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SOLUTION OF A FEW NONLINEAR PROBLEMS IN AERODYNAMICS BY THE FINITE ELEMENTS AND FUNNCTIONAL LEAST SQUARES METHODS Jacques Periaux

Translation of "Resolution de quelques problemes non lineaires en aerodynamique par des methodes d'elements finis et le moindres carres € fonctionnels, It Doctoral Dissertation, University of Paris, June 19, 19%9, 280 pages

(NASA-TM-75732) OF A FEW NONLINEAR N80-17990 PROBLEMS IN AERODYNAMICS BY THE FINIT ELEMENTS AND FUNCTIONAL LEAST SQUARES METHODS Ph.D. Thesis - Paris (National Unclas Aeronautics and Space Adainistration) 278 p G3/02 47187

^ "0 I

NATIONAL AI.AZO.NAUTTCS AND SPAC!; ELI MINI ''."_1ATION

WASHT\GTO\, D.C. 20546 DECEMBER 1979

AIL- ;; ACKNOWLEDGMENTS a

This thesis is the result of two years of applied research un- der the direction of Professor R. GLOWINSKI and is the fruit of a research collaboration between the LABORIA/IRIA and the AMD/BA in- dustries.

I should like to thank Professor J.L. LIONS whose instruction made it possible to undertake this research.

I am deeply indebted to Professor R. GLOWINSKI who directed and encouraged this research, and who gave me the honor of presiding over the examining committee.

I should like to acknowledge my deepest gratitude to MR. 0. PIRONNEAU, who together with MR. GLOWIN 1"KIq originated the optimal control methods presented, and who lavished me with advice and en- couragement throughout this research.

I thank Professor P.A. r.AVIART for giving me the honor of being a member of the examining committee.

Special thanks to Mr. P. BOHN t director of the Advanced Studies Division (Division des Etudes Avancees), and to Mr. P. PERRIERv Chief of the Department of Aerodynamic Theory (Departement d'Aerody- namique Theorique)p and to the AAiD/BA for participating on the exam- ining commitee and for their knowledge of numerical methods and of powerful computer centers which was shared with me.

I should like to acknowledge other debts: the discussions with Mr. PERRIER and his helpful suggestions in tiie field of Fluid Mech- anics, and the discussions with Mrs. M.O. BRISTEAli du LAPORIA and Mr Mr. Be MANTEL and Mr. G. POIRIER from AMD/BA. I should also like to thank them for their friendly collaboration throughout this study.

My thanks go also to Mrs. F. WEBER and Mr. HUBERT for the care- ful typing and drawings of this document.

Finally, this thesis is dedicated to my wife and to the memory of her father.

^,. Ntimbera in the margin indicate pagination in the foreign text.

'-"'c CEMVG P AGE 81 AIIK Nor F'LME.

SUMMARY L The objective of this study is to provide the numerical sim- ulation of the transsonic flows of idealized fluids and of incom- pressible viscous fluids, by the non linear least squares methods of R. GLOWINSKI and 0. PIRONNEAU. The complexity o: the geometries studied in industrial aerodynamics explains the preference given to the finite elements for the approximation of the equations. Chapters 1, 2, 3 9 4 describe the non linear equations, the boundary conditions and the various constraints controlling the two types of flow. The standard iterative methods for solving a quasi elliptical non linear equation with partial derivatives (E.D. P.) are briefly reviewed in Chapter 5 with emphasis placed on two examples ; the fixed point method applied to the Gelder functional in the case of compressible subsonic flows and the Newton method used in the technique of decomposition of the lifting potential.

Chapter 6 presents the new abstract least squares method. It consists of substituting the non linear equation by a problem of minimization in a H- 1 type Sobolev functional space, which is itself equivalent to an optimal control problem and solved by a conjugate gradient algorithm with metric H l . The application of this method- ology to transsonic equations is presented in Chapter 7. We show how to include within the optimal control formulation two con- straints of aerodynamics: the condition of entropy, on the one hand, treated either by penalization or by artificial viscosity, and the Joukowski condition, on the other hand, taken into account by a fix- ed point method on circulation.

The Navi.er-Stokes equations are reduced to a problem of minimi- zation in 11- 1 in the same manner in Chap ter 8. Accordingly, we show that the state systems of the mixed optimal control problem are generalized Stokes problems in steady and unsteady cases, after quantification in time with the use of implicit Crank-Nicholson (for example) type schemes. To solve them, a mixed formulation proposed '_^y GLOWINSKI-PIRONNEAU and 'cased on certain decomposition properties of the biharmonic operator, is used. The Stokes algo- L"' rithm is substitued by a sequence of Dirichlet problems coupled with an integral equationE conditioned on the trace, defined on the boundary of the domain occupied by the fluid.

Chapters 9 and 10 are devoted to the approximation of a. trans- sonic and Navier-Stokes optimal control formulation by PIc Lagrange conform Finite elements, with de,-roe k=1 or 2. The numeric<<1 imple- mentation of the conjugate Gradient algorithms is developed and presented in the form of flow charts. The numerical implementa- tion cf the Stokes algorithm (LI ) is described and the choice of a uirect (Cho.loshi) or iterative ^prccondi.tioned conjugate jradient moUjod for solvi iii; it is discus-sod. `i`he large at:nounts of computations, clue to complox trill i;nci;- sional confi;-urations (:1.1celle t vehicle, air-inlet, ..irplr^nc^^, storey in the main core of the computor, require an incomplete Choleski factorization of the discrete Dirichlet matrices shown on the inside of the control. loop, The use of auxAliary operators LLt in the solution of an optimal control problem is presented in Chapter 11 through comparisons of rosearch results of J.A. MEIJ- ERFINK-M.A. VAN DER VORST and 0. AXELSS0N.

The numerical experiments are described in Chapter 12. The transsonic calculations obtained from the finite elements-optimal control codes are compared with those obtained from the finite differences codes of A. JAMESON on a NACA 0012 airfoil and a Kern airfoil.

More complex transsonic configurations of industrial aerody- namics such as multi-bodies or air inlets u,e analyzed.

The feasibility of optimal control conjugate gradient algo- rithms is verified on bi and tridimensional Navier-Stokes calcu- lations requiring considerable data processing resources (memory and CPUJ. Separated flows around/in an air inlet and around an swept-back wing with high incidence, are simulated numerically by following at various time cycles the evolution of the field of velocities, the field of , the streamlines and the vorti- city.

Finally, the last paragraph of Chapter 1 2 is devoted to the data processing efficiency of the auxiliary, operators. It shows, through examples taken from the two flow families, how it is pos- sible, by using preconditioned optimal control algorithms, to cal- culate entirely in the main core of the computer, with small per- centages of Dirichlet matrices A d/170 (5`d<20) without reducing the convergence velocity of the algorithm. TABLE OF CONTENT'S

Pnges 0. INTRODUCTIO N 0.1 Applications of non linear aerodynamics to the aero- nautics industry 0.2 Difficulties rolating to industrial configurations 1 1. FEASIBLE MODELING OF AN INCOMPRESSIBLE IDEALIZED FLUID 2 FLOW 1.1 Non lifting case 2 1.2 Lifting case 5

2. FEASIBLE MODELING OF A SUBSONIC COMPRESSIBLE IDEALIZED FLUID FLOW 8 2.1 Non lifting case g 2.2 Lifting case U

3. MODI~i_TNG nF ruF. PQ rr%TTTAT Cn1=rr , FjnW rgn*kLe rnM= FAESSIBLE IDEALIZED FLUID 9 3.1 Equations 9 3.2 The condition of entropy formulated as a constraint 11 3.3 The condition of entropy formulated by artificial viscosity 13 3.4 Lifting case 14 4. MODELING VELOCITY-PRESSURE OF AN UNSTEADY INCOMPRESSIBLE VISCUOUS FLUID FLOW Navier-Stokes 14 5. STANDARD ITERATIVE METHODS FOR SOLVING QUASI ELLIPTICAL NO1\ ELLIPTICAL E„D.P. lE 5.1 The model problem 16 5.2 The fixed point methods (Gelder all;orithm) or qunsi- linearization 16 5.3 Newton methods 20 5.3.1. Lifting incompressible fluid i_ow around a body 20 5.3.2. Expansion of a lifting subsonic compressible fluid flow around a multibody by the technique of decomposition. ^4 5.4 The pseudo-unstead y methods(Arrow-Hurwicr algorithm) ;,^; ti. 1'1311 F'1 1 NCT1- 0%,A1_ I. IIAST SgUARES METHODS 21cl 6.1 Relationships between a toast sgtttres method and att optimal control problvm The least 5quart•s method in .1 p;articular fitnetiollal space: 11 -1 '}U 0.1 Iterative saltation of .111 optimal control problor» 1)N • is con jilgate 1-radj olit all-ori than ;,' tt

7• THE LEAST SQUARES METHOD IN H -1 APPLIED TO TRANSSONIC FLOWS 34 Z 7.1. The subsonic non lifting case 34 7.2. The transsonic non lifting case 34 7.3. The transsonic lifting case 35 7.4. Conjugate gradient solution of the transsonic problem 39 8. THE LEAST SQUARES METHOD IN H -1 APPLIED TO THE NAVIER-STOKES 41 EQUATION=

8.1. The steady case 41 8.1.1. Functional least squares method of steady N.S. 41 equations 80.20 Conjugate gradient solution of steady N.S. equa-42 tions 8.2. The unsteady case 8.2.1. Formulation of the Naviei-Stokes unsteady pro- 45 blem 45 8.2.2. Quantification in time 45 F.2.2.1. Semi-implicit scheme 46 8.2.2.2. Implicit scheme 8.2.3. Functional least squares method of unsteady N.S.47 equations 8.2.4. Conjugate gradient solution of unsteady N.S. equations 47 8 9 3. A rapid Stokes algorithm (continuous case) 49 8.3.1. Summary 49 8.3.29 Principle of the mathod 49 8.3.3. Functional support of the method 50 8.3.4. Mixed variational formulation of the Stokes algo- rithm ( u,^) • 52 9. APPROXIMATION OF TRANSSONIC FLOWS BY THE CONGRUENT FINITE ELEMENT METHOD

9.1, Summary 53 9.2. Hidimensional flows 53 9.2.1. Case of non lifting profiles (airfoil sections) 53 9.2.1.1. Approximation of the space V 54 9.2.1.2. Approximation of the state equation 54 9.2.1.3. Approximation of the cost function and of the penalization functional 55 9.2.1.4. Approximation of the J gradient 60 9.2.2. Case of lifting profiles (airfoil sect ons) 61 9.2.2.1. Approximation of spaces V. V tp C 61 9.2.2.2. Approximation of the state euation 62 9.2.2.3. Approximation of the Joukowski condition 63 9.3. Tridimensional flows. 63 10. MIXED APPROXIMATION OF THE' AAVIER-STOKES EQUATIONS BY TIIE CO - GRUENT FINITE ELI: PA PS METI101ll 65 10.1. Summary 65 10.2. Approximation of functional spaces VzWz 65" 10.3. Combined approximation of steady Navier-Stokes equations 66 10.4. Combined approximation of unsteady Navier-Stokes equations 67 10.4.1 Semi-implicit scheme 67 10.4.2 Implicit scheme 67 10.5. Least squares solution of discrete unsteady N.S. equations 68 L 10.591. Mixed formulation of the problem Ph I 68 10.5.2. Least s ,juares formulation of the problem Ph 6868 10.5.3. Calculation of the gradient JA 69 10.5.4. Conjugate gradient solution of the problem min J (v,^ ) 70 10.6. The discrete Stokes algorithm 71 10.6.1. Introduction (vh'0h^EZh h♦ 71 10.6.2. Characterization of the solution ( uh , *h , ph) 73 10.6.3. The space 97th. 74 10.6.4. Converting the problem Sa h into a variational problem (Eh) on74 1096.5. Solution of the problem ( Eh) 77 10.6.5.1. Summary 77 10.6.5.2. Solution of(E h ) by a direst method 77 10.6.5.3. Solution of (Eh by a conjugate gradient method 80 10.6.5.4, Preconditioning Sh of the conjugate gra- dient algorithm 83

11. ON METHODS OF INCOMPLETE FACTORIZATIONS 86 11.1. Summary 86 11.2. Auxiliary operator of a modle development problem 86 11.3. Auxiliary metric combined with a functional least squares method 90 11.4. Construction of the auxiliary operator p (metric reap. B) 91 11.5. Applications of incomplete factorizations to transr;onic flows and the Navier-Stokes equations 95

12, NUMERICAL EXPERIENCES 188 12.1. Data processing aspects 100 12.2.0. Characteristics of a transsonic calculation 101 12.2.1. The converging-diverging 2-D pipe comparisons P1/2 with and without condition of entropy 104 12.2.2. The circle 104 12.2.3. The NACA 0012 profile comparisons (E.F.Pl/E FP2) (I,.FP1/' DF Jameson) 110 12.2.3.1. The non lifting case (without Joukowski condition) (m.--8 ; i =0) ; (iI = . 8 5 ; i-0) 110 12.2.3.2. The liftin!- case kjaakowski'0 corditiu,:j (Mm=.78 ; i=l °) ( .6 ; i=6°) 120 12.2.4. The Korn profile (M6- .75 ; i=0°) (ATRfoil Section) Comparisons (EF/DF Jameson) 135 12.2.5. The multibody (NOZZLE + PROFILE) Compar- 142 isons (EFP1/EFP2) 12.2.6. The multibody (PROFILE + PROFILE) BI-NACA 0012 142 Internal-external flow 12.2.7. The 3-D converging-diverging pipe 153 12,2,8. An industrial configurations 3-D air inlet 167 12.3. Calculations of separated unsteady Navier- Stakes flows 167 12.3.0. Characteristics of a Navier-Stokes calculation 167 12.3.1. The 2-D test cavity. Verification of the con- vergence of schemes 0(ha ) of approximations (P1P1 iso P2 a-1 and (P1/P2) 0,,.2 in the Stokes case 171 12.3.2. The 2-D conduit with sudden enlargmentg compari- sons (EF/DF Hutton) 177 12.30. The alternating eddies behind the circle. 1?7 12.3.4. The emission of eddies at the extrados of a sect- ion (profile) in incidence 184 12.3.5. The 2-D air inlet in incidence 184 12.3.5.1. The Stokes flow (Taylor-Hood element(U90) by a conjugate gradient algorithm on the pressure trace 184 12.3.5.2, Zne Stokes flow (Gluwinski-Pironneau ele- ment (u,t) by a conjugate gradient algo- rithm on the pressure trace 197 12 .3.5.3. Comparisons (P1P1 iso P2) (Pl/P2) at var- ious time cycles (i=30 0 ; Re = 50.100) 206 12.3.5,4. The industrial configuration i = 40 0 ; Re= 250) 223 12.3.6. The 3-D test sphere s Visualization of the se- parated zone 233 12.3.7. An industrial configuration s the idealized ar- row-like wing (i=30 0 ; Re = 200) 233 12.3.7.1. Development of the separated zone through time 236 12.3.7.2. Visualization of vorticity tube lines or- iginating from a separated zone 236 12.4. Efficiency of the computations for functional least squares algorithms using operators or auxiliary metrics240 12.4.0. Characteristics of a preconditioned algorithm 240 12.40. Operators and auxiliary metrics in transonic 241 12.4.1.1, 2-D Laplac3.ens preconditioned by • Ut 241 12.4.1.2. 3-D Laplacien preconditioned by Ht 241 12.4.1.3. The 2-D transonic optimal control with metric H1 and auxiliary operator Ht 242 12.4.1.4. 2-D transonic optimal control. with aux- iliary metric LLt 242 12.4.1.5. 3-D optimal control with metric transonic Hl and auxiliary operator LLt 243 12.4.1.6. 3-D optimal with auxiliary metric transonic li l LI,t 243 12.4.2. Navier Stokes case around/in an air inlet (2-D) and around a wing (3-D) 253 12.4.2.1. Stokes algorithms (T-H) and (G-P) 253 12.4.2.1.1 0 Preconditioning LL'- t of Laplacien 253 12.4.2.1.2. Preconditioni^g ygt of the pres- sure trace 253 12.4.2.2. Optimal control (2-D) ( 3-D) Navier Stokes metric Hl - auxiliary operators 260 LL t , SSt

13. CONC;FUSION 263

14. BIBLIOGRAPHY 265 SOLUTION OF A FEW NON LINEAR PROBLEMS IN AERODYNAMICS BY THE FINITE ELEMENTS AND FUNCTIONAL LEAST SQUARES METHODS

Jacques Periaux Pierre and Marie Curie University

0, INTRODUCTION

0.1. APPLICATIONS OF NON LINEAR AERODYNAMICS TO THE AERONAUTICS rINDUSTRY The calculation of pressures in aeronautics plays an essential role in the optimization of aerodynamic shapes. The appearance of more and more powerful computers, over the past decade, both with respect to calculation speed and to memory capacity, has made it possible for the aviator to simulate numerically flows which ap- proximate more and more the Flight conditions. To accomplish this it was necessary to define theoretically and numerically two fam- ilies of non linear equations : irrotational compressible idealized fluida, on the one hand, in order to study the transonic domain of the airplane, and incompressible viscuous fluida, on the other hand, modeled by the Navier-Stokes equations to provide a robust tool re- quired for the study of separated laminar flows in a first phase, then of turbulent flows in a second phase.

The domaines occupied by the fluid are bi and tridimensional. They belong either to external aerodynamics when relating to air- foils (P) or to wings , or to internal aerod amics when rela- ting to pipes (T), cavities (CA) or conduits (C . Finally, air in- lets belong to a third category : mixed aerodynamics. The common denominator of these domaines is the complexity of the boundaries (one region surrounding a multibody, orone3 U air inle-t composed of extremely complicated geometries, making it difficult: to reduce it by conform conversion to a standard rectangular (or cubical) do- main 0. Furthermore, the final selection of the physical space as calculation domain was subjected to a numerical method by taking into account the boundary conditions with fine accuracy : THE FINITE ELEMENTS.

0.2. Difficulties with respect to industrial configurations

The numerical analysis of flows around industrial obstacles points up 3 types of difficulties t

1 - geometric_ difficulties: the configurations studied are extremely complex and require a delicate collection of data (descr- iption of a 2-D multi-body, or a wing + fuselage + air inlet + em- pennage type airplane configuration).

2 - theoretical difficulties : the equations to be solved are non linear and their may be composed of discontinuities, furthermore, the following constraints must be satisfied simultan- eously :

i .constraint of aerodynamic reaction or Joukowski condition for perfect fluids, .constraint of physical shock or condition of entropy for transonic perfect fluids, .constraint of incomp:essiblity for viscuous fluids.

3 - numerical difficulties s the volume of tridimensional calcu- lations (several thousands of unknowns) make it necessary to use al- gorithms which are both raid for convergence and robust for stabil- ity.

Figure 1 summarizes the situation in industry and describes the solution selected.

1. - FEASIBLE MODELING OF AN INCOMPRESSIBLE IDEALIZED FLOW

1.1. 2-D Non Lifting Cam

If S2 and r designate respectively the domain and boundary. of the region occupied by the fluids as the latter is incompres- sible and irrotational, it obeys the following equations and boun- dary conditions (1)

Q• u • 0 ; u continuous

whereq in (1), u designates the fluid velocity and g the normal component of velocity on r; on r boundary sufficiently removed from the obstacle to ensure that the latter does not perturb the flow, $ 'r• ' .n where *.is the external standard of the domains whereas on wall of the obstacle (P) g=0 and + + 0 means then that the F u'n fluid slides over the wall.

--A a` O N 9 O O ^ ^ 4 WU s^ 4 L c7 a H ap O to ^ Zti U O^ m V RL ►^ E c9 H W o '^ a H Uz IL H 4u i.i 510 W OOH \ °'/ U>H . 1 1 A ^ A ^a z 99

U, V

.r py NF M z w0

OZ W .ftd 411d

O a w .^t ^ a a V O W W Hz Nz h. N a a = w z z oa z0 z0 ^,a wz 1 i cr , Ac U L O 1 4 U

z OF POOR QUA MY E T The irrotational condition is expressed in a standard manner by the existence of a velocity potential 0 such that - x L' a

It is therefore possible to reformulate (1) as a problem with elliptical type linear boundaries (figure 3)

AO - 0 (2) ao

tj 1as continuous

U continuous Figure 2

^i }

Notes As the boundary conditions are the Neumann type, it is pra- ctical to determine the potential at a defined point of the trail- ing edge 0 ' 0 (8F ) _'l

1.2. Liftin& Caser 2-D An obstacle brought to light and the boundary of which may not be differentiated ( point of reflection) can lift.

The♦ l;. ft (C Z ) is introduced artificially by the Joukowski con- dition uBF 0 (refer to GERMAIN (1)). In this case, (1) should be added to an additional scalar equation at the trailing edge

J(u) 0 (BF)

This constraint makes it possible for a circulation % to be in- duced around the obstacle, depending on the velocity at infinity and the shape of the body.

A feasible modeling of the Joukowski condition imposes the equality of the pressures on both sides of the singular geometrical point (weakening of the condition u=0 which is impossible to cal- culate numerically). By applying the law of Bernouilli

p = f(`u1 2) 1 -.-z'22 the condition of Joukowski is written UW1 .

BF BF

If (3) is added to (2), then a cut should be made ( C) origina- ting at the trailing edge (BF) up to infinity ra, (Figure 3) : iportant Note : On figure 2 the second stop-point is not located at the trail- edge : the fluid by- 4 C+ p;.-.es the obstacle, where- BF- - as i figure 3, the condi- ti.i. of Joukowski necessi- tates that the fluid does onot by - pass the obstacle.

On the other bend, if by starting at a _nnin_t P+ a C+ the ob- stacle is by-passed and we return to point p e C which io geome- trically mixed, then we have the relationship (4)

(G} Q (P+) , ^(P-)+z , V P E (C)

where Z desi-nates the unkown circulation. Taking ( 3) and ( 4) into account, the formulation of the lifting problem analogous to (2) is written

(5.1) 0 (f2) ^ discontinuous (3.2) 0-+m+ - 1 (C)

(5.3) ^70 2 - ^V4^ 2 (BF) u continuous (5) (5.4) an - g ( r) r - rp u rm (5.5) 0 - 0 (BF)

It may be noted that the non linearity cf (5) is due to the Jouk- owski condition and that the solution of the problem (5) is the couple where 0 is a function and Z i s scalar. In the tridimensional lifting case, a. discontinuous shoot (ND) should be introduced at the beginning of the trailing edge line, fol- lowing the bisecting plane up to boundary ra, and generated by the var- iations of the circulation in enlargement .(Figure 4). N • ND u (ND) . .l- 1 N LBF - I (BF) j-1 ,

r..U o.

Figure 4

The c.oilin(; of this shoot for reasons of calculation time is left out and the formulation of tho 3-D problem analogous to (5) is expressed t discontinuous on (STD) lul continuous 66 • 0 M i

4+ (Pj ) (P j)+ R (Yj ) V P E (ND)^ (6) + - I 7m(Q )1 2 • 1 00(Q ) 1 2 K Qj a (LBF)

• a cr)

It may be noted that the solution of problem (6) is the couple jLjt where is a function and R is a function of the erlargment. Finallyq the formulation (5) is generalized in the case of a liftin- flow around a multi- boc (tiC t by introducing K C, cuts originating at the trail- ing edges of the K-bodies up to cl) infinity r as is shown on fig- 8F (Cl ure 5 (Example' of a hyper lift.- 8fs ing (leading edge + pri- erg ^^ P, P) many + flap)) .

Figure

The problem at the boundaries to be solved is then:

Find ^ & t - (z1 .42.123 s, , ..) solution of

0 + discontinuousIul continuous (541 d( P ) =^(P )+^ i is p E C 1 i•1,2^3,... V + 2 I^ 2 4(Q )1 V Q 170(Q- )^ E (BF)i i=1.2.3....

an (:') 2. - FEASIBLE MODELING OF A SUBSONIC COMPRESSIBLE IDEALIZED FLUID 2.1. 2-D Non Lifting Case As the flow is assumed to be irrotational, the compressibility model is the isentropic type (refer to LANDAU -LIPSCHITZ ( 2) and the flow is controlled by the equation and the boundary conditions (7)

V-pu - 0 ; u continuous

P ' Po 0 ' Y 1 ) (n) * (7) VAu - 0

pu-n ' g (r)

where p designates the fluid density Y'the ratio of specific heats (yul -4 in the atmosphere) C* the critical velocity so that if we set

Po' 1 ; k.' Y1 12 ; a - Yi; C* then the law of compressibility is written

P - (1-klu,2)a

If we introduce the velocity potential 0 by using Vnu - 0, it is possible to reformulate (7 as a quasi - elliptical type NON LIN- EAR boundary problem (8)

4. 4- (8.1) V-P0o 0 ; - u - * *continuous

(8.2) P = (l-kl Vol 2) a R (^) (8.3) P ao ° 8 (r1) a (8.4) oi r 0 (r2) r r u r2 2 In the compressible case, it is interesting to add the local Mach number given by

-► 2 2 2 [ M Y+1 120 Y=! 2 ] . 1- Y+, I ob1 .J

Furthermore, in the sub` sonic case, we have at every point of the fluid occupying the domain, the relationship M2<1.

2 9 2. 2-D Lifting Case 11 Extension to the compressible lifting case does not present anv particular problem with respect to the incompressible fluid. The for- mulation is given directly by

(P discontinuous .., continuous P s (1-k1^^12)a 02) + (10) +R (0) 2 i cm+i -12 (BF) MODELING OF THE POTENTIAL TRANSONIC FLOW FROM A COMPRESSIBLE IDEALIZED FLUID 3.1. Equations A characteristic of transonic flows is in the presence of shocks. The condition of irrotation necessitates that their intensity is smalls M2<1.5 where M is given by (9). If the local Mach variation is observed in a transonic case, it may be seen that there are what is called supersonic zones where the local Mach is higher than 1 (M > 1 ) and -sub s soni_ zones where the local Mach is less than 1 (M < 1) . - Example : flow around a _ circle at % - .45 M <' M M ^'

*physical shock

U 00

Fi ure 6

In a transonic state through shocks the flow must satisfy the RANKINE-NUGONIOT conditions ( 2) .... + .. Cpu•n] ' Cpu•n) -+ u n + - u's► continuous with + . the region after the shock, - region be_ fob shock S, unit vector of flow direction Figure 6-b n, orthogonal at s or in the direct sense of figure 6-b. A characteristic of the fransonic flow is that the fluid velocity in_ may be locally discontinuous when passing through a shock. Let us now consider the equations and boundary conditions of a transonic compressible fluid. They are the same as those for a sub- sonic compressible fluid.

V• pu M 0 pnu 0 u may be discontinuous

(12) [ pu• n] + - [ pu'n]

P ^ - s (r)

The introduction of however, by using p A U . 0 leads to a mixed elliptical type non linear (13) boundary problem (2i<1) -hyperbolic {M> 1). ^ -I. (13.1) V•p0O . 0 0 continuous 1 (13.2) p • (1-kjV0j 2)° (S2) (13) (13.3) COO-n]+ - COO-n'r

(13.4) p ^ . g (t) u discontinuous

Fundamental Remarks

1) There is no _uni _uityg theorem for the solution of (13) in the transonic case. 2) The conditions of discontinuity through the shock shall be im- plicitely satisfied in the variational formulation of (13.1).

Figures 7, 8 show two possible Mach solutions in the case of a flow around a circle for M • .45

1n

COMPRESSION PHYSICAL SHOCK SHOCK SHOCK

M< 1 M>t M <1 M 1 M<1

-A.40.. UC'*: U ee --u-*}

Fi re Figure 8

is

The equation (13.1), where P is given by (13.2), is elliptical (hyperbolic resp.) in the regions of where the flow is subsonic (M < 1) (supersonic reap. (M> 1)) . The solution of figure 7 contains 2 shocks whereas the one on figure 8 only contains one. The latter is physi- cally acceptable, whereas the solution with a double shock, including a decompress.shock, viola tea the laws of thermodynamics.(refer to LAND- DAU-LIPCHITZ (2)).

Accordingly, the formulation (12) or (13) is physically inade- quate. In order to prevent the appearance of non physical shocks, a condition of entropy must be added to 13. In the methods of finite differences, the condition of entropy is satisfied by introducing (M>1)of decentered differences or an artificial viscosity (see MURMAN- COLE (3), JAMESON (5) 9 BAUER-GARABEDIAN-KORN (4) into the supersonic zone (H> 1) • In the finite elements techniques, the condition of entropy is treated as an added constraint to (13) or by a technique of artificial viscosity, similar to the finite differences, by modifying the equation locally in the supersonic zone (13.1).

3.2. The condition of entropy formulated as a constraint

During the }passage of a shock wave, entropy increases and we show

that in the case of a potential flow, this condition may be translated by a decrease in velocity through the transonic shocks. This charact- eristic applied to a monodimensional flow is translated by

u+ - u <0 (14)

where u+ designates the velocity after shock, u designates the velocity before shock, (Figure 9)

If u dx then (14)

2 (15) dx

By analogy (15) in bi and tridimen- Figure 9 sional becomes 40 < +°D or Q¢ < K with constant (16) K to be selected

In the variational formulation of the transonic problem, we shall ?p consider a small shape of (16) given in (17) obtained by integrating (16) by parts. r I(Ow 4 s K w do V cisE B 3. 1 fn where 9+ (n) (wjw c (S2) ; w Z 0) (17) B (tt) {w{w a C"(t2) , supp w compact) It is important to note that in (17) only the derivates of first order, more accessible in a finite elements approach, are shown. The transonic formulation selected in this case is:

V•p Vo n 0 P • (1-kj$O`2)a (18)

a^ P g eo

p R

1 .L

a

3.3 The Condition of Entropy Formulated by the Artificial Viscosity

In reference to M.O. BRISTEAU ( 6) and to JAMESON (5), (13.1) may be rewritten in (13).E .a local reference marked (n,$) or Inj is + the unit vector of the flow direction and -► the perpendicular orientated in the standard direction on figure 10.

An S LL

Figure 10

2 2 P a O +--p (1-V2)^=0 (13)1 ant 1-kV 2 as

V2 = u2+v2

a 'va ua a ua va (V)1. a a an - V ax + V ay ; as ` V az + V ay ; ( as an )

In this form, the elliptical or hyperbolic characteristic of the equation appears, depending on whether or not V is smaller or larger ?1. than 1. In a similar manner to the decentering practiced in the fin- ite differences, the operator of artificial viscosity is added to (13.1)

Pi E(0) - - ((Ju^2 -1)+ - 2 a21) ! R1u^ as (19 )

2 with (IuI -1) + w sup ( O,^u^ 2-1) and the transonic formulation selected in this case is given by

-V• 070) + VEM 0 ; v > 0 P (1-k Vq' .2) a (n) (20) [P70 • n7` [P70•n7 a^ Lrn 9 (r) Note i V parameter of viscosity >0 depends on step h of the triangu- lation of the domain in numerical applications.

Other artificial viscosity operators mentioned in (5)9 (37) as E in (21) have been tested numerically and give very close solutions

(21)

3.4 Lifting case Extension to the transonic lifting case does-not present any problem with respect to the compressible subsonic fluid. The formula- tion is given in (22) from (18)

V • PVO = 0 ; 0 discontim. ; u discop.iin.

P (1-k^V^^ 2)a

[PVC n9+ _ [PVO• n]- R (22) O

^+ ' + R (C) + I 2 I2 1 V0 = IVO (BF) 8^ = $ (^ 0 (BF)

#. - MODELING OF AN UNSTEADY INCOMPRESSIBLE VISCUOUSFFLLUID If n and r designate respectively the domain occupi9d by the 22 fluid and its boundary, the latter obeys the Navier'Stokes equations without dimensions, increased by boundary and initial conditions, i.e.

(23.!) t - v!!u + (u• 0)u+ pp . 0

(23.2) G•u . 0 (a) (23) (23.3) u (23.4) u( 0) uo

where u is tte fluid velocity p is the pressure V is theme fluid viscosity ( va l /Re with Re a Reynolds number) -► and uO specified; i=0 if r.r represent a wall (condition of Z adhersnce P z cif r.r„ represent " infinity" An example of external flow around an airfoil is given on figure 11. A

U 04 Z u. 0 rP roo

Figurere 11

In the steady case (23) is reduced to

- va„ + (u • Y)u + I . 0 (W) 0 • u 0 { { (23) s u . z

In the unsteady casep th y± V uid is controlled by a system of zu equations wit-., narriho] i c type to o ^].i l ear pt► rtial dorivativass where- as in the steady case, it ui,c v U sv5tom of equation-, with elliptical type non linear partial de!'i%-.:itivts. In (23) and (23)s the main numerical difficulties ire the condition of incompressiblity, the Reynolds and the non linear convection.

5. - THE STANDARD ITERATIVE MEHOD :S FOR SOLVING EMUATIONS__ WITH _QUAS_ ELLIPTICAL NON LINEAR PARTIAL DERTVATIVES 5.1. The Model Problem For reasons of simplicity, we are interested in the solution of the non linear Dirichlet problem (24)

- TO - 0 W (24) - 0 (r) - (an) with T non linear operator and (n) a bouudary of R 2

5.2. The Fixed Point Methods The simplest algorithm tt, solve (24) is

0 1 . (25) n-0 ; 00 given Rio that 0 ^ r - 0 (26) For n 2: 0 compute n+1m knowing mn by solving e,n+1 - (27) T (on) M)

°+1 - 0 (r)

(25) (26) (27) is a converging algorithm for sub„ onic compressible flows (refer to GELDER (7), NORRY-DEVRIES (8), PERIAUX (9)).

The Gelder algorithm in the case of a 2-D pipe. In this case, (a) is represented by figure 12.

2-D Diver- ging Pipe r, r,

Figure 12

In this case ( r) - (r 2 u rp) and ( 8) ie expressed

(28.1) p.p po . 0 (n) (28.2) P _ O-kIVO I )a (n) (28) (28.3) a - 0 an (rp)

(28.4) - h(x) 0fr a s

The variational formulation (29) is obtained by multiplying (2801) by a test function 1 and by integrating by sections where we H

8i GO - (we L2 (Q) I OW E L2 (a) (29) ( i - dx - 0, h k^24)°5^•^w VwEH^ (n) . w^r 0 . o^r S2 s s

Let us introduce the functional ( 30) Go (o) and the space

. His (S2) - { ^ E HI (n) I v{ r - 0) M r a•1 - +,) ( 1-k ) dx G°t0) k1a (30) fa Lot us calculatep in the meaning of GAteaux ( refer to VAINBERG (10)) t the derivative of Go at a point 0* of Hjs

lim G (o*+Ado*) 0 dTd ° k► The steady state of Go in o* is expressed in (31)

(31) dGo - G° (0* +d0* ) - G° ( o* ) _ ^Go(0^^d0>+ 0(d0* ) V(60*)E R I (n)

By using (28.2) and (30) 1 (31) is written (32)

(I _k j 701 2)^O*. SC - fn NO* dx + 0(60 * ) (32) Hos(n) and therefore O+ is Fs steady 2oint of Go in if it satisfies (33) t (33) +I 2) (l-k^^ W+* 2 dx - 0 Vc^E r.^ (^;) 1 os

1 By approximating ( 33) from ( 29) s all the steac'.y points 0 in 2 ) r 0 (11 satisfying 0 -h' . 0 are solutions of (28). We can now prove the suniquity of (34)

min3 Go(0) (34)

in the : ase of the subsonic state by demonstrating that in this parti- cular c_--se G o is conve=x. We have only to calculate for that in (33)

2 G" - liv d (G 0 ( 0460) ° a'1.0 d)► 2 Got —^ (1-k^V0^2)a{^6^^d0 - (j0.^60)21dx 2kq ft (1-kjQO) ) (35)

'001 2 2 -1 wit', M local mach ?- By refering to (9) M2 2kot (1^c^V ) . and using the identity 11-bI - I&I (bi cos 8, (351 is wriv& (36)

_Y12 G" a -^ (36) 0 P 0 cos t 8) I VdO 1 4dx f2 in -subsonic case) Ge It is now easy to verify that if Mc1 n is convex and that • 0 Ars min G (0) 0- fit Ho s is the solution of (28)

whereas if M>1 in i2 (t.,ansonic case) Go is no longer convex and that is only a saddle point of Go. A fixed point algorithm or quasi lineation is described in (37) i) n-0 0° initialisi en -A0° a0 0°-hlr 0 0 s

the continuation {0n)n21 is constructed by solving for 0n+1 c H 1 (Q)

on :n+lT ^.w do = 0 , VWc H 1 M (37) os (C"+i— = 0 h)II'

e

The convergence of (37) in the hardest subsonic cases is obtained in 10 maximum iterations.

Note : The fixed point method .2 (37) are related to the gradient methods. In fact, ( 27) is a special case of ( 38) with p=1

° given nQ 0 n+1/2 = T( f ) in ^ (3$) ^n+1J2 z 0 on r 4n ^n+1 = + P(On+1/2-,n)

but (38) by eliminating 4n+1/2 is expressed (38)1 ^n+1 = ^n _ p( - A)-1 (-AOn-T(On)) (38) 9

(38)' is a gradient method if T is the derivative a functional. An example of (38)' described in (41), consists of minimizing the fuYct- ional Go by a gradient method in the metric adapted to standard Hog !< written out where designates the scalar product of the space 1' «f1 ,f 2^ i^^fj .Vf 2 dSt of Sobolev Ho g . Generally, if defined by ( 39) is a dual ele- ment of d^ E 2L G o

L2 (Z) ' = L2 (S2) D ;d dS2 ( 39) ?7 0 fn P ^ Let us introduce gEH1 solution of (40) os (40) ^g. ddb M - 1 P00 • 160dil , V60 E Has Then (41) consists of ff11 S2 41st. ^o initialized in ^o = 0 00_h) r 0 A S

go E H I (S2) calculated by (41) os = G'( 00 ) we set h° = g°

41 .2. - n ' 1 knowing ^ n and gn EH i , { ^n+l } {gn+l }EH l is construct- ed in two phases : os os Phase 1 : Calculate * n n set n+1 = ^n _ X*hn ° Phase 2 : Construct the new direction of descent To accomplish that solve Solve n+l ^ - A8 n+1 x J' { if ) 8 n+ a No s (:t) ^9n+I.^($n+1 n) Calculate Yn+^ _^x ^- dx 9 gins set hn+l . n+1 + Yn+ lhn ; n-n+l , and go to 1.

(41) is the version of the POLAK-RIBIERE conjugate (1) in the metric I adapted 11 0 s. The rapidity of the convergence of (41) is comparable to the one of the fixed point described in (37).

The gradient method with metric adapted to the preconditioning shall play a fundamental role in the case of transonic fluids. 5.3. The Newton Methods /mar Assuming this time T differentiable (24) may be solved by the algorithm (42)

(42.1) ° given n+l is- calculated from . O by (42) (42.2) n Z 1 $ n+1 in SZ -AQ - T'(,n),n+l s T(on)-T'(^n)•^n ( 42.3 ) n+l ^ 0 on r

(42) is a special case (pal) of (43) used for the hardest cases

(43.1) ° given n+1 is calculate d from by (43.2) n Z 1 n nn+1/2 (43) -Ain+1/2 - T T(^n)-T'(,n)n in

n+1/ ` 0 on r ^ n+l , m p>0 (43.3) n +Mn+1/2 -fin) .

The treatment of the Joukowski conditions differentiable non linear constraint, is an application of (42).

Examplo of tho Flow Around an Airfoil

( ^) m4iN he solvod directly by usinm the (llscontliliiolA8 v (,loci.ty l)otent_i^il _in the f'orITI Of ;ill iter'aCive procedure (AI) includinf the Joukowski c.oildit:ion, the technique of decomposition of the potential ( A2) (refer to NORRIE-DEVRIES ^8)).

Al - if (C) designates an arbitrary lifting cut of the trailing edge TBF) up to infinity (r.),the velocity potential @ is a discon- tinuous function along (C). Let us introducec S2^) , If H1 (f2) designates the standard Sobolev space

HI (S2) - {v c L2 ( n) ; ^v E L2 (S2) } then it is possible to give a variational formulation of (5) in H1 ) under the space of H1 (6 ) defined in (44). R c c ( V C- (n c) - {vE H (SZc) IA BF) - 0 ; v) +w _ ' Z) • (44) Hj ( C Account taken of the continuity of the velocities along ( C) which is expressed in (45)

-++ -++ -r-+- U n 1 C+ u n _ C (4s) 4 ao a n 'fin+l C+ ' I C

By multiplying 5.1 by a test function and by integrating in parts by taking into account (4j) - (5.2)9 the equation (5.1) is written in the variational form (4.6

(46) ^ VO• Vw dx - 0 VWC HR (S C) , ^e Hi (6C) fS2 C

Assuming JK(!t) - (V^L^ 2 + - ! 7021 2 _ the Joukowski condition is expressed in (47) (C+ (C )

(47) JKM I BF - 0

The algorithm (42) applied to this example is expressed in (48) i) Assuming; to given ; 0 0 is solution of (46) in Hl0M) ii) For n, ) boing known p { ,n+1 10n+1 k % 0 (on .,n } are calculated by the equation (48) Rn+1 $n - JK' -1 (t n) oJK(Rn)

with JK I = 2(_j# :$'6O +_ ^^ V8^ ) n+1 solution of (46) ^ in H + 1 MC ) . n iii) stop test on k satisfiedp otherwise n=n+1 9 o to ii). The convergence is ensured in several iterations (5 maximum.

A2 - The velocity potential 0 is the .linear combination (50) of discontin- two potentials ^'NP and ^R +ONP continuous potential and ^R uous potential, solution of ( 49)NP and 49)R

0 S2 AQNP '

I NP = g r a ( 49) NP

(BF) ONP = 0

(n) e0R = 0 (49)R ^n (r)

_ ! (C) ORIC+ - OR IC_

a +R I C+ ' an-RIC_ = 0 4) = R .0 (BF)

4 a 0N + to (50)

Zf A is selected so that (51) occurs

JK(!Z) - IVJ1 2 + - 1 0 12 . 0 (51) BF BF

it is then easy to verify that (09 1 ) solution of (49), (50)y (51) is the solution of (5). { Assuming HBO: (R) w a H I (n) y w1 BF - 0) and H1 02 ) is the sub- set of H1(nc) of the verifying functions on the cut (C)c

W1 + -W1 _ - 1. C C

Then the variational formulation of the equation 1 49) NP is expressed in (52)

7? N,PVw dx = t gw dr Yw c H ^fr F (52) ONP c

whereas the one of equation (49)R is given in (53)

^^ VAR• Vw dx - 0 VW e Hi1 (ttc ) (53)

O E H^ (S2 ) R C

The solution of (5) is then given by algorithm (54)

i) ONR and OR solutions of (52) (53) ; Ro initializes; 00 = SNP+toOR n fZ ii) For n a 0 ; f2 , ,^ n) being known n+l ,,n+l } is calculated by the equation

(54)

Rn+1 = k - JK'-1(Rn)JK(Rn)

t+ri th

JK(,,n) + - nf 2 nl 2 BF BF

+ 14^ JK1Qn} 2{ih"0R1 n•VO R, _ } BF BF

eL ^ +Rr*1OR

iii) If a stop test is not satisfied by R n+1 ; n=n+l we return to ii The convergence of (54) is ensured in 3 or 4 iterations.

Remarks : (48) and ( 54) aMe generalized in the two following directions :

E. -compressible subsonic and transonic equations -complex geometries 2-D multi-bodies and 3-D airfoils. Example : Expansion of (54) to a multi -body in subsonic state; The domain (^j) is shown on figure 13. If P is eliminated in 8.1 by using 8.2 1 the pro-

--4k- blew with boundaries to be U 00 solved is given in (55)

Figure 13

(55.1) 4X-a,)¢XX + y a 2 )c^1,y + 2¢X^y^Xy - 0

(55.2) + - ^, _ ` ii i-1,3 (55) C i Ci (55.3) JK(Q) = ip^l2 + -^^¢(^ _ 0 i=1,3 BF. Br. i z

(55.4) = g on r t = r^ u ( u P 3} an i ) = 0 on r ) = tBF i

(55.1) may be reformulated in (55.4) in the form (55.5) '1?

-0 + T(0 - 0 (55.51

2 + 2^ 0 ^xmxx + ^Y Yy x Y wi tli T(0) _ 2 a

A+BID0I2 (I -Y) a2 A = a2 + 2 (Y-1) 1u ao{ 2 B = 2

The method of quasi-linearization developed in (37) is used in (56) to construct a c-3ntinuation { On ) E H1 (il) verifying

D¢n+l vw dx -1 g W dx + f T(on)Wdx - 0 s^ r a - ( 56) i^2(S2) on+1 ^ 1 Vw E Hot (w E H (1) 1 w1 r - 0} 2 If On+1 designates the discontinuous potential of the velocities and (Ri ) n the circulations around bodies ( Pi ) with iteration n, a+1 is expressed in (57) 3 0 c n+1 = 0n+I + E i ski (57) i-i i where 0n+1 and are solutions of (58) (59) NP Ri

n+ I D, !Dwdx -I g w dx + ( T(^ n)w dx. = 0 r !n (58)

E H (g) H SNP 1 02 VW: C 02 02)

L Ri ^ 1 (59) OR, E Hi. (Qc ) i-1,3 1 1 1

The expansion of (54) is the shown by algorithm (60).

(0R. ) solutions of (59) (i ) i i =1,3 (^°0 solution of (58) with T = 0 10 solution of JKO(SZ°) 0 33 ° initialized ^o- (60) tiP 4 F koi R. 1 i

r'

(,,n+l) {,n+l (ii) n Z I {,, ni and {Rn} being known }are calculated by first using (58) providing n+1 9 then by solving the equation SNP n+l JK (i ) 0 Qn+1 ^n+1 + in+1 n+1 NP 1 0Ri i

( iii) if a stop- test is not satisfied for I +I ; nun+I. and go to ii. The method of decomposition at phase n+l is reviewed on figure 14*

amp.=g a^ 4^ so an al O^Nr+T(^", s 0 4Ii Ci _ ^mq^ 0

an ^' in

U.. n+1

h^l fl♦ 1_ ^RN ^

♦ l a^ nrs an

+ - (Cz iz

V p

5.49 The Pseudo-unsteady Methods

They consist of associating * to problem ( 24) a problem depending on time (61)

30 - CC 6^ - T (m) 0 (^) ^Ir ' 0 (t) (61)

4 (x,0) _ 0 o(x)

The solution of (61) s boundary 0(t,x) is obtained by using a spatial a system of normal differential approximations substituting for (61) equations integrated numerically on interval (O.T( 9 T large. In the case of an undifficult problem, an explicite scheme de- scribed in (62) is adequate to integrate numerically (61) 3

0° r_ 00 n+l n (62) - 60 - T ( ,n) = 0 ((2) n t 0 at ^n+1 ' 0 (r

Examples of the Pseudo-unsteady Approach i

1. - Solution of the Navier-Stokes equations refer to FORTIN (14)) by the Arrow-Hurwi z algorithm

The variational formulation of (23 ) $ is given in (63).

- - - _* - i (63) ► ► ► V ► -+ .1p. a(u,v) + b ( u , u , v) (f,v) V vE Jo f E L2(Q)

where Jo = {vE (H' ((2),I"I^•v = 0} ( for simplicity we have assumed) uI r = ^-..... 0) with a(u,v) J^ 4u► • 7v dx b(u,u,v)7)= js^(u•' u•v dx 'r ^ -0."► (f,v) = 10 f•v dx N, dimension Of space g Let us now consider the discrete problem (63) d associated with K^ w and h t pl where Pk designates tho poly- (P2) h E {p2) N^ ph_ PI q , gone with degree k y y va(uh ' wh)+b( % ,uh' wh )`(Ph•V ' wh ) (f,wh) ( 63 -. ) d O u ' h ► gh ) - 0

The .Arrow-Hurwicz discrete algorithm substituted for (62) d may be described in (64) in the form of an exnlicite scheme.

`7 i 1 0uh'ph initialized I n21 'uh,ph) known, {u+1 } is calculated in (64.1) ( uh+1 uh'wh) + ICVa(uh,wh)+K3(uh.'uh ,wh) -K (Pn ,O ' w ) - K(f,w )(64.1) h h h V wh EP2 ; K - At

1 , {ph} & {uh+1 } (iii) n2 known , Ph+1 is computed in (64.2)

(Ph+1 -Ph + qh) + K(p uh+I 9%) - 0 V q E PI h (64.2)

(iv) Convergence test on (n+1 .Ph+1) not satisfiedp do n=n+l t go to ii). ,N ote t The explicit numerical scheme described in (63) is rela- tively easy to program and economical to place in tho computer core. Neverthelessp the conditions of stability connecting,K and h has an industrial constraint. Furthermorev the numerical simulation of separ- ated flows, relatively hard case, requires several hundreds of itera- tions. 2-Solutiolk of 2 gnlial of Small Perturbations in Transonic State b Finite Differences Refer to I.A. ESSER 13

To the non linear system (63')

^ -#I F, = 9AU ; u = (U,V) (63) ' 00-M 002 F2 - 01 U + v a - (y"+ l) Moo u) ,X

?R we relate the hyperbolic system (63") with suitably chosen boundary c^atiitions. au 0 F^ rt av (63)" r bF 2 b>; 0

where b equal to the initial unity in H. YOSHIHARA (12) is optimized by taking b an la) to accelerate the convergence velocity of an ex- plicit scheme of second order of the Lax-Wendroff type. In the case of a very "hard" problemp it is better to use an implicit integration scheme to solve (61) described in algorithm (65)

7.^ 0 moo nt 0 (65)

^n+.4 n - p, n+i - T(m n+l ) 0 (^) t ^n+ 1 a 0 (r)

at each step At a non linear (66) type (24), but better conditioned, non linear problem must be solved.

n+1 n ( d - ^)m - T(0n+l) (^) (66) ^n+1 0 I r (r) 6. - THE FUNCTIONAL LEAST SQUARES METHOD

6.1. Relationships between a Least Squares Method and an Optimal Con- trol Problem A least squares type formulation related to a model problem (24) is given in (67)

2 (67) min (Av + T(v)I do - min11nv+T(v)112 VEV fn VC

IIfi12 = j i .f1 2 do 2

and V a functional spaco L`^ ( ) for example. Assuming ^ now the solution of the boundary problem (68)

-6C - T(v) 168) CIr -0

(67) is then equivalent to (69)

min IA(v-&)12 dig vEVfi l

with & - Vv) via (68).

By referring to J.L. LIONS (15), it is obvious that (68)-(69) has the structure of an o p tima] control problem where a) v designates the CONTROL vector designates the STATE vector Y) (68) is the STATE EQUATION 6) the functional (69) is the ction of cost or criterion ful From ( 68) (69) 9 it may be seen that other formulas are possible by selecting a different cost function. We mays for examples consider the optimal control problem (68) (70) Min l I v-& 12 dig vEVfi (70) with ^ _ ^(v) via (68). (68 (69) and (68) ( 70) shall give a solution identical to the solution of the model problem (24), but with different converk-in jz velocities. Furthermore, the choice of a least squares method is very important on the numerical level. In facts a standard which is in- appropriate for the state equation ( 69) appearing in the cost function may lead to a slow convergence. A sound choice of the cost function with respect to non linear Dirichlet problems of the second order is discussed in paragraph 6.2. 6.2. The Least Squares Method in a Particular Functional Space H 1 ,.--L us introduce in (71) (72) the Sobolev spaces required for the stu

H 1 {m (0) a L 2 (Q) Vb E L 2 (n) ) (71)

Ho (S?) {Qe H^{^2), ^^r (72)) 0)

7r^

:o 1 +02 ) i - olo2d"1 + fVol.702do n ^t (73) fn 11011HI (a) - 0 2 d4 + f Q 1 4701 2 dn (74) Lam; If' (n) s a sub-space of H1 (^) • Consequently if Q is limi- tedv H1(.2) is a Hilbert space with scalar product ( 751 and correspon- ding standard (76)

(01-02) I (n) • Vo 1 ' 702 do H fn (75) 0 2 /Z 11011 (j 17o 1 dQ)1 (76) _ H1o (n) ' i Assuming H (n) - (11I (n))' the dual topolocial space of H0(n)' By observing that 2 ° 2 the inclusion ( 77) is permissible

Ho (n) c L2 (n) c H I (n) (77) Plirthermorep the application d ` f2 is an isomorphism of Hn(n) in H71 (n) If <• ,.> designates the bilinear shape of the duality between H-1 (n) and 1 defined in (78) by

- f 0 dx V f c L2 (n) : V 0 c H1 (n) (78) -1 fn ° then the topology of H (Z) is defined by in (79) by using (76) (78) 11'11 _ 1

{{ f {{ _, - oEH? UP (n) -(o} 1141! ( 7s ) H10 (n) Refer to LIONS-NIAGENES (16), ?NECAS (17) for more results and characteristics relating to Sobolev spaces. By using ( 79) the best formulation in the direction of least squares for solving the model problem ( 24) is given in (80)

1 (80) Min 11dv+T(v) 11_I vcHo(0)

f.^ By introducing t c Ho (t2) solution of (68) then ( 80) takes the 1 form (81)

Min Il e ( V- E) II_, l81 vE Ha M

By expanding JJA(v-Q II_, into (82)

gyp { { II A(V-&) II _, - ( ) OcH 0 and by applying the Green formula to (82), we have I I- I L (v-&)m dr - V dS21 I'V(v-^ )' m 41 ran fn J (83) and ( 82) takes then the final form ( 84) I r ^(v_^).j^dS2{ n IIo(v-){I_^ - sup • li V ^e H10 (S2)-{0} II^'IIHI No(S2) ($4) _ The least squares method in H" 1 (80) is, then, equal to an optim- al control problem gdni - so l ^^ • T(v)) ;E5) vin ( ^nl I I tHuuniont ;n)ion 6.3. Iterative Solution of an Optimal Control Problem by a Conjugate Gradient --A7go^23m The Polak-Ribiere (11) version of the conjugate gradient is used to solve (85), the algorithm of which is composed of 3 steps. i) Initialization 0 CH o(t2) given ( for example so lution of -pv° - 0, v°I r - 0) g° E H (n) gradient of J(v) in H (^) 0 is calculated in (87)

(87) ' e°Ir - o We set s z° m g" (88) ?"non for n-0, assuming vn t gn g gn+1 znt7.by zn known, calculate vn+l^

ii) descent a* - arg min J (vn-azn) Calculate az0 (89) and set vn+t = vn_^!zn (90 iii)Cor-struction of the new descent direction

Define gn+1 E H I M) solution of problem (91)

_Qgn+I a J , (vn+1 ) (91)

8n+1I 0 r ° n+1 (92) then calculate in n+1.^(gn+1_9 )dp (92) . n+1 - (L g gn 1 ^ ( V 2 dQ and define z n+1 Yin (93) n :+O Zn+1 = gn+1 + Yn+t Zn (93)

do n=n+ 1 and go in ii) The two important points of the algorithm (86)-(93) are 1) - The problem of minimization to one variable (89) solved by dicho- tomy or the Fibonnacci method (refer to "GOLDEN: SEARCH" in PO- lak 2) - The calculation of gn+l from vn+1 requires the solution of two Dirichlet problems at each iteration (68) with v = vn+l. and (91). The point (91) is detailed below. J' (v) is calculated in a standard way (derived from a functional in the meaning of Gateaux (refer to VAINBERG (10)) in (94). Assuming av E H = lim J(v+tdy)-J(v) (94) I (n) ro t#0 (94) is expressed by using ( 85)

= I V(v- Q JV6(v-E)M (95) 1Z By differentiating ( satisfies ( 96) -ME 68) 8E E Ho (Q) = T'(v).6 v g ar = 0 (96) Using (95) and (96) the final calculation of J I (v) is given in (97) _f V(v-0-V6v dQ — (97)

We recognize in (97) J' (v) e H 1 (^) linear functional defined on by (98) r ^ -0. 0(v-^) • V^ dQ - (98) 1S2 Then gn is the solution of the variational problem (99)

r g E Ho (Q) (99) n Vg -•^ CM= V(vn-E V^ dQ - < T I (vn)^,vn-^n> V E H 1 (0)

7

with solution of

(1001 n Ho(it) (100)

The algorithm (86)-(93) shall be used systematically in the ap- plications of T to transonic flows and the the Navier-Stokes equations.

7. - THE LEAST SQUARES METHOD IN H -1 APPLIED TO TRANSONIC FLOWS 7.1. Subsonic Non Lifting Case

By retaking the problem with limits (8), the non linear operator T is given in (101) T(0) O• P (m)^o (101) By retaking (85) with T in the form (101) the least squares for- mulation in H of (8) is given in (102), (103)

Min 1 I V^1 2dx (102) OE Vg i2

With V - { V E H 1 (n) V I - 0 }

Vg = {0CV P m, = g l r } an 2 via (103) = • ^wdx p(0) 04w dx - gwdr Y w v. (103) n fn r 2 The physical interpretation of (103) is given in (104)

0 • P(0) 0 O) in n CV (104)

P(0) = 8 ==> ran r 7.2. Transonic Non Lifting and r2 2 In the case of a transonic flow (18), in order to prevent non physical decom ression shocks, a condition of entropy, which may be treated, must be added to 2) (103) _either as a linear constraint of inequality (105)

AO < K . (105) In this case, a penalty functional of type (106) must be added to (102)

+ I I (AQ-K) 2 dx where (106) J S2 (60°K) + ` sup(O,A^-K)

leading to the least squares method ( 102) with penalty P Min 1 f VE 2d + u^ (0O-K) + l Zdx (102) P 4E V 2152 S2 with tit > 0 and ^- solution of (103) TWO possible alternatives of (102)p are given in (102) and (102) R2 with K=0 i this is a least squares method with regu Jrization ( Min 2 {fI0&2dx + ui ((Q¢)+12dx (102) R1 QE S2 Sl with u > 0 and solution of (103)

Min 2 ^,^^^2 dx + u1(^ ^^ ^^ +2 (loz) dx + u2 C u•n J+2 ^ R2 with ( )+ = positive intensity of a discontinuity = sup (O.( ))

-or by artificial viscosity t in this case the functional (102) re- I mains unchangedg but ^ _ ^(^) via (103)V

-.( ( (103) W?y • vwdx= J p(^)V'6. -V^ _ dx + vJ aWw dx - g w dr V 1 P sZ J S2 r2 VW CV; EIEV a defined in ( 1 9) . In the applications, (102)p is preferred to (102) R due to the sensitivity of1lin (102) In both methods, P is added to obtain a same magnitude for both terms of cost function. Finallyq it is also possible to combine the regularization gi^sn in (102) R with the arti- ficial viscosity (103) V to eliminate the numerical instabilities in the region of shock.

7.3• Transonic Liftinr, Case By using the notations of 1.2 and by referr3.- to the lifting flow shown on figure 3, the circulation: £ of u = 31 around an airfoil is in general # 0. Thus, ^ is discontinuous and a cut (C) (figure 3) must be made. e

Assuming Q - 0 - (C) & JK ; It -r g the function defined by

JK(Z) _ 1(0^,) +^ 2 -I (^ R _^ 2 (107) BF BF_ where (Z,q) is the solution of the physical problem (107) 9 (108)

I . OV jt - 0 in Q a^zI =u•n ^ -0 (108) an roo 0 an r

The method of decomDOSition described in (49)-(54) is applied to the lifting transonic case.

By selecting the least squares method with regularization (102)R or artificial viscosity (103) f the following algorithm VL is searched for in the form (Y09) 0R a ONP + 'OR (109) where^NP represents the NON LIFTING compressible part of the potential and QTR the LIFTING . -incompressible part of the potential .h discon- tinuous on C is solution of 9 NP is solution of two iterative algorithms TRANSONIC FLOW CHART 1 -23

1. External fixed point algorithm defines k solution of the non linear monodimensional equation (110)

JK(Z) = 0 (110)

2. Internal conjugate gradient algorithm gives ^ NP P at e fixed, as solu- tion of optimal control problem ( 111) (112)

-^

-

A0 = 0

3 ^R Tn— j r,.u,r- 0 p ELEMENTARY PORV._vCE LIFT ^+ ^- + 1 (C) ELEMENTAIRE R R OR

OR (BF)= 0

.a ^. A n0NP 0

INCOMPRESSIBLE p _ _ _ INCOMPRESSIBLE aloe0NP r NON LIFTING 8n = NON PORTANT g r^ 00 NP (BF) = 0 00NP

^J

2 +Rod +1 +Ro I2 3 lv(^NP ) = jj(^NP d

INCOMPRESSIB 00 0 +10 INCOMPRESSIBLE SNP ^R ---PORTANT LIFTING (00 PLO )

PREDICTORNP SNP PREDICTEUR .^o

0 - Ag0 = PREDICTOR g 0 qh° - - - PREDICTEUR go,h0 IN H1 h0 = g0 DAMS Hl

TRANSONIC LIFT FLOW CHART 1 'l RGANTGRe'1:' lME TRANSSONIQUE PORTANT 1

h

' s I OPTIMAL CONTROL I

T (VCn+1) A,NP 1 =

aoNPl 0 I'P CALCULATION OF STATE -In- rm g - - - - CALCUL DE V ETAT ^NP1 (BF) = 0

n+l = o n+1 R NP + K+1 R

COST CALCULI J = r (fin+l_n+l ).) n+l ) 2 dx+up ( if - CALCUL DU COUT n

K=K+1 I K Z 0 ?i=n+1 n ? 0

n n n {_ p = Arg min J (^NP +ph ) p DESCENT n+1 n n n NEW CONTROL SNP -NP p h

! j 3 Agn+1 = J , ^n+l NP CONJUGAISON DANS H1 hn+1 gn+l+Ynhn NOUVELLE DESCENTE CONJUGATION IN H1 n NEW DESCENT Y -

JOUKOWSKI ZK+1^v. ( cNp1+Z K+1 R)+^2 = (f(cnp+1 +R - ^ 2 K+1 ^ R ) " CIRCULATION

END FIN

TRANSOtiIC LIFT' FLOW CHART 2 ORGANIGFcA";',".E TRANSSONInUE PORTANT 2 i

3p ,0+1 (e NP) 1 I V^ ( 2d + 111 (&0 g n+i ) + I 2 dx Min J 2 (111) ^N^ V f2 J i2

^n+1 = ^Np+Rn+1^R *where WITH9 - E 0Np) via (112) ,

V& •Vw dx P =(^R+1 i^w)0^I+1 dx - gw dr vw E V 1 (112) sZ n r 2

7.4. Conjugate Gradient Solution of Non Lifting Transonic Problem For reasons of simplicityg we are limiting the problem to regal- arization (1O2)R i.e. Min J M ^CV (113) with / r J0) - 2 { Zdx + p ( (A$) + 1 2 dx (114) J tt ( 7 i2 where V and ^ defined in (102) (103).

In this case the conjugate gradient algorithm similar to the one given in (86)-(93; consists of three phases :

1 0 ) Initialization ^° is selected as solution of the incompressible flow i.e. (115)

0o = 0 in R 0 ^o Ir = O p '-n a lr ` 8 1 2 (116) of which the variationalformulation is given in (117)

Vwlw dx=f r "w dr vweV E 1 S2 P : 4o V (117) 2 (if u is known on boundary r2 PP is also known by P - Po(1-klul2)a) since go E V is calculated as the solution of the variational equation (118) ^g o• t dx - V we V , g o E V (118 ) fo 110 Accordingly, we set = go.. Now for n' 0,, assuming Cn,gn,hn as known, we compute n+1 n+1n+1 in two phases. ► g ,h

2 0 ) Descent, to calculate O n+1 by minimizing the functional to one sin- gle variable (119) Z-J4 ,n Arg min J(On-Ahn Az 0 we can then set n+I n _ Xhn (120) 3° Construction of the New Direction of Descent n+ J Define g C V as the solution of the variational equation (121) n+ dx - V we It , g 1 C V (121) calculate the coefficient of conjugation n+I in the metric relating to V Y ^gn+J.J(,n+I n -g )dx n+ I (122) Y 1^ ni 2 dx set then 9 n+I n+ 1 n+I hn (123) h 9 + Y and return to (119)

Note Each iteration requires on the average 5 solutions of the Dirichlet problems n+1 -2 for the calculation of the gradient 9 in the good metric -3 on the average to calculate the optimal step Let us now expand the calculation of ji(On+1 ) if <*,,> represents the duality between V I and Vt by using (114)

dx + P1(A¢) +A60 dx (124)

( 125) ^a^ • ^w d x-- (0) d x+ j,I dx f^f f we V, 6&C V

and 6p is expressed via the relationship p(,,

(126) 6P(¢) - -2ta(I-kl^o1 2

in (124) may then be expressed as a function of dm with (126) and (125) written with w . 1 1060 dx = ( P( A-160 dx-2i. (P(^))1- /a(^^•^E) (^^•^6^)dx (127) n Jn With ( 127) may then be identified with the linear functional i Aw dx (128) P (m)^&-^w dx - 2ka n (P (0) )1-1/a(^04• ) (^^4w) dx + u'.AO) + i n From ( 121) (128) we obtain g +l from 0n+1 by solving

+; n+1 n+I n+1 1-I /a n+I n+I y • Vw dx = rPc¢ )^^ 4w-2ka (P ( O )) c ^. •^^ )x n fA (1^9) +1 (,p n+i (10n 4w) ] dx + U ( n+1 ) +Ow dx , V w e V. g E V #_ n with to+1 solution of (103) corresponding to ^• ^n+1. 8. - THE LEAST SQUARES METHOD IN H-1 APPLIED TO THE NAVIER-STOKES

8.1, The Steady Case 8.1.1. Functional Least Squares Method! o f Steady Navier-Stokes Equa- tions In the followingp we shall designate by (130) the scalar product <. ,.> of two functions -11 v e (H I (D)) N N standing for the dimension of the space ' - ^ N ► cc (HI _ f ^-u•r dx - u i 4V i dx , V u,v a (n))N (130) L fn, {U U _ di-1 , V - {Vi}i-1'

Let us define W+ in (131 ) -+(131)z 1i = {VE(HI (SZ)) N ,^• V-0 in n, V r z }

Then the variational formulation of the unsteady (132) Navier- Stokes problem

t -U 0 (n) u^r^z

is given in (133)

(133) V • 1^v dx + fi v (u•V)u dx = 0 if vE Wog uE WZ 1 nr ct A least squares method of (132) ( 133) is given by the optimal control proble::i (134)

min mv) 2 (^ ( -V Z dx } (134) vE WZ J S2

where t in (134) is a :unction of * via the state equation (135)

- A+ fir =-(vV)v ^^)

^' = 0 (^) (135) ^Ir = 2

of which the variational formulation is given in (136) ( ( i (136) q•r dx -I raj• (v4)v dX V TIEE Wo . S E i V1 n 1^

It is essential to note that ( 135) (136) is a Stokes problem, acting as a pres s ure in (135) 8.1.2. Con3ugate Gradient Solution of (134) (136) The algorithm is composed of 3 phases:

i) Initialization :

Take for uo the solution of the Stokes problem (137)

-VAU + ^p o = 0 (S2)

u = (137) • 0 0 (n) - O -1- U► = 2

of which the variational formulation is given in (138)

. .,0 V u•Tl COX0 V( E W0 U E W* f (138) l i

:j ^

--..._. - _: ______a ..-` -- -• -- Take for g EWo the solution of the variational equation 0 39)

(139) f^'-rn dx- V nE G , 2°E % n r0 and set to . g° For n 2 0, assuming as known, calculate by ii) dsaaBat-abase (140) (144)

An - Arg min J(u°-Xhn) (140) a>o un+! - un - lnhn (141) iii) phase of constructinf the nwe descent direction ------Take for g E W the solution of the variational equation (142) n+l 0 (142) { J !g n ^! n dx - V n e o. 8 +! E o

i Calculate^ I( Yn+l in (!43) g +!• g +!-g)dx (143) Yn+l - I Ignl 2 dx 1 The new direction of descent hm+l 3s given in (144)

hn+i gn+l + Yn+l 0* (144) do n=n+l and go in ii).

It may be observed that (139) (140) ( 141) are Stokes problems.

8.1.3. Calculations of J 1 and or Sn+l. By definitions the calculation of J 1 is given in (145)

6J - - v ^(v -) •V6 (v-Idx ) (145) l S2 It is possible to express 6" as a function of dv by using the differentiation of (136)

+ ( G)6v; dx V n a Wo ; 6^ E Wo (146) ^6 •^►i dx ^n-[Ov-V)v v1f, Since (v-&) t Wo let us aolect. vi " n ( 146) and 6v . n in (145) which is expressed s

(t47)

vl 1(v-Wn dx + f[(^ )°(v )n + (^ ) • (n •^)v] dx .0. J 0 a Y n o I To calculate *l8 we moat therefore begin by which requires the solution of the state equation (145) ibr ! vn+l giving n+1 (147) may then be expressed in (148) .^►

(148) v{ ^(un+fin+^)• dx + f[(un+1-n+^)•(un'^•^)^ + t2 t2 n

+ (un+l &n+i)•(n•^)un+1] dx

Finally g n+l is given by (142). In conclusion, each optimal control iteration requires several St_ ohs problems s n+l +^ .Stokes problem (136) to calculate the state £ from un .Stokes problem (142) to calculate the gradient in+1 from 1Vn+1 and *n+1 8 .Stolces problem (140) to calculate X.

Furthermore, an efficient Stokes algorithm shall prove to be a particularly important tool in the solution of the !Wavier-Stakes equa- tions via the least squares method (1,310-036). Ite implementation shall be described later on in paragraph 8.3. 8.2. The Unsteady Case 8.2.1.Fe^^{ sn,.-, o ft—Unarm Navier-Stoke U2kllem

As was presented in paragraph 4 9 the unsteady Navier-Stokes pro- blem consists of (149) (150) (151)

au VQu + (u (149) at •^)u + -Vp 0 (n )

1• u 0 M (150) ul r - 'z ; z• n dr -o (r) fr (151) u(x,0) - uo(x) where the function z, given, waay eventually depend on t.

8.2.2. Quantification in Time of the Problem (149) (150) (1$1)

Several schemes may be used to solve (149) (150) (151). For reasons of simplification # we are presenting two very simple ones with a con, ws t_nt quantification time step.

8.2.2.1.Semi-implicit Scheme

Assuming k - At the quantification time step. A semi-implicit scheme in time, which is very simple, is given by ..o (15^) then for n 0, un+h is obtained from un by solving (153)

un+, un - + ^'n. ^n k v0un+l p n+1 -(u V)u. 01)

^- un+ ^ 0 (n) (153)

un+1 ^ r zn +1 ' z((n+1)k)

n i with u in (153) an approximation of u(nk) where u is the solution of (149) (151). It may be noted that in (153) u + l is obtained from u by solving a linear problem, variant of the steady Navier-Stokes pro- blem 8.1 (here also the operator S = -vA is subst!t l ited by S . Id _ VA). accordingly, it i.s noces:;ary to develop an efficient k k Stokes algorithm relatin(- to Sk in order to solve (149) (150) (151). 8.2.2.2. Implicit Scheme

The simplest implicit scheme for solving (149) (151.) consists of ;o + 0 u a U given (154)

Then for n t 0, u +] is obtained from u by solving (155)

- n+ 1 +n u -u VA +1 + LU +i•^)y +1 + n+1 k 0 (A) (155) 0 P u+1l r Z+1 -•n It real^ ,R, observed that in (155) u +i is obtained from u by solving a NON LINEAR problee, variant ca the steady I;avier-Stokos problem 8.? (here also, the operator S = -VA is substituted by S . Id- It is from (155) that we shall present a least k is v6) squares method similar to that given in 8.1 for the ste&dy problem.

r ^f

i

8.2.3. Abstract '.e-ast _Squares Method from (155)

In fact 055) 3s a special case of a family of non linear pro- ZL blems S (a" 0) ( 156)

au - vAu +(u •V)u + ^p ` (n) -. (156) ^• u 0 (^) r u^ r = zc ave J ^•n dr = 0 (r) r of which the variational formulation is given in (157)

(157) a1 u•v dx + v^ 1uu- v^ dx + f v• (u•V) i dx = J I• v dx, VV E W;u E W, St a2 a a2 ° z

By following 8.1 an optimal control least squares method of (156) (157) is given in (138)

in J(v) = 2 fo ^v-^^dx + ^p(v-t)I dx VEWZ

where is a function of via the state equation (159) t v

at - vet + Vn = I - (v4)v (St)

(159) t r=Z(-►

'R, acting as a pressure. 8.2.4. Conjugate Gradient Solution of (158) (159) Tracing paragraph 8.1.2., the con u ate gradient algorithm for solving the least squares problem (158) 159) is given by

i) u° E 6N , given z ( 160)

calculate g° solution of the variational equation

C1 g° •arj dx + v^ ^g° •r dx - > Y n E Wo ; go E W z J 11n o (161 ))

and set ' h°

Then for m z 0, assuming um,gm,r, ° =s Lnown t calculate - M+l .8 +1 . +1 by

ii) Descent Phase AID . Arg min J (um - Ahm) A> 0 (162) u 1 s u - A mh*ID 54 m (163)

iii) Phase of constructing the new direction of descent Define gm+l solution of the variational equation (164)

(164) 1 + jj 1 n+ 1 im+g •n dx + m+ -+n+ 1 -+ -0.-► v1,,rg •rn dx = , V n E W° • 8 E c

-+m+ i -+M+ 1 - a g •( gm -g►m)dx +'v{ ^m+ l.^(8m+1 8m )dx

-+m 2 then a1 I g I • dx + v1 Vgm ^ 2 dx

the new direction of descent is then

hm+1 = 8 +l + Ym+l hm (16.5) do m=m+l and go in ii). The calculation of J , (b'm+l ) is not detailed, as it is a trivial variant of 8.1.3.

In a similar manner as the algorithm (137)- 144), each iteration of (160) (165) requires the solution of several Stokes problems Sk of type (149) without non linear term.

.the Stokes problem Sk to obtain f +1 from um+1 . the Stokes problem Sk to obtain -+m+l from -►m+1 -W+1 the Stokes problems Sk t ° calculate An , u r; ;dote : The algorithm -m (160)-(165) ;permits the calculation n as a result in+' is initialized in ( 160) by - n+l ,e un+1 from -u► (u m) u► +

IL_ i

8.3. A Rapid Stokes Algorithm (The Continuous Case).

8.3.1. Summary Paragraphs 8.1 and 8.2 have demonstrated the necessity of devel- oping an efficient Stokes algorithm S defined in (166) a

au - Du + 1p = f (f2) (166) rr

1• u = 0 (^) -I ulr=z for solving the steady and unsteady Navier Stokes equations. In (166) a =0 corresponds to the steady casev whereas a> Ocorresponds to the unsteady case. We shall show that the solution of (166) by following GLOWIN- SNI-PIRONNEAU (18)(19)(49) is reduced to the decomposition of the so- lution into a finite number of Dirichlet problems coupled with an in- tegral equation. 8.3.2. Principles of the Method Let us note that by taking the divergence ^ of the first equa- tion of (166), we obtain an equation on pressure of type (167)

(167) AP - Mf

If we know P r =^ then the solution (u •P) of (166) should be obtained by solving the N+1 Dirichlet' problems (168) (169)

^p = 14 (S2) (168) PI r = a

i= - ^ + f (Q) i=1 ,...,N N = dimension of the aui - Au i space (169) uil r = z

Put wo don I t knows I The introduction of v` solution of (170) will make it possible to ioe. tk,a pr essure trace on the edge, so that the constraint ciistributed u = p.is satisfied. -^^ ' ^' u (n) (170) k Or =0

In fact, by applying the laplacien at (170) t we obtain (171) via (166)

(171)

r = o (172) O a If we now select so that an = 0, then after (172) 0 20 and therefore ^. 0 0. The application via (168) (169) (170) X being affine there is (A 9 b) (A lin- ^a2n r ear operators b constant) so that (1733 occurs

N^r = AX +b (173)

Also, the (N+l Dirichlet problems (168) (169) coupled with the in- tegral equation (174)

Aa+b =0 (174)

give the solution ( u ,P) of the problem (166). Let us point out that the good conditioning of the operator A is necessary to solve (174) easily. 8.30. functional Support of the Method To define (Apb) in (173), it is necessary to introduce

^ 1/2 (r) {u E H1/2 (r), f Pdr = o } (175) r The method of decomposing the Stokes algorithm is then based on the following result

1/2 1 Theorem 8.3.3.1 . : Assuming X E H (r) ; assuming C 12 M ., H1/2(r) the linear operator defined by

(176) APX a 0 (Q). ; PX a H 1 (n) pX - A e HI (n) (177) OtuX- Qua _ -^Px (^) ; ux F MOM))N (178)

Ho (n) as A-a^^an^r Therefore A is an isomorphism of H-1/2 (r) / R oil U 1/2 mand also the

bilinear form a( 6 96) defined by (179) M

a (A,U) _ (179)

where <•,•> designates the duality product between H 1/2 (r) and H- 1 /2 (r) is continuous p symmetrical and highly elliptical in H- 1/2 (r) / R. The application of theorem 8.3.3.1. to the solution of the Stokes problem will now be possible thanks to theorem 8.3.3.2.

E (L2 Let f GWI; Po'uo'0o defined by

o Ap ' ^' f (Q) Po E Ho(S1) (180)

au-,uoo f-Vp 0 (0) ; uo zE (H0(Q) ) N (181)

-^^o = ^• uo (^) ^o E Ho (S2) (182)

Theorem 8. .2. : If (u,p) is the solution of the Stokes problem (166) t then the trace A of p r is the solution of the linear variational equation (Ir)

X l H 12 (w R (183) (F) a V Il e H- 1 /2 (r) / R

The demonstration of these theorems is given in R. GLOWINSKI-0. PIRONNEAU (18). Notes : 1 Theorems 8.3,3.1. - 8.3.3.2. show that the Stokes problem

(166) ma y be decomposed into a finite number of Di.richlet problems (-,^) (resp. aId-,^) (ti+2 co obtain ^o, N+1 to obtain when x is =1L plus the problem (L) ; {u,p} --- ao

2) In the ai)proximation (1:0 of (L) ,, shall not occur expl_- cit:ely due to the Groan formula al^plife, in ( 18 14) if' p -is suff'ieiernt- ly steady.

U a 04 dx - uo u dx _ fri 4 ^ (184) ZLE _ ffj (^00+uo) •1u dx

where P designates a steady rise of N in ^• 3) The main difficulty lies in the fact that the operator A is not explicitely known. To overcome this difficultyv a new variational formulation of the Stokes problem shall be used in the approximation of (E), requ- iring a quantification into mixed finite a elements.

8.3.4. Mixed Variational Formulation of the Stokes Algorithm Let us introduce

WZ = {{ V .^) E (H1 (9))Nx r z, f VO4w dx = fnVv" w dx, Wa E H l 01) O(n), v^

W = E (Ho(w ) N+1 , 1 ^0 4w dx = J (11)) O Q•v w dx 8wE H l (18S) 9 Q It is easy to demonstrate proposition 8.3.4.1.

if WZ, then; {v,¢} solution of (186)

-n^ _• V (n); = a = o (r) (186)

We have only to use the definition of W Z and the Green formula in (185). Let us consider the variational problem (P) (187)

Find (UM E W so that

a dx+ 1 Vu•ry dx=( f • (v+j^) dx, Y{v,4} E W o ( 187) (P) S2 'u-'v! S2 J ^

Theorem 8.3.4.2. : (P) has only one solution {u.o where v'0 a and n is the solution of the Stokes problem (166). The demonst-:-ation of this theorem is liven in R. GLOWINISKI-O. PIRONNKAU (19) shows that (P) is a mixed formulation which is interpreted below r Ho(S2) If ve (H (21V - ' and is sufficiently steady 3^c H2 (S^) n sr►

r 4 + V V^CW (188) Lo In the formulation (P), insteady of setting directly 0 • v ° 0 we try to set = 0 + which is equivalent in the continuous case, but not in the discret e case * The approximation of (P)h from (P) via the mixed finite elements shall be presented in paragraph 10. 9. - APPROXIMATION BY THE FINITE ELEMENTS METHOD OF THE TRANSONIC FLOWS 9.1, S_ In this paragraph the approximations by the Lagrange finite elements of the transonic flows considered in paragraph 7 are briefly reviewed. Refer to the works of M.O. BRISTEAU (6) 9 (20) (38) and R. GLOWINSKI and 0. PIRONNEAU (21) for more details. For reasons of simplicity t only external flows around airfoils shall be considered. 9.2. 2-D Flows

9.2.1. Case of Non Lifting Airfoils (profiles) The situation is summarized on figure 15.

-0. voc Qmm^^ FP r^ r

Figure 15

The transonic flow around a symmetrical. airfoil I' is without in- cidence (u., parallel to the chord of the airfoil) and is modeled by the relationships of paragraphs 7.1 9 7.2. The flow symmetry results in automatic sa ,,isfaction of the Joukowski condition 007)- 9.2.1.1. Approximation of the Space V

By retaking the definition (189) of the space V in 7.1 P 7 .2

I Co (i2), - 0 at trailing _sdge V - {O E H (ft) n 0 (1t If 11h d signates a polygonal approximation of the domain 'l occu- pied by the fluid and if is the set of triangles ( Tk) or TRIANGU- LATION such that, in a standard;h way

- u Tk ; Ti n T i - 0 ifif j (i90) K then V is approximated bV the space of the finite dimension Vh

Vh - {Oh E Co(?^) , I T E Pk 0h V T e Z, h , Oh-0 at trailing (191) edge Similarlyp if we define Vhg by (191)g " Vhg - a Vhi P o . g } {Oh d . (191)9 In (191) P designates the space of polynomials with two variables with degreesk. In practice # the numerical tests require k=1 or 2. 9.2.1.2. Approximation of the State Equation The state equation expressed in (103) is approached in (192)

VCh -% dx - { P (0h) hh dx - f gh drh wh fah nh rh (192)

Oh a Vhg , V wh E Vh

where gh is a suitable approximation of g on the edge rh.

If k=1 kf ^wh are piece-wise constant over each TE f2h , con- quently, P($ h) is also constant and (192) may be calculated accura- tely.

If k=2 1 ^4h • dwh are piece -wise linear and a numerical integra- tion of Mh) is necessary. We may proceed as follows s each is divided into 4 sub-triangles (Figure 16)

1^ 4 Figure 16 3 ^=fir

On each Tj ( J=1,2,3 9 4) p(oh) is substituted by a linear inter- polation P. This approximation permits again an accurate integra- tion of ( 1j2) via the FORMAC systemv A. LAPLACE (22). r, 1

9.2.193. Approximation of the Cost Function and of the..'Penalty Funct- ional We approach the cost function by (193)

Jh (^h) - 2 fn I^^hl2dx (193) h For the penalty functionalp two approximations shall be consi- dered : k=1 ; k=2. The linear constraint of inequality (105) is expressed in a weak form (194)

-J h•Lh dx +1 gwh dr s K J wh dx V wh E Vh4) (19 "hr2h 11 "t, where Vh is the sub-unit of Vh according to

+ (195) e V % - (wh h I wh Z 0)

If the bounded K is also defined with the weak meaning by the variational formulation (197) from (196)

'&0 oh K (Slh) (196) Ooh - 0 (rIh) a^oh (r ) ^n = 9N p 2h (197) Vooh Dinh dx - -K wh dx + J gha+hdrh J J rh Rh

(198) The constraint ( 194) is substituted by the discrete condition

h dx s O -I ^(Qh-Qoh) • w wh a Vh (198)

Let ah be a base of V1, produced by the functions of form Ni Y /= h - (Ni}ihJ with-;h - dim(V (1()g) h)

NiEVh N i (M ) = diJ , V Mi a {nede orrh } (Trailing edge node) i (200)

M4 Ni y If kal LLI 1 It is obvious that N. :-. 0 Y i on fig- ure 16.

Figure 16

We may then substitute for (198) the N constraints of ine- quality (201) . = _ f )-IN i dx 0 Vi-1,.. Qi Ioh_^oh . ONh Jnh (201)

One way of satisfyin g* them is to add to criterion ( 193) the dis- crete penalty functional 2202)

c 20z P 123 = L Qi 1 2 ieNh

If k 2 t the base functions IN are not all positive. In this case may be decomposed as folAws in (303)

(203) a= 123 N456 h r'1 ' 2 ' 3 rn 4 ' 5 ' 6 ; N = N + h h ' h h h /31'2'3 h = {N. , i e ,tops 1 , 2,3 of triangle T E `^h}

^ h ' S ' 6 = {Pl i , i c mi.ddles4,5,6 of triangle. T E C } h

A function of form N i of the sub-families ( 203) aro shorn on figure (17)

N1 • Ni

3 1

^• i

17.1 17.2•

Figure 17

456 It is obvious that Nit 0 if v i e °h (figure 17.2), but it may be observed that on figure 17.1 that NiE ^h23 may take on negative val- ues.

In this casep we sh all substitute for (198) the N 123 + N456 con- rtraints of inequality (204)

Qi I (Oh-^oh}.s#,Ni dxs 0 VNi F,^h23 vi - Max (0,Nj) f S:h (204) e ^h56 i dx s 0 VNi Qi - _ j (`^h^oh)-7N ^h One way of satisfying them is to add to the criterion (193) the penalty functional (205)

_ v r IQi42 + I IQ14 'h !, 56 I• i e vh' 3 iCNh (205)

In the numerical tests, the second term of (:20;) shall pr,tciic- allh• be sufficient. In thcs c.1sa of ahProxim:ition (1 tJ ,) jt •,, tl^` cli s- crete penalty term of (20()) t .► .. '42 S _ ; emu• n j dx (206) 164 A contribution of S due to ^._Figure 18 a discontinuity of sAoed of positive intensity is shown on figure 18,

mo U local

In the case kk2• the dis- crete discontinuity of I figure 18 is calculated at intersection 4 9 5 or 6 in the direction of the bars of two triangles T and T+ E r . The illumina- t f "h tion + and - occurs by using the local Figure 19 speed on figure 19.

I u56 r 2 (u5+u6) calculated in the middle of bar (23) view of T1 and in the middle of bar ( 13) view of T2 makes it possible to il- luminate T1: T2 in T- and T + in the following direction exiting T at node 5 TI T - U56 is 2 T2 - u56 is entering T at node 6 4 i T'F In this semi-node, the discrete constraint to be satisfied is expressed by (207)

i = [u•n3i-' - •n (207) S ► (^^i - 10i) s 0

dis crete analogue of (206) may then be expressed in (208) CC Sh £(Bi ) £(Bd = length of bar - Bi s .ty456IS112 (208) 1 +h which Permits the final approximation of 102 in (209) to be riven ^t

,/6'} min 0h (O h ) + u 1 ph + P2Sh) Oh (209)

Mote i it is possible to form a model when k_1, the condition of entropy by adding a penalty to a functional SS odd power of a ositive step of speed, which is impossible according to fluid dy- nnmics decompression shocks) given in (210)

a 2 ,210 S ' a C u• n) I dx wi th a=3 f

The discrete analogue SJhis expressed then

S3h 4 5456 Rig VB i ) with this time iENh (21 1 )

Numerical results using (211) with k=1 shall be presented later one M.O. BRISTEAU (20) may be consulted for the numerical approx- imation of the constraint of entropy by the artificial viscosity.

9.2.1.4. Approximation of the Cost Function Gradient and of the Pen- alty Functional Gradient

The cost function Gradient - Ji is approached by (?12)

1-1 /a(^0 ),N> _ • ^N. dx - Zca! P(4 • ^ •^N.) dx

Vhg Y t i E Vh ; Eh E uh r 4 h E

The discrete analor,11e of the menalty functional 1*_ •adient (202) ;s expressed by (x'13) ^='1^{)

123' N i = 2 1i123Q + 6 Q+ (i)( i ) with Qj . Qj (i), given in (214) (215) (213j UNh

Q^ _ (-f (`^/¢h-^oh) pNj dx) + (2)4)

6Qj (i) f, ^Q]•VNi dx (215)

If the entropy constraint modelling (211) is used, we obtain 66 the differentiation formulas (216) (217} P +(i)i(B) <$3h 'Ni> n 2 1456 R+ 6R (216) jc% 3 j j with 6R- given in (217)

6Rj(lk3{(V^j V1) A} 2• {(`INi VNl)•n} (217)

9.2.2. Case of Lifting Profiles (Airfoil Sections)

9.2.2.1. Approximation of Spaces Vp Vg and C

If V11 and Vgh designate the approximations finite dimensions of spaces V and Vg ; if VC is the sub-space of defined in 7.3 so that H1()

= {^ trailirg ; ^^ + _ ^^ _ ^, any VC E H (6) , 0=0 edge C C` value where C designates a cut in the domain occupied by the fluid exiting the trailing edge and joining a point of r. (Figure ?0) and that V1 designates the approximation in finite dimension of spice VC Ch

V { ^h h E Co E P VT BP=o ; O h I C+ - C- _ ( } Ch 1 O (^) Ohl T k E '^'h' Oh' ^h,

00

Figure 20

then the discrete analogue of (109) is given by (218)

0 10 0th 0 NPh + Rh a 'h 9 VCh (218)

9.2.2.2. Approximation of the State Equation (112)

In (218) O Rh and ONPh are the approached so-ations ( 219) (220) of the variational equations ($2) (112)

VORh Ow h wdx - 0 v E V1 E (219) f • h Ch Rh VCh

The step condition on C is treated as a condition of pseudo- peri • licity. We define which -pproaches & as solution of the discrete equation (220) h

` V^h Owh dx- _ L Ph(' ^h^^'Zh•Vwh dx + ghw;^ dI' Q r2h (220)

V w a Vh

'D Rh m e ^h e Vh 9 O NPh + k^Rh wi th ONPh Vh

9.2.2.3. Approximation of the Joukowski Condition

If T F and TBF designate respectively the last element at the extrados Uesp. at - the intrados attached to the airfoil following a side of a triangle, and to the trailing edge shown on figure 21.

3

2

Figure 21

we approach JK(Z) by J%(R) defined in (221) 68

h JK (l) _ 1 ^t Zh 12 +_ 1% Zh 1 2_ (221) T T

If k=19 ihZh is constant on each trangle and the Joukowski con- dition cannot be applied punctially on the airfoilp but only as an average on the two triangles T + - T-. If k-2 P ^hjb i linear on each triangle ] we may selecte one of the nodes7l-4-2) oz (1-6 -3) on the body or an interpolation of these points (refer to MARTIN (23)).

9.3. 3—D Flows The numerical implementation of the tridimensional flows is developed in detail in J. PFRIAUX (9). In the case of lifting flows (for examples around a wing), a sheet of discontinuity (ND) must be introduced ? originating at the line of the trailing edge (LDF) and joining r as on figure 22. .CO pig -.-. _ _

ei s rcc

^PANE IS Figure 22 R QUAL(TM

The discrete Joukowski condition is applied on (LBF) t trailing edge line of the wing. If ►,(y) designates the circulation spreadq starting from the socket of the wing up to the "pig" the discreti- zation of (LBF) into NBF points on which the sheet of discontinuity is applied t provides NBF Joukowski conditions ( non linear) (222)

JKh (!^K) _ 1 4 + - 2 - ; K=1 ,NBF ,1 ' 1 hh I (222) BF B11

with Oh decomposed as follows in (223)

NcBF

h ONPh + KL 1 2 K ORh, K (223) NBF k K 4DhE V O( K11 V(ND)K,h)

R defined (224) with V (ND)K K in

E Y Te, V(ND) _ {hhIORhEC'o(S2) . ORh1T Pk '6h K,h (224)

ORh I BF K Rho =o; m I - ^ Rh I =^}K (ND) K (ND) K

C'L If Ch is a tetrahedron of n than ND shall be the trace of o tetrahedrons having at least one node belonging to the sheet of discontinuity

ND + shall be the trace of the sheets view from above ^ NDi shall be the trace of the sheet, view from below The definition + and - are defined from the line of the trail- ing edge by designating by + the extrados of the wing and by - the intrados of the wine. I shall beobse er'.v them that the discreti- 3 zation of (ND) h is composed of a set of triangles (see figure 22).

O.C. ZIENIEWICS ( 24) may be consulted for the approximation Pk k=1 9 2 and the coordinates of surface area (L i ) used in ( 225) as well as the derivatives

0 a cc4 1CC 0{ T L ^i L l ; ;1 G OiNi( Li) Pk 1=1 T ial 01T6 (225)

of the functions of forms appearing in the exact integrations. M. 10. - MIXED APPROXIMATION BY THE METHOD OF CONFORM FINITE ELEMENTS OF THE NAVIEER-STOKES EQUATIONS 10.1, Summary This chapter presents the mixed approximation of the Stokes equations and the Navier-Stokes equations by the method of conform finite elements taken into consideration in chapter ^. For simpli- city J1 shall be assumed to be a bound polygonal of R • but the nu- merical implementation extends to the domains of R3, the applica- tions of which shall be presented during the presentation of numer- ical results in chapter 12.

10.2. A TT—ni.mation of the Functional Spaces

If q designates a standard triangulation of the domain S2 9 the following spaces of finite dimension (226) (227) (228) (229) (230) (231) shall be used subsequently

. E Co (S1) O E P 1 V T E L°h} {^h h I T (226)

{Oh E Hoh H (Q) n hI T a 01 (227)

Vh . v l {vhE l^°(^)) 2 , h T e (P2 ) 2 , T h} (228)

VZh ivh s Vh vh,r'lh} (229) with zh , an appropriate approximation of z.

x h• (wh zh `uh'^'hj EVzh H oh J^S^^ dx V• hwhdx wh E}i 1(230) fn v A widely used variant in numerical tests consists of defined in (231)

E v E (P 2 V Te^ V h/2 =h/2 (Co(SZ))2, {v, h/2 T 1) h/2 } ( 23 1 ) where h/2 is the triangulation obtained from Vh bysubdivision of each triangle TE 4'h into 4 sub-triangles obtained on figure 23 by joining the middles of the sides.

T E r Ti E ';h/2

Figure 23

10.3. Approximation of the Steady Navier—Stokes Equations La The approximation of equations (132) by the mixed method (187) is given in (232)

,^ h} E Find` - { Uh Wzh so that (Ph) vI 'ruh• ^vh dx + I (uh•V)uh• (vh+N)dx - 0 , V {vh .o }E oh (232) 1 S2 1 h We shnil find in P. LE TALLEC (26) reasonable assumptions on rind v ' vo so treat (I'h ) pormits one solution, Moreover, passing* to Ulie boundary is the solution o f problem (1j2)

h " ('h} a { (233) Ti { u U10) 7t may be observed that if ^h *Oh ^ 0 is set in W zh and in (Ph)t the Taylor-Hood (25) scheme is recovered

10. 11. Mixed Approximation of the Unsteadv Navier-Stolces Equations

Subsequently, k - A t shall stand for the discretization time step. Presented now are two possible discretization schemes of which one is semi-implicit and the other one is entirely implicit.

10.4.1. Semi-implicit Scheme

This is the discrete version of scheme ( 152) (153 ) . It is com- posed of (234) (235) uhE Vh , is an approximation of u° 0 given (234)

Then, for n Z 0 , by using (232), we obtain (235) - n+l n+l from -)-n by solving ( 236 ) { u►h 4h } %

( +n+ 1 -+n -uh 'vh d + v 1 k uh+l• ^vhdx = -^ (uh•^)uh•(vhh)dx (236) ^ r n

{vOh} E oh , {uh+1't h +1 } E Wzh'

It may be noted that (236) is a sequence of discrete Stokes pseudo-problems and that the scheme (235) (236) is a truncation error 0(p t ) and is only conditionally stable.

10.4.2. Implicit Scheme

The scheme taken into consideration above in (237) (238) is an /72 entirely implicit two step Crank-Nichalson scheme

^o -0.1 u , uh given (237)

-sn -► Then for n> l we obtain by using (232) +1 from uh,uh the olution of (238) *n s

3 -).n+1 - n 1 -n-1 ` 2 uh -2 uh► + 2 uh •vh dx + v^^rn^^• dVhdx + ! (uh+1•V)uh+1. (238) ^ k n + 4. - (vh+V^h) dx 0 V (V► E Woh -+n+ 1 n+ I { uh '^h } E Wzh It may be noted that (238) is a sequence of discrete non- linear problems analogous to (232) and that the scheme (237) (238) has a truncation error 0(Gt2) and is uncondittion_lly, stable. 10.5. Least Squaress Solution of Discrete Unsteady Navier-Stokes Equations 10.50. Discrete Mixed Formulation of the Problem Ph We are taking into consideration in this paragraph the discrete analogue of chapter 8.2.3., the mixed formulation of which is a gen- eralization (239) of (232)

Find (% '^h) E Wzh so that

a1 uh•vhdx + v1 Vuhhetv* dx+ ^ (uh•^)uh•(vh+^^h)dx = I n SZ (239) (Ph) f J,2toh •vhdx + I 11 1h•(vh+N)dx V(vh' Oh) E Woh

Two terms may be observed in (239) corresponding to the choices of the quantification - fohf^2( time scheme k 2 2uh - 2 uh-1 )dx ( in (238)) - 1 density of external f Ph is a nonlinear problem.

10.5.2. Least Squares Method of Ph. By analogy with (158) of chapter 8.2.3., the least squares me- thod of P^ given in (240) (241) (242) is taken into consideration ^ Min Jh(vh,oh) vith {vh.oh}EWzh (240)

-► Jh(vh.oh) 2dx + 2 2 ^` vh th) ' ^ (vh th) 2dx (241) where is a function of {Vh,oh} via the discrete state equation (242) h

ana •; n =`^ If • n dx + (f • (rl +^w )dx fS, th + of Q^h ^ hdx J oh h f 1h h h ( (242) (vh • V)vh.(rijh+^( h)dx V {nh'^h} E Woh i (Sh OX'i a WZh

^o

10 .5.3 • Calculation of Gradient Jh

The differentiation of criterion ( 241) is given in (243)

dJh - aJ (vh-th) • 6(vh- h)dx + vf p(vh)h-t • V6(vh th)dx S2 n (243)

V 0vh -60h) a Woh

whereas the one of the state equation is given in (244)

f -I-.b.. rdCh•11hdx + v^ V6^ h '%dx= - ^ (6vh•^)vh• (nh4wh)dx fr J (244)

- (,Vh•^J)6vh•(nh+^wh)dx fa

with (6^h,64) oh ; E oh. E V (nh' wh ) Since {vh-t0h Xd `'Woh, it is possible to express the variation of criterion 6Jh uniquely as a function of 6v h by using (244). We obtain (245) by selectingn = v -1 h h -h : wh c0h -XJ f s a ^ (v -tx+)d 6 h• h h h x J )dx - -( (6vh• )^h •((v - v 52^6^h'^(vh- 1^ h Sh )

h )dvh ((vh-th)+^(Oh-Xh)) dx (245) S2 By putting ( 243) (245) together, 6j is finally given by (246)

6Jh = a (vh h) • dvh dx + NJ ^(vh h) • J 16% dx S2 fn (246)

( 6-v,. ah• ^)vh + (vh• t^ )6 v^• ((vh ^+^h-Xh))dx + fS2( By expressing that6 Jh } > a

a J1 P(.^• nh dx + V (v 4 • h ^Jh ( vh .d h) . { nh ,wh) > = h dx

(nh- ) yh + (v + J ( h • )^ ti ) • ((,h-th ) 4, (^h-Xn)) dx n. 10.5.4. Conjugate Gradient Solution of ( 240) (241) (242) The algorithm given above is the discrete analogue of the one described in (160)... ( 165) in chapter 8.2^It consits of 3 phases.

Phase 0 : Initialization ( 248) (249) (250)

-+o 0} { uh ,^ h a Woh given (248)

Calculate {gh,9h} solution of the discrete variational equation (z49)

• nh dx + v1 Vgh• n dx-

with Jh defined in (247)

set {hh, Th} _ {gh,eh} (250) f Then for mz O ,assuming {h.^Vh} E W zh , {h ,Th} E Woh ^U , calculate ^ -#m+ m+1 { +i , ^m+1 } : 1 ' 00+1 }{ h Tm+l} uh h h

Phase- 1 : Descent (251) ( 2 5 2 ) (253)

Am ! arg min Jh(uh-Ahh , ^ h-ATh) > 0 (251)X

um+a umh - a tai h h (252)

W m+1 _ ` m - ^ mmT O h 1h h (253)

n r ^ Pbase-2 t Construction of the New Direction of Descent Compute (^+lm+l solution of the discrete variational equa- tion (254) gh ' 8 h }

h I.^nh dx f (254) { gh i 8h V , +1 ) a 0,1 Wh } E Woh Woh Then calculate the coefficient of conjugation Ym+1 in (255) "'m+ i + I ^ Bh ' (-*gMh -gh) dx + ugh+l • ^(gh+l_g) ^M+ 4^2 vfil dx (255) a 1-g* l 2 dx + vJ 1 n I gh 1 2 dx The new direction of descent is given, then, in (256) (257)

hh+l : g + Y°+1hm (256) h

TM+I '8h + Ym+I Th (257)

Do m-m+1 and go in (251)

It may be observed that each iteration of the algorithm (248) -(257) requires the solution of several discrete Stokes problems Sah

-one Stokes problem to solve the state (242) (th+I Xh 1) with { ► ^ ,(P ) {^+I ^ } h h uh ' h -one Stokes problem to calculate{g I ,Ei hni+l } from { I } and m+1 m+1 I'^h {^ h ,Xh }via (254)

-several Stokes problems( = 3) to calculate Xm. Flow chart 1 of the unsteady Navier-Stokes algorithm is presen- tod below. The discrete solution of problems S is presented in the follow, : chapter.10. 6. ah 10.6. The Stokes Algorithm (Discrete Case)

10. 6. 1. Introduction

The presentation of the Aavier-Stokes ogtiations (discrete in the steady case (10. ^) rind unsteady case (10.4) in the form of it re- poti.tive sequence of discrete Stokes problems, implies a highly ef- ficien t ntimerical algorithm of problem (258). (Soh) SOLUTION 2 . 0 BY THE CONJUGATE GRADIENT OF THE LEAST SQUARES METHOD

O Initialization : SELECTV.o E WZ

corinvTE ^ s q> s f (v;^ } d 9 a we 9 Wo

1 Calculat U k Solution ofSate the

L2 GJculate the coat J(%i" ) n 4U n+'v" Un+' v n function k k k+ k — k

3 Descent : Calcul • X

= Arg Min 7 ^vk + h is ...... w 21 Oirichlets % --.& -P. ^► Set v k+4 = v"h Nn k

A Construction of the' new direction oX desc nt ♦ ...... 7 Q,"ichlets Set ^e n 41 + n +^ tin ': hnk k k 3 ` :richlets k : index ( time loop h index (control loop)

r;AV1ER - STAKES FLOW CHART 1 Find ( u h t Wzh so that (258) (S^)

.0 dx+vJ Iu h h• 'vh dx 1 #' f'I 'v dx + ) dx 8 { v^ } t W a^t2 V v h # ih ( ^h h h oh fn

In the following presentations we shall find again the discrete analogue of 8.3 in the solution of ( ash) (27) (28) may be referred to for demonstrations of the theorems used.

10.6.2. Characterix »*_ion of the Solution ( 'uh ". h'ph) We may easily prove that ( 258) has a unique solution which is the one of the problem of minimization (2S9) with distributed linear constraints

vh ^ 2dx + 2 fQ j4 ^ dx - J^ oh* hdx - J^f1h(vh+VOh)dx (259) }aW {2 J,:^ { (vh'4Mhzh) where it is rocalled that '1141 W M ( .4 ) e 4 x H ^q dx - J zh ` h h zh oh'1 4h ' h J• vh q hdx V E 1) fQ fil qh % The number of constr ints of (259) is dim(Hh). We may combint, with (259) the Lagrangien fined^ ^ x I x 1 ^byde (260) h h %o %]R

me (260) h ( vh , 4 h' gh) - j h (vh ,O h) + j 7^ti Ighdx-J 7•vhghdx SZ S2 where j h (vh• 4 h) equals (261)

of 1 f'j^ (261) jh(vh,dh) Ja i vh 2dx + 2 vh^2 dx - J„f oh• vhdx.- f Ih(vh+^Qh)dx R (259) being a problem of minimization with linear constraints of finite dimension for which there is a solution and a distributed Lagrange multiplier phe 1 so that i^^yh ^ ph} is a saddle point of 'Yh} solution of (258) (259). ^h on V2h ” Foh" with ►(^ h The extrenio conditions of ;'-O at point "'h (263) (264) characterize the solution of (258) ► ^ii' Ph (26L,) I ( 262) ^^h dx Y ah E Hoh ph N. fn ^ph % dx l £ 1h* P tc^ utivy ds + v^ v dx+ l w 'v dx= ( f +: •`• dx

;^ 1 ^ a h Jn h h f^ oh 1 h (263) 7 r r Bch uh ' ^zh

(264) 1^ h 'lgh dx ' ^ " uh qh dx V qh E n

From (262)p it may be deduced that the Lagrange P h multiplier is the discrete pressure.

10.6.3. The space h By using the observations made in 10.2. 9 7/`h is introduced as a supplement to Hoh in 1( i.e.

=HohS'Ph with Nh = dim- (?V

In practice, by using the Lagrange finite elements,j/ h shall be defined as follows (265)

u h E h ^ "hjT 0 ii Te ^'h so t}:c.t3Tn 'an (L.

7% has a finite dimension Nh. It is the number of nodes of belonging to Moreoverg (265) implies that with M. I ' supp(uh) 71i = U T with Jim mes (fir ) = 0• _ h TnM14 h''0 h ^r is shown on figure 24. h 10.6.4. Convortint*, Problem ^h into a Variation.i.l Problem (E^^) in 7^h 1O. 6.4.1. Approximation of a(" 9'

Tn referei;co to the cbser •.•ations ni xde in p;ir. rrilph L^.3.3. j th.it 3f J is stli'fic;ienLly steady, the Green forllftilu leads to (:'t,())

3 3

9

_a Fh

Figure24

a^ a(a,u) jr any u dI' _ ^^,^ •^u dx - f dx S: n a ^^ ^^^•4^u dx dx = -( 4, +u, WD dx +fill. ^ u 1 n (266)

where u is a measurement of u in Q.

A Now let h' u h E ^'h' If we define ah ( ' ' •) ' 74 h x T' h -+ R by the sequence of problems (267) (268) (269) (270)

1px h • ^g h dx = 0 V E oh pXh-Ah E Hah (267) qh H

a u • V u^c + f V ux =- ^ V dx V V E V L E V (268) h h oh ' ah oh \h h a.h h ^'' HI ^^'ah^^4h dx"^ h^hdx, V^ E I ^^ E (269) fn f h h oh

ah (7^h'u h) a -J2 (^'xh+ul^h)^^uh dx (270)

Then, the theore::i (10.6.4.1.) demonstrated in (31), dis- crete analogue of the theorem 8.3.3.1., characterizes the properties of the bilinear form ah(.v.). TE Theorem 10.6.4.1. : Let us assume that T has at the most one side E aSl I therefore ah ( . t .) is a bilinear t symmetrical form and is defined positive on

eh /Rh) X ("Ph/Rh) where

R - E7)?h ' h {ph 1jh = cste on rill

Based on theorem 10.6.4.1;x , we can now convert the problem Sah into a variational problem in i t5anks to theorem 10.6.4.2.E discrete analogue of theorem 8.3.3.2. 10.6.4.2. Approximation of (E) A Theorem 10 2 6.4.2. : Let Ph be the discrete pressure and h the trace of ph on ti . Therefore if theorem 10.6.4.1. is verified, then X is the unique solution in h/R of the variationalh linear problem (r-h] ""I E A h ' / h $0

( ^ + (271)(Eh) ah (X h .U h) J ^ oh +uoh).%h dx V uh E m h /Rh

where Pohl uoh' doh are defined by the sequence o -^ problems (272) (273) (=74)

s

h dx h E Hoh' pohE Hloh (272) J 0 ^Poh •^L'q f_ Qi f 1 h*^qh dx V q

-

"OR

fuoh^ vhdx + v( ax r i _ + a h J (f oh +f I h ^P ).w dx n oh h V v e V , u e V (2?3) h oh oh zh

= ' ^-u 1^ ^^'oh ^ h dx oho hdx V e HI S2 h oh W oh e H ohI (2 14)

10.6.5. The Solution of Problem (Eh)

10.6.5 . 1. Summary The choice of the method used for solving the problem depends uniquely on industrial applications. For 2-D fluid flows 9 the num ber of boundary points N (-100) with dim the solution Nh<

10.6.5.2. Solution of ( Eh ) by a Direct Method

10.6.5 . 2.1. Construction of a Linear System Equivalent to (Eh) General : The space ^7(h defined in (263) being of finite dimensionp let

N , a base of T7 h . That means that V E ' V //Ih Sh i i=1 N h N (275) _ uh - rhu h { u l ,... uN c1R h} i=1 ulWl h The functions wi are defined as follows :

V i-I....,Y h

Wi `- Vh wi ( pi ) = I (276)

wi (Q) = 0 V Q node ofd' Q # pw

81 Pt JuppcK ^^^ ^` The hachure zone of figure 25 represents the support of wi.

Q JAIL With the definition ( 276) of the ' wi, that means that in (275) ^' i = ''h (Pi ) . The problem ( Eh ) is therefore equiva lent to the linear system (277) Figure 25

"h

ah(wj'wi)Ai •Cwi dx 1 S i S Nh. j i g ^Z (4.h+uoh)

Set aij s ah(wj ' wi) ' Ah = (aij ) 1

According to theorem 10.6.4. 1., the matrice Ah is complete, sy- mmetrical and semi-defined positive

Construction ^ f Ah : Ah is constructed column by column according to jth the relationship a id = ah (wj,w i ).To compute the column of Ah, the sequence of problems ( 267) ... ( 269) is solved for Ah ° wj and (aij)i=l,...Nh is deduced by using (270). Each column of A re- quires, then, the solution of 4 discrete Dirichlet problems (5 in the case of Qc M )• As the matrice A h is symmetrical, the problem may be limited to indices Taking into account the choice of "h, the integrals defining (270) involve only the functions having a support of about an (Figure 25). Flow Chart 2 of the construction of operator A is presented be- low.

Construction of b 1 : to construct the second member of (277), the sequence of problems ( 2 72 ) (273) ( 274) is solved, which requires 4 discrete Dirichlet problems 3 (5 ifSZ c 1Z ) , Considering the choice of M''h, the integrals defining the sec- ond member of (277) involve only the functions having a support in the proximity of (Fi^;urc 25).

10.6.5.2.2. Solution of Systora A ha h = b by the Chloski Method

7 A> CONSTPUCTION OE L'OPEAATEUA SYMETRIQUE

OfFINI P051TIF A (i, j) COIONNE PAR COLONNE KEY A) CONSTRUCTION OF THE SYMMETRICAL OPERATOR DEFINED POSITIVE AT (i,j) COLUMN BY COLUMN B) For all nodes... B^--- Pour tour Its muds I E f 82

vPk.vmds:=o

' Pk I = Elk

uk . f'+1Vu k. N do = v pk.t^d SL u k lr =0

J ^^k^Md11. ^UkMd1T. J

d^ A `I'j Iv.k M j + ^koM^ support J , J E f

NAVIET? STOKES FLOW CHART 2

ORGiM,'I^";11A.1 '`:T' ^,4.%VIER-ST0LES 2

i Account taken of theorem 10.6.4. 1. and of the definition of

j vNh} ^'h + Ker(Ah) • { V ERNh v 1 ' V7 ' and since the matrix Ah is singulars it is necessary to fix a com- ponent of ah (XN ' for example) in order for the sub matrix h . (aij)i'i,]5Nh 1 to be symmetricalq defined positive. The sub- system to be solved is therefore expressed (278) M - I AhrhXh - b where (278)

rh - ah = [X ,...IxN h ' {bl,b2' ... ,bN I h -1 } ' b h-1}

(278) is solved by the Choleski method via the standard factori- zation (279)

t Ah LhLh where L is a nonsingularsingular lower triangu- (279) lar matrix In summaryq the solutions to be computed to obtain the solu- tion("' ,P ) derived from (Eh ) by the Choleski me.thod are the fol- lowing-: h -4 discrete Dirichlet problems to calculate poh' uoh'^oh b (5 if 2 c R3) -4(N -1) discrete Dirichlet problems to construct Ah h (5(Nh-0 if 2 c R3) - 2 triangular or descent-climb systems to calculate X _ `t_ h L LJ b ' Yh - yh - 3 discrete Dirichlet problems to obtain p h and "from ah

(4 if 41 c K3 ) . Flow Chart 3 of the rapid Stokes algorithm is presented below. In practicev the matrices of the Dirichlet problems are fact- orized once and for all outside of the control loop. They ar-e--fwo ZU symmetrical matrices defined positive, one approaching -A by ele- ments Ply the other airs-A by .lements I'2 (or P1 on a triangulation -Ch/2 defined in (213). 1.0.6.5,3. Solution of (Eh) by -,a Conjufrate Gradient Methoe

General s It is interesting to solve (I; h ) by an iterative method

^n SOLVEUP P APIDE DESTORES RAPTD STOKES ALGORITHM

/84 PO -V. f ^^ po I 0

U. (IP + F^) UO r

cfo = --V. r= o

Bj u 0 wi + 7 9. V'uijda Wi defined on!- Za (ij) a `_8 . ij)(Lh

p x w

PA I r w

—U o. ,) A U N = _IPN U, Ir 0

RD + p x u 0 UA p u NAVI Li'R STOKES P OW CHART 3

0 R G AN I 1',(;- 3

wi:ich does n , t require the EXPLICITLICIT computation of Ahp but only, at each iterationp the solution of 4 discrete Dirichlet problems (S ifS1cR3). It is subsequently interesting to introduce the iso- morphism N r :74 h -I. R h defined by

rhu h - {ul,u2,...,uN } V h uhEmh Ncch base of withuh - ; u iwi ' wi E sh 74h introdu-ced. in (27i)

( . P . ) h shall designate the standard euclidian scalar product in N the corresponding standard. R h & 11' 11 h By using the observations abovep the two members of problem ( Eh ) (271) are expressed

e ah (ah .u h) - (Ahrhah,r huh) h ^` ^h ,uh V'h

(280) f+Uu All dx - b , r u ) V e 91t oh oh h h h h h h h S2

Description of the Algorithm in (281) ( 82) (283) (284)

Pba88-9 Initialization N E R h rh^h is given arbitrarily 0 0 (281) gh - Ahrhah^bh ho0h gh

Then, for n ? 0, 9 ' h being knownp compute ah+' ,gh +1 An, n h +t'hh by

Phase - 1 1 Descent Lak (hn,gn)h A - n (Ahhn,hn)h (282)

r X n+1 r an n h - hn - phN (283) n+1 - n n gh gh - pnAhhn

rPhase rrr rrr 2 : Construction of the New Direction of Descent Il sh+' ll h n (Igh ll h (284) n+l n+1 h 9 Y hn + h n

n=n+1, go in 282.

Notes : As the matrix A is symrietricalp semi-defined positie t it may be shown that the se4uence{X1 } converges toward ^h solution of (Eh ). The component of ah defining► the pressure level is the same one as the initial pressure ah. The implementation of (281)... (284) requires -,the solution of 4 Discrete Dirichlet problems to

obtain Ph.hn, un,hn ' ^n,hn at each iteration (5 if Z c R 3 ) in order to compute n A h h n via (285) ah(hn,Uh) _ (Ahhn'rhUh)hr(285) + uhIhn) •I%h dx

The prefactoriTation phase of the discrete Dirichlet matricest recommended in the direct method, is also obvious t upstream of al- gorithm (281) 9 ..(284) and leading to considerable gain in calcula- tion time.

10.6.5.4. Acceleration of Algorithm ( 281 ... (28 4 by Preconditioning x n. - R Let sh ' ^h '%^h ► be a symmetrical bilinear form defined positive to which the symmetrical matrix defined positive S h is related via (286)

ah(Xh,uh) _ ( S it rhah)rh%)h (286)

S is an auxiliary preconditioning operator in the sense of 0. /8 AXFLSSbN (32), The con jur-ate rioadie.)t variant using a ocalar pro- duct ((Xh,11h))h,Sh relating to Sh (ah.Sh1,,z) is defined by (287) (288) ( 28 9) (290)•

L12aeta 0 : Initialization

ex N rhA o cIR h selected arbitrarily

8h a AhrhAh - b ho = (z87) S -1 o h h gh

For n 2 0 A n , gh, hhn k ,--..,,, compute ah +1 , gh+1+ hh b1 y rPhase -rrr- 1 : Descent (h11 h pn ( h h, hh) (288) r n+1n n n h h rho h - p hh n+1 n n 8h gh - p Ahhh n Phase-2 : Construction of the New Direction of Descent (289) I (gn+1^S-1Sn+1) Y = ^h h h h n (gh,shlgh)h (289) S hn+! -1 n+1 + h h = h gh Ynh n=n+1, go to (288)

Notes : If S h = Id (identity matrix) is selected, algorithm (2810.. T-28-7 is found again.

Different choices of Sh are proposed by GLOWINSKI-PIRONNEAU (29 (29) guided by two c.fferent types of contradictory arguments (info- rmatics and theoretical). 1. Select S (.,.) leading to a hollow or even diagonal matrix Sh . In Vhis case, S may be factorizd once and for all by the Choleski. method S = T Tt upstream of the algorithm h h (informatics argument .

2, Since ah (• p .) is an approximation of a(.,.) defined on H 1/2 (r) and elliptical x 1/2 (r), select Sh(•••) approxima- tion of a bilinear form S(.,.) also elliptical H- 1/2(r) This alternative, however, leads to a complete matrix S (theoretical argument)

We give to (290) (291) (29 ) three possible St j (.,.) leading to h sparse 61i matrices, provided that the boundary nodes r have been numtered properly (rd_--imum band width).

f. (290) Sh(Xh)uh) hV dr a h fr

Sh (X h .u h) J ' tA da (291)

Sh (X0 h ) '' %h " dt2 . (292) h R

Assuming h defined in ( 2 75) (276) and that the Lagrange finite elements are used for the problem ( 271) t it is then possiale through numerical integration to combine with (290) (291) ilinear forms for which S is diagonal. This is the approximatioi. ' 291) for (290)

iN N IM i-I M f + I M +1 I CC Sh ( X h oV h) ° ; (293) Xiui 2 (Mi) iui + hh described on figure 26

Mi +1 Mi Mi+2 _... Whereas approximation (294 ...... M(.1 294) is related to (291)= ^ Mi ) describes figure 27 rh

Figure 26

Nh Sh(Ah"it) I i 3 tees (supp (rii))^iui (294)

///^ Support Iii M` Mitt Mit2......

Figure 27 In (294) we recognize the scalar product L 2 approached (er•)h defined on Vh by (295)

(fh 98h) h= (+1)y mes(T) i fh (Mi ) gh 0i ) ifn^' RN , N•2 orl T E S i-i (29S) with mes`) t area or volume of T 1 t nodes of triangle or tetrahedron T.

We shall check whither the matrix S is diagonal by using the definition of Bh give. i in (2?5) ( 276) aid (294). In factp in this case (" h A h 'W dh f mes(supp MdAi' Finallyp it seems interesting to select Sh the inverse of the matrix ( 292) in an approached space of H7 1/2 (r) , i.ee (296)

sh i ( Xh ouh) _ ^ah •VUh dx (296) S2

Various numerical tests of possible conditioning of (290) (291) (292) have been applied to the solution of the discrete Stokes pro- blem via (287) (283) (289). Tho rapidity of convergence (number of iterations) and the calcu;ation time are presented in chapter 12,

11. - ON THE METHODS OF INCOMPLE'. E ^ACTORIZATION

11,1. Summary This chapter deals with the difficulties of informatics imple- mentation of least squares algorithms on two and three dimensional configurations of large dimension. We show how to use the methods of incomplete factorization as auxiliary operators of preconditioning or as auxiliary metrics in order to overcome ex-:essive transfers of data on auxiliary memories (disk and or bands) outside of the main computer center. 11.2. Auxiliary Operator of a Problem of Model 'volution We shall now consider the Rarabolic linear problem of standard evolution define, in (297) (298) (299)

(297) 1 - Q4 = f (x, t) in S2 x 3 0,T1

= 0 on r X ] O,T C ^' j r (298)

( X . 0) - 0O N) when t-0 (299)

L9_0 where u oesignates a bound domain of R n of boundary r with f and ^o sufficiently stable.

Any quantification in implicit time of (297) such that

ok + f(x,kat) (-100) rt 0k+1 _ ^^k+1 - ^t with 0 = O(x ,kA0 , Lt time step leading to the solution of a lin- ear system (301) after quantification of space (of finite differ• ences or finite elements type)

- Fk AO (301) where iJ is usally a positive defined symmetrical ma- trix (N X N) with half band width m (N representing the number of nodes strictly included in the quantified domain Slh). S:.nce (301) must be solved numerous times and that A is inde- pendent from k, it is better to use a Choleski type direct method. Since A is symmetrical, defined positive, there is an invers.Lble and unique lower triangular matrix L, having the same band width as m, so that

A v LL ( 302) with iii > 0 ; 1 S i <,,; where lii 1 < i `N are elements of the diagonal of L. if zre elements of L so that iJ Iij - 0 i f 1 si

We br:,nr7 b.tc]c the algorithm of factorization of A (303) (304)

for j61

{ 30'3 ) ai1 V 2si_N ` £it '' 1 I For 2S j

I j-1 (304.2) • (a • - 1t ) ii ik Ijk V j+1 S i S N 2 ^ i.l k=1

Once L is calculated, the determination of 0k+1 is immediate L21. h via a "descent - climb" (305)

LtyFk k+1 (305) Lt © e

In industrial applications N may be very large I O r 10000)9 making the storage of A and L in the main core of the computer even imposa ble. Moreover, even though the non zero elements of A are not numerous ( A is a sparse matrix); as t : 7 the matrix L, it is un- fortunately always full. Consegnently, auxiliary core stations (disks or bands) must therefore be used, and this requires costly data transfers, which becomes excessive in an industrial context ( problems of input-out- put, process time, etc...).

In order to preserve the advantages of direct methods such as the Choleski factorization, it is desirable to find a sparse lower triangular matrix L close to L regarding their spectrum, and kept COMPLETELY in the main memory.

With L it is possible to construct !for (306)

A LL t 1306)

We substitute, then, for (301) the iterative process (307)

(3071)

7n (30,^) A plays the role of auxiliary operator of A. It may be pointed out that the stratei 3• to be adopted is different in Sol- ert,ingd(, pvndin4; on whether ("307) must be n(Aved once or %c>ra?. In the first case, we shall look for incompleteg fast and ef- /92 ficient factorizations in storage usage E ( see MEIJERINK and VAN DER VOR3T (30)) or similar iterative techniques (see VARGA (31)), AXEL- SSON (32) 9 MANTEUFEL (33)), whereas in the second ca ep it is worth- while to perform a significant computation upstream :f (307) ( proces time g memory) to benefit from extremely fast solutions at each At. According to AXELSSON (32)9 A may be used in another wayp by having it play the role of a preconditioning matrix for a conjugate gradient solution Of ( 301 ). If 3 is used to define the scalar pro- duct (308) in RN instead of the usual scalar product (309)

(308) <0,0> . . Ot a ^

o - o to (309)

Therefore t the conjugate gradient solution for solving (301) corresponding to the minimization (310)

-L Ot 2 A 0 - FO (310) is given in (311) (3 1 2) (313)

Rhaag_Q : Let (DO be selected arbitrarily 0 - Calculate Go M, F (311) 0 0 R G Set 0 HO R

>0, n , ,n as known, calculate on+l, n+1 theng for n assuming Dn G G lin+lby

Phase 1 : descent - n H n t n = Arg min J(^) n_,, n) - _'H C_AG H n+1 n nH n (312)

Phase- 2 : Construction of the New Direction of Descent

(L - I- Gn+1 = G _ n AHn n+1 R = A 1 Gn+1 n+1 Gn+l t Rn+1 (313) YGnt R

+ 1 + Yn+1 H 0+1 Rn

do n=n+1 and go to (312) LU - Note : The closer A is to A. fewer the iterations are required to obtain the convergence of (311) (312) (313). At the extreme, if = A. the algorithm converges easily in on iteration. The number of iterations required for convergence is a verification, a poster- iori t of the efficiency of A. 11.3. Auxiliary Metric Related to a Functional Least Squares Method A situation similar to 11.2 exists for another class of equa- tions with nonlinear partial derivatives : this is for solving tran- sonic and Navier-Stokes equations expanded below by the functional least s uares method. We combine with (314) (315)

IrM _ 1• P-OO1 2)4 - f (St) (314)

^Ir = 0 (r) (315) where p is a nonlinear t positivep bound t .given value of 'p0I2 The minimization (316) in H-1 of (314)

min J(^) _ ^^^() -f ^^ O E 110 (^) -1 (316) x (12) is equivalent to the optimal control problem (317)

-^ 2 min { GE dx j OB = ^(^) -f . 0} E I I' (317)

The qua 'fication of (317) leads to the problem of minimiza- tion in RN vi constraints (318)

[ min{E BE BE T(@) - F) (318) @ e RN

where B designates the matrix corresponding to the discretR Dirich- let operator and T the transonic operator obtained by quantifica tion of (314). Now, let us assume we know how to construct B close to B as in 11.2, then in place of (318) we propose to solve (319)

0 I N {E L B E^ B E = T(@) - F) (319) @ER

If B is defined positive (318) and (319) are strictly equiva- l ent.. However, if B is not selected well (319) may be not as well conditioned as (318) and consequently, a conjugate gradient solu- tion of (319) shall require considerably more iterations than of (318). In this case, B defined in (320) is the auxiliary metric of the nonlinear operator T *t < 1 , 2> = v 1 B 42 (320)

11.4. Construct_on of the Auxiliary Operator A (resp. metric B) We shall expand, in this paragraph, a methodology giving access to a class of sparse matrices or close to A or B. A B

Let A = (ai j ) 1 < i, j s N a positive defined symmetrical matrix with half band width m so that (Figure 28) — (321) >m a ij = 0 if Ii -]I Since A is factorized by the Choleski method (30 11) (305) A = LL L (322) L is a lower triangular matrix, also of band width m. Further- more, it may be observed that even if A has MANY zero elements IN- SIDE the band (Figure 28), it is not the case of L, which has NONE (Figure 29).

Definition : Let us define in (323) the set of indices K of zero elements of A inside band m

K = 10J) I aij = 0} (323)

CHOVESKY FACTOAIZATIOM

A...... A = LL I

...... •... • ♦• JO •.• •.

...... p l. •: r::• ♦•.•.: •. •.:•

...... 00,••..

O OD: •J^• 00 : Ja:

: Figure 28 ^ ...... JO...... ao • p00• :. OD:: . - ...... a• ::

J J • Jr,r :, JJa• a1 -

OJ .,. .j. Oa•. a•. _ O. . eIJG.• Jl•: J...

Oa • ). JO• • .O'.)•' JJ JJ7:.J:: rJ -•J>.-• r...... 0.i r •D7. • )

.J. DJ 70 O.rRJ .).) > ... .J.• J•IJ+ .).. .JJ•

• a^O• •OOjJ• - •0

J.J.: •...: .:J." - _ .,O •JJ•

rO.i JJ• •OU• OJJ: Figure 29 >J:: J,:: OJJJ _ .J. OJJ• 00 " tIJ^ OJJ• •,JJi OJ_ ,r - JJ• •J• JO)•: .7. pJ.7 'J Rt ^JJ^Y. _i ::: j::::: JOO.:. ..

oho: °.i:: : .J•

°ia: N ' O "33% . .):^ 3JJJ'J• DJn• J 0 Non -zero coefficients dark)( ; '•3^' r J ; ; Da:;: + Zero coefficients ( clear)

°°n u OR^,1NA1- PAa^ 1S POOR QUALM OF

92 o i

and lot us designate by n(K) the number of elements K. Sinco a positive constant C is now given, it is possible to define 2 aux- iliary operators and as follows 1,C L' C

LC is defined (324) by

a E R•iJ • 0 if (i,j) K & I $ijl s C (324) i j Zi j otherwise

L^ is defined (325) _ by ^Z i • = E K & J 0 if ( ij ) l^ijl < C min ) (325) i ^j (Z ii, JJ 13' • 2 iJ otherwise ;he constructions of L and L^ bring to light the following observations : C

1. If C< min JZ ij j then LC L

i ' J Ik •I 2. If C :5 mint iJ miniki } then L' = L i C i.J JJ 3.. IfCsmax l t ijl then { ( i ^J)1 L i j = 0} K i,j (Ri•`

4. IfCsmax{min } then {(i,j)1 !Z' = 0} K. 2 i; ii' JJ^ i; iJ

In cases 3 and 4.4LC and L' have their non zero elements lo- cated in the same position as tL se belonging to A and are very close to the incomplete Choleski operators proposed by MEIJERINK- VA1 DER VORST (30) and D. KERSfUW (34). Nevertheless, they con- struct L DURING the factorization of A (which means that L is NEVER constructed 7-and economize store usa a with the possible disadvan- tage of obtaining a singular L matrix (to be pointed out that (304 .1) requires the root of a positive number !). In the construc- tion solectedg L and L' are always non singular ; furthermore # if A is the dominant diagonal, L and are equivalent. C G Finally, it may be observed treat if the construction of LC or L^ leads to an alloe-able dimension in the main core of the computer, it is impossible to construct L for very large systems without aux- iiicary disks. Nevertheless, these external transfers to the main center are required ONLY O. NC.. during the phase of factorization.

For practical applic.'t.ions, having; a size of a main core whic1l is not to be exceeded, it is worthwhile to ctlaose t.ho constant C so

i

a given percentage d/100 of non zero elements of LC or of are mom-/97 orized. Therefore since d5100, we may define Ld/100 and L'^ as follows t d, 100

For a given constant C 9 let us define k and K^ in (326) (327)

(326) KC ={ ( ij ) l Z#0}

(327) Qij)lk!Li # 0}

if n(KC) and n (K^) designate respectively the number of e)Rmpnts of then the relationships between the sets !L KC (resp . K') L,) d/100' L'd/100) ( LC t C

(328) ` Ld/100 = LC withC that n(KC) = n(K)d/100

L' L' wi the s o d/100 C that n(KC) = n(K)d/100. (329)

By analogy to remarks 3.4

If 'd=100, L are identi- L 100/100 & L100/100 cal to If d=0, ; Lo & Lo correspond to the Meijerink- Van der Vorst type Choleski incomplete factorizations. It should be pointed out that there is another EvV construct- ion, which is interesting theoretically, even though in 3-D appli- cations it leads to excessive d/100 percentages. This construction is valid only for matrices using the finite elements method. If t designates a standard triangulation of domain 0, his a set of adjacent polyhedrals T p composed of (Mi ) N nodes. The complementary KV of K may be expressed then (330)

V = U ij ) l'•1i ,:i^ E T for at T ofC} (330) least one

From K it is possible to define in (3'31) K 1,V serving in the constriction of - (332)

KK_^^ .{(i,7) ( 3 M . so E T -W ^ that M.i',ik 1 (331) Mi ,M E T2 i

for at least one couple T I t T2 of t^}

I V- ( i i i ij - j) E K am,} (332) iI lid i.i - 0 otherwise X

With such a construction, LVV is independent from the numbering of Unfortunately, the case is thatI..^^ :gas few zero element:, within its band ( 20% in 2-D, 50% in 3-D).

Remarks : The introduction of L' is also motivated by the finite elements method. In fact, it is easy to verify that if r2 c -_%3 P then zij 0(h) where h is the average length of the sides of TE*6,where- as if Q c R2 , then Zij = 00), It is also necessary to eliminate the small elements by a test along their width relating to the diagonal elements and not along their absolute width.

11.5 Applications of Incomplete Factorizations to Transonic Flows and to the Navie r-Stokes Equations.

The matrices Ld/1 GG' Ld/ 100' T ;1' have been introduced in the lifting least squares mezi:ods on industrial applications of large dimension in order to treat the algorithm ENTIRELY within the main cora of the computer. Two strategies are presented and compared with respect to infor. matics (computation timer memory space). L El d/100' Ld /100 11 -11 are used uniquely as preconditioning oper- ators in the solution of discrete Dlrichlet problems within the algo- rithin t thus keeping the metric F l . We have only to substitute for the direct descent-climb LLt , a preconditioned conjugate gradient al- gorithmL d/100 of which the convergence speed depends essentially on the percentage d/100. Two iterative algorithms on the pressure of the Stokes algorithm are presented on Flow Charts 4 and 5.

S` ''d/100' L di l OG are used as auxiliary metrics codifying this time the convergence speed of the least squares algorithm. The direct descent-climbs LL t are substituted by the direct descent- climbs %L[. In this case a minimum percentage d/100 is required to keep the convergence velocities at an acceptable rate. ITERATIVE SOLUTION ON THE PRESSURE IN L 2 M

OF THE STOKES ALGORITHM P1/P2 (TAYLOR-HOOD ELEMENT) WITH (*) SOLVED BY PRECONDT.TIONED CONJUGATE GRADIENT LLt

min {J(P) u N (STii) ZLp V• p dx l - aup - alp + , up z E (H 61)) (*) p E L (S2) 0

In fSTH) p `+ = ^• u is coer- L2(Q) Ap p cive in

3a X0 (A9.9). L2 2: ajjgjj 2 V 4eL2M)

FLOW CHART 4

Preconditioned Stokes Algorithm (T-H)

"6 FLOh- CHART 4 (cont)

ALGORITIDIE (STH ) - initiali ation

p° a L2

' Duo (*) s - fPo • u°-i E ( Ho(S2) )N

g° = V• u°

h°= 8 X°=u

Descent gnll 22 li L P = i n (I•Xn'hn) 2 L

pn+1 pn - Ph h``

New direction

1 gn _ P ^-*n gn+ n

gn+ (^ 2 L Yn llgn ll 2 L

gn + 1 + Y n n hn+1 = h

+1 (*^ AXn $hn+I x+ I C (H1(^))N0

n-n+I

O N Dirichlet problems decouplod by iterations solved by preconditioned gradient ALLt N = dimension of the space

()7 ITERATIVE SOLUTION OF THE PRESSURE TRACE IN

H-1/2( r) OF THE STOKES ALGORITHM Pl/P2 101 (GLOWINSKI - PIRONNI;AU ELMENT) WITH (*) (**)

SOLVED BY THE PRECONDITIONED CONJUGATE GRADIENT

ALGORITHM LLt d at ; A SSt SSt

DPA _ ^• f , P- A a Ho (S2) (E ) h _1/2a, 2f rAX A dI' -Q^= f-JPA, u ze (Hotn))`^ AEH t ") / R -^^A= ^ • UA , 0 E Ho(Q)

a^ In (Eh) AX _ - dnA is coercive in 1;'/2

^a>0 z a {{ A {i2 ^ Ae.H-1./2(r) H-1/2 where < • ,.> designates the duality 1/2 -1 /2 product H (r) in 11 (r)

N = dimension of the space * N+2 Dirichlet problems in Qr solved by preconditioned cox,jug:sto gradient - descent-climb on witii A = £St

^g ALGORITHM (E,) 1102

Initialisation

a° (74 h

s a 0 'AX 0 • Pnn'° f r' 0 -1 0

0 -+0 1 0 h0 • r X = u►

Descent On. gn) ° (Aht,hn) Xn+l • ^n - P hn n

New di rection

gn+ l • s - P Ahn n n 3 (**) rn+l • A-1 sn+l

Y n (8n+l,rn+l)(gn,rn)

h n+l rn+l + Y h n

(*) Apn+l ` o , Pn+l -hn+l E H0l (S1)

(*) AXn+I ` VPn +. n+l a (H0(M)'^

(*) A,n+l = Vex 11+1 C n+l E H 1 01) +l, n+l Ah = a©n a Pr r

n =t1 +l Numerical experiences of these two strategies applied to 2-D, 10 3-D transonic flo s, on the one hand # and to the Stokes algorithm (Eh ) 2-D, 3-D, expanded in chapter 10, from the Navier - Stokes equa- tions, on the other hand, are presented in chapter 12.

12. - NUMERICAL EXPERIENCES

1291 * Data Processing Aspects The numerical simulations presented below have been applied on the IBM 370- 168 computer.

In the case of the approximations P k , ka2 9 they various integrals involved in 'the derivation of nonlinear systems with finite dimension discrete transonic equation (T) - discrete Navier-Stokes equations (NS) are computed EXACTLY with FORMAC (A. LAPLACE (22)). For exam 101 (T) requires the implementation of a polygonal with degree 3 (333 p whereas the (NS) convection terns require the inte- gration of polynomials with degree 5 (334)

r Lk(2Lk 1) k-1.2,3 (333) (T) jl p V^•^Nkdx N k - 4LiLj k •4,5,6 iOj i, j-1 ,2,3 r .+-b. (334) (NS, ( u• )u • Nk dx 1 n i

The expression of (333) (33 4 ) as a function of area coordinates (Li ) together with their derivatives ( refer to O.C. ZIENKIEWICZ (24)) the standard relationships (335) (336) following dimension 2 or 3 of the space.

d - LaLSLY r a 18 !Y! 2 (335) Te ' 1 2 3 (a+ +Y+2) ! (T) Li - ! Ch i-1 a +S +Y s 5, a, S ,Y Z 0

6 LaLS LY L6 6 (336) i 2 3 4 d"- a(a+v+Y+ ! 3 ! !Y ! +3) Vol (T) ; ) L i - ! fTe V. h i-1

a+S+Y+6 s 5 , a, S ,Y , 6 z 0

The various trinnt7ulations th ust d .-re generated ( case 2-D) auto- matically by the MODt;LKI" techniques (35), '.'he large number of solu- tions of tiro discrete Dirichlot problems justifies the choice of a CholEski )jand or Choicski-profile t.ypr direct roethol' (35). is is obvious that the factorization phase of the Dirichlet ma- trices shall always be performed ONCE AND FOR ALL prior to the iter- LLO.4 ative procots. The matrices are soW%od entirely in the main core in the case of simple 2-D testa, whereas in most appl ;. cations in indus- try 2•D/3-I► g their memorization requires ONCE AND FOR ALLdata trans- fors with the use of auxiliary disks. For more details, MODULEF (35) may be consulted. Finally, mention should be made of the preliminary phase of re- numbering the triangulation nodee rhfor reducing th q band widths of the Dirichlet matrices, by the CUTHILL-MCKEE algori hms (36). 1292. Calculations . ofd^onic Flows 12.2.0. Characteristics of a Transonic Calculation

12.20.1. Tha Outputls

For each case of calculation ( difference of potential) ¢.. incidence), we have acces, in the form of plottings, to the flow analysis -either in the flu d by the Macho distribution (337) on elementn or the iso-Macho

. 2 ot2 M2 .^ C (337) (Y±1) 1-{v"4( Y

-or on the bodies by the suface distribution of pressures Kp (intrados-extrados in the case of an airfoil profile)

^_ (4^^ 2 Y/Y-11 Kp • -2 ----^- ---Y -----^ -1 (338)

Re mar_ t 1) The pressure and the Mach depend on the g-. •adient of tho po- tential. In the case of the approximation P1, the velocity (70 is cinstant on each triangle. The Mach and the pressure o_ntile profile are from two ADJACENT triangles, In the case of the approximation I'2, the speed (",e ) is linear. We may therefore represent the Mach and the pressure on the profile by % linear variation on the bar of the DJACENT triangles, but a discontinuity at the inter-bars may be observed .(Ficure 30). .discontinuity of the pressure and of the Mach depending on ( T1t T2f T3) 10 xcontinuity of the pressure and of the Mach depending only on T1 or T3 X

2) The location of the shock (numerical) depends on the approx -imation.

In P1 a shock is located necessaritly at the inter-elements (Figure 3 1 % whereas in P2 it may be taken into account inside an element (Figure 32)

Ts r TA Ti ..-. T Ma ch 1 T4 Ti Tj ar— TsT7Tt T T61

Figure 31 :=rre 32

12.2.0 . 2. Finite Elements Pl/Finite Elements P2 Comparisons ------For a same domain and a same case of computation : _ .45 for example for a flow around a circle t we have tested the effect of the triangulations of Figure 33 (Pl) and 34 (P2) on the convergence of th the schemes.

`W ^ .45 5

TRIX^G;;' T IL ,N R ! TRLV:G^LAT-_'N P i iso ?2 h h' = h/2 Fi,^ure 33

10"

Y 106

M= - . 45

Fi ure 34 - Tri angulation P2

Bringing to mind the terminology "P1 iso P2" : it is an approx- imation composed of the same degrees of freedon as the triangulat- tion P2 t each triangle P2 gives 4 sub-triangles P1 by joining the middles of the sides. The convergence of the schemes of optimal control formulations with regulation, penalty or artificial viscosity is verified during N iterations of control in the form of plottings on which are shown

-the evolution of the cost function^ C ° t Cl ..C. N ) -the evolution of the gradient (G a t e t ...GN I 3 ;** a ( gN tCN 112 -the determination of the circulation ( Joukowski condition; -the determination of the physical shock ( supersonic - subsonic domain) -the local. action of the penalty terms to prevent the devel- opment of shock decor apression,

12.2.0.3. FINITE ELEMENTS -FINITE DIFFERENCES-Comparisons

The unconservative and conservative codes of A. JAMESON have served as reference for numerica- tests on the NACA 0012 airfoil and the KORN airfoil. It has proven to be instructive to compare locally the shock INTENSITY and LOCATION in lifting and non lifting cases between the two conservative codes ( Finite Elements + Penalty) and (Finite Ele- ments+ Artificial Viscosity) of the optimal control and of the two JAMESON codes (Conservatife Finite Differences) and ( conservative Finite Differences) at 150 degrees of freedom ( on the airfoil pro- file) and iso case of computation. ( and identical incidence). Moreovers, the difficulty of treating the Joukowski condition in finite elements rp+.p measured in :1VEIUGL at trailing; edge in P1 t exactly on airfoil profile in "2) was able to be disconnnected from comparisons (Finite Elements PI. - Finite Differences ) by calculating with iso C! (CL : aerodvnamic reaction of airfoil). Most of the re-

sults which follow have tslroady been presented dither in G1 111B (37) t or in contract 1_ABORIA/IRIA/DRET (38).

12.20. The ';onverging-Diverging Pipe 10

The potentialf is given at the pipe inlet and outlet 9 whereas the condition of tangency ?D = 0 is applied on the sides. an The domain of the flow is quantified in 384 TRIANGLES on figure for an approximation P1 - rough card-index or P2 (resp 1536 in the case P1 ISO P2). The number of corresponding nodes was 221 (resp 825) for a lin- ear approximation (quadratic resp. or P1 ISO P20. Figures 36 and 37 give a comparison without condition of entropy and with condition of entropy treated b REGULATION with V= ,1(respp = 2 , u .) _ , 1) of local Machs on axis (3T and the side (4) of the pipe. `

4o iterations (resp 60) were required to obtain the convergence of the conjugate gradient algorithm thereby requiring 1.30 mn of pro- cess (resp ^mn).

Figures 38 and 39 show a plotting of the iso-maehs resulting from P2 mcLaurement in the regions (subsonic -supersonic) and (super- sonic - subsonic) of the flow with shocks. The agreement of the two approximations may be verified.

12.2.2. The circle 11 The NON LIFTING flow around a disk has a double numerical value: the equal distribution of the points of quantification on the circle due to a constant curve and of the compression and decompression shocks with equal intensity located symmetricallly. We have select- ed a case of transonic calculation P1. =.45. For this problem the boundary conditions are the NEUMANN type

6",•n at infinity. on obstacle). an an = 0

Numerical considerations require the substitution of a bound do- main for the infinite domain with 1'_ sufficiently far from the ob- stacle in the following sense : if p is the chord of the obstacle, the distance of from the obstacle is equalt to about 4 or times

The domain is divided into 3456 TRIANGLES (resp 834) corres- ponding to 1813 NODES for one linear approximation (resp. quadratic).

The condition of entropy was treated by PE,NALTl' and the conver- gence of the algorithm is obtained in 50 iterations (resp. 60) cor- respondint; to 4 mn of process (resp. 8 mn) e

i_.^ 1 n4 ^i- A

/108

-. ... • _. +. 1 ^ Ji , I :^.^, i . I III ^ t ( ^._ t :^. _ .. .. !

^' .. .•... . :.. , .. •.. .. -^.^'i 'If ^ir f 1 ' ' •j (' ^ I 1 •. ^: ' .i^. 1.: •I t• : ' ('I^ 1• L' •Z ^ ^!. .... •_• •-• ^- i- ^• i 1 _ ^ ' ^--L ^_. . i } -^wl:^a•..'^..^^.^li - it) I ' ^ ' t Illi ^' l i I 1 } i 1 1 I''1 f ^!t '_('^^'•I-^^,If. ^11:, `..•

.._ I .'• .^ '•:'__^_- i ' i ^ r I 'I _^ ^ ' M ' ^ ^ i i ' - I 1 i ' f 1 °^ I '' ;.. -^t 1 ` 1 t .: ...... i ' u 1 ' ^I^ ^1: '^°•;i•iiil;^, ^•,I i I 111 +} ii _1•.

I I ' i. 1 I ' ' Pipe 1. .. !:_ I -I .t 'i I !i I t _ I ^'. Order. ^_ _ i _^ I } ' j _' Ir ' ^.^ 'J ': .' _ i ji ^^ ! _^ 1 _ _ t I ;, , _ INCICENCE 0.CCC ` 'i: t: ., .r ;; I ; ! I ^r ;^ ' 1 „,I ! { ! _1 +r..^ _ _. ^. t : 1 I r to t . l I ; » MU I ...... ^' i^ y ' I 1 'lll 1 ilk''} Ii I MU. — _O.000Cu:^,0 _^ } j_ ( I i1',:^' I+I i`_i .. ,..:-,...L.... ^•— ... L.. 1 ( - ' , i ' i ^ } I { '' IJ , i^ t'' i 'll^' -^ i ' ^• ^ 1 61 I- 1 V ! — -I_f ^r (— ! li, it ( ( ` ^ •'•-^ I- -- _ - •- _. - I II 1 •^ i •—1 7T. 1 I• ^;:,:}:I,It, I 1 t } j I ' M:I • , i ' ' r!•;, . a.. ^ tea:.. ^.:. f^• I ly -' !^...- --•- • —

I. y_L I - ' i I ! I 1 11 1 i • - I t i _^i ( IL .. .-.. - -- -

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PIPE WALL 4. , PIPE i AXIS

' ^ - ^ I 1i • 1 f l ^ ; _i ' ^ Ir it .. 3 i ' ! t ' ^ i •^ t 1 1 •:I':°1^ i .^ ^, ! 1- ; i: ! 1 . ^^, I^ t•' ttt I i - -• --- ^ - ^ i -^ .t^ 1• ata'1' : ;. - t - i. _^ I 1 I { 1 1 Q^ J^ --- - - _t_ t i t sl I JI ( .^• C.. ill z i '^ _ t - ' n j .^:_' i ! -'•! I 'i ^. - it ! ' i' ^ ^. -- • - t 1 ' 1 . ' ^' ^ I - - ^ .. - '

Pipe ' f - Order.... ! I ,, DCP__ -- -25.5 ' S^,x r^ ; ' } I:dCiC'c:`10E -- Q.CCa _ ( - _ + { I ' _..MU _: 0.000. 3 KU . _ O.1coo ^ 71- _ _ _ } I _ 1 i i ..

^s-s P - I ^ {-}— ridC^,rikiettt--^)-- -C•ONLTTION OIL'' t 11ITROPY - - -

!_`y

...... ^-.. _: -'+_ ,_ ^- j ^ ^^ ^i•r lj, ^ ,^i r 1 ;i,^ ^ r,^ ,'^i'i•',I:i7: ' ..^' !^ .t ..^.. •'. •f ^^ i •

.1 ... ^ - i ( ^ ^1 r i -'. I 1 .j• l` : , J • f f.;,,' :^^ j I• ,,, i :r: I ;; I:;^:;;^^^ ;r^ ^1: i i r :.'

I. .I .^ J Pipe i -=1f --^ :•:^ ' I'! j i jI f - ,.i ; ^`: ; 1 Order 2 i. I .4 I:. 1: ,^, ; j f f ; - .GOP. ^ -25.5. _ _' ) 1 1 'I , 1 , - _ I14 10 ,"^Cc . 0.000 _'_ a I ^ ^ `^ :^ I ^t ^ j- r ^- :' - _Mul '-.0.0000000 MU_. ___ - .—.-0.GOO

+ 1 J ' } :^ i - -- -- t 1 ( j ' , Ir, •i ( ^ i III! Ii. ) I . ^ ^ :I i .• • ,- I I I I J

...... _ PIPE WALL Lr - PIPE AXIS

r.. r 1 r t ` t, ,)y t ^ ^r •. ,i .l r: ^. ( ^ ' , -,'• ^I . '• 1• 1 J r i r r I I t' j !. i '_ _ _ .. I . , 1 I 1 , !^ r ( , t 1, r .. + .i , .I - ^ I ^ 1. ^ (^ I: i . ^^ .!^ '! o I^ f. ;^• ', l• I' .. .. _ ^ _.,_^' .^. t 1 t I . '11 ; I ri. , .'; _. _... •. f• ' -'.. I ' _I^,_, I ' A Js r ._l_ r _. ... 1 7 , 1 111 • ! ' 1l•1TC.' or U4 ilry 11 I j ; (. • i . 1 2 -i Pipe j to '' + t l I,rr ^' it f. Order I f_ MOP.. .--25.5 l _ I U ! ! 7 I =^'_ :.: ' a INCIOENCE 0.000. 1;U1 0.2000000 MU2. - - -- — 0.100_

— —-.-- 1 -; } I I l I I---

,,.I t __^.__. _ r._ t ..... :.i...l t . 1. ' ^ . 1. ^: _1. !.I: rl.,. • I :^^.) ,. i, I.I;.i^l ., .,^i i o l'.. . , ...!• I .. r , `' E. r. p2 WTTJLI* AND WITHOUT** CONDITION or ENTROPY

s s

t

t 111

s

F •

Y • r A r t ^ •^

ol rrF , n - rt ^w t • Jj •/ y _ n n • w r^ - w *t w w , n^ wR A w ^ w • w ••^• •n r • nr/^ - f w

tr r dr n '1Q rr w y r r w t o^ w a ,.. a • w w n w ^+ 'li w r 4 n n ^ • ~ % n f It M W w w w n F°a W W O • an N Z w rw .o O o- a

w^ ^w i4 •

U • rt CV Q0 r M w O t is O . T /•' 0 • t wr F-4

sew • r• AM RR Y an r n r M•1 _ x % ax f M R w y• t _ y _ M1

'^ rP Y ^ ^u Y ^' v^ < Y^ Y • x N r r • • • • y n • ' ^w• ,•^ 0 • •

A

112

a

aN

cn

N

5

• Lf 1 U^ f^ OD i

t

M . @- DC N M r .r N t7 ^' w w rrr^ r ^ z O O O O •Wa . • ^ 1• M ^^ rr o a + x • r fr • n f r W f •f n • n W r r

Qft yM IM %a NA ^f^Myy•

r n r y f Lf r n f i

pR1a1NAL PAGE 18 of POOR QUA BY

• t► • V jr)-) ` Figure 40 shown a comparison P1 ISO P2/P2 of pressures (Kp) calculated on the ADJANCENT triangles tQ the circle. FYgHre ,.41 shows in an iso-mach form the case in P2 of the shock 1.1 on a single element ADJACENT to the circle. It may be observed that there is a strong shock intensity for the computation case ,Iobtained by the two codes. 12.2.3. The NACA 0012 Airfoil_ Section (Profile) A rough triangulation brought about by a WINSLOW algorithm (39) (reap. fine) (60 points on the airfoil) with enlargement near the obstacles is given on figure 43. It is composed of 1_ triangles 117 (reap. 4380) and 600 nodes (reap. 2280)6

12e2.3.1. The symmetrical non lifting cu y e (without JOUKOVSKI condi- tion Two test cases have been calculated s

t (I) - 01,v .8 ; INC a O°) "non sent" case (2) - .85; INC = 0°) "stiff", case Figures 44 through 48 relate to (1)

On figures 44, 46, 47 we have plotted the distribution of pres- sures on the airfoil profile. The results of figure 44 (resp.45) correspond to a treatment of the condition of entropy with PENALTY (reap ARTIFICIAL Viscosity + REGULATION) (^, - ,OOt5 ; K - .4)(respv -.05 ; - .00000 ) In the two cases, the convergence of the conjugate gradient al- gorithm was obtained in 40 iterations corresponding to 3e5 mn of pro- cess. One may notice the clearness of the shock obtained with Pen- alty.

Figure 46 compares the solution obtained"by PEN, ALTY in P1 on the fine triangulation with the ones derived from the conservative and non conservative codes of JAMESON in finite differences .

A comparison in the sense of approximation P1 ISO P2/P2 is made on figure 47 with the PENALTY (PI ISO P2 .5 _; K - .0 P2 ^,^^ _ .1 ; K - •4 ; 1^ 2 = .01). One may take note of the shock case in P2 on a single element ADJACENT to the airfoil profile together with the recompression after the shock, which marks the conservative form of the equati3ns. The iso Machs near the airfoil profile derived from computations P1 and P2 with the entropy-penalty condition have been plotted on figure 48 and give an idea of the location of the shock and of its intensity in the fluid.

1 I (^ •x

T- 114

v^

i

I j

12'

'

Ole, -40

e

} 1 .

,moo 46j . . f

/ lb

A p ^., N N O O ^"' X K N

k ' , LU O p p O•

ORIGINAL PA09 ii O ^' K N ♦ OF POOR QUAUYY .^ f O a N d d d i3

O 4 + X

r op Pe

do 00 o b I ^^ a ow /

1rr If !' w W I m

MACH

1.

1 17 ERA710H 20

0 .CHORD CHORD

DETERMINATION OF 3HOCK.WITH AND WITHOUe.PENALTY

MACH MACH f

1.

0

CHORD CHORD

rig. 42

MACH MACH

II A

1.

ITERATION 0 0 I

I . -M

O r I r O i x 11 U 1 s

1

i

i

'i i I '

.r

lz Q N 00 4" 0 0 0 0 0 00 V N h Q N X Z 0 V

/ v X rY

L-

P

0 120 Ux

z H0 H aQ 0 w0 a

H • OU H .r a (^ H i4r ^ H N aQ v O H O H

V H H

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c n r " D 1 •

11 77771

CD 040 42 /121

0 w 43

43 -H 41 C

0 > 4) a

W- 2 c 4-) Z'a 40 rat •

CD 4 -

rl

o CQ

mcm

dw 44

Fig. 46 0

/122

160

co It

• 0

ORIGINAL PAGE IS /121 OF POOR QUALITY

Of C) xit The effect of the artificial viscosity is represented on figures 58 - 59 with the local Macho near the trailing edge (58) and in the shock region (S9).

A Fintes Elements comparison is given (on a rough and fine triangulation) on fixure 60. It may be observed that the quality of the compression shock is restored by the PENALTY at the supersonic--subsonic passage.

Finally * a result (P2 - PENALTY) with predictor P1 . ISO P2 of artificial viscosity type gives a good result on figure 17i . The supersonic zone of the two calculations P1 and P2 in the fluids in the vicinity of the profile defining the position and the intensity of the shock is represented on figure 62 , 1 it may be observed that the shock is taken into account in P2 on a single element adjacent to the profile.

The interpolation problem P1/P2 makes it possible to give to code P2 a good predictor P1 and is presented in (40).

U Figures 49 through 52 relate to ('). 124

The PENALTY has been used on figure 49 with u' 1• The conver- gence is obtained after 60 iterations corresponding to a process time of 4 mn. The local effect of these terms of PENALTY during the itera- tions =.s shown at the bottom of the decompression shock on figure 50. It may be pointed out that at the end of the computations the constraints remain active and this brings to light the unstable na- ture of the solution. A comparison in the sense of the approximation PI ISO P2/P2 U = 1./ Ula land 'j2 = .01) plotted on figure 51 . The location and intensity of the shock on the airfoil are shown by the iso-Machs of computations P1 and P2 on figure 52.

12.2.3.2. - The Lifting Case ( With JOUKOVSKI Condition)

Two test cases have been calculated t (3) Qq.. = .6 IBC = 6,1) Small supersonic zone # but strong inten- sity decompression shock very near the com- pression shock. Large Supersonic Zone. Figures 53 through 56 relate to (3).

Figure 53 compares the pressions on the airfoil. with the JAME- SON finite differences non conservative and conservative method with the pressures obtained in P1 with ARTIFICIAL Viscosity + REGULATION ( v - .005, ti = •00001) on a rough triangulation. The local Machs in the shock region at the extrados of the airfoil are shown on fig- ure 54. A comparison of the supersonic zones in the form of iso machs P1/P2 shows a good agreement between the two approximations on figure S5•

A P1 Finite Elements comparison (PENALTY-VISCOSITY (ARTIFICIAL) on figure 56 brings to light the good behavior of the code with PEN- ALTY which at the same time in a very narrow zone, restores the phy- sical shock and resists the high intensity decompression shock.

Figures 57 through 61 relate to (4). Fire 57 compares the JAMESON finite differences conservative and non conservative solution with the ;solution obtained in P1 with ARTIFICIAL VISCOSITY + REGULATION (v - .005, ; - 5.10 6) on a fine tri- anCulation. 20 iterations on the JOUKOWSKI condition have been per- formedp representing 80 optimal control Iterations for a process time of 15 mn.

1201 12 2 xO o U CD

r

3e

a N O V J Q

Z 1

1 ^ r W_- t 1 ^? 1.1 at al LOCAL EFFECT OF THE PENALTY lei AT THE BOTTOM OF THE DECOMPRESSION SHOCK

Iteration

Iteration to CuLl U Ll at Lf at Ll

as Le 0.3 Ll la as Ls IA Ls

• Iteration 30

44 Ll Ls RA U Ls Ls Le of of Ls

(JR IGIIVAL. PAGE IS

ftoR QUALrry of 469

Lf 0.4 Ll

. 4.9 I Iteration 60

Le Le I.g •/127

i.

w

126

. 1 1 i I ' a I • 1 i i .^ A 1• ' F• 1 •1 _ 1. 1

1 . 1

v,^i,

t 12

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d r g ^ ^ ` s s • s g r R j i t r g r r r r r r ' 1 of

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a 126 ^ a Fig. Sk I /1,11 1

M„=.6 CK 60

I SO-MACH Pi

IS QUALtry

8.4. a all

a s 41 me t• • VV

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Fig. 56

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Fig. 73 2

r R i 1j - 06 - R' 1 j i dA Rj d ! j of ^i i 1 R R^ R s t i d 1 ^ ^ 1

- ^ ^ ^t ^ ^ d s .tt ^^ f e ^ 1 ^

li d , i i j • i S ^ t^ ^^ ^ i^

J ^ d d d^ ^_• i j d ^i i ^ •! i d d d ^^ r Y 1 R ! j s i i O d i d d _ t ! : : i t d 4 =i d 1 i i d d i Q Sd t d d s t 1 ^ i d ^ d i : 1 di i Z ^ C d • d d i r ! :` • d ^ d : C ^ R i d s C d .Ct 1 ! : s •i d is j C : • ^ : i di ^d d 41 d t = i _ d i 1 • 4

It _ :; ro d i _ o = R

a _ la Ai e i A R Cn i M A" U d ow rw -p R p ` co- "• - sa Re 1 ; ° - C s p ^Gi

„ N ^ i- • • e : _ p -A p -p -i 8 e

- t z a° o ° C e x e 1p i i i a

a t t-= A s co OR jGlN 6" s '^ a Op q( P ° i gDpR QUA ^E g^ B_; -^ s i _ di° /S .^ s a s . a :0 LO A^^, a s 6 -; d s '^ -6 -: Rp^ Q s C R 3- i- S F - - t -^' 14" A- e j - S• g ^ - - _ M R _x =C t8 p ra R g - A Fig. 59 ^ - g - = dC s - LM

J 0 o 0 U. -

r^ 0 0 cv m O N O 0 ^ uj r 0 0 Q it 11 11 ii 8 U O

CL

all

C.?

u CL

fL

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CO MPAR ISO N ISO- MACH p 1, p 2

Mme= .78 a= 19

ORIOINAL PAGE i^ 1,S t POOP! QUAD I!

1^ ^^l/,` 'rte .^

1 ; rte) i

134

12.2.4. The KORN Airfoil Section ( Profile) 140

The Korn airfoil. section i s a non symmetrical. section designed to produce a transonic flow without shock if K,,- ,75 and INC = 00. Since the flow is not symmetrical f the J017i0VS condition is applied at the trailing edge. The domain f calculation surrounding the section has been divi- ded into 2880 tr-angles ( resp 1362) fog a piece -wise linear approxi- mation ( resp. quadratic) with 1,560 NODES of which 120 on the section. The triangulation with detail near the section is provided on figure 63. f Figure 64 shows an effect of the triangulation (rough and fine on the location and intensity of the shock for the test case M,= .75 INC = 00 with artificial viscosity + Regulation v p - .00005).

It may be observed that the shock intensity decreases with hp quantification step.

Comparisons ( Finite differeneesp JAMESON conservative scheme) - (P1 finite elements ( rough triangulation))- ( P2 finite elements) - are presented on figure 65. The condition of entropy was treated by PENALTY. 60 iterations for a process time of 30 mn are required to obtain the convergence in case P2.

Another case of computation with iso CZ 01- _ 75 ; INc = o*. 1) disconnecting in order to treat the JOUKOVSKI condition demonstrates the agreement of finite elements + artificial viscosity with conser- vative JAMESON finite differences on figure 66.

A second test case has been performed ,1^ = .75 and INC = .5 141 A comparison Finite differences - Finite elements with PENALTY ( u = .1)at 150 degrees of freedom is presented on figure 67. Att- ention shall be brought to the compression shock clearness of the solution with penalty.

Finally, the conservative case ^4,_ .75 and INC = .5, calcula- ted either by the JAMESON Finite differences t or by the P1 Finite elements with artificial viscosity ( v = Q0g, U = .00005 ) duct of very similar sol.utions on fil*ure 68. /42

Z

A Fig. v3 momw gdmb^ ----A s KORN AI RFOIL

M w u .75 ac a 0 ,a 780 NODES 4440 elements 60 Iterations TCPU z 5' CL = .654 CL

CHORD 4. rr.

•1560 NODES .2880 elements 60 Iterations TCPU = 40' CL = .585

r

- CHORD .75 -' S^ QC

L14 1

U. O

LL W

cn Z 0 cf) a^ 0 L)

CO

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0 C

141 Fig. 69

12.295. no^,ultibody ( NOZZLEAIRFOIL _ TI,_) t48 The lifting transonic flow around an industrial configuration of mui iibo_e_ has been calculated and compared for approximations Pit PI iso P2 and P29 The triangulation around the MUL 2 for a ,linear approximation (reap. quadratic) consists of 2936 elements ( reap. 734) corresponding to 1553 Nodes. The matrix factorized by Cholevski is composed of 200 610 coefficients ( reap. 256 276) whereas the number of non zero coefficients of the D.IRICHLET matrix in 10533 ( reap 17725). Details of the rough triangulation of the nozzle and of the slot is given on figure 69. Tthe Joukovski condition is applied to the trailing edges of the nozzle and of the airfoil section. The condition of entropv is treated by REGULATION.

The test case Mm s 9 S1 TNC:10 0 calculated on MUL 2 ! FINITE LL4 s ELEMENTS P1 + RFM ATION 2) (rasp. P2 ji .5 & u2• required 80 c,j-, rrol iterations corresponding to a process time of 15 mn (reap. 23 mn).

Fires 70, 71 9 72 show the surface Mach distribution on the nozzle (1) and the airfoil section (2) for rough triangulations P1, fine P1 iso P2, and P2 9 One may see the presence of a shock at the extrados of the airfoil section (2). Details near the mulibodies of the local Macho in the fluid in the form of the Mach number (P1) or iso-Mach (P2) shows the r ..ad oper operation of the nozzle, the passage at Mal at the neck on fi, I^uures 73 74, 75 (downstream from the slot) and the satisfactory Joukowski con- dition on the nozzle (1) at the subsonic limit t (MBF = .95).

The determination of the circulations during the iterations de- pending on the approximation selected is shown on figure 76 9 whereas the evolution of the cost function and of the gradient of the criter- ion depending on the approximation selected are compared on figures 77 and 76, It may be pointed out on figure 78 the "periodic" discontinuity of the gradient corresponding to the calculation of a now circulation (Joukowski condition) and requires a restoration of the conjugate gradient algorithm in the sense of POWELL (41).

12.2.6. The BI -N`ACA Multibody AIRFOIL SECTION + AIRFOIL SECTION

The interest of a transonic calculation around a (BT-NAC) con- figuration lies in the mixed nature of the sirri0 tanecusly internal- external i'low. In fact, the internal domain ( I ,) made up by the ex- trados of the lower airfoil section (ti) and intrados of the upper airfoil section (1) is tliu converaine-diverging pipe type, whereas the one (Q 2 ) formed by the intrados of (2') and l), the ertrado, ( 1) ( Figure 79. 1) represents an external i'low around a body.

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COARSE,!

FINE

AL -- --

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;_ IGINAL PARS 1^ _ 1r OF POOR QUALM "^_

^a f ^ f I ,1 The possiblity of several shocks appearing simultaneously and having 1160 different intensities is therefore a fundamental numerical test for industrial applications 2-D 3-D composed of several shocks.

The triangulation around the BINAC is made by the MODULEF tech- nique and consists of 3298 elements corresponding to 1739 nodes. The number of non zero coefficients of the Dirichlet matrix is 11.8001 the one factorized by Choleski has 147.117 coefficient^. Details of the triangulation near the 2 airfoil sections showing the internal domain is given on figure 79.2. The Joukowski condition is applied to the trailing edges BF1 and BF2 of the 2 airfoil sections 1-2.

Two cases of computation taking up 2500K of d( ble precision memory 1) (Mw .6, INC - 0°) (non -lifting) 2) (M, - .6, -INC - 6°) (lifting) in finite elements P1 with PENALTY are presented and have required 80 iterations corresponding to a process time of 20 mn.

Figures 80-81 show the surface distribution of the pressures on airfoil section 1 and airfoil section 2 9 It may be observed that there is a perfect symmetry of results o) the pressure intradoa.of (1 (1) is mixed with the pressure extrados of (2) and vice versa. Case 1 has only one shock inside the domain n,, pipe typep whereas in case 2) a second shock is placed extrados of (2), in the external domain Q,.

Details near the two airfoil sections of the local Machs on figures 82-83 in the fluids in the iso-Mach form show a good opera- tion of the internal domain S2 and the satisfaction of the Joukow- ski condition. The penalty prevents simultaneously the formation of two decompression shocks.

12.2,7. The Converging-Diverging 3-D Pine /167 This is an ajustment test case of code 3-D. The appearance of compression shocks is verified in the diverging part of the pipe, as the formation of decompression shock was prohibited by the penalty of the condition of entropy.

As in caie 2-D. a difference of potential is applied at the in- 1,at and outlet of the pipe which is sufficiently high to obtain a case of transonic operation. On the sidesg the tangency conditionag - 0) of homogenous Neumann standard type are implicity applied. The domain of the flow is quantified into 1920 tetrahedrons on fig- ure 84.and is composed of 24 sections. 40 iterations lead to con- vergence of the algorithm in 3 mn of process time.

On figures 85 through 90 may be seen the evolution of the Mach numbers, constant on each tetrahedron, on several fronts ad.jcent to the sections located in the converging zones (without shock) and di- verging zones (with shock) of the pipe. One may note the satisfact- tion of the entropy condition in a region near the pipe axis.

1 Fig. 79.1

14 0

7: - 1 introda - 2extradas 2 extra dos

IK F

157 m .vo 7.. 6 m = 6! Fig. 81 R A QG•q^c^ ^s

16

1

ao .

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Figure 82

Fig. 8, //166

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Fir, 83 I

/168

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16

F i ^ 85 SECTION N= 6 +

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IMS 1.0=

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1.40 1.419

Law 1.00 1.00

SECTION N&

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1.210 Len 1.00 1.1 o.w LOU LM LM

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SECTION N= 18 + SECT ION ' N= 18 -

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Fig. 90 12.2.$. The 3-D Air Inlet

This is an industrial application. Figure 84 shows a detailing o" the TL'TRAHEDRONIZATION (see J.G. NAVES (52)) near the air inlet in a vertical planep whereas on figure 91 there is shown the geometry of the air inlet together with one part of the tetrahedronitation (fronts of the tetrahedrons attached to the air inlet) used for a piecerwise linear approximation of the potential. The external and internal domains of the air inlet are made up of 25664 tetrahedrons correspondinp to 5732 Nodes. To give an idea of the complexity of the problem 9 one may observe that the Cholevski matrix L(A-LL t ) ( of the discrete Dirichlet operator) is made up of about 2 million coefficients and that its factorization requires 15 mn of procesatime. REGULATION'has I-son used to treat the condition of entropy.

m INc - 60 The computation test case (K - - S ; Mmoc or - • SS ; DERAP a 0 0 ) has required 40 iterations corresponding to 60 mn of process time. Figure 92 gives the Machs internal and external surface distri- bution on the tetrahedrons •DJACENT (in the direction of one front) At the air inlet an,1 shows the narrow supersonic band on the upper external part of the eir inlet. The long computer usage timer due to inputs-outputs of the factorized matrix L, is the reason for the incomplete numerical fac- torization tests L presented_ in paragraph 12.4.

12.3.0. Charanteristics of an Incompressible Viscous,= Clculation /178

The-IUPUIS

In the velocity - pressure formulations a Navier - Stokes calcula- tion required of boundary conditions on u and sometimes on p. Three situ tions are encountered in the applications.

1. Dirichlet conditions on the entire boundary r.,, u, • i r s 2. Neumann conditions on • one part r of r , an^ + Dirichllt condition on the pressure r s 0 PIr q 3. Mixed conditions on the components s of velocity : au. u l ^ zi I 0 j an r but such that u•n d" 0 , constraint required by the condition of f 7•u2. -0 in r compressibility. As the equations are without dimensions 1 11 ,_! ` ] , an external cal- culation around an obstacle (airfoil section - air inlet) requires the assumption of an incidence and of the Reynolds number r`,,_ I with . fluid viscosity, v -.O

• ^--t :ice—!^. }--^- ^ :—' - } f' . .^ ,,.3^^;7 - 1r ,--^ ,. 3r—^ ,,,,_,, ; ^ ^ • 3--:_ `'--; ,r—R` ^'7' .^ VI

M....b My..SS a s. 60 $731 AIR INLET 45666 tltmtnts i<1mn CPU (35M 270.166 709M toefficitnh i } 64W)t Cbolttky totlffdmh sup- o'er ate SUPERSONIC ZONE

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The Reynolds is reduced to a characteristic lenCht L 9 which in the example shall always be the unit (cavity 1 x 1, diameter circle d=1 ; chord profile R.I,, air inlet deviation h=1). As the velocity and pressure approximations may vary (figure 93) I J pressure P1 - velocity PI" 2 pressure P1 - velocity P1 SIO P2 J 3 pressure P1 - velocity P2 one computation requires the simultaneous presence of two card indr ices in the computer corresponding to two triangulations n,^^) for example. The discrete Dirichlet operator A is therefore constructed twice, depending on whether it is applied to the pressure ) t n or to the velocity (C h / 2) . Flurthermore, it may be observed, in the unsteady case, that it nepends on the time steps and on the Reynolds number Re, since in this case the metric of the generalized Stokes algorithm is expressed

(339) LM

The two triangulations h end h/2 are therefore numbered twice by the Cuthill -MacKee algorithm in ord-or - to obtain band widths ml and m2 at minimum

Tba-QUIDUIS

The ( velocity - pressure) formulation permits direci; acces to the fields of ve loc ities (1) and Pressures (2) and to the vorti^cit v In- tensity ( 37 7AU constant on each element if is Pl, piece-wise lin- ear when u is P2. The streamlines (4) are obtained by solving a Dir- ichlet prohlem (340) at a i^; ven field of velocity

64 _ V A u (n) (34o) O r -g (r)

The visualizations of magnitudr.• s ( 1) ( 2 ) ( 3) (4) is the form of' plot- tings at various time cycles _, t make it possible to follow the evo- lution oi' the flow in timo (ori ;ine of eddies, appearance of speara- ted zone, alternating emission of0 eddies in the fluid, corresponding pressure fluctuation on the bodies).

The plotting of the iso-streamlines, the iso-pressures and the iso - vort:icities is ensured by the ':''t_1Ci) mvciiilus; (refer to -L.IZIZOCCG - l: TERLID k42)).

;70

As the values x)M T\ and ' &AX are determined after solving ( 340) N desired values of D; i=I,N, with possible cubical concentra- tions on parLicuiar (';^0* = 0 ) values ... (change of sign mark- ing the eddies in the i'luid) are marked geometrically (x ,y) on the bars of triangulations C with a linear connection from one bar to mother on each 1i h/2• element. The convergence of the schemes of approximation is verified during N control iterations by plotting -the evolution of criterion (Co ,Cl^...,CN) -the evolution of gradient (G°,G1,^..^GN) GN (gN9gN)112 -the values of constraint .0 = 0. The controlw is initializd following the applications either by the solution of the Stokes algorithm, or by the idealized fluid 180 solution. In external flows, the Stokes solution proves to be a poor predictor. In the unsteady case, the sequence of optimal control problems is initialized at the solution of the- preceding--t-ime- cycle, ---each problem requiring a few control iter:3cions if' the time steps are not too large.

Finally, industrial applications require numerically high lam- inar Reynolds (Re= 1000), a climb in Reynolds by a parabolic law of + 1Ik-10 k=1,10) type shown on figure 9^4 makes it possible to ' u^^ = 100 simulate in a wind tunnel the transitory phase of determining the solution by Rey- nolds calculations. v.i For each value v iof the viscosity, the matrix AK is not re- constructed Oc1lich would be a penalty in computer time), but is sub- stituted by an equivalent modification of the velocity boundary con- ditions expressed in figure 94. Most of the following results are shown in R. GLOWINSKI-B. MAN- TEL - J. PERIAUX-O. PIRONNEAU (43), in IRIA/LABORIA-DRET (19), AMD/ BA-DRET (44). 12.3.1. The 2-D Test Cavity

The Stokes `_'low in a cavity (1 x 1) was tested to verify the error estimates of schemes 0(W`) of BERCOVIER-PIRONNEAU (451 for three approximations (P1/P1) (P1/P1 ISO P2) (P1/P2) of the (pressure- veloci.y formulation. ^p The characteristics of the 3 triangulations studied h ' h' h ccrro*pon.ding respectively to the values hG = .1259 h m = all F1 2 • 5 are defined in (341) G h ^ {145 nodes, 256 Elements} (341) It a { 221 nodes. 400 elements}

t^ = {841 nodes, 1600 elements}

The calculation of'i defining the convergence of the scheme is obtained to satisfy the constraint G•u = 0 evaluated numerically in (342) and (343)•

DIVGLO a I ` I^.4l 2dx (342) 181 T E Ch J n

DIV :IAX W (343) T EuT "IT) h

For each approximationp a is defined for the possible couples (G S M) ! ( r.,P), (M.P) by the formulas (344) (345) (346)

DIVGLO (G) DIVGLO (M) a(G,M) = Log (344) Log 1.25

Log DIVGLO (G) a(G,P) = DIVGLO (P) (345) Log 2.5 DIVGLO (M) Log DIVGLC (P) a(M ' P) - (346) Log 2.

For data C 1 on the edge of the cavity (u = 1G x 2 (1-x) 2 , v=0), we have plotted on figures 95 and 96 a Log-Log scale, the slops of a of the straight line Log Divglo = a Log h. characterizing the scheme 0(h o) depending on the approximation chosen for the GLOWINSKI- PIRONNEAU Stokes algorithm and the optimal control Na- r-Stokes method at Re = 100, after 30 control Iterations. Schc O(h) is verified approximately for the case P1/P1 ISO P2 and 0(11') for the case Pl/P'. Tor more details, (46) may be consL"_ted. APPROXIMATION P1/P1iso P2 182

T3 6 S x T T b

T1 T2 yd

PRESSURE VELOCITY h P^2 — pl 3 3 P —^ P i1. ` u_^ui t i i. l i. =1 .—

APPROMMATION Pi J P2

1 2 S 4 2

PRESSURE VELOCITY (Ch Pi h ^2 6 U _ U _ uJ NJ( ^^^ P - pi L i i _ 1 -- ^. Figure 93 H

t74 O aH U u or 0 we

18

r i

' cn oz H

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ui as ^ s ^ H .a a ^ U 8

^ I oa ^ aw i

i

a Log Divglo STOKES

J-.0 ..9 ../ _.7 _.i Log

..4 L184 r..

Divglo .279 Cavity G ^.^ h - .125 Divglo .268 Divglo-.224 Cavity M h _ .1 PI/PI iso P2 Divglo - .216 a(G,M)=.984 a(G,P)=1.006 a(M,P)=1.013 P1/P1 —•^ a(G,M)=.967 a(G,P)=.982 a(,.1,P)=.987 Cavity h - .2 r.7 vglo=.0` Divg// glo=.109 ity P -.05

t

.098

1.1

_1.Z

M

Figure e

' Log Divglo N AVI ER - STOKES Re = 100 Iterations : 30

—.3 1— 1 .3 _1.2 _fA J-0 —•9 _.8 —.7 _.6 Log

Div Max 2.2 Cavity G PI/ISO i^ h = .125 -,( a(G,^t) =.^33 Div Max = 2.42 a ( G ,a) = .953 Div Max a (a.Pl=.9h. 2.30 Div Max 2.42 Cavity G Cavity M h .25 .. _. S h a .l +---- PI /P1 Div Max = 2.11 a (G,:i) a .830 a (G,P) - .875 _.6 a 0l,P) - .889 Div flax = Cavity M 1.75 h = .2 Div Max - 2,28

PI /P2 --+ - •7 - Div Max 1 .69 Cavity P h = .05 a (G,M) = 1.326 a (G,P) - 1.411 C (M,P) = 1/439 -.8

_.9

0 Div Max = 1.19 Cavity p h = .1

_ 1.1

Ficure 96

A. 4

l r7 - 12.3.2. The 2-D Conduit With Sudden Enlarament

The characteristics of triangulations -Ch '6" Ch /2 brought 186 about by b1UDULF-F (35), are given on figure 91.

It may be observed that there is a of elements in the recirculation zone. The calculation domain (6x >> 6y), the boundary conditions (u =zl(y)( ; v=0) and the Reynolds number are proposed by A.G. HUTTON 4 . Two cases Re = 100 9 Re = 191 are ob- tained by making the un steady code steady P1/P1 ISO P2 in 180 iter- ations corresponding to one time step At and requiring 311. of process time.

Superposing the streamlines with those of ;;heHUTTON code (fig- ure 98) shows a good agreement along the length of the blister (if enlarge- and h designates the height x of the enlargement = 6xh a:Le - ICO, R-8 x h Re=191). - x point 6£ on The appearance and the developement of the separated zone throug through various time cycles At at Reynolds 100 are shown on figure

On figures 99 through 102, the field of pressures and stream- lines of the flow at the two Reynolds numbers under consideration may be compared.

12.3.3. The Alternating Eddies Behind the Circle

The The triangulation (Le,pXh/2) is composed of 144 elements and 84 nodes (resp. 576 triangles and 312 nodes), the solution (`h,ph) looked for is composed f 708 degrees of freedom.

At Reynolds 50, the Navier-Stokes solution is steady, as the streamlines show on figure 103, after 40 time cycles. Nevertheless, with this Reynolds, the Stokes solution is already a poor predictor on figure 104 at time cycle 1. At Reynolds numbers above 80, the steady solutions of Navier- Stokes equations being unstable, we consider the unsteady case, as the flow is initialized at t=0 by the incompressible idealized flow. Siuce the approximation keeps the symmetry and the triangulations 17h , IT h/2 are also symetr-m .al, the solution (uh l C ,phas0) shown on fig- ure 105 (a) corresponding to K=10 (t= 10 At) 1s symmetrical and must therefore be perturbed at a point of fluid not found on the axis. Ac- cordingly, we may observe behind the circle the formation of a Karman path. The results presented on figure 105 (a)-(f) correspond to Reynolds Re = 200 and are obtained by ,n implicit Crank-Nicholson type scheme with a time step At = .I. The process computation time is about 1 hour. We have verified the food agreement of the results obtained by F0RTI\-T1J^L1SSFT (48) by using a different unconform mix- ed finite elements method.

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Fig%!rea 106-107-108-•109-110 show a flow Re • 200 9 with Nemann 1^ condition behind the circiep which is inadoauately perturbed to pro- voke alternating eddies in 50 time cycles. 1293.4. S_ aarated Flow At Extrados of Airfoil Section In Incidence 202 We are taking into consideration an unsteady flow around an airfoil with Reynolds 200 9 placed at 300 incidence. The calculation domain is substituted by a triangulated bound domain by MODULEF( C :412 triangles, 221 nodes ; h/2 t 1648 tri- angles p 854 nodes) 4 . h The solution looked for( gy p) is composed of 1929 degrees of freedom. The quantification iti time is accomplished by a completely implicit Gear scheme with two steps, with one time step at - .I. The predictor -+o is the solution of the incompress- ble idealized fluid. U 80 time cycles (corresponding to a period of 8 seconds) have required 90 mn of process time and a core space of 1500 k octets. The number of control iterations per cycle of time is 4. The velocity distribution and streamlines on figures 111 (a)-(f) and 112 (a)-(f) show the formation of eddi6 )xtrados of the airfoil which alternately expand and escape in the iluid to be finally absor- bed by the downstream boundary conditions.

12.3.5.1. The Air Inlet In Incidence 20 The mixed flow around inside as idealized air inlet with high incidence is a typical example of a separated viscous flow. Iii a first phase, the air inlet is placed at an incidence of 30 0 as is shown on figure 113., r.,

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Thus we define the velocity satisfying the constraint y where n designates the external per- 0 pendicular to r.

The domain;; is triangulated by the MODULEF techniques ( 35). Th The triangulationsr^ and a the characteristics of which are given en ai on figures 114-115 9 are relatively roughp but on the other hand, they cannot sustain a large Reynolds number (Rest00, Re reduced to h 9 distance of the 2 airfoil sections 1 - 2).

12.3.5 . 2. Solution of the Stokes Algorithm /` 208

In a first phaseq we have cimpared from the point of view of informatics ( calculation time) and of theory ( accuracy of the scheme) the solution of the Stokes algorithm either by mixed formulation (s,) FLOWINSKI- T'IRONNEAU # or by the TAYLOR-HOOD formulation (n,p) . The first approach relates the the numerical solution of (E ) expanded h in 10 . 6.5.3. by a conjugate gradient iterative method o hn the pressure ytr ice A on r 9 whereas in the second one, the conjugate gradient l-a gorithm is used on kres3u_ p in it , described in R. GLOWITSKI-0. PI- RONNEAU (49)0 The two algorithms converge for a same approximation Pl/P2 toward a pressure distribution in n which is vary similar t on figures 1166•- 121 after satisfaction fot the stop test one s gn : (S n g n 1/2 < e, in 30 iterations. ( ) E ;ID.-6 ) The conditioning S occurring in the solution (342) (343) is taken in L 2 , optimal choice in the TAYLOR -HOOD approa.chg since

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^0 12.3.5.3. Comparisons of Codes Pl/P1 ISO P2 and_P1!i2 21 Comparisons of the two codes are based on the following; case s -unsteady Navier-Stokes flows with Dirichlet or Neumann condi- tion downstream.

Two cases have been calculated if i = 30 0 9 Re = 100. The time step selected is At u .?., t the number of time cycles selected is 1009 the number of control iterations at each At is 6. The process compu- tation time is about 100 1 in the P1/P2 cases 551 in the Pl/P1 ISO P2 case. It may be stated that on the whole the numerical simulation of the flow obtained by one or the other code is very similar.

Figures (122) (123) ( 124) show through the means of streamlines at Re = 100 9 the appearances the development and the discharge of large structures on the upper external part of the air inlet and in the internal party the formation of a quasi-steady eddy, which re- mains attached to the lower side. Since the domain of calculation is voluntarily selected to be smallq the boundary conditions downstream interfere considerably with the entire flow as soon as the ejected eddies reach the down- stream boundaryg which is shown by the gobal flow at time cycle 100 (velocities, streamlines and pressure of figures 125-127 ( reap. 128- 130) for Dirichlet type conditions (:reap. of Neumann type). Interpretation of the results confirms the choice of Neumann type downstream boundary conditions for larger Reynolds. It is interesting to observe the .numerical operation of the two codes by following the evolution of va^.ues of criteria and gradients through time cycles and within one of them. It may be observed , that when the Reynolds number increases, it takes longer for the coner- gence of the optimal control problem to be obtained (3 to 4 itera- tions for Re = 5 0 9 whereas 6 to 8 iterations on-the average for Re a 100).

Figures 131 through 133 show the evolution of the criterion and 218 of the gradient within a time cycle without much alteration in the flow. The following 134 through 136 figures relate to a time cycle (75) close the the emission of a new eddy. It may be observed that code Pl/P2 absorbs "better" the altera- tion in configurations whereas code Pl/Pl ISO PP shows more resis- ta;ice (jump of criteria and of gradients) and requires more itera- tions to control the new fluid state.

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7 50 Finally # it may be observed on figure 137 that # in code ::E3 PiP1 ISO P2 9 the Neumann type condition downstream facilitates the measurement of the alteration in configuration (smaller jumps of criteria and of gradients). The comparison of the process computation times between the two codes, brings to light a ratio of 2 in favor of P1/PI ISO P2t this figure is directl y related to the amount of calculation for the creation of various second members according to the approxima- tion P , kal or 2 through time cycles and especially to the amount of quaktified Laplacian Choleski coefficients (as the band width m2 of P2 is about 2 times higher than for band width m2 of Pl/Pl ISO P2. In the case under consideration m2 a 129 9 ml a 68, the corresponding core space is 987 K for the case P2 and 540 for the case Pl. We shall see that, given the Reynolds range considered in in- dustrial applications, the compromise P1/Pl ISO P2 is a sensible choice.

12.3.5.4. The Industrial Configuration i:40e . Re 25;

The operation of the air inlet, proposed by ONERA ( refer to H. WERLE (503) around /in which is simulated the separated flow,, has been studied experimentally in the form of visualizations with Rey- nolda104 The case computed (Re a 250)4 i=40°) is composed of 6893 degrees of freedom. TriangulationsC',^ , created automatically by MODULEF ( 35) are shown on figures 138-1'j9:' ' 2 Tho density of the nodes near the air inlet is shown on enlargmeats 140- 141. The large amounts of factorized discrete Dirichlet matrices requires the use of auxiliary disks with a Choleaki " skyline" FLIP- FLOP wethod escribed in MODULEF (35)• Due to the high incidence, a parabolical flow e . .6 inside the air inlet ( percentage of Jiij)•applied in order to prevent a poss- ible blocking and to suck cne eddies formed at the air auction irilet.

100 time cycles calculated with a time step At a .05 have required several hours of process time.

Figures 142 (a)-(f) (velocities), 143 (a)- ( f) (iso - pressures) show the formation, the development and the ejection of several ed- dies inside and outside the air inlet. It may be seen on figure 144 (f), which represents the streamlines, the existance of 5 eddies with rc.-= ,r►ating signs, cf which 2 are inside the air inlet spreading a- long the entire height and sliding slowly toward the aspirator ! It may also be observed that the streamlines in front of the air inlet are drawing closer together, which will effect the quality of the approximation, (density of nodes) the more the Reynolds is higher.

One may have a botLer idea of the complexity of the flow by looking on figure 146 at the superposing of the time cylce 100 of 142-f, 143 -f, 144-f.

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?3p 12.3.6. The 3-D Sphere --• 24 The incompressible viscous fluid flow around a sphere with dia- meter 1 proves to be an interesting informatics test to check the satisfactory operation of a 3-D Navier -Stokes code from the symmetry properties of the flow, the obstacle and the tetrahedron formation. The conditions applied to the boundaries are the Dirichlet type

Z U^ ui _ ., 0 —y X r 0 ; 0 m 0 "jr 5 0 Y • rs

Informatics problems due to the 3-D and to the analysis of re- sults on this example are immediatly sufficient. The domain of com- putation c is formed into a tetrahedron containing ,624 elements and 154 nodes in P1 ( 1ah ), , decomposing in Pl /ISO P2 (V*h/21 into 4992 elements as on figure 147 and into 970 nodes ( reaching thus 2000 de- grees of freedom the solution ph) obtained by the optimal control. (*U ht Minimization of the band width proves to be an essential pre- liminary step if we want to work with factorized Dirichlet matrices having a size acceptable in the main core, requiring 60 1 process and 1900 K of core space.

Since the time step is At - . 1 1 40 time cycles at Re = 100 is sufficient to induce behind the sphere a separated zone shown on fig- ure 148. Visualization of the return velocities is shown from the side and globally by hachuring the tetrahedrons, of which the component of the velocity is negative.

12.3.7. Swept-back Wing at Large Incidence 248 In this industrial example, we have taken into consideration the 3-D flow of an incompressible viscous fluid at Re = 200, around a complete left -right idealized wing, placed at 30° incidence.

The triangulation; consists of 2060 tetrahedrons and 560 nodes. Due to the importance of the factorized Dirichlet A matrix (A = LLt^ A constructed from an approxin -n P l ), 74562 coefficients, we aro focusing in a first phase on a i _ near approximation of the velocity u on"6h,( Akv tonstructed like A). We are assuming that there are enough for us to solve (Eh). nodo z in 1 The calculation (70 1 process) consists of 40 time^cvcles, with the time stop being At z . 1 , the number of control iterations at

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237 each cycle being 4. The use of auxiliary disks for solutions AX a b 248 _ brings us to consider two different computer times t one time t of process for the computation volume itself and one time t 2 machine space due to external transers to the main core t 2 a nt l with I ^-ns10, highly dependent on the informatics environment at the moment of computations. Y The solutions ( IJ ,P) at various time cycles are registered on disk to be analyzed after the computation. Visuali,-.

2. From a separated zone, we can plot the lines upon which the vorticity is applied (vorticity tube lines) to visu.lize the eddy intensity (A. MARROCCO (51)).

Depending on the starting point ( end of the wing, for example), z4n we may represent, in the separated zone, the complex path of the fluid particles.

Various views of the three dimensional eddies are shown on fig- ures 150 (a)- ( d), 151 ( a) (c) corresponding to two integrations with different initial conditions. On figure 150 (a)-(d), we are focusing on eddies which escape at the end rf the wing ( left or right), whereas c.n figure 151 (a)- (c), we are placed initially in a lose turbulent separated zone. It may be stated that the two separated zones interact, since the integration of the vorticities from the wing -right provides traject- ories leading to the separated zone of the wing-left via the socket.

The numerical integration of the lines is obtained by the fol- lowing process s given a point 7. of the separated zone`o t1 of we calculate the vorticity w _ .t. t, o constant in T , the velocit^' it being; P. Since we,l,are I ' Ine i ^^^ the geometrical intersection Z1 of ^` with fronts(i, of T and a point Z a at Z i e The front ) i 1,4 F found gives a new tetrahedron T t Wh (close to T o in the dir- ection of Fk ). We calculate the new vorticity -of element T1 and so forth... "1 3 ° NUMERICAL SIMULATION OF SEPARATED VISCOUS FLOW AROUND A IDEALIZED WING

Reynolds 200 - Incidence 300 The WOOS velocity is negative.show the domoin where the u -component of the

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12.4 Data Processing Efficiency for Functional Least Squares Algo- rithms Using Auxiliaryperators O or Metrics ^i- Lail 12.4.0. Characteristics of a_Proconditioned Computation

The examples of 3-D transonic and incompressible viscous flows have demonstrated the need for auxiliary disks which serve to memor- ize the factorized. Dirichlet matrices L (= 5.10 6 coefficients). These matrices are read numerous times during the aescent-climbs of a so- lution LL tX = B and result in excessive memory use time (5 times more than process time).

It may be recalled that one optimal control iteration requires 5 Dirichlet solutions in the transonic case and 35 Dirichlet solu- tions in the Navier-Stokes case.

The objective of these examples is to show that preconditioning operators Ld/1009 constructed in chapter 11 9 make it possible to solve entirely in main core a problem which initially exceeds the computer capacity. We present two ways to use conditioning operators in an optimal control problem.

1) The matrix H l is kept in the penalty (344) or B plays the role of the discrete Laplacien

min {E L BE I BE - R((P)} (344) (DtRn (^)

^t but Bd/100 - Ld/100 Ld/100 is used as auxiliary o erator of Laplacien in the sense of 0. Axelson to solve (* In this case, the conver- gence speed of the algorithm is not slowed down.

2) The metric H1 is approached in formulation (345) by B , B plays, then, the role of the auxiliary metric.

min_ {E L BEI BE = R(4)} (345) 1)e R" (**)

but in this case, it shall `je fair to choose percentages of Bd/100 such that d/100':--(10 /100& so the algorithm does not slow down excess- ively. It may be pointed out, on the other hand, that (**) has an extremely fast solution : a descent-climb of one operator LdJ100Ltd/100 representing, for example, 20 of the Laplacien if 1=20. The choice of d in case 2 is the better compromise between (345) and the pos- sible size of the computer. Examples of are shown on figure 152. Attention shall be brought to the 1'L1 / 1u0 proximity of non zero coefficients of i d-100 kept to those of A.

240 12.4.1. Auxiliary Operators and Metrics in Transonic 1254 12.4.1.1. 2-D Laplaciens Preconditioned by i:`Lt In a first phase, it is worthwhile to test a conjugate gradient algorithm to solve the problem (346) by the finite elements method.

min, { 2 OtAA- F41) (346) OCR'

in which ,i - H t is introduced as an auxiliary operator of the Le- placien operator A in the sense of 0 AXELSSON (32). is constructed from the factorization L (11267 coefficients of A and Ld/1OO represents various percentages of L constructed in accordance with the procedure described in 11. We havelotted on figure 153 the number of iterations renuired to solve (346 with a specified accuracy E =.10-6 , by using Ld/100 and L' d + / 100 constructed in (324) (325) for different d's. We may note the interest of the interval ( 7^, 251/o) for memory decrease, and compare the convergence velocit y with other auxiliary operators such as the Van der Vorst operator Lx,0`, , which does not require factori- zation L or still'.,,,,, constructed by keeping only the coefficients very close to L and representing a small percentage (20 1j,') in 2-D. At both ;;,ids-of the curve, we find the solution of (346) in one itera- tion for L100/100 and the standard conjugate gradient, without pre- conditioning. On figure 154, we have superposed two curves 1'd/100 L d/100 as a function of the number of iterations with I and LIconstructed in (324), but from two different renumberings of the Cuthill-McKee algorithm : L contains 11267 non zero coefficients and L l 13569. The agreement of the two curves may be orified when working with iso- percentages on the two auxiliary operators. 12.4.1.2. J-D Laplacien Preconditioned by

The solution of (345) has been also found on an industrial con- figuration with 5328 degrees of freedom, of which the Choleski ma- trix L contains 1.5 D 6 coefficients-and could not be held in the main store. Figure 155-describes the number of reasonable iterations ,hen operators Ld/100' with d/100 < 20/100 are used in the main story of the computer. We may note the number, of excessive iteratioi o46,-2) of the standard conjuage gradient when (3 1 6) must be sol seve,al hundreds of times.

h4f 1 12.4.1.3. Transonic Optimal Control 2-D With Metric H 1 and Auxiliary Operator ^Lt. The approach 12.4.1.1 is used to solve the state equation (*) of (344)

BE=R0)

by preconditioning the conjugate gradient algorithm by Bd/100' We shall point out the safety of the algorithm 1 344) which converges in N iterations regardles& of the conditioning Ld/100 selected to solve (*). We have shown on figure 156 the process computation time to perform.. a transonic computation on a NACA 0012 at M. _ •8 : i=O°) by using Ld/leofor several values of d. We shall bring our attention to the interest of the pointss of the curve in the interval 5`. 25% producing about the same process times as those using high parcen- tages. The optimal control formulation using the standard conju- gate gradient as L&.-placien algorithm is very costly. The curve sta- bility is kept by working on another numbering of the triangulation Z;h . 12.4.1.4. Transonic Optimal Control 2-D With Auxiliary Metric LLt, When the metric attached to the solution of the transonic oper- ator is perturbed in the sense of (345), N iterations required for a transonic computation may increase if the metricB - L L tis too weak (percentages too low of d/100 comparing the initial metric H1 with the metric L2).

Figure 1 53 shows for various choices of d/100 the evolution of 2 6 the error E,taken in the good standard £ t B E, committed to solve the equation R(^) = 0 in the functional space H- 1• , as a function of the control iterations. When the metric 1'd/100 is acceptable in the sense of the con- vergence, the solutions of (34:j) prove to be faster and more econ- ical in store than the standard solution.

It may be observed that the Van der Vorst operator used as auxiliary metric to solve an optimal control_vro- blem via(345) is inadequate. On the other hand, the metric composed of very close coefficients and representing in 2-D about 201v of the coefficients of L. appears to he an acceptable auxiliary metric on figure 157.

242 1 a i The quality of the transonic soitition as a function of the various auxiliary metrics (various percentages d/100, Van der Vorst after 80 control iterations is represented by shock restoration on the airfoil sections on figure 158. It may be concluded that 15% is the minimum allowable percentage for an auxiliary metric. It still represents a considerable gain in memory for industrial applications.

12.4.1.5. 3-D Transonic Optimal Control With Metric Hland Auxiliary, /256 Operator at. The solution of (344) using the preconditioning Ld/100 of (*) has been tested on an industrial type air inlet configuration com- posed of 1.5 10 6 Choleski coefficients and 5328 degrees of freedoms at Ow - .8. The curve of figure 15q represents the_process time of N=10 control iterations for percentages d/100 ofL d / j 00 entirely in the main store. We may note the vertical slope of the curve as soon as d/100>5%, , expressed by,the constant number of iterations required to solve (*)-AS LONG AS1'd/100. is in THE MAIN CORE. The point ob- tained with L 100 / 1 00 and ail disk depend on the working con- figuration of the computer at the moment the computation is performed. Fluctuating usa-e times may be obtained for the same calculation at various phases.

12.4.1.6. 3 -D Transonic Optimal Control With Aiixil.iary Metric LLt . /257 The sane industrial configuration has been tested by solving (344) via (345). The error evolution for various auxiliary metrics B d/100 is shown on fta!re 160 during the control iterations. It may be seen that is the minimum metric leading to an allow- B15/100 able error curve compared to reference B100/100' Since the Van der Vorst metric im is too far from the fact- orized L of the Laplacien, it is poorly suited for the solution :)f (345) and leads to an insufficient convergence velocity. It may be conciuded t after examining .figure 160, that d/100 = 205; is an auxiliary metric making it possible to treat (345) entirely in the main core and to ensure the convergence of the preconditioned algorithm with a sufficient safety margin.

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12.4.2 9 1. ThP Stokes Alrorithms (T-H) And (G-P)

12.4.2.1.1. Preconditionin g of the Lap l acian in the Iterative Sto cs Algorithm T-H

We h+tvo introduced in the iterative algorithm of Flow Chart 4 (see Chapter 11), a preconditioning 11t in the solutions in 2-D and 3-D of the Dlreichlet problems. Figures 161 and 162 show the evolu- tion of calcllation time for solving the Stokes algorithm (T-H) witli accuracy E a .10-6given on the pressure, for various precondition- ing percentages Ld/100'Zt may be pointed out that the optimal work- ing zone, hachurated on the figures, the economy 9/100< d/100 < 20/100 of memory (- 9(1") does riot penalize at all the computer process time The 2-D example (reap. 3-D on the shpere) was initially composed of 9342 ( resp .149734) Choleski coefficients on the air inlet for the factorized matrix L. Algorithm 4 does not call for preconditioning on the pressure, since the conditioning L 2 in the Taylor-Hood ap proach is optimal,

12.4.2.1.2. Preconditioning of _the-Lap-lacion_and yst

We have introduced in the iterative algorithm of Flow Chart 5 (see Chapter 11), first, a preconditioning x; LL t _ in the solution of Dirich l at problems, second, a preconditioning A Sit on the pres- sure try ace, since the conditioning L2 in the Glowin3ki-Pironneau ap- proach is not optimal.

Figures 163, 164 show in 2-D and 3-D the eveolution of calcula- tion time for solving the Stokes algorithm (G-P) with accuracy a `.10-6 given on the pressure trace, for various preconditioning percentages Ld/100 and Sd/100 . Since matrix A is coMplete a d/t00 is ob- tained by a test, absolute in 2-D, and relative in 3-D, on the amount of coefficients of factorized A.

Figure 163 shows the optimal. working zone, hachurated, corros- ponding to It may be observed that the 1L 24/ 00< J < 6!Ii^O and Sj/100' preconditioning .1,2 (S).is inadequate. Figure 164 shows thr fast decline in computatiorl time in 3-D, as soon as percentage of 5 which is too small, is used.

If a comparison is made of the calculation time of the two ap- proaches (T-11) and (G-P), it comes to light that it is better to work on the pressure trace (factor 3 to 4).

In any case, the numerical tests shown on figures 160 throuCh 2Gt+ 163 clearly show that the prcconditioriin^j problem of a Dirichlet op- erator iiii 4 is perroctly solves'., where is the problem of :i trice operator on remains open.

='53 _ate 2-D TAYLOR-HOOD STOKES ALGORITHM-PRECONDIT`ONED CONJUGATE GRADIENT + AUXILIARY OPERATOR n d . OF C(F^ICI4^f3 ^. `t MO • OF :v€Fficlenh L 3-D TAYLOR-HOOD STOKES ALGORITHM PRECONDITIONED CONJUGATE GRADIENT + AUXILIARY OPERATOR L Lt

No. of coeffic• L No, of 'coefficients L

1.00 1 _ f

0.75

I

0.50

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Pir^:re 162

257 2-D GLOWINSKI-PIRONNEAti (Eh) STOKES ALGORITHM CONJUGATE GRADIENT + AUXILIARY N O VICINITIES" OPPRATORS * fit_ S st ^^_VICINITIBS OF VIC-1NITIES ^^ 'h ER .OPFititl " T^}S r^ S N x ( i oj J Jr " j Hj dr M mi-OF COd itionfs L+ S 1.

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O O ( 259 I 12.4.2 . 2. Optimal Control (2-D)(3 D) Navier s tokes metric Hl - Auxiliary Operators LLt SSt.

In industrial applications ( 2-D) (air-inlet) and 3 -D (wing), the informatics momory problms are due to the storage of the Dirichlet operator (otld-VA) , on the one hand and of the trace operator, AA 24^x on the other hand, l r

An alternative `^ `y in order to gain is memory space is proposed for solving the Navier- Stokes equations via Flow Chart 1. Apply the direct algorithm of the Stokes algorithm (G-P)(Flow Chart 3) with preconditioning LLt to solve the sequence of Dirichlet problems. In this case, we must construct upstream of the optimal control loop the trace operator X-+A,1, symmetrical but complete, with the use of auxiliary operator LL', , 'then factorize it (A = SS and store S ( flow chart 2). The importance of S may require auxiliary moriesme for direct solutions of Eh :A), -b with the auxiliary c,er- ator being completely stored in the main memory. Ld/100 Apply the iterative algorithm of the Sotkes algorithm (G-P) (Flow Chart 5) with preconditioning ELL to solve the sequence of Dir- ichlet problems. In this case, a preconditioning Set of the trace A operator is necessary in order for the time required for solving, compared with the direct method, is still competitive. Nevertheless, making the choice remains delicatet Two auxiliary trace operators S are suggested.

2.1. We use S 0.) I a N. • dr, conditioning L2 , restricted to the boundary node supports of figure 24. With this choice, operator A is never constructed_. It may be observed that _ is sparse, its memorization presents no problem. S:1

?.2. We use a percentage Sd/100 of the complete matrix A = SS t after constructing the latter upstream. For various percentages d/100 re- lating to the relative value of coefficients (Sij)(j > 0 , we obtain conditioning operators S d/100 of which the efficiency is measured a posteriori by the convergence velocity.

The use of auxiliary operators LL and SS in a Navier-Stokes /274 algorithm is presented on figures 165 (2-D) and 166 (3-D). We have set in a' ssa the process time for treating the Navior - Stokes com- pletely .. the main memory in 10 iteratious with a small Reynolds number ( Re - 50) 1; ,i function of percentages d/100 and d 1 /100 of operators and S. Attention may be brought to the fast increase in calculation time for percentages d 1 /100 of S which are insuffi- cient (d' <_ . On tfie other hand, for a given S, the interest of operators La /100 (5< d:5 20) may be pointed out, as the y have very little offect on Vii process time, wiiile representinf, a gain in mem- ory space of about 90%!

260

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262 CONCLUSION

The quality of the numerical. results of this study confirm that 27 the functional least squares methods coupled with preconditioned con.iuf*ate gradient algorithms proves to be a tool which is particu- larly suited for multiple industrial configurations. The possibility of treating correctly the boundary conditions of any complex geometry by a finite elements method, gives to the codes obtained from the me- thod presented, a flexibility which is indispensable to the three di- mensional aerodynamics of today and of the future ' (optimum design).

In the case of transonic flows,it appears that Lagrange P ap- proximation by conforiq finite elements (rasp. mixed) of the relAted optimal control problem, including the condition of entropy treated by penalty (resp. artificial viscosity), is of sufficient accuracy, after comparison with results derived from the A, JAMESON finite dif- ferences codes.

With respect of the incompressible viscous fluid flows, the com- plexity of the Navier-Stokes equations suggests the use of quantifi- cation schemes of lower order, P 1 for velocity and P 1 for pressure. The convergence, however, is ensured only if the tr4angulation of the domain used for the velocity is twice as fine as the one required for the pressure.

In the two flow families considered, the approximation by mixed finite elements (artificial viscosity in idealized fluid, Stokes al- orithm in viscous fluid), as presented in P.G. CIARLET-P.A. RAVIART 754), R. GLOWINSKI (55) 9 GLOWINSKI-LIONS-TREMOLIERES (56) and J.M. THOMAS (57) for the biharmonic problem and more recently in FORTIN- THOMASSET (48) by the Navier-Stokes equations, remains a very impor- tant point.

Sophisticated codes, obtained from the optimal control-Stokes algorithm combination, and the convergence of which is ensured by the absolutely stable CRANK-NICHOLSON :implicit schemes, while being per- haps more costly in machine time and memory usa e, are easier to use in industry (no convergence parameters to set ! than the tradition- al codes requiring domains of reduced stability.

The numerical simulation of three dimensional separated large structures, the dimension and location of which play a fundamental role in aerodynamics with large incidence (interaction of eddies em- itted by several bodies, life-time of eddies in the air inlets) is a demonstration of feasibility of the optimal control tool, which is indispensable in the subsequent phase of combining Navier Stokes with turbulence models. In any case, calculations with a 1ar&'e Reynolds number is still prohibitive, if not impossible, with the size of com- puters currently available (sequential organization of computations), the memory capacity of which Droves quickl y to be inadequate for as- soc i ated quantification (10 6 calculation points for 3—ll applications is riot an excessive number ! ).

263 The incomplete factorization methods presented in the nonlinear /278 context (solution of the Dirichlet problem several hundreds of timest brings a grin in memory space of the order of a factor 10. Introdu- ced in the conjugate gradient algorithms coupled with optimal control in tha form of aixxiliary operators (preconditioning - LLt of the Dir- ich.let ;problem LL t0 = F) ora:_iliary metrics (minimization in H"r of F (r) -0), they make it possible to solve entirely in the main memory 3-D configurations taken from the two flow familiesp and this is ac- complished in acceptable machine times. They representp howeverg only an intermediary stagep if compared with the possibilities of parallel calculators of tomorrow-

264 REFERENCES

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3. Murman E.M., Cole J.D., Calculatio of plane steady transonic flows, AIAA Journal, Vol. 9, (19711r pp* 114-121.

4. Bauer F., Garabedian P., Korn D., Supercritical win sections, Lecture Notes in Economics and Math. Systems, Vol. 96, Springer- Verlag, 1972.

5. Jameson A., Transonic flow calculations, V.K.I. Lecture Series t Computational Fluid Dynamics, Von Karman Institute for Fluid Dynamics, Rhode-St-Gen6se, Belgium, March 15-19, 1976.

6. Bristeau M.O., Application of Optimal Control theory to transonic flow computations by finite element methods, in Proceedin gs of the Third IRIA Symposium on Comnutin Methods in Applied Sciences and Engineering, Versailles, France, December 5-9: 1977- 7• Gelder D., Solution of the com ressible flow equation, Int. J. Num Num, Meth, Eng., Vol. 3, (197M Pp• 35-43. 8. Norries D.H., de Vries G., The finite element method - Fundament- als and Applications, Academic Press, New-York, 1973- 9. Periaux J., 3-D Analysis of Compressible potential flows with the finite element method, Int. J. Num. Meth. Eng., Vol. 9r (1975), pp. 775-831. 10. Vainberg M.M., Variational methods for the study of non linear operators Holden-Day, Inc. San Francisco, London, Amsterdam, 1964.

11, Polak E., Computational methods in optimization, Academic Press, New York, 1971.

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