Structural natural-frequency shape-sensitivity analysis: a fixed-basis-function finite-element approach

The domain-shape-sensitivity of structural natural frequencies is determined using a new finite-element approach called the fixed-basis-function finite-element approach. The approach adopts the point of view that the finite-element grid is fixed during the sensitivity analysis; therefore it is referred to as a Fixed Basis Function Shape Sensitivity finite-element analysis. This approach avoids the requirement of explicit or approximate differentiation of finite-element matrices and vectors and the difficulty or errors resulting from such calculations. Effectively, the sensitivity to boundary shape change is determined exactly; thus the accuracy of the solution sensitivity is dictated by the accuracy of the finite-element analysis. The sensitivity analysis is undertaken within the context of Rayleighs principle and is developed in quite general terms. It is shown that the evaluation of sensitivity matrices involves only modest calculations beyond those for the finite-element analysis of the reference problem; certain boundary integrals on the reference location of the moving boundary are required. In addition, boundary reaction forces and sensitivity boundary conditions must be evaluated. The present formulation separates solution sensitivity from finite-element grid sensitivity and provides a unique representation of boundary perturbations within the context of isoparametric finite-element formulations. The work is illustrated for beam as well as plate problems. Excellent agreement is obtained for shape-sensitivity calculations that compare exact solutions, fixed-basis finite-element results, and overall finite-difference approximations to the finite-element sensitivity results. It is illustrated that the finite-element eigenvalue problem and the fixed-basis finite-element eigenvalue-sensitivity results exhibit similar accuracy and convergence characteristics.     

E(FG)<Superscript>2</Superscript>: a new fixed-grid shape optimization method based on the element-free galerkin mesh-free analysis

We propose a shape optimization method over a fixed grid. Nodes at the intersection with the fixed grid lines track the domain’s boundary. These “floating” boundary nodes are the only ones that can move/appear/disappear in the optimization process. The element-free Galerkin (EFG) method, used for the analysis problem, provides a simple way to create these nodes. The fixed grid (FG) defines integration cells for EFG method. We project the physical domain onto the FG and numerical integration is performed over partially cut cells. The integration procedure converges quadratically. The performance of the method is shown with examples from shape optimization of thermal systems involving large shape changes between iterations. The method is applicable, without change, to shape optimization problems in elasticity, etc. and appears to eliminate non-differentiability of the objective noticed in finite element method (FEM)-based fictitious domain shape optimization methods. We give arguments to support this statement. A mathematical proof is needed.     

Eulerian shape design sensitivity analysis and optimization with a fixed grid

Conventional shape optimization based on the finite element method uses Lagrangian representation in which the finite element mesh moves according to shape change, while modern topology optimization uses Eulerian representation. In this paper, an approach to shape optimization using Eulerian representation such that the mesh distortion problem in the conventional approach can be resolved is proposed. A continuum geometric model is defined on the fixed grid of finite elements. An active set of finite elements that defines the discrete domain is determined using a procedure similar to topology optimization, in which each element has a unique shape density. The shape design parameter that is defined on the geometric model is transformed into the corresponding shape density variation of the boundary elements. Using this transformation, it has been shown that the shape design problem can be treated as a parameter design problem, which is a much easier method than the former. A detailed derivation of how the shape design velocity field can be converted into the shape density variation is presented along with sensitivity calculation. Very efficient sensitivity coefficients are calculated by integrating only those elements that belong to the structural boundary. The accuracy of the sensitivity information is compared with that derived by the finite difference method with excellent agreement. Two design optimization problems are presented to show the feasibility of the proposed design approach.     

Shape design sensitivity analysis of nonlinear structural systems

A unified approach is presented for shape design sensitivity analysis of nonlinear structural systems that include trusses and beams. Both geometric and material nonlinearities are considered. Design variables that specify the shape of components of built-up structures are treated, using the continuum equilibrium equations and the material derivative concept. To best utilize the basic character of the finite element method, shape design sensitivity information is expressed as domain integrals. For numerical evaluation of shape design sensitivity expressions, two alternative methods are presented: the adjoint variable and direct differentiation methods. Advantages and disadvantages of each method are discussed. Using the domain formulation of shape design sensitivity analysis, and the adjoint variable and direct differentiation methods, design sensitivity expressions are derived in the continuous setting in terms of shape design variations. A numerical method to implement the shape design sensitivity analysis, using established finite element codes, is discussed. Unlike conventional methods, the current approach does not require differentiation of finite element stiffness and mass matrices.     

A Spectral Element Approximation to Price European Options with One Asset and Stochastic Volatility

We develop a Legendre quadrilateral spectral element approximation for the Black-Scholes equation to price European options with one underlying asset and stochastic volatility. A weak formulation of the equations imposes the boundary conditions naturally along the boundaries where the equation becomes singular, and in particular, we use an energy method to derive boundary conditions at outer boundaries for which the problem is well-posed on a finite domain. Using Heston’s analytical solution as a benchmark, we show that the spectral element approximation along with the proposed boundary conditions gives exponential convergence in the solution and the Greeks to the level of time and boundary errors in a domain of financial interest.     

An adaptive finite element technique for structural dynamic analysis

An adaptive finite element discretization technique, which utilizes specially derived Ritz vectors, is presented for solving structural dynamics problems. The special Ritz vectors are applied as the bases of transformation in geometric coordinates for mode superposition dynamic analysis. To capture the low frequency response and the high frequency response using multigrid principles, a hierarchical formulation for the formation of the coefficient matrices is proposed and it is utilized in the framework of the adaptive h-refinement. Assuming that the solution can be resolved into a set of orthogonal vectors and the refined mesh which passes the refinement criteria for all the vectors can satisfy the refinement criteria for the solution, the Ritz vectors are used as sources to discretize the continuous spatial domain. An a posteriori energy norm of residual error serves as the error measure. Finally, the performance and the efficiency of the proposed technique is demonstrated by solving several examples.     

Optimum design of nonlinear structures with path dependent reponse

Optimum design of structures with path dependent response is studied in this paper. The direct differentiation and the adjoint structure methods of design sensitivity analysis are summarized. The reference volume concept is used to unify the conventional and shape design problems. It is concluded that the direct differentiation method is more effective for this class of problems. The design sensitivity analysis — developed with continuum formulation — is discretized using the finite element method. Two cases for an example problem are optimized using a sequential quadratic programming algorithm to demonstrate how the developed procedures work and to study the optimization process for the problems with path dependent response.     

Numerical comparison between two cost functions in contact shape optimization

A finite element approach to shape optimization in a 2D frictionless contact problem for two different cost functions is presented in this work. The goal is to find an appropriate shape for the contact boundary, performing an almost constant contact-stress distribution. The whole formulation, including the mathematical model for the unilateral problem, sensitivity analysis and geometry definition is treated in a continuous form, independently of the discretization in finite elements. Shape optimization is performed by a direct modification of the geometry throughB-spline curves and an automatic mesh generator is used at each new configuration to provide the finite element input data. Augmented-Lagrangian techniques (to solve the contact problem) and an interior-point mathematical-programming algorithm (for shape optimization) are used to obtain numerical results.     

Performance analysis tools applied to a finite element adaptive mesh free boundary seepage parallel algorithm

A finite element, adaptive mesh, free surface seepage parallel algorithm is studied using performance analysis tools in order to optimize its performance. The physical problem being solved is a free boundary seepage problem which is nonlinear and whose free surface is unknown a priori. A fixed domain formulation of the problem is discretized and the parallel solution algorithm is of successive over-relaxation type. During the iteration process there is message-passing of data between the processors in order to update the calculations along the interfaces of the decomposed domains. A key theoretical aspect of the approach is the application of a projection operator onto the positive solution domain. This operation has to be applied at each iteration at each computational point.The VAMPIR and PARAVER performance analysis software are used to analyze and understand the execution behavior of the parallel algorithm such as: communication patterns, processor load balance, computation versus communication ratios, timing characteristics, and processor idle time. This is all done by displays of post-mortem trace-files. Performance bottlenecks can easily be identified at the appropriate level of detail. This will numerically be demonstrated using example test data and comparisons of software capabilities that will be made using the Blue Horizon parallel computer at the San Diego Supercomputer Center.     

A mixed variational formulation for shape optimization of solids with contact conditions

This paper is concerned with the development of a mixed variational formulation and computational procedure for the shape optimization problem of linear elastic solids in possible contact with a rigid foundation. The objective is to minimize the maximum value of the von Mises equivalent stress in a body (non-differentiable objective function), subject to a constraint on its volume and bound constraints on the design. For design purposes, the contact boundary is considered fixed.A finite element model that is appropriate for the mixed formulation is utilized in the discretization of the state and adjoint state equations. An elliptical mesh generator was used to generate the finite element mesh at each new design. The computational model is tested in several example problems.     

Shape optimization of continua using NURBS as basis functions

The present paper introduces a numerical solution to shape optimization problems of domains in which boundary value problems of partial differential equations are defined. In the present paper, the finite element method using NURBS as basis functions in the Galerkin method is applied to solve the boundary value problems and to solve a reshaping problem generated by the H1 gradient method for shape optimization, which has been developed as a general solution to shape optimization problems. Numerical examples of linear elastic continua illustrate that this solution works as well as using the conventional finite element method.     

A new numerical approach to a non-steady filtration problem

A free-boundary transient problem of seepage flow is studied from a numerical standpoint. From a suitable formulation of the problem in terms of variational inequality we introduce a new numerical approach of the implicit type and based on the finite element method. In this approach the problem is solved on a fixed region and the position of the free boundary is automatically found as part of the solution of the problem; so it is not necessary to solve a succession of problems with different positions of the free boundary. We prove stability and convergence for the approximate solution and we give several numerical results. Work supported by C. N. R. of Italy through the Laboratorio di Analisi Numerica of Pavia.     

Second-order shape sensitivity analysis for nonlinear problems

First- and second-order shape sensitivity analyses in a fully nonlinear framework are presented in this paper. Using the fixed domain technique and the adjoint approach, integral expressions over the domain are obtained. The Guillaume-Masmoudi lemma allows these expressions to be rewritten as integrals over the domain boundary. The formalism is then applied to the steady creep of a bar in torsion, as an example of power-law nonlinearities that occur not only in creep problems but also in viscoplastic fluid flow. Finally, a problem with known analytical solution is presented in order to show the equivalence between exact differentiation and the shape sensitivity approach.     

Structural optimization using global stress-deviation objective function via the level-set method

The paper deals with minimum stress design using a novel stress-related objective function based on the global stress-deviation measure. The shape derivative, representing the shape sensitivity analysis of the structure domain, is determined for the generalized form of the global stress-related objective function. The optimization procedure is based on the domain boundary evolution via the level-set method. The elasticity equations are, instead of using the usual ersatz material approach, solved by the extended finite element method. The Hamilton-Jacobi equation is solved using the streamline diffusion finite element method. The use of finite element based methods allows a unified numerical approach with only one numerical framework for the mechanical problem as also for the boundary evolution stage. The numerical examples for the L-beam benchmark and the notched beam are given. The results of the structural optimization problem, in terms of maximum von Mises stress corresponding to the obtained optimal shapes, are compared for the commonly used global stress measure and the novel global stress-deviation measure, used as the stress-related objective functions.     

Numerical approximation of incompressible flows with net flux defective boundary conditions by means of penalty techniques

We consider incompressible flow problems with defective boundary conditions prescribing only the net flux on some inflow and outflow sections of the boundary. As a paradigm for such problems, we simply refer to Stokes flow. After a brief review of the problem and of its well posedness, we discretize the corresponding variational formulation by means of finite elements and looking at the boundary conditions as constraints, we exploit a penalty method to account for them. We perform the analysis of the method in terms of consistency, boundedness and stability of the discrete bilinear form and we show that the application of the penalty method does not affect the optimal convergence properties of the finite element discretization. Since the additional terms introduced to account for the defective boundary conditions are non-local, we also analyze the spectral properties of the equivalent algebraic formulation and we exploit the analysis to set up an efficient solution strategy. In contrast to alternative discretization methods based on Lagrange multipliers accounting for the constraints on the boundary, the present scheme is particularly effective because it only mildly affects the structure and the computational cost of the numerical approximation. Indeed, it does not require neither multipliers nor sub-iterations or additional adjoint problems with respect to the reference problem at hand.     

On the stability of the finite element immersed boundary method

The immersed boundary (IB) method is a mathematical formulation for fluid–structure interaction problems, where immersed incompressible visco-elastic bodies or boundaries interact with an incompressible fluid.The original numerical scheme associated to the IB method requires a smoothed approximation of the Dirac delta distribution to link the moving Lagrangian domain with the fixed Eulerian one.We present a stability analysis of the finite element immersed boundary method, where the Dirac delta distribution is treated variationally, in a generalized visco-elastic framework and for two different time-stepping schemes.     

Computational aspects of sensitivity calculations in linear transient structural analysis

A study has been performed focusing on the calculation of sensitivities of displacements, velocities, accelerations, and stresses in linear, structural, transient response problems. Several existing sensitivity calculation methods and two new methods are compared for three example problems. All of the methods considered are computationally efficient enough to be suitable for largeorder finite element models. Accordingly, approximation vectors such as vibration mode shapes are used to reduce the dimensionality of the finite element model. Much of the research focused on the convergence of both response quantities and sensitivities as a function of the number of vectors used.Two types of sensitivity calculation techniques were considered. The first type of technique is an overall finite difference method where the analysis is repeated for perturbed designs. The second type of technique is termed semi-analytical because it involves direct analytical differentiation of the equations of motion with finite difference approximation of the coefficient matrices. To be computationally practical in large-order problems, the overall finite difference methods must use the approximation vectors from the original design in the analyses of the perturbed models. This was found to result in poor convergence of stress sensitivities in several cases. To overcome this poor convergence, two semianalytical techniques were developed. The first technique accounts for the change in eigenvectors through approximate eigenvector derivatives. The second technique applies the mode acceleration method of transient analysis to the sensitivity calculations. Both result in very good convergence of the stress sensitivities. In both techniques the computational cost is much less than would result if the vibration modes were recalculated and then used in an overall finite difference method.     

Mesh refinement for shape optimization

The numerical solution of shape optimization problems is considered. The algorithm of successive optimization based on finite element techniques and design sensitivity analysis is applied. Mesh refinement is used to improve the quality of finite element analysis and the computed numerical solution. The norm of the variation of the Lagrange augmented functional with respect to boundary variation (residuals in necessary optimality conditions) is taken as an a posteriori error estimator for optimality conditions and the Zienkiewicz—Zhu error estimator is used to improve the quality of structural analysis. The examples presented show meaningful effects obtained by means of mesh refinement with a new error estimator.