One-Shot Methods for Aerodynamic Shape Optimization Von der Fakult¨at fu¨r Mathematik, Informatik und Naturwissenschaften der RWTH Aachen University zur Erlangung des akademischen Grades eines Doktors der Naturwissenschaften genehmigte Dissertation vorgelegt von ¨ M.Sc. Emre Ozkaya aus Bornova, Tu¨rkei Berichter: Univ.-Prof. Dr.rer.nat. Nicolas Ralph Gauger Prof. Dr. Andreas Griewank Tag der mu¨ndlichen Pru¨fung: 11.08.2014 DieseDissertationistaufdenInternetseitenderHochschulbibliothekonlineverfu¨gbar Abstract This thesis is concerned with the aerodynamic shape optimization based on the one-shot strategy, which aims at performing an optimization simultaneously withthesimulationprocess. Combinedwiththeconsistentdiscreteadjointmethod based on Automatic Differentiation (AD), one-shot methods enable performing a shape optimization at a small multiple of the time required for a single flow sim- ulation. In the present work, we first investigate the preconditioning techniques and constructive conditions that are required to satisfy the contractivity of the coupled one-shot iterations. Further, an analysis concerning the quantification of theretardationrate, whichisanindicationofthecomputationalcostoftheoverall optimization compared to a single flow simulation, is presented. We also discuss the implementation aspects concerning the aerodynamic design and optimization chains, and present a review of the shape parameterization techniques commonly usedinaerodynamicshapeoptimization. Anassessmentofthemostcommonsensi- tivityevaluationmethodswithrespecttoaccuracy,computationalcostandrobust- ness is performed. Among all the methods, AD based consistent discrete adjoint method is the most robust and flexible method, which enables computing accurate sensitivity information at a fixed computation cost independent of the number of design parameters used in the optimization. The application of this strategy as well astheADtechniquestogenerate adjointsolversfrom thein-housestate equa- tion solvers are discussed in detail. Furthermore, advanced techniques to improve the computational performance are introduced. In the last section, first validation results obtained from the developed adjoint Euler and Navier-Stokes solvers are presented. The run-time and memory requirements of the adjoint solvers using different grid levels are provided to demonstrate the efficiency of the chosen ad- joint methodology. Then, optimization results that are obtained by applying the one-shotmethodtothreedifferentairfoiloptimizationscenariosarepresented. Fur- thermore,acomparisonbetweentheone-shotmethodandthenestedquasi-Newton method is performed using one of the test cases. The run-time measurements are presented to prove the efficiency of the one-shot method. 1 Zusammenfassung Die vorliegende Dissertation befasst sich mit der aerodynamischen Formopti- mierunganhanddesOne-Shot-Verfahrens,welchesbeiderDurchfu¨hrungdesSimu- lationsprozesses auf ein gleichzeitiges Erreichen der Optimalit¨atsbedingungen ab- zielt.KombiniertmitderdiskretenAdjungiertenmethodeerm¨oglichtdasOne-Shot- VerfahrendieDurchfu¨hrungeinerFormoptimierungmiteinemRechenaufwand,der nur ein kleines Vielfaches der Zeit fu¨r die einzelnen Str¨omungssimulation ben¨otigt. In der vorliegenden Arbeit werden zun¨achst Pr¨akonditionierungstechniken und Be- dingungen untersucht, die die Kontraktivit¨at der gekoppelten One-Shot Iteration sichern.EineAnalysezurQuantifizierungderVerz¨ogerungsrate,welchedieRechen- aufwandsteigerung der Gesamtoptimierung im Hinblick auf einzelne Simulationen misst,wirddargestellt.ImAnschlusswerdenimplementatorischeAspektederaero- dynamischen Entwurfs- und Optimierungskette und ein U¨berblick u¨ber allgemeine Parametrisierungstechniken geliefert. Verschiedene Methoden zur Berechnung der Sensitivit¨aten in Bezug auf Genauigkeit, Rechenaufwand und Robustheit werden untersuchtundbewertet.InsbesonderedieaufAutomatischemDifferenzieren(AD) basierende konsistente diskrete Adjungiertenmethode zeichnet sich durch Robust- heit und Flexibilit¨at aus und erm¨oglicht die exakte Berechnung der Sensitivit¨aten zu einem festen Rechenaufwand unabh¨angig von der Anzahl der Entwurfsparame- ter. Die Anwendung dieser Strategie sowie dafu¨r eingesetzte AD-Techniken werden im Detail diskutiert. Daru¨ber hinaus werden Strategien eingefu¨hrt und diskutiert, die die Laufzeit und den Speicherbedarf des adjungierten L¨osers reduzieren. Im letzten Teil der Arbeit werden zun¨achst Validierungsergebnisse der entwickelten adjungierten Euler und Navier-Stokes L¨oser vorgestellt. Laufzeit- und Speicherbe- darfmessungen fu¨r unterschiedliche Gitterstufen unterstreichen dabei die Effizienz der gew¨ahlten Methode. Anschließend werden Ergebnisse, die durch Anwendung des One-Shot-Verfahrens auf drei unterschiedliche Profiloptimierungsszenarien er- zielt wurden, vorgestellt. Eine Vergleichsstudie zwischen der One-Shot Methode undeinemklassischenQuasi-Newton-Verfahrenwirddurchgefu¨hrt,wobeiLaufzeit- messungen die Effizienz des One-Shot-Verfahrens nachweisen. 3 Contents Abstract 1 Zusammenfassung 3 Acknowledgements 7 Chapter 1. Introduction and outline 1 Chapter 2. Theoretical framework of the one-shot method 5 2.1. The generic optimization problem 6 2.2. The Lagrangian and the optimality conditions 7 2.3. Adjoint procedures 7 2.4. Transition from simulation to optimization 11 2.5. Contractivity of the single-step one-shot method 15 2.6. Contractivity of the multi-step one-shot method 24 2.7. Characterization of the bounded retardation rate 25 Chapter 3. Basic ingredients for aerodynamic shape optimization 37 3.1. Aerodynamic design and shape optimization chains 37 3.2. Shape parameterization techniques 40 3.3. Shape and grid deformation 46 3.4. Simulation tools 48 Chapter 4. Solution of Flow Equations 51 4.1. Density-based schemes 54 4.2. Pressure-based schemes 65 4.3. Turbulence modeling 73 Chapter 5. Sensitivity evaluation methods for gradient-based optimization 83 5.1. Finite difference method 84 5.2. Complex Taylor series expansion method 85 5.3. Linearization of the state equation 86 5.4. Adjoint methods 87 Chapter 6. Automatic differentiation 107 6.1. Forward mode 108 6.2. Computational complexities of the forward and reverse modes 120 6.3. AD Tools and implementation 125 6.4. Performance improvement techniques for the adjoint solvers 128 Chapter 7. Numerical results and discussion 139 7.1. The run-time and the memory requirements of the adjoint codes 139 5 6 CONTENTS 7.2. Airfoil optimization in inviscid transonic flow 141 7.3. Airfoil optimization in viscous laminar supersonic flow 152 7.4. Airfoil optimization in incompressible turbulent flow 156 Chapter 8. Conclusion and outlook 163 Bibliography 165 Acknowledgements I started this Ph.D. thesis in the Department of Mathematics in Humboldt University Berlin and finalized it in MathCCES, RWTH Aachen University. First of all I would like to thank Prof. Dr. Nicolas Gauger who supervised me during the thesis and enabled me to enjoy the great research atmosphere in these two distinguished institutes. It has been for me always a pleasant time in his research group. I am a lot indebted to Prof. Dr. Andreas Griewank for his invaluable contri- butions to my thesis work and for many other fruitful discussions. It was a great pleasure and honor for me to work with him. Special thanks to Dr. Anil Nemili and Dr. Adel Hamdi for their numerous suggestions for the thesis work, and most importantly for their company during all the years, which I enjoyed a lot. Also many thanks to Prof. Dr. Andrea Walther and Dr. Laurent Hasco¨et for theirfriendlysupport, especiallyforAutomaticDifferentiationtools. Theirhelpto me was of great value. I wish to thank Dr. Angelo Carnarius for his great support on the flow solver and interesting discussions about CFD. I really enjoyed the nice interdisciplinary collaboration with him. In addition, I am thankful to Stefanie Gu¨nther and Torsten Bosse for their help in correcting the thesis. I also thank all my ex-colleagues at the Humboldt UniversityaswellascolleaguesattheRWTHAachenUniversityforthegreattime. Finally, I would like to thank my family for their support and patience during all the years. Without them, completing this thesis would not have been possible. 7 CHAPTER 1 Introduction and outline In the last decades, Computational Fluid Dynamics (CFD) methods have be- come a standard tool in aerodynamic shape optimization. CFD tools, which had been initially used only for the performance evaluation of the final design, have now found a wide usage in the design process. In order to take advantage of the large amount of information provided by the high-fidelity physical models of fluid flow, it is desirable to give a high degree of freedom to the shape parameteriza- tion, which leads to a large number of design parameters. In fact, aerodynamic shape optimization has two clear trends: increasing number of design parameters and increasing complexity of the simulation tools. Therefore, one requires more sophisticated optimization and sensitivity evaluation methods to tackle with the large number of design parameters and high computational cost. Among the de- terministic optimization methods, gradient-based search methods are widely used as they require much less number of flow simulations compared to other methods. Forlarge-scaleaerodynamicshapeoptimizationusinggradient-basedmethods, efficient evaluation of the shape sensitivities is an important aspect. Among the varioussensitivityevaluationmethods,theadjointmethodisthemostefficientway of evaluating the gradient vector of a scalar objective function with respect to a large number of shape parameters. In contrast to finite difference or linearization methods, computational cost of the adjoint methods remains bounded irrespective of the number of shape parameters involved in the optimization. As the adjoint methods became rapidly popular, they have been utilized for diverse applications of shape optimization and flow control by various research groups. In general, these works were mainly based on the nested gradient-based searchalgorithmsforconstraintproblemssuchassequentialquadraticprogramming (SQP) or interior point methods, in which adjoint and state equations are solved with a good accuracy in each optimization cycle. As an alternative to the nested methods,theone-shotmethodwaspresentedinaworkbyTa’asan[Ta’91],inwhich he suggested updating design parameters in a multi-grid framework. His basic idea was to decouple the smooth low-frequency and local high-frequency shape deformations from each other, and apply these on the most suitable grid level. Kuruvila et al. [KTS95] applied this method successfully for the optimization of a NACA 0012 airfoil using potential flow equations. Later, Ta’asan [Ta’95] suggestedanimprovedmethod,inwhichthestateandadjointequationsaresolved inapseudo-timeembeddingwiththedesignequationbeingtreatedasanadditional boundarycondition. Incontrasttothepreviousmethod, the newmethoddoesnot require the multi-grid capability of flow solver. Iollo et al. [IKT96] have applied this method to the inverse design problems, in which a tracking type of objective functionsforpressuredistributionareoptimized. Hazraetal. [HSBG05]extended Ta’asan’s approach further and used simultaneous pseudo time-stepping, which is 1
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