Methodology for sensitivity analysis, approximate analysis, and design optimization in CFD for multidisciplinary applications

Fundamental equations of aerodynamic sensitivity analysis and approximate analysis for the two dimensional thin layer Navier-Stokes equations are reviewed, and special boundary condition considerations necessary to apply these equations to isolated lifting airfoils on 'C' and 'O' meshes are discussed in detail. An efficient strategy which is based on the finite element method and an elastic membrane representation of the computational domain is successfully tested, which circumvents the costly 'brute force' method of obtaining grid sensitivity derivatives, and is also useful in mesh regeneration. The issue of turbulence modeling is addressed in a preliminary study. Aerodynamic shape sensitivity derivatives are efficiently calculated, and their accuracy is validated on two viscous test problems, including: (1) internal flow through a double throat nozzle, and (2) external flow over a NACA 4-digit airfoil. An automated aerodynamic design optimization strategy is outlined which includes the use of a design optimization program, an aerodynamic flow analysis code, an aerodynamic sensitivity and approximate analysis code, and a mesh regeneration and grid sensitivity analysis code. Application of the optimization methodology to the two test problems in each case resulted in a new design having a significantly improved performance in the aerodynamic response of interest

Fluctuation-Response Relations for Multi-Time Correlations

We show that time-correlation functions of arbitrary order for any random variable in a statistical dynamical system can be calculated as higher-order response functions of the mean history of the variable. The response is to a ``control term'' added as a modification to the master equation for statistical distributions. The proof of the relations is based upon a variational characterization of the generating functional of the time-correlations. The same fluctuation-response relations are preserved within moment-closures for the statistical dynamical system, when these are constructed via the variational Rayleigh-Ritz procedure. For the 2-time correlations of the moment-variables themselves, the fluctuation-response relation is equivalent to an ``Onsager regression hypothesis'' for the small fluctuations. For correlations of higher-order, there is a new effect in addition to such linear propagation of fluctuations present instantaneously: the dynamical generation of correlations by nonlinear interaction of fluctuations. In general, we discuss some physical and mathematical aspects of the {\it Ans\"{a}tze} required for an accurate calculation of the time correlations. We also comment briefly upon the computational use of these relations, which is well-suited for automatic differentiation tools. An example will be given of a simple closure for turbulent energy decay, which illustrates the numerical application of the relations.Comment: 28 pages, 1 figure, submitted to Phys. Rev.

High-fidelity Multidisciplinary Sensitivity Analysis and Design Optimization for Rotorcraft Applications

A multidisciplinary sensitivity analysis of rotorcraft simulations involving tightly coupled high-fidelity computational fluid dynamics and comprehensive analysis solvers is presented and evaluated. A sensitivity-enabled fluid dynamics solver and a nonlinear flexible multibody dynamics solver are coupled to predict aerodynamic loads and structural responses of helicopter rotor blades. A discretely consistent adjoint-based sensitivity analysis available in the fluid dynamics solver provides sensitivities arising from unsteady turbulent flows and unstructured dynamic overset meshes, while a complex-variable approach is used to compute structural sensitivities with respect to aerodynamic loads. The multidisciplinary sensitivity analysis is conducted through integrating the sensitivity components from each discipline of the coupled system. Accuracy of the coupled system is validated by conducting simulations for a benchmark rotorcraft model and comparing solutions with established analyses and experimental data. Sensitivities of lift computed by the multidisciplinary sensitivity analysis are verified by comparison with the sensitivities obtained by complex-variable simulations. Finally the multidisciplinary sensitivity analysis is applied to a constrained gradient-based design optimization for a HART-II rotorcraft configuration

Monte Carlo evaluation of sensitivities in computational finance

In computational finance, Monte Carlo simulation is used to compute the correct prices for financial options. More important, however, is the ability to compute the so-called "Greeks'', the first and second order derivatives of the prices with respect to input parameters such as the current asset price, interest rate and level of volatility.\ud \ud This paper discusses the three main approaches to computing Greeks: finite difference, likelihood ratio method (LRM) and pathwise sensitivity calculation. The last of these has an adjoint implementation with a computational cost which is independent of the number of first derivatives to be calculated. We explain how the practical development of adjoint codes is greatly assisted by using Algorithmic Differentiation, and in particular discuss the performance achieved by the FADBAD++ software package which is based on templates and operator overloading within C++.\ud \ud The pathwise approach is not applicable when the financial payoff function is not differentiable, and even when the payoff is differentiable, the use of scripting in real-world implementations means it can be very difficult in practice to evaluate the derivative of very complex financial products. A new idea is presented to address these limitations by combining the adjoint pathwise approach for the stochastic path evolution with LRM for the payoff evaluation

The prospect of using LES and DES in engineering design, and the research required to get there

In this paper we try to look into the future to divine how large eddy and detached eddy simulations (LES and DES, respectively) will be used in the engineering design process about 20-30 years from now. Some key challenges specific to the engineering design process are identified, and some of the critical outstanding problems and promising research directions are discussed.Comment: accepted for publication in the Royal Society Philosophical Transactions

Automatic Differentiation Adjoint of the Reynolds-Averaged Navier-Stokes Equations with a Turbulence Model

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/106452/1/AIAA2013-2581.pd