8119,
Alpha
Mode.
Iterations,
Cd = 0.0160,
Inverse
Design,
I = 0.015
t_ = 0.0
31 B-Spline
Chapter
Results
for Euler
Equations
Design
Method
192
..o. "_'.
'"'"*'""'
: : :"
.:.. .,....
::...... .3.
.::.:.:.._.......
_//'_
r.:
"'...
':::.
ff
""'%.
"'._
L
,f
i
9.19az
Initial
Ct = 0.2261,
Condition,
! = 68.943
C_ = 0.0027,
9.19b:
_ = 1.0
5 Design
('l = 0.3616,
Iterations,
! = 16.762
(,'d = 0.0075,
_ = 1.0
'oo
.!
9.19c: 10 Design
Iterations,
('t = 0.5927, ('_ = 0.0072,
Figure
Design
--,
9.19: Case
Variables.
Initial
- - -, + Target
Airfoil:
11:
NACA
('_: RAE
2822,
! = 4.211
(_ = 1.0
= 0.75,
Fixed
0012.
M = 0.75.
9.19d:
35 Design
Cl = 0.6033,
Alpha
Mode.
Iterations,
Cd = 0.0046,
Inverse
Design,
/ = 0.004
_=
1.0
31 B-Spline
Chapter
Results
for Euler
Equations
Design
Method
193
"
_.......
o%
!
!
t
9.20az
Initial
C/=
0.0412,
Figure
9.20:
Condition,
('d = 0.0004,
Case
Design
Variables.
- - -, + Target
I = 63.043
12:
a = 0.175
M = 0.75,
NACA
Cp: Korn
9.20b:
Fixed
0012.
Airfoil,
M = 0.75.
40 Design
(,'l = 0.6302,
Alpha
Mode.
Iterations,
Cd = 0.0004,
Inverse
Design,
I = 0.044
_ = 0.175
31 B-Spline
194
Chapter
CONCLUSIONS
This
work
has
presented
ods addressed
the
equations.
first
The
employed
oped
the
as general
be treated
replaced
inally
proposed
constraints
plished
finite
research
finite
also
and
an alternative
the
form
sign
space
been
frequently
discretization
continuous
the
of Hicks-Henne
search
used
sensitivity
use
space
via adjoint
of both
search
was
for finite
procedures
gradients
difference
adjoint
were
the
second
methods
were
devel-
figure
of merit
optimization.
often
by such
used
This
was
been
method
alternative
The com-
methods
was
orig-
extended
here
such
that
This was
with
method.
The
perturbation
space
parameterizations
Two different
parameterizations
B-spline
control
were
systems
presented.
points
quasi-Newton
that
result
tested.
method
problems.
In addition,
from
accom-
mapping
strategy.
optimization
were
which
on an analytic
design
may
idea
removed.
a grid
meth-
governing
while
numerical
have
with
Both
to inviscid
for both
solvers.
an unconstrained
for the
analysis
and
methods.
flow equation
flows
complexity
WORK
aerodynamic
based
combined
functions
strategy
subject
likely
of the previous
formulation
design
design
[54, 55] for transonic
to geometric
introduced
design
problems
any
of gradient
the reliance
volume
that
calculated
by Jameson
by replacing
design
difference
gradients
with respect
a general
such
shape
of the potential
The
the framework
with
airfoil
the use
equations.
FUTURE
aerodynamic
of transonic
examined
expensive
here
two new
formulations
within
putationally
AND
problem
Euler
10
the
in
The
which
dehas
various
application
of
Chapter 10
10.1
Conclusions
and
Future
SAVINGS
VIA
ADJOINT
COMPUTATIONAL
The
main
idea
utational
from
of using
requirements
(Tz)(fcost)
approximate
been
of the
gradient
where
computational
the design
given
theory
to 2(roost),
presented
in this
space
estimate
control
for airfoils
for the
amount
50 degrees
of savings
of design
Difference
Adjoint
actual
In the
estimate
of adequately
of freedom
achievable
savings
that
Finite
Based
were
Difference
Adjoint
reason
that
calculation,
use
needed
seen
CPU
comp-
design
methods
and
f_ost is the
examples
that
have
parameterizing
variables).
calculation
Analysis
A simple
of the
of restart
in the finite
time
and
Calculation
51 fco_t
Gradient
Calculation
--
2 f_ost
in the
Euler
equations
gradient
is
The computational
Gradient
Calculation
--
8.2 CPU
in the
CPU
25 reduction
was
data
not obtained
cheaper
gradient
the
is mostly
Nevertheless,
the gradient
of the
Flow
Analysis
CPU
seconds
seconds
time
for
the
from the fact that
gradient
the
finite
by the
simple
estimate.
convergence
of the
nearby
solutions
for this difference
between
responsible
seen
by the use
design
seconds
predicted
it is still
is realized
entire
results
than
to accelerate
costs.
Actual
5.8 CPU
59.3
solution
costs
significantly
to calculate
were:
Calculation
was
actual
1 fco_t
Gradient
of about
difference
Gradient
be expected,
gradient
estimated
Based
a factor
as might
difference
the
(50 design
in the
Flow Analysis
The
variables,
the
below:
Finite
The
for the
flow analysis.
Flow
The
is to reduce
required
number
a reasonable
was
design
calculation
cost of a single
195
FORMULATIONS
in aerodynamic
n is the
research,
Work
problem
(Initial
Point)
that
of the
a large
adjoint
reduction
method.
is summarized
5.8 CPU
below.
seconds
in
Chapter 10
Actual
Adjoint
Actual
The
actual
time
Gradient
Calculation
35 Design
Iteration
Using
which
not
run
were
using
required
reduction
and
Based
computational
solutions
was
Conclusions
performed
the Adjoint
finite
for such
within
a run
time
is 2500
seconds.
overall
design
for the
8.2 CPU
Method
665.0
dominated
line search.
gradient,
196
Point}
was
each
difference
Work
(Initial
cost for 35 iterations
the
in CPU
Future
was
by the
2-5 flow
design
code
estimate
of the
CPU
roughly
a factor
that
procedure
seconds
the entire
a reasonable
Implying
CPU
(_85%)
While
seconds
achieved
of 4
by employing
adj oint gradients.

If three-dimensional
tional
savings
variables.
hanced
the
pend
would
The
on the
searches.
with
method
regardless
a greater
they
may
due to the
savings
it is actually
impact
a large
of the
incur
approach
on the
portion
adjoint
counterparts.
employed
within
the
same
is used
total
of the
CPU
time
state
are
and
of design
further
costate
cost savings
may
computa-
number
a design
be needed
realized
by
will
de-
in univariate
computational
Thus
these
costs
extra
costs
of adjoint-based
methods
costs
the
computational
en-
systems
algorithm
additional
or not.
the
methods
The
that
that
greater
for the
flow calculations
the adjoint
it is clear
necessarily
requirements
flow calculations
relative
up
to be considered
difference
of additional
extra
make
finite
when
of whether
have
greater
convergence
their
number
Such
are
computational
reduced
compared
adjoint
be even
actual
by their
when
problems
outside
will
since
gradient
calculation.
10.2
CONTINUOUS
The new methods

ods.
While
developed
these
methods
obtained
via finite
solution
to the
alently,
it may
step
size
for the
VS.
SENSITIVITY
in this thesis
both implement
produce
differences
continuous
DISCRETE
gradients
they must
problem
be stated
that
the
finite
difference
produce
within
gradients
method,
that
the
ANALYSIS
continuous
may not exactly

gradients
accuracy
obtained,
will always
sensitivity
correspond
methto those
that
are consistent
with the
of the
discretization.
Equiv-
in the
contain
limit
of convergence
errors
with
respect
and
to
Chapter 10
the
Conclusions
gradient
mations.
of the
In contrast,
it must
necessarily
exactly
matches
ods produce
those
regardless
equations.
On the
of the
to mimic
from
finite
the
identical
of these
various
10.3
second
trade-off
type
enforced.
was
extend
line
deserves
accuracy
required
algorithm.
This
trade-off
algorithm
that
the
scope
of a single
search
with
flow
in the
flow
refinement
the
which
is done
may
difference
in
both
the
method
of the
was
that
gradients
difference
system
of the
refinement
study
meth-
system
these
method
method
uses
in both the
direction
were
did not
using
rank
effort
flow and
adjoint
have
is used
well beyond
design
of work
will
would
accuracy
adjoint
research
of the
effort
this
finite
that
gradients
on the
of mesh
gradients
a significant
an
Since
limit
adjoint
produces
such
that
reasonable
the
method
depend
consistent
size,
sensitivity
be present
continuous
analysis
step
produces
a preliminary
for the
body
quasi-Newton
used.
options
This
felt
system
as the
research
the
of optimization
analysis
approxi-
importance
studied.
are
should
It appears
accurate
STRATEGY
that
between
optimization
In this
may
flow equations
In the
as well
and
representation
that
by an amount
methods
sensitivity
aspect
discrete
field
sensitivity
discrete
discrete
errors
two systems.
discretization
OPTIMIZATION
The
gradients
gradients.
Thus,
the
of the
flow
of convergence
continuous
of the
discrete
full discrete
sensitivity
original
transpose
the
limit
with
197
to the
differences.
discretization
discrete
the continuous
in the
continuous
the
Work
using
discretization
the
difference
and
produce
are
unless
due
consistent
hand,
between
continuous
are
with
for the
discretizations
that
other
simply
by finite
of specific
And
that
gradients,
that
Future
is developed
obtained
consistent
mesh.
differ
if a method
gradients
directly
system
produce
equations
are
continuous
and
attempt
have
gradient
necessary.
the
Ph.D.
updates
updates
This
this
In this
to the
to build
direction
in which
open
in a research
thesis.
is the
and
the
for determining
manner
to resolve
works
convergence
consequences
resulted
BFGS
two
and
in future
project
work
and
achieving
typically
required
constraints
issue
that
it
would
Hessian
approximate
the
since
an unconstrained
approximate
the
the
minimum
was
Hessian,
along
2-5 flow analyses
in
Chapter 10
Conclusions
the line searches
using
the optimization
algorithm
unconstrained
to obtain
longer
cheap
be the
wise
choice.
accurate
yet reasonably
the
initial
takes
steps
both
the
gradient
a few steps
gradient
should
in the
explored
In such
problems
methods
may
space
quasi-Newton
methods
variables
become
large
rank,
mation.
outlined
descent
bringing
it may
take
into
question
Unfortunately
may
also
methods
can
have
problems.
Also,
design
may
would
be a low memory
become
Simple
adjoint
usefulness
tightly
ideal
very
poor
poorly
scaled
rank
one
constant
as the
or reduced
For
convergence
an appropriate
optimum
may
problems
the cheap
early
calculates
direction,
and
are
and
Jameson
have
one,
gradient
of design
descent
it is well
is reached.
method
such
that
sufficient
method
know
initial
A possible
that
operations.
Hessian
on even
in the
of design
with
approximate
by
variables.
number
matrix
performance
be used
information
a Hessian
size
different
to be considered.
as the
steepest
step
quasi-Newton
updates
gradient
of performing
of the
solution.
approach
for an entirely
to develop
coupled
coupled
et al.
cumbersome
longer
a highly
solution,
if not thousands
necessity
considerably
the
design
more
to the
in the
problematic
hundreds
of highly
constructing
adjoint
and
a minimum
instead
a tightly
Ta'asan
accurate
methods.
to exploit
become
due
be the
linear
few updates.
with
the simple,
not
both
also become
attractive
However,
Furthermore,
with
step
idea,
no
and
inexpensive
toward
then
in the
preset
that
and
gradients
a very
the
may
to assure
progress
method,
three-dimensional
design
truly
systems
accurate
along
modest
a few steps
approach
it is naturally
the
step
methods
methods
necessary
To illustrate
adjoint
a constant
the
adjoint-based
parameterizing
insure
very
of
in which
of adjoint
quasi-Newton
are
This choice
applications
development
which
to a quasi-Newton
takes
difference
BFGS
process.
in conjunction
quasi-Newton
when
the
the
a constant
flow solution,
is exactly
reason
and
is passed
continues.
BFGS
design
198
technique.
cost of assuring
since
gradient,
independently
the
be overkill
an approximate
This
For one,
minimums,
flow
that
with
problems,
of the
in finite
However,
for CFD
Work
interpolation
ideal
line search
accurate
converging
accurate
may
Future
quadratic
proved
sufficed.
gradients
two updates,
during
often
methods
and somewhat
rank
the successive
and
retains
the
infor-
previously
that
steepest
slightly
stages
nonof the
alternative
only
minimum
the
last
along
Chapter 10
each
successive
storage
that
locally
a method
Jameson,
either
design
with
many
hence
the
Hessian
for a few design

are
algorithm
alternatives
methods,
equation
permanently
as the gradient
This
methods
in the
der, the
could
ent
benefits
parameterizations
of the
Unlike
to computational
required
to determine
the
variation
algorithm.
ing
field
how
of the
cost
Essentially,
changes
domain.
The
space
the
DESIGN
the
viability
in the
converging
gradients
approximate
Hessian
quasi-Newton
with
the
by
meth-
Other
the
use of adjoint
solution
at each
design
of the
adjoint
iteration
as well
were
algorithm
only necessary
point
locations
information
shown
the
equations,
here,
Instead,
variations
of the
an
design
surface
needed
by such
or-
approach
but also
differ-
or B-spline
mappings
from
meshes,
variable
mesh
relationship
at the
basic
subsequent
analytic
an algebraic
design
to first
functions
no specific
here.
via
realized,
that
as Hicks-Henne
created
defined
adjoint-based
and
differential
required
were
of using
strategies
efforts,
in which
PARAMETERIZATIONS
It was
such
previous
function,
mesh
above.
space
manner
this
employed
inaccuracies.
full Hessian
spaces
resulting
traditional
with
AND
governing
design
Jameson's
physical
in the
Such
design
without
in the
should
be retained.
first
be used
errors
which
as large
in conjunction
of the
outlined
to not only different
points.
updates
method
gradient
optimization
be applied
control
could
method
the approximate
would
of the
not require
A).
of traditional
computational
last
Hessian
to the
a full Newton
on demonstrating
context
the
any
by any
GENERALITY
focused
only
only be retained
construction
(see Appendix
research
since
also be explored
in the
GEOMETRIC
solver
would
to reconstruct
method
contaminated
method
used
case
is in contrast
being
The
in the
As in the
would
should
to assist
of changes
This
one possibility
used
10.4
updates
199
approximation
quasi-Newton
iterations.
ods which
of vectors
the quadratic
adjoint
Work
not be reached.
iterations.
or the
Future
Furthermore
tolerant
memory
flow solver
and
number
within
be more
a limited
the
need
iteration.
pertinent
should
explored
direction
of a limited
at each
remain
and
search
above
Hessian
are
Conclusions
affect
perturbation
for determin-
propagate
an algorithm
into the
flow
is a "high
Chapter 10
quality"
Conclusions
initial
approach,
mesh
in theory,
out restriction
obtained
only
and
(the
here
actual
replaces
mesh
points)
airfoil
proceed
without
the
space
control
this area
10.5
both
use
Further,
savings
in the
the
entire
was
surface
smooth
remained
promise
and
and
functions
tested
methods
allowed
the
acting
use
that
The
functions
much
surface
the transient
design
gradients.
of the
as a whole.
of the
the
However,
were
to integrals
such
(Hicks-Henne
versatility.
with-
the mesh
analytic
of the
to be treated
through
parameterization
smoothing
This
design
original
This
surfaces.
flow fields
possible
points
smooth.
were
bounding
structure
reduction
that
at the
and/or
Jameson's
of implicit
showed
desired
200
topology
the
with
Work
method
to
two
different
and
B-spline
further
work
in
will be required.
FUTURE
Numerous
Level
The
Choice
of Coupling
The Choice
The
of the
developing
in which
represents
in archival
for efficient
Between
Three
to the
journals.
that
research.
the Flow,
Adjoint,
are
initial
research
have
Design
Built
are
and Design
the following:
Systems
papers
been
into the Design
have
developed
of research
in this
The
importance
of this
automatic
Space
demonstration
pace
three-dimensional
these
Algorithm
of the
the
Among
Analysis
Constraints
just
technology.
due
Sensitivity
Optimization
on implementations
However,
for future
of Parameterization
Manner
work
still remain
vs. Discrete
The
This
WORK
open issues
Continuous
based
designs
are
spanning
This
parameterizations
points)
mesh
between
also
as final
design
integrals
surfaces.
as well
that
mapping.
relationship
work
control
the
bounding
analytic
The
any
to a particular
on the
known
the changes
will allow
by reducing
and Future
area,
been
for a new
presented
in this
none
research
design
cases
Method
dissertation
of these
is clear
algorithms.
have
since
Unlike
and
rapidly
by the
author
[92, 65, 94].

appeared
it opens
many
the
yet
way
previous
Chapter 10
design
approaches
not easily
the
new
to three
techniques
have
research
practical
under
been
very
These
on the
extensions.
the
same
and
developed
the
recently
later
more
been
efforts
technical
Finally,
framework
problems
presented
here
mesh
with
by the
author
not presented
here
aspects
it is noted
201
that
in this
extends
type.
unstructured
thesis.
but
and
and
his
simply
could
directly
to three
Jacobian
implies
Demonstrations
general
of adjoint-based
even
problems
and not a mapping
on any
achieved
were
Work
work
metrics
are not dependent

design
Future
for two-dimensional
dimensions,
the use of mesh
to three-dimensional
95, 23, 96].

the
have
Furthermore,
extension
meshes
that
be extended
dimensions.
that
Conclusions
even
of the
multiblock
collaborators
to keep
design
meshes
the
as opposed
may
[93,
focus
of
to its
be treated
202
Appendix
SECOND
Generally,
a design
ing to the
nature
introduced
tained,
the
obtaining
taining
ORDER
optimization
of the
procedure
design
in Chapter
3, the
greater
accuracy
the
higher-order
gradient
space
more
at a significant
for a purely
finite
method.
A.1
REVIEW
The
cost function
cheap
first
For the
Taylor
more
The
more
information
gradient-based
series
methods
expansion
However,
computationally
presents
pertain-
that
are
as discussed
expensive
a technique
reduction
in computational
development
resembles
the
re-
before,
than
ob-
by which
the
cost over
that
use
of control
derivatives.
OF FIRST
and
when
this Appendix
can be obtained
to obtain
of the
is even
full Hessian
theory
benefits
of the approximation.
Thus,
difference
METHODS
is available.
terms
information
information.
ORDER
FORMULATION
the flow field constraints
can be written
in index
notation
as
i = i ( u,,, ,l'_, _rk),
Rj ( u,,, ,l',, P_) = 0.

Here,
points.
i and
Where
j represent
Einstein's
the
domain
summation
mesh
notation
points
and
k represents
is implied,
0I
_I _ ,
0I
61 = 0w--_6u,i + _
,ti + _
5R/ = L0u,,J
5u,, + ti),l;J
[_-_.J
the
the
surface
first variations
_-k,
bjv_. = 0.
mesh
become
(A.1)
(A.2)
AppendixA
where
the
in the
discrete
Second
sparseness
Order
of the matrices
scheme.
'2_
_,
By satisfying
Methods
and
the
_aR
adjoint
203
depend
upon
the
stencil
of support
equation,
Owj ] _/'_= Owj--'

the
first
variation
in the
cost function
may
be written
o,
Ol 6,t', +
6.Tk -,,j
_I = OA--;,
-ff k
A.2
The
SECOND
first
ORDER
variations
may
(A.3)
as
_,t, +
La,LJ
t/-_--_kJ
b.Tk
(A.4)
FORMULATION
be written
as
61 = 61 (u,,, A'i, _k, 6u,,, 6A'i, 6_k)
6R 3 =
It is therefore
possible
6Rj
to express
(52I
(wi,
,l'i,
using
Jc'k, 6wi,
the
0(,_I) , ,
chain
O(_l)_,l,
0,%-7
_'" + _,v,
6.Tk)
rule
_
O.
the
second
O(6I)_f
+--b-f[
variations
[O(_Rj)
as
O(bl)
0(15I) b2u,, + 0(6I__.._)_2A; + ___29rk
O(6u,,)
0(_,I;)
O(6Drk)
6ZRj = 0 =
6A'i,
(A.5)
O(6R_)
0.__
6 w_ +
OWl
(A.6)
Using
expressions
CA. 1) and
(A.2) we have
O(_G)
OG
0(_w,)
Ow, '
0(61)
Ol
o (b_j)
ORj
0 (6,t;)
O,t',"
O(_,L)
0,t;'
0(61)
O(_Rj) _ onj
Ol
O ( &rk )
O.r_ '
0(61)
021
0 (6._ )
02I
6wl
Owi
OwtOw_
0 _,. '
_,_'_+
02I
Appendix A
Second
Order
Methods
0(6I)
021
02 ]
0(6I)
02I
0)21
204
021
021
0)F_. - 0)u,_O_k6u'_ + 0).r_0)-----fi

6"rt + 0)F,,0)_k 6F''''
_
0 (6R))
0)2Rj
0)u,,
6u,l
02 R3
--6,l"1
0)u,10)wi
_
0 (6R_)
0),r,
0)2 Rj
0)2R: 6u,_ + --6,l"_
0)u,_&t;
o,rto,v_
i) (iSRj)
0)2R)
o.G
0)2Rj
OT,,_&r_,
0)2 Rj
0),rlowi
6wl
62Fro,
b:F,,_,
0)F,,,OA;
02RJ
5,l"
02R3
- o_,_o-------_k
o,_to
fk
6.T,,_,
_+ 0)_%of _.
(A.7)
where
I also represents
By combining
the points
(A.5) and
can be written
in the
(A.6) with
the
domain
co-state
and
m represents
variable
_,j and
the surface
substituting
points.
(A.7),
52 ]
as,
0)21
52 ] =
0)2 ]
._
,,
owww,
6wl6wi
02I
+_
6,l'16,l"i
0),riO,l;
"
021
+2_&lt6w,
0)2 [
+
0).7:m0)jck6_mitJck
02I
+ z0C__u,_
_5,,,_u,, + 2 0_,,_0),l,'
6_,n6,l;
_2'1"_+ if/'s2GOJ-k
[
i)2RJ
-_"3 |.-t-=c--.,
u _bu i + ---
6 _
02 R 3
+ ---
[ UtOIUII_
-_',j
'
2_6,l)6
--'_"S [+_
02R)
u,i + 2i).TmOuiO2
RJ, &T,,_&vi + 20_----_,1,
_2 '1'_ +
OR_ 6_
,]
:,, 6aij
(A.8)
t 0,li
This daunting
expression
and
only variation
if the
62-.
grid
exception
direct
The
generation
of 6w should
still has
and
which
surface
be easy
16 terms
has
that
been
involve
eliminated
perturbation
to obtain.
the variations
In this
are
by using
analytic,
case,
6w can
expression,
OR
Ou--_i6wi
ORj 6 l'
-,-777..
0) A i . i -
0)R3
_
6
T k "
6u,, 6,1', 6-, 12,1',

_;, is 62w.
all the
terms
be obtained
However,
with
the
from
the
Appendix
Therefore
the
design
Second
term
variable.
Thus
_w must
This
the cost
of evaluating
design
expensive
a finite
than
the minimum
of such
such
theory
for just
design
iteration
each
adequately
the
Hessian
also
becomes
very
direction
calculations
as steepest
be warranted
may
evaluation.
one adjoint
calculation.
and
For
Hessian.
and
faster
convergence
The
implementation
compared
an open
with
using
the
full Hessian
cost of n flow calculations
the
Newton
force the use of a much
more
problem
number
at
become
with
a full rank
of design
of quasi-Newton
simplistic
per
the design
the
cost
control
information
to parameterize
if the
to
issue
of n flow calculations
required
the
on each
computationally
it remains
addition
matter,
even
more
but promises
the
storing
that
plus
When
not only does
of this full Newton

_
in many
of the
the
order information.
equation
application
sparse
variables
updates
optimization
and
process
same
of the
additional
adjoint
In practice,
The
is the
gradient
matrices,
higher-order
difficult
problem
iterative
applies
practical
evaluation
and
evaluation
only required
that
second
many
terms
is that
solution
procedure
the
of such
drop
order design
approach
whether
an implementation
(A.8) since
of the
Jacobian
"
method
are
readily
methodologies.
aspects
no
design
_Wt_%L', ' _%l'1_9,1", ' :_,l'l;_w,
flow solution
fortunate
is available,
a specific
gradient
research
variables
concern
standard
from
difference
is not much
for obtaining
(O(103 ) or greater)
of the
plified
large,
an issue.
knowledge
since
of design
of solving
tensors
structed
that
of this
information,
order
solver
scope
gradient
of the third
One
side depending
descent.
An additional
available
hand
up to date
be advantageous.
cost
large
right
method,
would
not
becomes
possible
gradient
the
becomes
but
205
to a finite
use of the full and
If the number
prohibitive
such
the
may
iteration.
space
the
is beyond
the
for each
in cost
is then
difference
methods
Methods
tt2l is n + 1 flow calculations
method
through
a method
whether
be calculated
is equivalent
An alternative
Order
out. The
algorithm
desired
a method
following
proposed
once
an adjoint
need
be con-
goal is 1st or 2nd

is somewhat
section
here.
sim-
develops
AppendixA
A.3
Second
APPLICATION
In order
TO THE
to see how a second
shall
once again
consider
The
cost function
chosen
problem
variation
the
cost function
(p
of airfoils
on a specific
to the inviscid
of the technique
5 the
-- pd) 2 ds
problem
Euler
we
equations.
will be the inverse
cost function
may
(P - Pd
design
be written
as
d_,
order
(p-pd)2_
approach
it is necessary
5p6p
d_ + 2
Chapter
-_
(p
5 that
the
to obtain
-_
d(.
(A.9)
the
second
variation
of
was
_6/"
TwwOW +.I
b(;
as in the
case
of the
pd)(_P kd_)
d_ +
governing
variation
j _x-_wOW
O, I Of,
(p-
pd) 2
O(bF____)
+
0_
Now just
work
as well:
from
its first
subject
(p-p_)6pk-_)d(+_
while
would
is
521=
Recall
algorithm
in Chapter
_I=
a second
design
206
of attack.
the development
its first
To develop
order
Methods
EQUATIONS
as an illustration
I =
while
EULER
the design
at a fixed angle
Repeating
Order
:(P
equation
0(_(;)
- 0
pd) _2p
d_.
was given
(A.10)
as
in D,
(A.11)
07/
g,sw
Ow
\'
+ .] O'l
'
Og
'
bw + b (
Oy Ow
\
cost
function,
the
j O'l _
Ox )
second
f+
f + b
g
J
O'l _
Oy )
variation
g.
of (A.11)
is also
needed:
+
0_
-- 0 ---- (_2R
in
(A.12)
D,
07j
where
b2 F
0( 02f
Ox 0w 2
"]i)_
Of
bw_w
b2w_-']_y
+ .l-_yi-Y-_w2bWbW + 2_
OW
Ogt_2W-}-62
(']_)
,l i-_x
-5--_w6W+ 2_
f +_2
\(Ji)_g'OxOw
Oy,]
.I:_:q
Ow
Appendix
Second
Order
Methods
207
_2 G
J-_x-O-_w2bW_W
+
Y-_x _w _ w + J-_y Ow
It is noted
be zero.
the
that
design
After
domain
(A.12)
Equivalently
space.
constraint
+ J-_y-:OW2W
2ww
is set
equal
stated,
the
It was
to eliminate
multiplying
this
--
to zero since
residual
fact that
0w
Oy]
f +
be forced
allowed
of the first
adjoint
of R must
to zero
us to use
(A. 12) by a still arbitrary
+2b
all variations
must
_w from the definition
the
first
variation
vector
necessarily
everywhere
within
variation
of R as a
of the cost function.
and
integrating
over the
we have
_)f,T
which
+ 2_
after
integration
/o \( Of'T62
--_
by parts
F T
0,!
may be written
_52G)
) d_d,]=
0,
as
d_d11=
Just
as in the
line cancelling.
for the
Euler
body of the
thesis,
On the profile,
equations
are
an O-mesh
where
given
is implied
_k = 0 and
by
(; = ,I
_57r
_P
0
with
the
_,1 = - 1, and
integrals
the boundary
along
the cut
conditions
AppendixA
the
second
Second
variation
may
be given
Order
(--_x62p
26
62(;=J
_ ) 6p
_', = 0 at the outer
our original
as well as the
adjoint
boundary
final
form
dependency
(A.13)
26 (.i:,,," I 6p
b2 ( j m_) p
boundary
expression,
where
= 0 and
0_ _'
_,T0_'_(,T0_'
0l
_1
-_-
= 0
forcing
in D,
_,
(A.14)
condition
of the
second
variation
ds
= - (p - Pd) _-_
of the
cost
on C.
function
can
(A.15)
be written
without
on 62w as
1
621
7,,_ = 1, and
we have
(lo,i
J _,2_xz.
+ _':__)
The
_ ) p
+
to satisfy
+
a,,
(-7-_y62p
by choosing
208
by,
Then
Methods
fc6pbp(_)d_+2fc(p-pd)bp(_)d_+_f
/D
f/_ {'t'2162\
)2 b2
(p-pd
(_)d(
[ q- Or'"
.a07];"
,,T 62(; It d_dTI
--_0_''T62
' _-_--_:z]P
+26
Ox]
@] +W3]_21J-_-y)p+26(
",O'l'l
(A. 16)
The
_2 F and
_2 F
_2(; terms
are defined
as
0_ 02f
.] --
--
Ox 0w 2 6w6w+.l[(y-_---_w2OWOW+2,_(l
)Z_-ww
+26
_wwOW
law-'g,
k tit//
_2(;
071 02f
j__
__
Ox Ow 2
b2
,l
6w_w +._yy_ewe
.f+
[J
- .g.
+2_
,.
+26 \
oyli_w
6w
Appendix A
It is noteworthy
still
contains
ing
a grid
assumption,
Second
that
even
though
_w, b (J
__ xj _,
and
\
]
perturbation
evaluating
method
_2W
Order
has
52 (,] _)
,gxj
in which
(A. 16) is no simple
"
Methods
been
The
eliminated
expression
_i2(J_)
task.
209
= 0.
from
(A. 16) the
may be simplified
However,
even
equation
by chooswith
this
210
Appendix
TABLES
Design
Variable
OF DESIGN
Width
1
2
3
4
x Position
0.975
0.95
0.925
Scaling
0.01
0.01
0.01
Stepsize
0.0001
0.0001
0.0001
Surface
Lower
Lower
Lower
3.50
3.50
0.90
0.85
0.01
0.01
0.0001
0.0001
Lower
Lower
4.00
4.00
4.00
4.00
0.80
0.75
0.70
0.65
0.01
0.01
0.01
0.01
0.0001
0.0001
0.0001
0.0001
Lower
Lower
Lower
Lower
4.50
4.50
4.50
0.60
0.55
0.50
0.01
0.01
0.01
0.0001
0.0001
0.0001
Lower
Lower
Lower
4.50
4.50
0.45
0.40
0.01
0.01
0.0001
0.0001
Lower
Lower
4.00
4.00
0.35
0.30
0.01
0.01
0.0001
0.0001
Lower
Lower
4.00
3.50
3.50
0.25
0.20
0.15
0.01
0.01
0.01
0.0001
0.0001
0.0001
Lower
Lower
Lower
4.00
4.00
0.125
0.10
0.01
0.01
0.0001
0.0001
Lower
Lower
4.00
4.00
0.075
0.05
0.01
0.01
0.0001
0.0001
Lower
Lower
4.00
4.00
0.025
0.0125
0.01
0.01
0.0001
0.0001
Lower
Lower
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
B.I:
VARIABLES
Exponent
3.50
3.50
3.50
5
6
7
Table
Design
Variable
Set
1: Lower
Surface
-- 1-25
Appendix
Design
Tables
Variable
Width
of Design
Exponent
26
27
28
Variables
x Position
211
Scaling
Stepsize
Surface
4.00
4.00
0.0125
0.025
0.01
0.01
0.0001
0.0001
Upper
Upper
4.00
4.00
0.05
0.075
0.01
0.01
0.0001
0.0001
Upper
Upper
4.00
4.00
0.10
0.125
0.01
0.01
0.0001
0.0001
Upper
Upper
34
35
3.50
3.50
4.00
4.00
0.15
0.20
0.25
0.30
0.01
0.01
0.01
0.01
0.0001
0.0001
0.0001
0.0001
Upper
Upper
Upper
Upper
36
37
4.00
4.50
0.35
0.40
0.01
0.01
0.0001
0.0001
Upper
Upper
38
39
4O
4.50
4.50
0.45
0.50
0.01
0.01
0.0001
0.0001
Upper
Upper
41
42
4.50
4.50
4.00
0.55
0.60
0.65
0.01
0.01
0.01
0.0001
0.0001
0.0001
Upper
Upper
Upper
43
44
4.00
4.00
0.70
0.75
0.01
0.01
0.0001
0.0001
Upper
Upper
45
46
47
4.00
3.50
3.50
0.80
0.85
0.90
0.01
0.01
0.01
0.0001
0.0001
0.0001
Upper
Upper
Upper
48
49
5O
3.50
3.50
0.925
0.95
0.01
0.01
0.0001
0.0001
Upper
Upper
3.50
0.975
0.01
0.0001
Upper
29
30
31
32
33
Table
B.2:
Design
Variable
Set
1: Upper
Surface
-- 26-50
Appendix
Design
Tables
Variable
Width
of Design
Variables
212
Exponent
3.50
x Position
0.975
Scaling
0.01
Stepsize
0.0001
Surface
Lower
3.50
3.50
3.50
0.95
0.925
0.90
0.01
0.01
0.01
0.0001
0.0001
0.0001
Lower
Lower
Lower
3.50
4.00
4.00
0.85
0.80
0.75
0.01
0.01
0.01
0.0001
0.0001
0.0001
Lower
Lower
Lower
4.00
4.00
4.50
0.70
0.65
0.60
0.01
0.01
0.01
0.0001
0.0001
0.0001
Lower
Lower
Lower
4.50
4.50
0.55
0.50
0.01
0.01
0.0001
0.0001
Lower
Lower
13
14
15
16
4.50
4.50
4.00
4.00
0.45
0.40
0.35
0.30
0.01
0.01
0.01
0.01
0.0001
0.0001
0.0001
0.0001
Lower
Lower
Lower
Lower
17
18
4.00
4.00
0.25
0.225
0.01
0.01
0.0001
0.0001
Lower
Lower
19
4.00
4.00
0.20
0.175
0.01
0.01
0.0001
0.0001
Lower
Lower
4.00
4.00
4.00
4.00
0.15
0.125
0.10
0.075
0.01
0.01
0.01
0.01
0.0001
0.0001
0.0001
0.0001
Lower
Lower
Lower
Lower
25
4.00
0.05
0.01
0.0001
Lower
26
27
4.00
4.00
0.025
0.0125
0.01
0.01
0.0001
0.0001
Lower
Lower
1
2
3
4
5
6
7
8
9
10
11
12
20
21
22
23
24
Table
B.3:
Design
Variable
Set 2: Lower
Surface
-- 1-25
Appendix
Design
Tables
Variable
Width
of Design
Exponent
Variables
x Position
213
Scaling
Stepsize
Surface
28
29
3O
4.00
4.00
4.00
0.0125
0.025
0.05
0.01
0.01
0.01
0.0001
0.0001
0.0001
Upper
Upper
Upper
31
32
33
4.00
4.00
0.075
0.10
0.01
0.01
0.0001
0.0001
Upper
Upper
4.00
4.00
0.125
0.15
0.01
0.01
0.0001
0.0001
Upper
Upper
4.00
4.00
4.00
4.00
0.175
0.20
0.225
0.25
0.01
0.01
0.01
0.01
0.0001
0.0001
0.0001
0.0001
Upper
Upper
Upper
Upper
4.00
4.00
0.30
0.35
0.01
0.01
0.0001
0.0001
Upper
Upper
4.50
4.50
0.40
0.45
0.01
0.01
0.0001
0.0001
Upper
Upper
4.50
4.50
4.50
0.50
0.55
0.60
0.01
0.01
0.01
0.0001
0.0001
0.0001
Upper
Upper
Upper
4.00
4.00
0.65
0.70
0.01
0.01
0.0001
0.0001
Upper
Upper
4.00
4.00
0.75
0.80
0.01
0.01
0.0001
0.0001
Upper
Upper
52
3.50
3.50
3.50
0.85
0.90
0.925
0.01
0.01
0.01
0.0001
0.0001
0.0001
Upper
Upper
Upper
53
54
3.50
3.50
0.95
0.975
0.01
0.01
0.0001
0.0001
Upper
Upper
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
5O
51
Table
B.4:
Design
Variable
Set 2: Upper
Surface
-- 26-50
Appendix
Design
Variable
Tables
Width
of Design
Variables
214
Exponent
3.50
x Position
0.10
Scaling
0.01
Stepsize
0.0001
Upper
and
Surface
Lower
2
3
3.50
4.00
0.20
0.30
0.01
0.01
0.0001
0.0001
Upper
Upper
and
and
Lower
Lower
4
5
6
7
4.00
4.50
4.50
4.50
0.35
0.40
0.45
0.50
0.01
0.01
0.01
0.01
0.0001
0.0001
0.0001
0.0001
Upper
Upper
Upper
Upper
and
and
and
and
Lower
Lower
Lower
Lower
4.50
4.50
0.55
0.60
0.01
0.01
0.0001
0.0001
Upper
Upper
and
and
Lower
Lower
4.00
4.00
0.65
0.70
0.01
0.01
0.0001
0.0001
Upper
Upper
and
and
Lower
Lower
4.00
4.00
3.50
3.50
0.75
0.80
0.85
0.90
0.01
0.01
0.01
0.01
0.0001
0.0001
0.0001
0.0001
Upper
Upper
Upper
Upper
and
and
and
and
Lower
Lower
Lower
Lower
3.50
0.925
0.01
0.0001
Upper
and
Lower
3.50
3.50
0.95
0.975
0.01
0.01
0.0001
0.0001
Upper
Upper
and
and
Lower
Lower
9
10
11
12
13
14
15
16
17
18
Table
B.5:
Design
Variable
Set 3: Camber
-- 1-18
Appendix
Tables
Design
Variable
Width
Exponent
of Design
Variables
x Position
Scaling
215
Stepsize
Surface
1
2
3
4.00
4.00
4.00
0.05
0.10
0.125
0.01
0.01
0.01
0.0001
0.0001
0.0001
Upper
Upper
Upper
and
and
and
Lower
Lower
Lower
4
5
6
4.00
4.00
4.00
0.15
0.175
0.20
0.01
0.01
0.01
0.0001
0.0001
0.0001
Upper
Upper
Upper
and
and
and
Lower
Lower
Lower
7
8
4.00
4.00
4.00
0.225
0.25
0.30
0.01
0.01
0.01
0.0001
0.0001
0.0001
Upper
Upper
Upper
and
and
and
Lower
Lower
Lower
4.00
4.50
4.50
0.35
0.40
0.45
0.01
0.01
0.01
0.0001
0.0001
0.0001
Upper
Upper
Upper
and
and
and
Lower
Lower
Lower
4.50
4.50
0.50
0.55
0.01
0.01
0.0001
0.0001
Upper
Upper
and
and
Lower
Lower
4.50
4.00
4.00
0.60
0.65
0.70
0.01
0.01
0.01
0.0001
0.0001
0.0001
Upper
Upper
Upper
and
and
and
Lower
Lower
Lower
4.00
4.00
0.75
0.80
0.01
0.01
0.0001
0.0001
Upper
Upper
and
and
Lower
Lower
20
21
3.50
3.50
0.85
0.90
0.01
0.01
0.0001
0.0001
Upper
Upper
and
and
Lower
Lower
22
23
3.50
3.50
0.925
0.95
0.01
0.01
0.0001
0.0001
Upper
Upper
and
and
Lower
Lower
24
3.50
0.975
0.01
0.0001
Upper
and
Lower
9
10
11
12
13
14
15
16
17
18
19
Table
B.6:
Design
Variable
Set 4: Camber
--
1-24
Appendix
Tables
Control
Point
216
y Position
0.00000000
0.00000000
0.01250000
0.05000000
0.00828974
0.02310806
0.03703213
Yes
Yes
Yes
0.10000000
0.15000000
0.04748770
0.05341722
Yes
Yes
0.20000000
0.30000000
0.05773245
0.06071101
Yes
Yes
0.40000000
0.50000000
0.60000000
0.70000000
0.05772764
0.05280310
0.04494146
0.03615675
Yes
Yes
Yes
Yes
0.80000000
0.85000000
0.02521739
0.01965614
Yes
Yes
15
16
0.90000000
0.95000000
0.01325599
0.00710581
Yes
Yes
17
18
0.97500000
1.00000000
0.00000000
0.00336899
0.00000000
0.00000000
Yes
No
No
0.00000000
0.01250000
0.05000000
-0.00828974
-0.02310806
-0.03703213
0.10000000
0.15000000
-0.04748770
-0.05341722
Yes
Yes
0.20000000-0.05773245
0.30000000
-0.06071101
0.40000000
-0.05772764
Yes
Yes
Yes
0.50000000
0.60000000
0.70000000
-0.05280310
-0.04494146
-0.03615675
Yes
Yes
Yes
0.80000000
0.85000000
0.90000000
-0.02521739
-0.01965614
-0.01325599
Yes
Yes
Yes
0.95000000
0.97500000
1.00000000
-0.00710581
-0.00336899
0.00000000
Yes
Yes
No
2
3
4
5
6
7
8
9
10
11
12
13
14
19
20
21
22
23
24
25
26
27
28
29
3O
31
32
33
34
35
36
B.7:
Variables
x Position
0.00000000
Table
of Design
Design
Variable
Set 5: Upper
Active
No
Equ_
and Lower
to point 2
Yes
Yes
Surfaces
--
1-36
217
Appendix
SECOND
Given
an operator
FORM
OF GREEN'S
THEOREM
of the form
L( ) = (Ci()_)_
operating
on a function
O, where
+ (C2(),,)
+ (C2()_),_
(:i-,a are frozen
+ (C:_(),,),_
coefficients,
the integral
over a domain
D,
D (_',L@) d_dTl,
where
t', is another
function,
OD is on the boundaries
the
of the
aid of integration
Thus,
by subtracting
may
be written
domain
after
involving
integration
_ and
by parts
71. Similarly
as
we can write
with
by parts,
one relation
f[9 (_',L(g,)-OL(_',))d,d,]
from
the other,
it is possible
+ f,D (_',C14,, + Y,C20,,)d,]
--
f)D
(_PCl_ '',
q-4_.2
+ f,D
_",_)d,/-/,,
to develop
the
identity
(_"'C2(P' + _'C:'_9")d'
(--2_,',,+ .:, _,,,,),t_.
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NASA-CR-201066

Davis CA 95616, April 1996.

The Research Institute of Advanced Computer Science is operated by Universities

Work reported herein was sponsored by NASA

and the Universities

for flow analysis

Two new aerodynamic

Control Theory Approach

The Euler Equations

of the cost function

for the inverse

for the Euler Equations

accountsand provided me with a conduciveand supportive researchenvironment at

not only gave

I also owe deep

Ray for all these

to him not only for accepting

also for his continual

Mesh for the Potential

used for the Potential

for the Euler Flow Equations

Set 2: Upper Surface

for the Euler

the flow domain

for the Euler

of the cost function

of the flow solutions

for the potential

for the variational

in the flow field

for the potential

for the potential

flow field variable

step size in the optimization

to c)o, al, _2 for the

for the rank

of the cost function

of the flow or adjoint

for 2nd and

This still allows

flow (<.2) then

and the potential

the two is in their

it does not allow

are only slightly

the two have

and how each

or one of the others

1.3. For flows

but not its production

from the maturation

[84, 85] to provide

of how lift was

[73], who first

[82, 88]. Both

the flow fields

not only to accurately

are now routinely

only CFD may

the CFD field,

for a two dimenmapping

for flow past

q may not be chosen

zero lift condition.