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Mathematical Underpinnings of Aerodynamic Shape Optimization Antony Jameson 1 1 Thomas V. Jones Professor of Engineering Department of Aeronautics & Astronautics Stanford University University of Cincinnati February 22, 2008

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Page 1: Mathematical Underpinnings of Aerodynamic Shape …aero-comlab.stanford.edu/Papers/jameson-cincin-am.pdfMathematical Underpinnings of Aerodynamic Shape Optimization Antony Jameson1

Mathematical Underpinnings of

Aerodynamic Shape Optimization

Antony Jameson1

1Thomas V. Jones Professor of EngineeringDepartment of Aeronautics & Astronautics

Stanford University

University of CincinnatiFebruary 22, 2008

Page 2: Mathematical Underpinnings of Aerodynamic Shape …aero-comlab.stanford.edu/Papers/jameson-cincin-am.pdfMathematical Underpinnings of Aerodynamic Shape Optimization Antony Jameson1

1 Elements of Aerodynamic DesignTradeoffsDesign Process

2 Future ImpactOptimization

3 Numerical FormulationDesign using the Euler EquationsViscous Adjoint TermsSobolev Inner Product

4 Design ProcessDesign Process OutlineInverse DesignSuper B747P51 Racer

Page 3: Mathematical Underpinnings of Aerodynamic Shape …aero-comlab.stanford.edu/Papers/jameson-cincin-am.pdfMathematical Underpinnings of Aerodynamic Shape Optimization Antony Jameson1

Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Elements of Aerodynamic Design

Antony Jameson Mathematics of Aerodynamic Shape Optimization

Page 4: Mathematical Underpinnings of Aerodynamic Shape …aero-comlab.stanford.edu/Papers/jameson-cincin-am.pdfMathematical Underpinnings of Aerodynamic Shape Optimization Antony Jameson1

Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

TradeoffsDesign Process

Aerodynamic Design Tradeoffs

A good first estimate of performance is provided by the Breguet rangeequation:

Range =VL

D

1

SFClog

W0 + Wf

W0. (1)

Here V is the speed, L/D is the lift to drag ratio, SFC is the specific fuelconsumption of the engines, W0 is the loading weight (empty weight +payload + fuel resourced), and Wf is the weight of fuel burnt.Equation (1) displays the multidisciplinary nature of design.

A light structure is needed to reduce W0. SFC is the province of the

engine manufacturers. The aerodynamic designer should try to maximizeVLD

. This means the cruising speed V should be increased until the onset

of drag rise at a Mach Number M = VC∼ .85. But the designer must

also consider the impact of shape modifications in structure weight.

Antony Jameson Mathematics of Aerodynamic Shape Optimization

Page 5: Mathematical Underpinnings of Aerodynamic Shape …aero-comlab.stanford.edu/Papers/jameson-cincin-am.pdfMathematical Underpinnings of Aerodynamic Shape Optimization Antony Jameson1

Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

TradeoffsDesign Process

Aerodynamic Design Tradeoffs

The drag coefficient can be split into an approximate fixed component CD0 ,and the induced drag due to lift.

CD = CD0 +CL2

πǫAR(2)

where AR is the aspect ratio, and ǫ is an efficiency factor close to unity. CD0

includes contributions such as friction and form drag. It can be seen from thisequation that L/D is maximized by flying at a lift coefficient such that the twoterms are equal, so that the induced drag is half the total drag. Moreover, theactual drag due to lift

Dv =2L2

πǫρV 2b2

varies inversely with the square of the span b. Thus there is a direct conflict

between reducing the drag by increasing the span and reducing the structure

weight by decreasing it.

Antony Jameson Mathematics of Aerodynamic Shape Optimization

Page 6: Mathematical Underpinnings of Aerodynamic Shape …aero-comlab.stanford.edu/Papers/jameson-cincin-am.pdfMathematical Underpinnings of Aerodynamic Shape Optimization Antony Jameson1

Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

TradeoffsDesign Process

Weight Tradeoffs

a

σ t

d

The bending moment M is carried largely by the upper and lower skin of thewing structure box. Thus

M = σtda

For a given stress σ, the required skin thickness varies inversely as the wing

depth d . Thus weight can be reduced by increasing the thickness to chord

ratio. But this will increase shock drag in the transonic region.

Antony Jameson Mathematics of Aerodynamic Shape Optimization

Page 7: Mathematical Underpinnings of Aerodynamic Shape …aero-comlab.stanford.edu/Papers/jameson-cincin-am.pdfMathematical Underpinnings of Aerodynamic Shape Optimization Antony Jameson1

Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

TradeoffsDesign Process

Overall Design Process

15−30 engineers1.5 years$6−12 million

$60−120 million

6000 engineers

Weight, performancePreliminary sizingDefines Mission

$3−12 billion5 years

2.5 years

Final Design

100−300 engineers

DesignPreliminary

DesignConceptual

Antony Jameson Mathematics of Aerodynamic Shape Optimization

Page 8: Mathematical Underpinnings of Aerodynamic Shape …aero-comlab.stanford.edu/Papers/jameson-cincin-am.pdfMathematical Underpinnings of Aerodynamic Shape Optimization Antony Jameson1

Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Optimization

Potential Future Impact

Antony Jameson Mathematics of Aerodynamic Shape Optimization

Page 9: Mathematical Underpinnings of Aerodynamic Shape …aero-comlab.stanford.edu/Papers/jameson-cincin-am.pdfMathematical Underpinnings of Aerodynamic Shape Optimization Antony Jameson1

Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Optimization

Vision

Effective Simulation

Simulation−based Design

Antony Jameson Mathematics of Aerodynamic Shape Optimization

Page 10: Mathematical Underpinnings of Aerodynamic Shape …aero-comlab.stanford.edu/Papers/jameson-cincin-am.pdfMathematical Underpinnings of Aerodynamic Shape Optimization Antony Jameson1

Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Optimization

Automatic Design Based on Control Theory

Regard the wing as a device to generate lift (with minimumdrag) by controlling the flow.

Apply theory of optimal control of systems governed by PDEs(Lions) with boundary control (the wing shape).

Merge control theory and CFD.

Find the Frechet derivative (infinite dimensional gradient) of acost function (performance measure) with respect to theshape by solving the adjoint equation in addition to the flowequation.

Modify the shape in the sense defined by the smoothedgradient.

Repeat until the performance value approaches an optimum.

Antony Jameson Mathematics of Aerodynamic Shape Optimization

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Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Optimization

Aerodynamic Shape Optimization: Gradient Calculation

For the class of aerodynamic optimization problems under consideration, thedesign space is essentially infinitely dimensional. Suppose that the performanceof a system design can be measured by a cost function I which depends on afunction F(x) that describes the shape, where under a variation of the designδF(x), the variation of the cost is δI . Then δI can be expressed as

δI =

Z

G(x)δF(x)dx

where G(x) is the gradient. Then by setting

δF(x) = −λG(x)

one obtains an improvement

δI = −λ

Z

G2(x)dx

unless G(x) = 0. Thus the vanishing of the gradient is a necessary condition for

a local minimum.

Antony Jameson Mathematics of Aerodynamic Shape Optimization

Page 12: Mathematical Underpinnings of Aerodynamic Shape …aero-comlab.stanford.edu/Papers/jameson-cincin-am.pdfMathematical Underpinnings of Aerodynamic Shape Optimization Antony Jameson1

Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Optimization

Aerodynamic Shape Optimization: Gradient Calculation

Computing the gradient of a cost function for a complex system can be anumerically intensive task, especially if the number of design parametersis large and the cost function is an expensive evaluation. The simplestapproach to optimization is to define the geometry through a set ofdesign parameters, which may, for example, be the weights αi applied toa set of shape functions Bi(x) so that the shape is represented as

F(x) =∑

αiBi(x).

Then a cost function I is selected which might be the drag coefficient orthe lift to drag ratio; I is regarded as a function of the parameters αi .The sensitivities ∂I

∂αimay now be estimated by making a small variation

δαi in each design parameter in turn and recalculating the flow to obtainthe change in I . Then

∂I

∂αi

≈I (αi + δαi) − I (αi )

δαi

.

Antony Jameson Mathematics of Aerodynamic Shape Optimization

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Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Optimization

Symbolic Development of the Adjoint Method

Let I be the cost (or objective) function

I = I (w ,F)

where

w = flow field variables

F = grid variables

The first variation of the cost function is

δI =∂I

∂w

T

δw +∂I

∂F

T

δF

The flow field equation and its first variation are

R(w ,F) = 0

δR = 0 =

[

∂R

∂w

]

δw +

[

∂R

∂F

]

δF

Antony Jameson Mathematics of Aerodynamic Shape Optimization

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Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Optimization

Symbolic Development of the Adjoint Method

Introducing a Lagrange Multiplier, ψ, and using the flow field equation as aconstraint

δI =∂I

∂w

T

δw +∂I

∂F

T

δF − ψT

»

∂R

∂w

δw +

»

∂R

∂F

δF

ff

=

∂I

∂w

T

− ψT

»

∂R

∂w

–ff

δw +

∂I

∂F

T

− ψT

»

∂R

∂F

–ff

δF

By choosing ψ such that it satisfies the adjoint equation»

∂R

∂w

–T

ψ =∂I

∂w,

we have δI =

∂I

∂F

T

− ψT

»

∂R

∂F

–ff

δF

This reduces the gradient calculation for an arbitrarily large number of designvariables at a single design point to

⇒ One flow solution + One adjoint solution

Antony Jameson Mathematics of Aerodynamic Shape Optimization

Page 15: Mathematical Underpinnings of Aerodynamic Shape …aero-comlab.stanford.edu/Papers/jameson-cincin-am.pdfMathematical Underpinnings of Aerodynamic Shape Optimization Antony Jameson1

Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Design using the Euler EquationsViscous Adjoint TermsSobolev Inner Product

Design using the Euler Equations

Antony Jameson Mathematics of Aerodynamic Shape Optimization

Page 16: Mathematical Underpinnings of Aerodynamic Shape …aero-comlab.stanford.edu/Papers/jameson-cincin-am.pdfMathematical Underpinnings of Aerodynamic Shape Optimization Antony Jameson1

Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Design using the Euler EquationsViscous Adjoint TermsSobolev Inner Product

Design using the Euler Equations

In a fixed computational domain with coordinates, ξ, the Euler equations are

J∂w

∂t+ R(w) = 0 (3)

where J is the Jacobian (cell volume),

R(w) =∂

∂ξi(Sij fj ) =

∂Fi

∂ξi. (4)

and Sij are the metric coefficients (face normals in a finite volume scheme). Wecan write the fluxes in terms of the scaled contravariant velocity components

Ui = Sijuj

as

Fi = Sij fj =

2

6

6

6

6

4

ρUi

ρUiu1 + Si1p

ρUiu2 + Si2p

ρUiu3 + Si3p

ρUiH

3

7

7

7

7

5

.

where p = (γ − 1)ρ(E − 12u2

i ) and ρH = ρE + p.

Antony Jameson Mathematics of Aerodynamic Shape Optimization

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Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Design using the Euler EquationsViscous Adjoint TermsSobolev Inner Product

Design using the Euler Equations

A variation in the geometry now appears as a variation δSij in themetric coefficients. The variation in the residual is

δR =∂

∂ξi(δSij fj) +

∂ξi

(

Sij

∂fj

∂wδw

)

(5)

and the variation in the cost δI is augmented as

δI −

D

ψT δR dξ (6)

which is integrated by parts to yield

δI −

B

ψTniδFidξB +

D

∂ψT

∂ξ(δSij fj) dξ +

D

∂ψT

∂ξiSij∂fj

∂wδwdξ

Antony Jameson Mathematics of Aerodynamic Shape Optimization

Page 18: Mathematical Underpinnings of Aerodynamic Shape …aero-comlab.stanford.edu/Papers/jameson-cincin-am.pdfMathematical Underpinnings of Aerodynamic Shape Optimization Antony Jameson1

Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Design using the Euler EquationsViscous Adjoint TermsSobolev Inner Product

Design using the Euler Equations

For simplicity, it will be assumed that the portion of the boundary thatundergoes shape modifications is restricted to the coordinate surface ξ2 = 0.Then equations for the variation of the cost function and the adjoint boundaryconditions may be simplified by incorporating the conditions

n1 = n3 = 0, n2 = 1, Bξ = dξ1dξ3,

so that only the variation δF2 needs to be considered at the wall boundary. Thecondition that there is no flow through the wall boundary at ξ2 = 0 isequivalent to

U2 = 0, so thatδU2 = 0

when the boundary shape is modified. Consequently the variation of theinviscid flux at the boundary reduces to

δF2 = δp

8

>

>

>

>

<

>

>

>

>

:

0S21

S22

S23

0

9

>

>

>

>

=

>

>

>

>

;

+ p

8

>

>

>

>

<

>

>

>

>

:

0δS21

δS22

δS23

0

9

>

>

>

>

=

>

>

>

>

;

. (7)

Antony Jameson Mathematics of Aerodynamic Shape Optimization

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Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Design using the Euler EquationsViscous Adjoint TermsSobolev Inner Product

Design using the Euler Equations

In order to design a shape which will lead to a desired pressuredistribution, a natural choice is to set

I =1

2

B

(p − pd)2 dS

where pd is the desired surface pressure, and the integral isevaluated over the actual surface area. In the computationaldomain this is transformed to

I =1

2

∫∫

Bw

(p − pd)2 |S2| dξ1dξ3,

where the quantity|S2| =

S2jS2j

denotes the face area corresponding to a unit element of face areain the computational domain.

Antony Jameson Mathematics of Aerodynamic Shape Optimization

Page 20: Mathematical Underpinnings of Aerodynamic Shape …aero-comlab.stanford.edu/Papers/jameson-cincin-am.pdfMathematical Underpinnings of Aerodynamic Shape Optimization Antony Jameson1

Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Design using the Euler EquationsViscous Adjoint TermsSobolev Inner Product

Design using the Euler Equations

In the computational domain the adjoint equation assumes theform

CTi

∂ψ

∂ξi= 0 (8)

where

Ci = Sij

∂fj

∂w.

To cancel the dependence of the boundary integral on δp, theadjoint boundary condition reduces to

ψjnj = p − pd (9)

where nj are the components of the surface normal

nj =S2j

|S2|.

Antony Jameson Mathematics of Aerodynamic Shape Optimization

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Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Design using the Euler EquationsViscous Adjoint TermsSobolev Inner Product

Design using the Euler Equations

This amounts to a transpiration boundary condition on the co-state variablescorresponding to the momentum components. Note that it imposes norestriction on the tangential component of ψ at the boundary.We find finally that

δI = −

Z

D

∂ψT

∂ξiδSij fjdD

ZZ

BW

(δS21ψ2 + δS22ψ3 + δS23ψ4) p dξ1dξ3. (10)

Here the expression for the cost variation depends on the mesh variations

throughout the domain which appear in the field integral. However, the true

gradient for a shape variation should not depend on the way in which the mesh

is deformed, but only on the true flow solution. In the next section we show

how the field integral can be eliminated to produce a reduced gradient formula

which depends only on the boundary movement.

Antony Jameson Mathematics of Aerodynamic Shape Optimization

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Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Design using the Euler EquationsViscous Adjoint TermsSobolev Inner Product

The Reduced Gradient Formulation

Consider the case of a mesh variation with a fixed boundary. Then δI = 0 butthere is a variation in the transformed flux,

δFi = Ciδw + δSij fj .

Here the true solution is unchanged. Thus, the variation δw is due to the meshmovement δx at each mesh point. Therefore

δw = ∇w · δx =∂w

∂xj

δxj (= δw∗)

and since ∂∂ξiδFi = 0, it follows that

∂ξi(δSij fj) = −

∂ξi(Ciδw

∗) . (11)

It has been verified by Jameson and Kim⋆ that this relation holds in thegeneral case with boundary movement.

⋆ “Reduction of the Adjoint Gradient Formula in the Continuous Limit”, A.Jameson and S. Kim, 41st AIAA Aerospace Sciences Meeting & Exhibit, AIAA Paper 2003–0040, Reno, NV, January 6–9, 2003.

Antony Jameson Mathematics of Aerodynamic Shape Optimization

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Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Design using the Euler EquationsViscous Adjoint TermsSobolev Inner Product

The Reduced Gradient Formulation

NowZ

D

φT δR dD =

Z

D

φT ∂

∂ξiCi (δw − δw∗) dD

=

Z

B

φT Ci (δw − δw∗) dB

Z

D

∂φT

∂ξiCi (δw − δw∗) dD. (12)

Here on the wall boundaryC2δw = δF2 − δS2j fj . (13)

Thus, by choosing φ to satisfy the adjoint equation and the adjoint boundarycondition, we reduce the cost variation to a boundary integral which depends only onthe surface displacement:

δI =

Z

BW

ψT`

δS2j fj + C2δw∗

´

dξ1dξ3

ZZ

BW

(δS21ψ2 + δS22ψ3 + δS23ψ4) p dξ1dξ3. (14)

Antony Jameson Mathematics of Aerodynamic Shape Optimization

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Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Design using the Euler EquationsViscous Adjoint TermsSobolev Inner Product

Viscous Adjoint Derivation

Antony Jameson Mathematics of Aerodynamic Shape Optimization

Page 25: Mathematical Underpinnings of Aerodynamic Shape …aero-comlab.stanford.edu/Papers/jameson-cincin-am.pdfMathematical Underpinnings of Aerodynamic Shape Optimization Antony Jameson1

Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Design using the Euler EquationsViscous Adjoint TermsSobolev Inner Product

Derivation of the Viscous Adjoint Terms

In computational coordinates, the viscous terms in the Navier–Stokesequations have the form

∂Fvi

∂ξi=

∂xii(Sij fvj ) .

Computing the variation δw resulting from a shape modification of theboundary, introducing a co-state vector ψ and integrating by partsproduces

B

ψT(

δS2j fv j + S2jδfv j

)

dBξ −

D

∂ψT

∂ξi

(

δSij fv j + Sijδfv j

)

dDξ,

where the shape modification is restricted to the coordinate surface

ξ2 = 0 so that n1 = n3 = 0, and n2 = 1. Furthermore, it is assumed that

the boundary contributions at the far field may either be neglected or else

eliminated by a proper choice of boundary conditions.

Antony Jameson Mathematics of Aerodynamic Shape Optimization

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Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Design using the Euler EquationsViscous Adjoint TermsSobolev Inner Product

Derivation of the Viscous Adjoint Terms

The viscous terms will be derived under the assumption that theviscosity and heat conduction coefficients µ and k are essentiallyindependent of the flow, and that their variations may beneglected. This simplification has been successfully used for mayaerodynamic problems of interest. In the case of some turbulentflows, there is the possibility that the flow variations could result insignificant changes in the turbulent viscosity, and it may then benecessary to account for its variation in the calculation.

Antony Jameson Mathematics of Aerodynamic Shape Optimization

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Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Design using the Euler EquationsViscous Adjoint TermsSobolev Inner Product

Transformation to Primitive Variables

The derivation of the viscous adjoint terms is simplified by transformingto the primitive variables

w̃T = (ρ, u1, u2, u3, p)T ,

because the viscous stresses depend on the velocity derivatives ∂Ui

∂xj, while

the heat flux can be expressed as

κ∂

∂xi

(

p

ρ

)

.

where κ = kR

= γµPr(γ−1) . The relationship between the conservative and

primitive variations is defined by the expressions

δw = Mδw̃ , δw̃ = M−1δw

which make use of the transformation matrices M = ∂w∂w̃

and M−1 = ∂w̃∂w

.

Antony Jameson Mathematics of Aerodynamic Shape Optimization

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Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Design using the Euler EquationsViscous Adjoint TermsSobolev Inner Product

Transformation to Primitive Variables

These matrices are provided in transposed form for futureconvenience

MT =

1 u1 u2 u3uiui

20 ρ 0 0 ρu1

0 0 ρ 0 ρu2

0 0 0 ρ ρu3

0 0 0 0 1γ−1

M−1T

=

1 −u1ρ

−u2ρ

−u3ρ

(γ−1)ui ui

2

0 1ρ

0 0 −(γ − 1)u1

0 0 1ρ

0 −(γ − 1)u2

0 0 0 1ρ

−(γ − 1)u3

0 0 0 0 γ − 1

.

Antony Jameson Mathematics of Aerodynamic Shape Optimization

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Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Design using the Euler EquationsViscous Adjoint TermsSobolev Inner Product

Transformation to Primitive Variables

The conservative and primitive adjoint operators L and L̃

corresponding to the variations δw and δw̃ are then related by

D

δwT Lψ dDξ =

D

δw̃T L̃ψ dDξ,

withL̃ = MTL,

so that after determining the primitive adjoint operator by directevaluation. The conservative operator may be obtained by the

transformation L = M−1TL̃. Since the continuity equation contains

no viscous terms, it makes no contribution to the viscous adjointsystem. Therefore, the derivation proceeds by first examining theadjoint operators arising from the momentum equations.

Antony Jameson Mathematics of Aerodynamic Shape Optimization

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Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Design using the Euler EquationsViscous Adjoint TermsSobolev Inner Product

Contribution from the Momentum Equations

In order to make use of the summation convention, it is convenient to setψj+1 = φj for j = 1, 2, 3. Then the contribution from the momentum equationsis

Z

B

φk (δS2jσkj + S2jδσkj) dBξ −

Z

D

∂φk

∂ξi(δSijσkj + Sijδσkj) dDξ. (15)

The velocity derivatives in the viscous stresses can be expressed as

∂ui

∂xj

=∂ui

∂ξl

∂ξl∂xj

=Slj

J

∂ui

∂ξl

with corresponding variations

δ∂ui

∂ξj=

»

Slj

J

I

∂ξlδui +

»

∂ui

∂ξl

II

δ

Slj

J

«

.

Antony Jameson Mathematics of Aerodynamic Shape Optimization

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Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Design using the Euler EquationsViscous Adjoint TermsSobolev Inner Product

Contribution from the Momentum Equations

The variations in the stresses are then

δσkj =

{

µ

[

Slj

J

∂ξlδuk +

Slk

J

∂ξlδuj

]

[

δjkSlm

J

∂ξlδum

]}

I

+

{

µ

[

δ

(

Slj

J

)

∂uk

∂ξl+ δ

(

Slk

J

)

∂uj

∂ξl

]

[

δjkδ

(

Slm

J

)

∂um

∂ξl

]}

II

.

Antony Jameson Mathematics of Aerodynamic Shape Optimization

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Elements of Aerodynamic DesignFuture Impact

Numerical FormulationDesign Process

Design using the Euler EquationsViscous Adjoint TermsSobolev Inner Product

Contribution from the Momentum Equations

As before, only those terms with subscript I , which contain variations of the flowvariables, need be considered further in deriving the adjoint operator. The fieldcontributions that contain δui in equation (15) appear as

Z

D

∂φk

∂ξiSij

µ

Slj

J

∂ξlδuk +

Slk

J

∂ξlδuj

«

+ λδjkSlm

J

∂ξlδum

ff

dDξ .

This may be integrated by parts to yield

Z

D

δuk

∂ξl

SljSijµ

J

∂φk

∂ξi

«

dDξ

+

Z

D

δuj∂

∂ξl

SlkSijµ

J

∂φk

∂ξl

«

dDξ

+

Z

D

δum∂

∂ξl

SlmSij

λδjk

J

∂φk

∂ξi

«

dDξ,

where the boundary integral has been eliminated by noting that δui = 0 on the solid

boundary.

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Contribution from the Momentum Equations

By exchanging indices, the field integrals may be combined to produceZ

D

δuk

∂ξlSlj

µ

Sij

J

∂φk

∂ξi+

Sik

J

∂φj

∂ξi

«

+ λδjkSim

J

∂φm

∂ξi

ff

dDξ ,

which is further simplified by transforming the inner derivatives back toCartesian coordinates

Z

D

δuk

∂ξlSlj

µ

∂φk

∂xj

+∂φj

∂xk

«

+ λδjk∂φm

∂xm

ff

dDξ. (16)

The boundary contributions that contain δui in equation (15) may be simplifiedusing the fact that

∂ξlδui = 0 if l = 1, 3

on the boundary B so that they becomeZ

B

φkS2j

µ

S2j

J

∂ξ2δuk +

S2k

J

∂ξ2δuj

«

+ λδjkS2m

J

∂ξ2δum

ff

dBξ. (17)

Together, (16) and (17) comprise the field and boundary contributions of the

momentum equations to the viscous adjoint operator in primitive variables.

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Elements of Aerodynamic DesignFuture Impact

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Design using the Euler EquationsViscous Adjoint TermsSobolev Inner Product

The Viscous Adjoint Field Operator

Collecting together the contributions from the momentum and energy equations, theviscous adjoint operator in primitive variables can be expressed as

L̃ψ”

1= −

p

ρ2

∂ξl

Sljκ∂θ

∂xj

«

L̃ψ”

i+1=

∂ξl

Slj

»

µ

∂φi

∂xj

+∂φj

∂xi

«

+ λδij∂φk

∂xk

–ff

+∂

∂ξl

Slj

»

µ

ui∂θ

∂xj

+ uj∂θ

∂xi

«

+ λδijuk

∂θ

∂xk

–ff

−σij

Slj

∂θ

∂xj

«

L̃ψ”

5=

1

ρ

∂ξl

Sljκ∂θ

∂xj

«

.

The conservative viscous adjoint operator may now be obtained by the transformation

L = M−1T

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Viscous Adjoint Boundary Conditions

The boundary conditions satisfied by the flow equations restrict theform of the performance measure that may be chosen for the costfunction. There must be a direct correspondence between the flowvariables for which variations appear in the variation of the costfunction, and those variables for which variations appear in theboundary terms arising during the derivation of the adjoint fieldequations. Otherwise it would be impossible to eliminate thedependence of δI on δw through proper specification of the adjointboundary condition. In fact it proves that it is possible to treat anyperformance measure based on surface pressure and stresses suchas the force coefficients, or an inverse problem for a specifiedtarget pressure.

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Elements of Aerodynamic DesignFuture Impact

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Design using the Euler EquationsViscous Adjoint TermsSobolev Inner Product

Sobolev Inner Product

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The Need for a Sobolev Inner Product in the Definition of

the Gradient

Another key issue for successful implementation of the continuous adjoint method isthe choice of an appropriate inner product for the definition of the gradient. It turnsout that there is an enormous benefit from the use of a modified Sobolev gradient,which enables the generation of a sequence of smooth shapes. This can be illustratedby considering the simplest case of a problem in the calculus of variations.Suppose that we wish to find the path y(x) which minimizes

I =

Z b

a

F (y , y ′)dx

with fixed end points y(a) and y(b).Under a variation δy(x),

δI =

Z b

1

∂F

∂yδy +

∂F

∂y ′δy ′

«

dx

=

Z b

1

∂F

∂y−

d

dx

∂F

∂y ′

«

δydx

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The Need for a Sobolev Inner Product in the Definition of

the Gradient

Thus defining the gradient as

g =∂F

∂y−

d

dx

∂F

∂y ′

and the inner product as

(u, v) =

Z b

a

uvdx

we find thatδI = (g , δy).

If we now setδy = −λg , λ > 0,

we obtain a improvementδI = −λ(g , g) ≤ 0

unless g = 0, the necessary condition for a minimum.

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Elements of Aerodynamic DesignFuture Impact

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The Need for a Sobolev Inner Product in the Definition of

the Gradient

Note that g is a function of y , y ′, y ′′,

g = g(y , y ′, y ′′)

In the well known case of the Brachistrone problem, for example, which calls for thedetermination of the path of quickest descent between two laterally separated pointswhen a particle falls under gravity,

F (y , y ′) =

s

1 + y′2

y

and

g = −1 + y

′2+ 2yy ′′

y(1 + y′2 )

˜3/2

It can be seen that each stepyn+1 = yn − λngn

reduces the smoothness of y by two classes. Thus the computed trajectory becomes

less and less smooth, leading to instability.

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Elements of Aerodynamic DesignFuture Impact

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Design using the Euler EquationsViscous Adjoint TermsSobolev Inner Product

The Need for a Sobolev Inner Product in the Definition of

the Gradient

In order to prevent this we can introduce a weighted Sobolev inner product

〈u, v〉 =

Z

(uv + ǫu′v′)dx

where ǫ is a parameter that controls the weight of the derivatives. We nowdefine a gradient g such that δI = 〈g , δy〉. Then we have

δI =

Z

(gδy + ǫg ′δy ′)dx

=

Z „

g −∂

∂xǫ∂g

∂x

«

δydx

= (g , δy)

where

g −∂

∂xǫ∂g

∂x= g

and g = 0 at the end points.

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Elements of Aerodynamic DesignFuture Impact

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Design using the Euler EquationsViscous Adjoint TermsSobolev Inner Product

The Need for a Sobolev Inner Product in the Definition of

the Gradient

Therefore g can be obtained from g by a smoothing equation.Now the step

yn+1 = yn − λngn

gives an improvement

δI = −λn〈gn, gn〉

but yn+1 has the same smoothness as yn, resulting in a stableprocess.

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Outline of the Design Process

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Outline of the Design Process

The design procedure can finally be summarized as follows:

1 Solve the flow equations for ρ, u1, u2, u3 and p.

2 Solve the adjoint equations for ψ subject to appropriateboundary conditions.

3 Evaluate G and calculate the corresponding Sobolev gradientG.

4 Project G into an allowable subspace that satisfies anygeometric constraints.

5 Update the shape based on the direction of steepest descent.

6 Return to 1 until convergence is reached.

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Design Cycle

Sobolev Gradient

Gradient Calculation

Flow Solution

Adjoint Solution

Shape & Grid

Repeat the Design Cycleuntil Convergence

Modification

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Constraints

Fixed CL.

Fixed span load distribution to present too large CL on theoutboard wing which can lower the buffet margin.

Fixed wing thickness to prevent an increase in structureweight.

Design changes can be can be limited to a specific spanwiserange of the wing.Section changes can be limited to a specific chordwise range.

Smooth curvature variations via the use of Sobolev gradient.

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Application of Thickness Constraints

Prevent shape change penetrating a specified skeleton(colored in red).

Separate thickness and camber allow free camber variations.

Minimal user input needed.

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Computational Cost⋆

Cost of Search Algorithm

Steepest Descent O(N2) StepsQuasi-Newton O(N) StepsSmoothed Gradient O(K ) Steps

Note: K is independent of N.

⋆: “Studies of Alternative Numerical Optimization Methods Applied to the Brachistrone Problem”,

A.Jameson and J. Vassberg, Computational Fluid Dynamics, Journal, Vol. 9, No.3, Oct. 2000, pp. 281-296

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Computational Cost⋆

Total Computational Cost of Design

+Finite difference gradients

O(N3)Steepest descent

+Finite difference gradients

O(N2)Quasi-Newton

+Adjoint gradients

O(N)Quasi-Newton

+Adjoint gradients

O(K )Smoothed gradient

Note: K is independent of N.

⋆: “Studies of Alternative Numerical Optimization Methods Applied to the Brachistrone Problem”,

A.Jameson and J. Vassberg, Computational Fluid Dynamics, Journal, Vol. 9, No.3, Oct. 2000, pp. 281-296

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Inverse Design

Recovering of ONERA M6 Wingfrom its pressure distribution

A. Jameson 2003–2004

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NACA 0012 WING TO ONERA M6 TARGET

(a) Staring wing: NACA 0012 (b) Target wing: ONERA M6This is a difficult problem because of the presence of the shock wave in thetarget pressure and because the profile to be recovered is symmetric while thetarget pressure is not.

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Pressure Profile at 48% Span

(c) Staring wing: NACA 0012 (d) Target wing: ONERA M6

The pressure distribution of the final design match the specified target, eveninside the shock.

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Planform and Aero–Structural

Optimization

Super B747

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Planform and Aero-Structural Optimization

The shape changes in the section needed to improve the transonic wingdesign are quite small. However, in order to obtain a true optimumdesign larger scale changes such as changes in the wing planform(sweepback, span, chord, and taper) should be considered. Because thesedirectly affect the structure weight, a meaningful result can only beobtained by considering a cost function that takes account of both theaerodynamic characteristics and the weight.Consider a cost function is defined as

I = α1CD + α21

2

B

(p − pd)2dS + α3CW

Maximizing the range of an aircraft provides a guide to the values for α1

and α3.

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Choice of Weighting Constants

The simplified Breguet range equation can be expressed as

R =V

C

L

Dlog

W1

W2

where W2 is the empty weight of the aircraft.With fixed V /C ,W1, and L, the variation of R can be stated as

δR

R= −

δCD

CD

+1

log W1W2

δW2

W2

!

= −

0

@

δCD

CD

+1

logCW1CW2

δCW2

CW2

1

A .

Therefore minimizingI = CD + αCW ,

by choosing

α =CD

CW2 logCW1CW2

,

corresponds to maximizing the range of the aircraft.

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Boeing 747 Euler Planform Results: Pareto Front

Test case: Boeing 747 wing–fuselage and modified geometries atthe following flow conditions.

M∞ = 0.87, CL = 0.42 (fixed), multipleα3

α1

80 85 90 95 100 105 1100.038

0.040

0.042

0.044

0.046

0.048

0.050

0.052

CD (counts)

Cw

Pareto front

baseline

optimized section with fixed planform

X = optimized section and planform

maximized range

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Boeing 747 Euler Planform Results: Sweepback, Span,

Chord, and Section Variations to Maximize Range

Geometry Baseline Optimized Variation (%)

Sweep (◦) 42.1 38.8 –7.8Span (ft ) 212.4 226.7 +6.7

Croot 48.1 48.6 +1.0Cmid 30.6 30.8 +0.7Ctip 10.78 10.75 +0.3troot 58.2 62.4 +7.2tmid 23.7 23.8 +0.4ttip 12.98 12.8 –0.8

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Boeing 747 Euler Planform Results: Sweepback, Span,

Chord, and Section Variations to Maximize Range

CD is reduced from 107.7 drag counts to 87.2 drag counts (19%).

CW is reduced from 0.0455 (69,970 lbs) to 0.0450 (69,201 lbs) (1.1%).

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P51 Racer

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P51 Racer

Aircraft competing in the Reno Air Races reach speeds above 500 MPH,encounting compressibility drag due to the appearance of shock waves.

Objective is to delay drag rise without altering the wing structure. Hence tryadding a bump on the wing surface.

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Partial Redesign

Allow only outward movement.Limited changes to front part of the chordwise range.

Antony Jameson Mathematics of Aerodynamic Shape Optimization