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AIAA-2001-2530
STUDIES OF THE CONTINUOUS AND DISCRETE ADJOINTAPPROACHES TO
VISCOUS AUTOMATICAERODYNAMIC SHAPE OPTIMIZATION
Siva K. Nadarajah∗ and Antony Jameson†
Department of Aeronautics and AstronauticsStanford
University
Stanford, California 94305 U.S.A.
Abstract
This paper compares the continuous and discreteviscous
adjoint-based automatic aerodynamic opti-mization. The objective is
to study the complex-ity of the discretization of the adjoint
equation forboth the continuous and discrete approach, the
ac-curacy of the resulting estimate of the gradient, andits impact
on the computational cost to approach anoptimum solution. First,
this paper presents com-plete formulations and discretizations of
the Navier-Stokes equations, the continuous viscous adjointequation
and its counterpart the discrete viscousadjoint equation. The
differences between the con-tinuous and discrete boundary
conditions are alsoexplored. Second, the accuracy of the
sensitivityderivatives obtained from continuous and
discreteadjoint-based equations are compared to complex-step
gradients. Third, the adjoint equations andits corresponding
boundary conditions are formu-lated to quantify the influence of
geometry modi-fications on the pressure distribution at an
arbitraryremote location within the domain of interest. Fi-nally,
applications are presented for inverse, pressureand skin friction
drag minimization, and sonic boomminimization problems.
Introduction
Computational methods have dramatically alteredthe design of
aerospace vehicles in the last sixtyyears. In 1945 Lighthill1 first
proposed employingthe method of conformal mapping to design two
di-mensional airfoils to achieve a desired target pres-sure
distribution. These methods were restricted to
∗Graduate Student, Student Member AIAA†Thomas V. Jones Professor
of Engineering, Stanford Uni-
versity, AIAA Fellow
Copyright c©2001 by Siva Nadarajah and Antony Jameson
incompressible flow, but later McFadden2 extendedthe method to
compressible flow.Bauer et al.3 and Garabedian et al.4
established
an alternate method by way of complex characteris-tics to solve
the potential equations in the hodographplane. This method
successfully produced shock-free transonic flows. Constrained
optimization wasfirst attempted by Hicks et al.,5 where they
intro-duced the finite-difference method to evaluate thesensitivity
derivatives. Since then optimization tech-niques for the design of
aerospace vehicles have gen-erally used gradient-based methods.
Through themathematical theory for control systems governedby
partial differential equations established by Li-ons et al.,6
Pironneau et al.7 created a frameworkfor the formulation of
elliptic design problems. Inthe last decade, Jameson et al.8–12
pioneered theshape optimization method for Euler and Navier-Stokes
problems.The mathematical theory for the control of sys-
tems governed by partial differential equations, asdeveloped by
Lions et al.,6 significantly lowers thecomputational cost and is
clearly an improvementover classical finite-difference methods.
Using con-trol theory the gradient is calculated indirectly
bysolving an adjoint equation. Although there is theadditional
overhead of solving the adjoint equation,once it has been solved
the cost of obtaining thesensitivity derivatives of the cost
function with re-spect to each design variable is negligible.
Conse-quently, the total cost to obtain these gradients
isindependent of the number of design variables andamounts to the
cost of one flow solution and one ad-joint solution. The adjoint
problem is a linear PDEof lower complexity than the flow solver.
Jamesonet al.8 first applied this method to transonic flow.In the
last seven years, automatic aerodynamic de-sign of complete
aircraft configurations has yieldedoptimized solutions of wing and
wing-body configu-
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rations by Reuther et al.13, 14 and Burgreen et al.15
The continuous adjoint approach theory was de-veloped by
combining the variation of the cost func-tion and field equations
with respect to the flow-field variables and design variables
through the useof Lagrange multipliers, also called costate or
ad-joint variables. Collecting the terms associated withthe
variation of the flow-field variables produces theadjoint equation
and its boundary condition. Theterms associated with the variation
of the designvariable produce the gradient. The field equationsand
the adjoint equation with its boundary condi-tion must be
discretized to obtain numerical solu-tions. As the mesh is refined,
the continuous adjointyields the exact gradient.In the discrete
adjoint approach, the control the-
ory is applied directly to the set of discrete fieldequations.
The discrete adjoint equation is derivedby collecting together all
the terms multiplied by thevariation δwi,j of the discrete flow
variable. If thediscrete adjoint equation is solved exactly, then
theresulting solution for the Lagrange multiplier pro-duces an
exact gradient of the inexact cost functionand the derivatives are
consistent with complex-stepgradients independent of the mesh
size.A subject of on-going research is the trade-off be-
tween the complexity of the adjoint discretization,the accuracy
of the resulting estimate of the gra-dient, and its impact on the
computational cost toapproach an optimum solution. Shubin and
Frank16
presented a comparison between the continuous anddiscrete
adjoint for quasi-one-dimensional flow. Avariation of the discrete
field equations proved to becomplex for higher order schemes. Due
to this limi-tation of the discrete adjoint approach, early
imple-mentation of the discretization of the adjoint equa-tion was
only consistent with a first order accurateflow equation.Burgreen
et al.15 carried a second order im-
plementation of the discrete adjoint on three-dimensional shape
optimization of wings for struc-tured grids. For second order
accuracy on unstruc-tured grids, Elliot and Peraire17 performed
opti-mization on inverse pressure designs of multiele-ment airfoils
and wing-body configurations in tran-sonic flow using a multistage
Runge-Kutta schemewith Roe decomposition for the dissipative
fluxeson two and three-dimensional problems. Andersonand
Venkatakrishnan18 computed inviscid and vis-cous optimization on
unstructured grids using boththe continuous and discrete adjoint.
Iollo et al.19
used the continuous adjoint approach to investi-gate shape
optimization on one and two-dimensional
flows. Ta’saan et al.20 used a one-shot approachwith the
continuous adjoint formulations. Kim,Alonso, and Jameson21
conducted an extensive gra-dient accuracy study of the Euler and
Navier-Stokesequations which concluded that gradients from
thecontinuous adjoint method were in close agreementwith those
computed by finite difference methods.A detailed comparison of the
inviscid continuousand discrete adjoint approaches was conducted
byNadarajah et al.22
Another objective of this work is to develop thenecessary
methods and tools to facilitate the de-sign of low sonic boom
aircraft that can fly su-personically over land with negligible
environmen-tal impact. Traditional methods to reduce the sonicboom
signature were targeted towards reducing air-craft weight,
increasing lift-to-drag ratio, improvingthe specific fuel
consumption, etc. Seebass and Ar-grow23 revisited sonic boom
minimization and pro-vided a detailed study of sonic boom theory
and fig-ure of merits for the level of sonic booms. In thispaper, a
proof of concept of a new adjoint approachof the above problem will
be demonstrated in twodimensional flow.
Objectives
1. Review the formulation and development of theviscous adjoint
equations for both the continu-ous and discrete approach.
2. Investigate the differences in the implementa-tion of
boundary conditions for each method forvarious cost functions.
3. Compare the gradients of the two methods tocomplex step
gradients for inverse pressure de-sign and drag minimization.
4. Study the differences in calculating the exactgradient of the
inexact cost function (discreteadjoint) or the inexact gradient of
the exact costfunction (continuous).
The Navier-Stokes Equations
In order to allow for geometric shape changes itis convenient to
use a body fitted coordinate sys-tem, so that the computational
domain is fixed.This requires the formulation of the
Navier-Stokesequations in a transformed coordinate system.
TheCartesian coordinates and velocity components aredenoted by x1,
x2, and u1, u2. Einstein notationsimplifies the presentation of the
equations, where
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summation over k = 1 to 2 is implied by a repeatedindex k. The
two-dimensional Navier-Stokes equa-tions then take the form,
∂w
∂t+
∂fi∂xi
=∂fvi∂xi
in D, (1)
where the state vector w, inviscid flux vector f andviscous flux
vector fv are described respectively by
w =
ρρu1ρu2ρE
, fi =
ρuiρuiu1 + pδi1ρuiu2 + pδi2
ρuiH
, (2)
fvi =
0σijδj1σijδj2
ujσij + k ∂T∂xi
. (3)
In these definitions, ρ is the density, u1, u2 are theCartesian
velocity components, E is the total energyand δij is the Kronecker
delta function. The pressureis determined by the equation of
state
p = (γ − 1)ρ{E − 1
2(uiui)
},
and the stagnation enthalpy is given by
H = E +p
ρ,
where γ is the ratio of the specific heats. The viscousstresses
may be written as
σij = µ(∂ui∂xj
+∂uj∂xi
)+ λδij
∂uk∂xk
, (4)
where µ and λ are the first and second coefficientsof viscosity.
The coefficient of thermal conductivityand the temperature are
computed as
k =cpµ
Pr, T =
p
Rρ, (5)
where Pr is the Prandtl number, cp is the specificheat at
constant pressure, and R is the gas constant.For discussion of real
applications using a dis-
cretization on a body conforming structured mesh,it is also
useful to consider a transformation to thecomputational coordinates
(ξ1,ξ2) defined by themetrics
Kij =[∂xi∂ξj
], J = det (K) , K−1ij =
[∂ξi∂xj
].
The Navier-Stokes equations can then be written incomputational
space as
∂ (Jw)∂t
+∂ (Fi − Fvi)
∂ξi= 0 in D, (6)
where the inviscid and viscous flux contributions arenow defined
with respect to the computational cellfaces by Fi = Sijfj and Fvi =
Sijfvj , and the quan-tity Sij = JK−1ij represents the projection
of the ξicell face along the xj axis. In obtaining equation (6)we
have made use of the property that
∂Sij∂ξi
= 0 (7)
which represents the fact that the sum of the faceareas over a
closed volume is zero, as can be readilyverified by a direct
examination of the metric terms.When equation (6) is formulated for
each com-
putational cell, a system of first-order ordinary dif-ferential
equations is obtained. To eliminate odd-even decoupling of the
solution and overshoots be-fore and after shock waves, the
conservative and vis-cous fluxes are added to a diffusion flux. The
ar-tificial dissipation scheme used in this research is ablended
first and third order flux, first introducedby Jameson, Schmidt,
and Turkel.24 The artificialdissipation scheme is defined as,
Di+ 12 ,j = �2i+ 12 ,j
(wi+1,j − wi,j)− �4i+ 12 ,j(wi+2,j − 3wi+1,j + 3wi,j − wi−1,j).
(8)
The first term in equation (8) is a first order scalardiffusion
term, where �2
i+ 12 ,jis scaled by the nor-
malized second difference of the pressure and servesto damp
oscillations around shock waves. �4
i+ 12 ,jis
the coefficient for the third derivative of the arti-ficial
dissipation flux. The coefficient is scaled sothat it is zero at
regions of large gradients, suchas shock waves and eliminates
odd-even decouplingelsewhere.
Formulation of the Optimal DesignProblem for the
Navier-Stokes
Equations
It is the intent of this paper to fully investigate
thederivation of both the continuous and discrete vis-cous adjoint
method. The following information isdrawn from a paper presented at
the 29th AIAAFluid Dynamics Conference, Albuquerque,25 and
re-peated here to offer a comprehensive paper.
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Aerodynamic optimization is based on the de-termination of the
effect of shape modifications onsome performance measure which
depends on theflow. For convenience, the coordinates ξi
describingthe fixed computational domain are chosen so thateach
boundary conforms to a constant value of oneof these coordinates.
Variations in the shape thenresult in corresponding variations in
the mappingderivatives defined by Kij .Suppose that the performance
is measured by a
cost function
I =∫BM (w, S) dBξ +
∫DP (w, S) dDξ,
containing both boundary and field contributionswhere dBξ and
dDξ are the surface and volume el-ements in the computational
domain. In general,M and P will depend on both the flow variables
wand the metrics S defining the computational space.In the case of
a multi-point design the flow vari-ables may be separately
calculated for several differ-ent conditions of interest.The design
problem is now treated as a control
problem where the boundary shape represents thecontrol function,
which is chosen to minimize I sub-ject to the constraints defined
by the flow equations(6). A shape change produces a variation in
the flowsolution δw and the metrics δS which in turn pro-duce a
variation in the cost function
δI =∫BδM(w, S) dBξ +
∫DδP(w, S) dDξ, (9)
with
δM = [Mw]I δw + δMII ,δP = [Pw]I δw + δPII , (10)
where we continue to use the subscripts I and IIto distinguish
between the contributions associatedwith the variation of the flow
solution δw and thoseassociated with the metric variations δS.
Thus[Mw]I and [Pw]I represent ∂M∂w and ∂P∂w with themetrics fixed,
while δMII and δPII represent thecontribution of the metric
variations δS to δM andδP .In the steady state, the constraint
equation (6)
specifies the variation of the state vector δw by
∂
∂ξiδ (Fi − Fvi) = 0. (11)
Here δFi and δFvi can also be split into contributionsassociated
with δw and δS using the notation
δFi = [Fiw]I δw + δFiIIδFvi = [Fviw]I δw + δFviII . (12)
The inviscid contributions are easily evaluated as
[Fiw]I = Sij∂fj∂w
, δFiII = δSijfj .
The details of the viscous contributions are compli-cated by the
additional level of derivatives in thestress and heat flux terms
and will be derived in thefollowing section. Multiplying by a
co-state vectorψ, also known as Lagrange Multiplier, and
integrat-ing over the domain produces∫
DψT
∂
∂ξiδ (Fi − Fvi) = 0. (13)
If ψ is differentiable this may be integrated by partsto give
∫
Bniψ
T δ (Fi − Fvi) dBξ
−∫D
∂ψT
∂ξiδ (Fi − Fvi) dDξ = 0. (14)
Since the left hand expression equals zero, it may besubtracted
from the variation in the cost function(9) to give
δI =∫B
[δM− niψT δ (Fi − Fvi)
]dBξ
+∫D
[δP + ∂ψ
T
∂ξiδ (Fi − Fvi)
]dDξ. (15)
Now, since ψ is an arbitrary differentiable function,it may be
chosen in such a way that δI no longer de-pends explicitly on the
variation of the state vectorδw. The gradient of the cost function
can then beevaluated directly from the metric variations with-out
having to re-compute the variation δw resultingfrom the
perturbation of each design variable.Comparing equations (10) and
(12), the variation
δw may be eliminated from (15) by equating all fieldterms with
subscript “I” to produce a differentialadjoint system governing
ψ
∂ψT
∂ξi[Fiw − Fviw]I + Pw = 0 in D. (16)
The corresponding adjoint boundary condition isproduced by
equating the subscript “I” boundaryterms in equation (15) to
produce
niψT [Fiw − Fviw]I = Mw on B. (17)
The remaining terms from equation (15) then yielda simplified
expression for the variation of the cost
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function which defines the gradient
δI =∫B
{δMII − niψT [δFi − δFvi] II
}dBξ
+∫D
{δPII + ∂ψ
T
∂ξi[δFi − δFvi] II
}dDξ. (18)
The details of the formula for the gradient dependon the way in
which the boundary shape is parame-terized as a function of the
design variables, and theway in which the mesh is deformed as the
bound-ary is modified. Using the relationship between themesh
deformation and the surface modification, thefield integral is
reduced to a surface integral by in-tegrating along the coordinate
lines emanating fromthe surface. Thus the expression for δI is
finallyreduced to
δI =∫BGδF dBξ,
where F represents the design variables and G isthe gradient,
which is a function defined over theboundary surface.The boundary
conditions satisfied by the flow
equations restrict the form of the left hand side ofthe adjoint
boundary condition (17). Consequently,the boundary contribution to
the cost function Mcannot be specified arbitrarily. Instead, it
must bechosen from the class of functions which allow can-cellation
of all terms containing δw in the bound-ary integral of equation
(15). On the other hand,there is no such restriction on the
specification ofthe field contribution to the cost function P ,
sincethese terms may always be absorbed into the adjointfield
equation (16) as source terms.For simplicity, it will be assumed
that the portion
of the boundary that undergoes shape modificationsis restricted
to the coordinate surface ξ2 = 0. Thenequations (15) and (17) may
be simplified by incor-porating the conditions
n1 = 0, n2 = 1, dBξ = dξ1,
so that only the variations δF2 and δFv2 need to beconsidered at
the wall boundary.
Derivation of the ViscousContinuous Adjoint Terms
This section illustrates application of control theoryto
aerodynamic design problems for the case of two-dimensional airfoil
design using the Navier-Stokesequations as the mathematical
model.
In computational coordinates, the viscous termsin the
Navier–Stokes equations have the form
∂Fvi∂ξi
=∂
∂ξi
(Sijfvj
).
Computing the variation δw resulting from a shapemodification of
the boundary, introducing a La-grange vector ψ and integrating by
parts followingthe steps outlined by equations (11) to (14)
produces∫
BψT
(δS2jfvj + S2jδfvj
)dBξ
−∫D
∂ψT
∂ξi
(δSijfvj + Sijδfvj
)dDξ,
where the shape modification is restricted to the co-ordinate
surface ξ2 = 0 so that n1 = 0, and n2 = 1.Furthermore, it is
assumed that the boundary con-tributions at the far field may
either be neglected orelse eliminated by a proper choice of
boundary con-ditions as previously shown for the inviscid
case.9
The viscous terms will be derived under the as-sumption that the
viscosity and heat conduction co-efficients µ and k are essentially
independent of theflow, and that their variations may be
neglected.This simplification has been successfully used formany
aerodynamic problems of interest. In the caseof some turbulent
flows, the possibility exists thatthe flow variations could result
in significant changesin the turbulent viscosity, and it may then
be neces-sary to account for its variation in the calculation.
Transformation to Primitive Variables
The derivation of the viscous adjoint terms is sim-plified by
transforming to the primitive variables
w̃T = (ρ, u1, u2, p)T ,
because the viscous stresses depend on the velocityderivatives
∂ui∂xj , while the heat flux can be expressedas
κ∂
∂xi
(p
ρ
)
where κ = kR =γµ
Pr(γ−1) . The relationship betweenthe conservative and primitive
variations is definedby the expressions
δw = Mδw̃, δw̃ = M−1δw
which make use of the transformation matricesM = ∂w∂w̃ and M
−1 = ∂w̃∂w . These matrices are pro-
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vided in transposed form for future convenience
MT =
1 u1 u2 uiui20 ρ 0 ρu10 0 ρ ρu20 0 0 1γ−1
M−1T=
1 −u1ρ −u2ρ (γ−1)uiui20 1ρ 0 −(γ − 1)u10 0 1ρ −(γ − 1)u20 0 0 γ
− 1
.
The conservative and primitive adjoint operators Land L̃
corresponding to the variations δw and δw̃are then related by∫
DδwTLψ dDξ =
∫Dδw̃T L̃ψ dDξ,
withL̃ = MTL,
so that after determining the primitive adjoint op-erator by
direct evaluation of the viscous portion of(16), the conservative
operator may be obtained bythe transformation L = M−1T L̃. Since
the continu-ity equation contains no viscous terms, it makes
nocontribution to the viscous adjoint system. There-fore, the
derivation proceeds by first examining theadjoint operators arising
from the momentum equa-tions.
Contributions from the Momentum Equa-tions
In order to make use of the summation convention,it is
convenient to set ψj+1 = φj for j = 1, 2. Thenthe contribution from
the momentum equations is∫
Bφk (δS2jσkj + S2jδσkj) dBξ
−∫D
∂φk∂ξi
(δSijσkj + Sijδσkj) dDξ. (19)
The velocity derivatives in the viscous stresses canbe expressed
as
∂ui∂xj
=∂ui∂ξl
∂ξl∂xj
=SljJ
∂ui∂ξl
with corresponding variations
δ∂ui∂xj
=[SljJ
]I
∂
∂ξlδui +
[∂ui∂ξl
]II
δ
(SljJ
).
The variations in the stresses are then
δσkj ={µ[SljJ
∂∂ξl
δuk + SlkJ∂∂ξl
δuj
]+ λ
[δjk
SlmJ
∂∂ξl
δum
]}I
+{µ[δ(SljJ
)∂uk∂ξl
+ δ(SlkJ
) ∂uj∂ξl
]+ λ
[δjkδ
(SlmJ
)∂um∂ξl
]}II.
As before, only those terms with subscript I, whichcontain
variations of the flow variables, need be con-sidered further in
deriving the adjoint operator. Thefield contributions that contain
δui in equation (19)appear as
−∫D
∂φk∂ξi
Sij
{µ
(SljJ
∂
∂ξlδuk +
SlkJ
∂
∂ξlδuj
)
+λδjkSlmJ
∂
∂ξlδum
}dDξ.
This may be integrated by parts to yield∫Dδuk
∂
∂ξl
(SljSij
µ
J
∂φk∂ξi
)dDξ
+∫Dδuj
∂
∂ξl
(SlkSij
µ
J
∂φk∂ξi
)dDξ
+∫Dδum
∂
∂ξl
(SlmSij
λδjkJ
∂φk∂ξi
)dDξ,
where the boundary integral has been eliminated bynoting that
δui = 0 on the solid boundary. Byexchanging indices, the field
integrals may be com-bined to produce∫
Dδuk
∂
∂ξlSlj
{µ
(SijJ
∂φk∂ξi
+SikJ
∂φj∂ξi
)
+ λδjkSimJ
∂φm∂ξi
}dDξ,
which is further simplified by transforming the innerderivatives
back to Cartesian coordinates∫
Dδuk
∂
∂ξlSlj
{µ
(∂φk∂xj
+∂φj∂xk
)+ λδjk
∂φm∂xm
}dDξ.(20)
The boundary contributions that contain δui inequation (19) may
be simplified using the fact that
∂
∂ξlδui = 0 if l = 1
on the boundary B so that they become∫BφkS2j
{µ
(S2jJ
∂
∂ξ2δuk +
S2kJ
∂
∂ξ2δuj
)
+ λδjkS2mJ
∂
∂ξ2δum
}dBξ. (21)
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Together (20) and (21) comprise the field and bound-ary
contributions of the momentum equations to theviscous adjoint
operator in primitive variables.
Contributions from the Energy Equation
In order to derive the contribution of the energyequation to the
viscous adjoint terms it is convenientto set
ψ4 = θ, Qj = uiσij + κ∂
∂xj
(p
ρ
),
where the temperature has been written in termsof pressure and
density using (5). The contributionfrom the energy equation can
then be written as∫
Bθ (δS2jQj + S2jδQj) dBξ
−∫D
∂θ
∂ξi(δSijQj + SijδQj) dDξ. (22)
The field contributions that contain δui,δp, andδρ in equation
(22) appear as
−∫D
∂θ
∂ξiSijδQjdDξ =
−∫D
∂θ
∂ξiSij
{δukσkj + ukδσkj
+κSljJ
∂
∂ξl
(δp
ρ− p
ρ
δρ
ρ
)}dDξ. (23)
The term involving δσkj may be integrated by partsto
produce∫
Dδuk
∂
∂ξlSlj
{µ
(uk
∂θ
∂xj+ uj
∂θ
∂xk
)
+λδjkum∂θ
∂xm
}dDξ, (24)
where the conditions ui = δui = 0 are used to elim-inate the
boundary integral on B. Notice that theother term in (23) that
involves δuk need not beintegrated by parts and is merely carried
on as
−∫DδukσkjSij
∂θ
∂ξidDξ. (25)
The terms in expression (23) that involve δp andδρ may also be
integrated by parts to produce botha field and a boundary integral.
The field integralbecomes∫
D
(δp
ρ− p
ρ
δρ
ρ
)∂
∂ξl
(SljSij
κ
J
∂θ
∂ξi
)dDξ
which may be simplified by transforming the innerderivative to
Cartesian coordinates∫
D
(δp
ρ− p
ρ
δρ
ρ
)∂
∂ξl
(Sljκ
∂θ
∂xj
)dDξ. (26)
The boundary integral becomes∫Bκ
(δp
ρ− p
ρ
δρ
ρ
)S2jSij
J
∂θ
∂ξidBξ. (27)
This can be simplified by transforming the innerderivative to
Cartesian coordinates∫
Bκ
(δp
ρ− p
ρ
δρ
ρ
)S2jJ
∂θ
∂xjdBξ, (28)
and identifying the normal derivative at the wall
∂
∂n= S2j
∂
∂xj, (29)
and the variation in temperature
δT =1R
(δp
ρ− p
ρ
δρ
ρ
),
to produce the boundary contribution∫BkδT
∂θ
∂ndBξ. (30)
This term vanishes if T is constant on the wall butpersists if
the wall is adiabatic.There is also a boundary contribution left
over
from the first integration by parts (22) which hasthe form ∫
Bθδ (S2jQj) dBξ, (31)
whereQj = k
∂T
∂xj,
since ui = 0. Notice that for future convenience indiscussing
the adjoint boundary conditions resultingfrom the energy equation,
both the δw and δS termscorresponding to subscript classes I and II
are con-sidered simultaneously. If the wall is adiabatic
∂T
∂n= 0,
so that using (29),
δ (S2jQj) = 0,
and both the δw and δS boundary contributions van-ish.
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On the other hand, if T is constant ∂T∂ξl = 0 for l =1, so
that
Qj = k∂T
∂xj= k
(Slj
J
∂T
∂ξl
)= k
(S2jJ
∂T
∂ξ2
).
Thus, the boundary integral (31) becomes∫Bkθ
{S2j
2
J
∂
∂ξ2δT + δ
(S2j
2
J
)∂T
∂ξ2
}dBξ . (32)
Therefore, for constant T , the first term correspond-ing to
variations in the flow field contributes to theadjoint boundary
operator and the second set ofterms corresponding to metric
variations contributeto the cost function gradient.All together,
the contributions from the energy
equation to the viscous adjoint operator are thethree field
terms (24), (25) and (26), and either oftwo boundary contributions
( 30) or ( 32), depend-ing on whether the wall is adiabatic or has
constanttemperature.
The Viscous Adjoint Field Operator
Collecting together the contributions from the mo-mentum and
energy equations, the viscous adjointoperator in primitive
variables can be expressed as
(L̃ψ)1 = − pρ2
∂
∂ξl
(Sljκ
∂θ
∂xj
)
(L̃ψ)i+1 =∂
∂ξl
{Slj
[µ
(∂φi∂xj
+∂φj∂xi
)+ λδij
∂φk∂xk
]}
+∂
∂ξl
{Slj
[µ
(ui
∂θ
∂xj+ uj
∂θ
∂xi
)+ λδijuk
∂θ
∂xk
]}
− σijSlj ∂θ∂ξl
for i = 1, 2
(L̃ψ)4 =1ρ
∂
∂ξl
(Sljκ
∂θ
∂xj
).
The conservative viscous adjoint operator may nowbe obtained by
the transformation
L = M−1TL̃.
Derivation of the ViscousDiscrete Adjoint Terms
The discrete adjoint equation is obtained by apply-ing control
theory directly to the set of discrete fieldequations. The
resulting equation depends on thetype of scheme used to solve the
flow equations. Thispaper uses a cell-centered multigrid scheme
with
upwind-biased blended first and third order fluxesas the
artificial dissipation scheme. A full discretiza-tion of the
equation would involve discretizing everyterm that is a function of
the state vector.
δI = δIc +nx∑i=2
ny∑j=2
ψTi,jδ [R (w) +D (w) + V (w)]i,j(33)
where δIc is the discrete cost function, R(w) isthe field
equation, D(w) is the artificial dissipationterm, and V(w) are the
viscous terms.The discrete viscous adjoint equation can be cast
as such,
V∂ψi,j∂t
= R (ψ) +D (ψ) + V (ψ) . (34)
Terms multiplied by the variation δwi,j of the dis-crete flow
variables are collected and the following isthe resulting
convective flux of the discrete adjointequation,
R (ψ) =(∆yη
i+ 12 ,j
[∂f
∂w
]Ti,j
−∆xηi+ 12 ,j
[∂g
∂w
]Ti,j
)ψi+1,j
2
−(∆yη
i− 12 ,j
[∂f
∂w
]Ti,j
−∆xηi− 12 ,j
[∂g
∂w
]Ti,j
)ψi−1,j
2
+
(∆xξ
i,j+ 12
[∂g
∂w
]Ti,j
−∆yξi,j+ 12
[∂f
∂w
]Ti,j
)ψi,j+1
2
−(∆xξ
i,j− 12
[∂g
∂w
]Ti,j
−∆yξi,j− 12
[∂f
∂w
]Ti,j
)ψi,j−1
2
−(∆yη
i+ 12 ,j
[∂f
∂w
]Ti,j
−∆xηi+ 12 ,j
[∂g
∂w
]Ti,j
)ψi,j2
+
(∆yη
i− 12 ,j
[∂f
∂w
]Ti,j
−∆xηi− 12 ,j
[∂g
∂w
]Ti,j
)ψi,j2
−(∆xξ
i,j+ 12
[∂g
∂w
]Ti,j
−∆yξi,j+ 12
[∂f
∂w
]Ti,j
)ψi,j2
+
(∆xξ
i,j− 12
[∂g
∂w
]Ti,j
−∆yξi,j− 12
[∂f
∂w
]Ti,j
)ψi,j2
(35)
and
D (ψ) = δdi+ 12 ,j − δdi− 12 ,j + δdi,j+ 12 − δdi,j− 12
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American Institute of Aeronautics and Astronautics
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where,
δdi+ 12 ,j = �2i+ 12 ,j
(ψi+1,j − ψi,j)− �4i+ 32 ,jψi+2,j+3�4i+ 12 ,j (ψi+1,j − ψi,j) +
�
4i− 32 ,jψi−1,j
(37)
is the discrete adjoint artificial dissipation term andV is the
cell area. The dissipation coefficients �2 and�4 are functions of
the flow variables, but to reducecomplexity they are treated as
constants.If a first order artificial dissipation equation is
used, then equation (37) would reduce to the termassociated with
�2. In such a case, the discrete ad-joint equations are completely
independent of thecostate variables in the cells below the wall.
How-ever, if we use the blended first and third order equa-tion,
then these values are required. As shown later,a simple zeroth
order extrapolation across the wallproduces good results.Similar to
the adjoint convective and dissipative
fluxes, the discrete viscous adjoint flux can be ob-tained by
collecting all terms multiplied by the prim-itive variables. After
some lengthy algebraic ma-nipulations, the conservative discrete
viscous adjointoperator is obtained by multiplying it with the
trans-formation matrix described in the section on Deriva-tion of
the Viscous Continuous Adjoint Terms. Inthese calculations, the
eddy viscosity was calculatedusing the very simple Baldwin-Lomax
turbulencemodel. The eddy viscosity coefficient is treated as
aconstant.
Viscous Adjoint Boundary Conditionsfor Inverse Design
Continuous Adjoint
In the continuous adjoint case, the boundary termthat arises
from the momentum equations includingboth the δw and δS components
(19) takes the form∫
Bφkδ (S2jσkj) dBξ.
Replacing the metric term with the correspondinglocal face area
S2 and unit normal nj defined by
|S2| =√S2jS2j , nj =
S2j|S2|
then leads to ∫Bφkδ (|S2|njσkj) dBξ.
Defining the components of the surface stress as
τk = njσkj
and the physical surface element
dS = |S2| dBξ,the integral may then be split into two
components∫
Bφkτk |δS2| dBξ +
∫BφkδτkdS, (38)
where only the second term contains variations inthe flow
variables and must consequently cancel theδw terms arising in the
cost function. The first termwill appear in the expression for the
gradient.A general expression for the cost function that al-
lows cancellation with terms containing δτk has theform
I =∫BN (τ)dS, (39)
corresponding to a variation
δI =∫B
∂N∂τk
δτkdS,
for which cancellation is achieved by the adjointboundary
condition
φk =∂N∂τk
.
Natural choices for N arise from force optimiza-tion and as
measures of the deviation of the surfacestresses from desired
target values.In the inverse design case, in order to control
the
surface pressure and normal stress one can measurethe
difference
nj {σkj + δkj (p− pd)} ,where pd is the desired pressure. The
normal com-ponent is then
τn = nknjσkj + p− pd,so that the measure becomes
N (τ) = 12τ2n
=12nlnmnknj {σlm + δlm (p− pd)}
· {σkj + δkj (p− pd)} .Defining the viscous normal stress as
τvn = nknjσkj ,
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American Institute of Aeronautics and Astronautics
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the measure can be expanded as
N (τ) = 12nlnmnknjσlmσkj
+12(nknjσkj + nlnmσlm) (p− pd) + 12 (p− pd)
2
=12τ2vn + τvn (p− pd) +
12(p− pd)2 .
For cancellation of the boundary terms
φk (njδσkj + nkδp) ={nlnmσlm + n2l (p− pd)
}nk (njδσkj + nkδp)
leading to the boundary condition
φk = nk (τvn + p− pd) .In the case of high Reynolds number, this
is wellapproximated by the equations
φk = nk (p− pd) , (40)which should be compared with the single
scalarequation derived for the inviscid boundary condi-tion. In the
case of an inviscid flow, choosing
N (τ) = 12(p− pd)2
requires
φknkδp = (p− pd)n2kδp = (p− pd) δp (41)which is satisfied by
equation (40), but which repre-sents an over-specification of the
boundary conditionsince only the single condition need be specified
toensure cancellation.
Discrete Adjoint
In the case of an inverse design, δIc is the discreteform of
equation (39). The δwi,2 term is added to thecorresponding term
from equation (35), and the met-ric variation term is added to the
gradient term. Incontrast to the continuous adjoint, where the
bound-ary condition appears as an update to the Lagrangemultipliers
in the cell below the wall, the discreteboundary condition appears
as a source term in theadjoint fluxes. At cell i, 2 the adjoint
equation is asfollows,
V∂ψi,2∂t
=
12
[−ATi− 12 ,2 (ψi,2 − ψi−1,2)−A
Ti+ 12 ,2
(ψi+1,2 − ψi,2)]
+12
[−BTi, 52 (ψi,3 − ψi,2)
]+D(ψ) + V(ψ) + Φinv
(42)
where Φinv is the source term for inverse design,
Φinv =(−∆yξψ2i,2 +∆xξψ3i,2 − (p− pT )∆si) δpi,2
and,
ATi+ 12 ,2= ∆yη
i+ 12 ,2
[∂f
∂w
]Ti,2
−∆xηi+ 12 ,2
[∂g
∂w
]Ti,2
All the terms in equation (42) except for the sourceterm are
scaled as the square of ∆x. Therefore, asthe mesh width is reduced,
the terms within paren-thesis in the source term divided by ∆si
must ap-proach zero as the solution reaches a steady state.One then
recovers the continuous adjoint boundarycondition as stated in
equation (40).
Viscous Adjoint Boundary Conditionsfor Drag Minimization
Pressure Drag Minimization
In the continuous adjoint case, if the drag is to beminimized,
then the cost function is the drag coeffi-cient,
I = Cd
=(1c
∫BW
Cp∂y
∂ξdξ
)cosα
+(1c
∫BW
−Cp ∂x∂ξ
dξ
)sinα
A variation in the shape causes a variation ∂p inthe pressure
and consequently a variation in the costfunction,
δI =1c
∫BW
Cp
(∂y
∂ξcosα− ∂x
∂ξsinα
)∂pdξ
+1c
∫BW
Cp
(δ
(∂y
∂ξ
)cosα− δ
(∂x
∂ξ
)sinα
)dξ
(43)
As in the inverse design case, the first term is afunction of
the state vector, and therefore is incorpo-rated into the boundary
condition, where the inte-grand replaces the pressure difference
term in equa-tion (41) producing the following boundary
condi-tion,
φknk = − 112γP∞M
2∞
[cosαsinα
]nk (44)
The discrete viscous adjoint boundary conditionfor pressure drag
minimization can be easily ob-tained by replacing the (p − pT )∆si
term in the
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American Institute of Aeronautics and Astronautics
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source term of equation (42) by the discrete form ofequation
(43).
Skin Friction Drag Minimization
For viscous force optimization, the cost functionshould measure
skin friction drag. The skin frictionforce in the xi direction
is
CDfi =∫BσijdSj =
∫BS2jσijdBξ
so that the force in a direction with cosines li hasthe form
Cnf =∫BliS2jσijdBξ.
Expressed in terms of the surface stress τi, this cor-responds
to
Cnf =∫BliτidS,
so that basing the cost function (39) on this quantitygives
N = liτi.Cancellation with the flow variation terms in equa-tion
(38) therefore mandates the continuous viscousadjoint boundary
condition
φk = lk (45)
where,
lk = − 112γP∞M
2∞
[cosαsinα
]
If one would take the dot product of equation (45)then the
resulting equation is identical to equation(44). Therefore, the
continuous adjoint boundarycondition for skin friction drag
minimization alsosatisfies the pressure drag minimization cost
func-tion. This choice of boundary condition also elimi-nates the
first term in equation (38) so that it neednot be included in the
gradient calculation. Noticethat the choice for the first and
fourth Lagrangemultipliers can be arbitrarily set to zero or a
zerothorder extrapolation across the wall can be adoptedsince
equation (45) provides no suggestion for thesevalues. The effect of
this boundary condition is ex-plored in the Results section.Similar
to the discrete viscous adjoint bound-
ary conditions for the inverse design case and pres-sure drag
minimization, the discrete viscous adjointboundary condition for
skin friction drag minimiza-tion appears as a source term in the
adjoint fluxes.
At cell i, 2 the adjoint source term Φv in the direc-tion normal
to the surface is as follows,
Φv = µi+ 12 ,j+ 12
{2[∂ψ3∂y
]i+ 12 ,j+
12
+ vi+ 12 ,j+ 12
[∂ψ4∂y
]i+ 12 ,j+
12
− 2BC∆xξ sinα}
− λi+ 12 ,j+ 12{[
∂ψ2∂x
]i+ 12 ,j+
12
+[∂ψ3∂y
]i+ 12 ,j+
12
+ ui+ 12 ,j+ 12
[∂ψ4∂x
]i+ 12 ,j+
12
+ vi+ 12 ,j+ 12
[∂ψ4∂y
]i+ 12 ,j+
12
− BC (∆yξ cosα+∆xξ sinα)}
where,
BC =1
12γP∞M
2∞
Unlike its counterpart the viscous continuous ad-joint skin
friction minimization boundary condition,the viscous discrete
adjoint provides boundaryconditions for all four Lagrange
multipliers.
Total Drag Minimization
Since the continuous adjoint boundary conditionfor skin friction
drag minimization also satisfies thepressure drag minimization cost
function, then equa-tion (45) is used for total drag
minimization.In the discrete adjoint case, a combination of the
source terms from the pressure drag minimizationcost function
and the skin friction drag minimizationis used to achieve the
desired effect.
Viscous Adjoint Boundary Conditionsfor the Calculation of
Remote
Sensitivities
Traditional adjoint implementations were aimed atreducing a cost
function computed from the pres-sure distribution on the surface
that is being modi-fied. For supersonic boom minimization,
however,we would like to obtain sensitivity derivatives ofpressure
distributions that are not collocated at thepoints where the
geometry is being modified. In or-der to include the tailoring of
the ground pressuresignatures, it becomes necessary to compute
sensi-tivity derivatives of the sonic boom signature withrespect to
a large number of design variables thataffect the shape of the
airfoil or aircraft.
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American Institute of Aeronautics and Astronautics
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Figure 1 illustrates the pressure contour and nearfield pressure
distribution for a biconvex airfoil atMach 1.5. In this example,
the near field is approxi-mately 6 chord lengths from the airfoil
surface. Theadjoint boundary condition developed to calculateremote
sensitivities is applied along this location.
Target Pressure
Initial Pressure
Near Field Plane
Biconvex Airfoil
6 Chord Lengths
Figure 1: Pressure Contour and Near Field PressureDistribution
for Biconvex Airfoil at Mach 1.5
The weak form of the inviscid equations for steadyflow can be
added to the variation of the inversepressure design cost function
to yield,
δI =∫BW
(p− pd) δp ds+ 12∫BW
(p− pd)2 δds
−∫DφT
∂Fk∂ξk
dD.
The domain can then be split into two parts.First, the near
field domain (NF) whose bound-aries are the airfoil surface and
near field boundaryplane where the adjoint boundary condition will
beapplied. Second, the far field domain (FF) whichborders the near
field domain along the near fieldboundary plane and the far field
boundary. Inte-grating these two field integrals by parts
producesthe following equation,
δI =∫BNF
(p− pd) δp ds+ 12∫BNF
(p− pd)2 δds
−∫DNF
∂ψT
∂ξkδFkdD +
∫BW
(nkψT δFk)dB
−∫DF F
∂ψT
∂ξkδFkdD +
∫BNF
(nkψT δFk)dB (46)
The above equation contains two continuous ad-joint boundary
conditions. First, the fourth term
in equation (46) forms the continuous adjoint wallboundary
condition. Second, the first and sixthterms combine to produce the
continuous adjointboundary condition applied at the near field
plane.In the discrete adjoint case, the boundary con-
dition for the calculation of remote sensitivities forsupersonic
flow is developed by adding the δwi,NF(where NF denotes the cells
along the Near Field)term from the discrete cost function to the
corre-sponding term from Eq (35). The discrete bound-ary condition
appears as a source term in the adjointfluxes similar to the
inverse and drag minimizationcases. For example, at cell (i, NF )
the source termΦNF for inverse design is as follows,
ΦNF = −(p− pT )∆siδpi,NF .
Optimization Procedure
The search procedure used in this work is a simpledescent method
in which small steps are taken in thenegative gradient direction.
Let F represent the de-sign variable, and G the gradient. An
improvementcan then be made with a shape change
δF = −λG,The gradient G can be replaced by a smoothed
value G in the descent process. This ensures thateach new shape
in the optimization sequence re-mains smooth and acts as a
preconditioner which al-lows the use of much larger steps. To apply
smooth-ing in the ξ1 direction, the smoothed gradient G maybe
calculated from a discrete approximation to
G − ∂∂ξ1
�∂
∂ξ1G = G,
where � is the smoothing parameter. If the modifi-cation is
applied on the surface ξ2 = constant, thenthe first order change in
the cost function is
δI = −∫ ∫
GδFdξ1
= −λ∫ ∫ (
G − ∂∂ξ1
�∂
∂ξ1G)Gdξ1
= −λ∫ ∫ (
G2 + �(∂G∂ξ1
)2)dξ1
< 0,
assuring an improvement if λ is sufficiently small andpositive.
The smoothing leads to a large reduction
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American Institute of Aeronautics and Astronautics
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in the number of design iterations needed for conver-gence. An
assessment of alternative search methodsfor a model problem is
given by Jameson and Vass-berg.26
Finite Difference VersusComplex-Step Gradients
Traditionally, finite-difference methods have beenused to
calculate the sensitivity derivatives of theaerodynamic cost
function. The computational costof the finite-difference method for
problems involv-ing large numbers of design variables is both
unaf-fordable and prone to subtractive cancellation error.In order
to produce an accurate finite-difference gra-dient, a range of step
sizes must be used, and thusthe ultimate cost of producing N
gradient evalu-ations with the finite-difference method is a
prod-uct of mN , where m is the number of differentstep sizes that
was used before a converged finite-difference gradient was
obtained. An estimate of thefirst derivative of a cost function I
using a first-orderforward-difference approximation is as
follows,
I′(x) =
I(x+ h)− I(x)h
+O(h), (47)
where h is the step size. A small step size is desiredto reduce
the truncation error O(h) but a very smallstep size would also
increase subtractive cancellationerrors.Lyness and Moler introduced
the use of the
complex-step in calculating the derivative of an an-alytical
function. Here, instead of using a real steph, the step size h is
added to the imaginary part ofthe cost function. A Taylor series
expansion of thecost function I yields,
I(x+ ih) = I(x) + ihI′(x )
− h2 I′′(x)2!
− ih3 I′′′(x)3!
+ ...
Take the imaginary parts of the above equation anddivide by the
step size h to produce a second ordercomplex-step approximation to
the first derivative
I′(x) =
Im[I(x + ih)]h
+ h2I
′′′(x)3!
+ ... (48)
The complex step formula does not require any sub-traction to
yield the approximate derivative.Figure (2) illustrates the
complex-step versus the
finite-difference gradient errors for the inverse designcase for
decreasing step sizes.
10−10
10−9
10−8
10−7
10−6
10−5
10−4
10−20
10−15
10−10
10−5
100
105
Step Size
Rel
ativ
e E
rror
, ε
Complex−StepFinite Difference
Figure 2: Complex-Step Versus Finite DifferenceGradient Errors
for Inverse Design Case; � = |g−gref ||gref |
At a step size of 10−4 both the finite difference
andcomplex-step approximations to the first derivativeof the cost
function is very similar. As the step-size isreduced, the
finite-difference gradient error starts toincrease instead of
decreasing due to subtractive can-cellation errors, however, the
complex-step producesmore accurate results. Therefore, the
complex-stepis more robust and does not require repeated
calcu-lations in order to produce an accurate gradient. Ifa very
small step size is chosen, the gradient is cal-culated only once
per design variable. However dueto the use of double precision
complex numbers, thecode requires three times the wall clock time
whencompared to the finite difference method. But thebenefits of
using the complex-step to acquire accu-rate gradients out-weights
its disadvantage.The code used for this paper was modified to
handle complex calculations using the automatedmethod developed
by Martins et al.27
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American Institute of Aeronautics and Astronautics
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Results
This section presents the results of the viscous in-verse
design, drag minimization, and sonic boomminimization cases. For
each case, we comparethe continuous and discrete adjoint gradients
to thecomplex-step gradient.
Inverse Design
In an inverse design case, the target pressure is gen-erally
obtained from a known solution. The targetpressure was obtained
using the FLO103 flow solverfor the NACA0012 airfoil at M = 0.75
and a liftcoefficient of Cl = 0.50 on a 512x64 C-grid.The design
procedure is as follows. First, the flow
solver module is run until at least 5 orders of magni-tude drop
in the residual. Second, the adjoint solveris run until at least 3
orders of magnitude drop inthe residual. Next, the gradient is
calculated by per-turbing each point on the airfoil surface mesh.
Theresulting gradient is then smoothed by an implicitsmoothing
technique as described in the Optimiza-tion Procedure section. Then
the airfoil geometry isupdated and the grid is modified. The entire
pro-cess is repeated until the conditions for optimalityare
satisfied. At each design iteration, 25 multigridcycles for the
flow and adjoint solver are used beforethe gradient is calculated.
Figure (3) illustrates thedesign procedure.
FLO103 Flow Solver
Adjoint Solver
Update Airfoil Geometry
Modify Grid
Calculate Gradient Convergence
Design CycleRepeated Until
Figure 3: Design Procedure
Figure (4) illustrates an inverse design case of a
NACA0012 to Onera M6 airfoil at fixed lift coeffi-cient. Figure
(4a) shows the solution for the NACA0012 airfoil at M = 0.75 and Cl
= 0.50. After only 4design cycles, the general shape of the target
airfoil isachieved as shown in figure (4b). The circles denotethe
target pressure distribution, the plus signs arethe current upper
surface pressure, and lastly, the xmarks denote the lower surface
pressure distribution.After 100 design iterations the desired
target airfoilis obtained. Observe the point-to-point match
alongthe shock. The figures illustrate solutions that wereobtained
using the continuous adjoint method. Thediscrete adjoint method
produces identical solutions.Figure (5) illustrates another example
of an in-
verse design problem of a RAE to NACA 64A410airfoil at fixed
lift coefficient. Figure (5a) showsthe solution for the RAE airfoil
at M = 0.75 andCl = 0.50. The final design illustrates that the
tar-get airfoil is achieved but with a slight deviation atthe
shock. The purpose of this example is to il-lustrate the successful
application of the method tounsymmetric airfoils with cusped
trailing edges. Avery strong shock is produced on the upper
surface,thus making this an ideal test case for the adjointversus
complex-step gradient comparison.To ensure that the gradients
obtained from the ad-
joint method is accurate: first, investigate the sensi-tivity of
the gradient towards the convergence levelof the flow and adjoint
solver; and second, comparethem to gradients obtained from a finite
differenceor complex-step method. Figure (6) illustrates theadjoint
gradient errors for varying flow solver con-vergence. As seen in
the figure, at least a 4 ordermagnitude drop in the flow solver
convergence is re-quired for adjoint gradients to be accurate up to
5significant digits. Any further drop in the flow con-vergence has
a minimal effect on the accuracy of theadjoint gradient; therefore,
adjoint gradients as ex-pected are sensitive to the convergence of
the flowsolver. They are not, however, sensitive towards
theconvergence of the adjoint solver. In figure (7) a 1order
magnitude drop in the adjoint solver producesgradients that are
accurate to 4 significant digits.Figure (8) illustrates the values
of the gradients
obtained from the continuous and discrete adjointand
complex-step methods. The asterisks representthe continuous adjoint
gradients, the squares rep-resent the discrete adjoint gradients,
and the circlesdenote values that were obtained using the
complex-step method. The gradient is obtained with respectto
variations in Hicks-Henne sine “bump”5 functionsplaced along the
upper and lower surfaces of the air-foil. The figure only
illustrates the values obtained
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American Institute of Aeronautics and Astronautics
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with modifications to the upper surface starting fromthe leading
edge on the left and ending at the trailingedge on the right. The
discrete adjoint equation isobtained from the discrete flow
equations but with-out taking into account the dependence of the
dissi-pation coefficients on the flow variables. Therefore,in order
to eliminate the effect of this on comparisonswith the complex-step
gradient we compute the flowsolution until attaining a decrease of
five orders ofmagnitude in the residual. We then freeze the
dis-sipative coefficients and calculate the complex-stepvalue for
each design variable.
Grid Size Cont. Disc. Cont-Disc384 x 64 1.382e− 3 1.331e− 3
8.888e− 5512 x 64 1.008e− 3 9.943e− 4 4.610e− 51024 x 64 7.809e− 4
7.795e− 4 1.425e− 5
Table 1: L2 norm of the Difference Between Adjointand
Complex-Step Gradient
Table (1) contains values of the L2 norm of thedifference
between the adjoint and complex-step gra-dients. The table
illustrates three important facts:the difference between the
discrete adjoint and thecomplex-step gradient is slightly smaller
than thatbetween the continuous adjoint and complex-stepgradient;
the norm decreases as the mesh size is in-creased; and the
difference between continuous anddiscrete adjoint gradients
decreases as the mesh sizeis increased. The second column depicts
the differ-ence between the continuous adjoint and complex-step
gradient, the third column depicts the differ-ence between the
discrete adjoint and complex-stepgradients, and lastly the last
column depicts the dif-ference between the discrete and continuous
adjoint.As the mesh size increases, the norm of the differ-ence
between adjoint and complex-step decreases asexpected. Since we
derive the discrete adjoint bytaking a variation of the discrete
flow equations,we expect it to be consistent with the
complex-stepgradients and thus to be closer to the
complex-stepgradient than the continuous adjoint. This is
con-firmed by numerical results, but the difference is verysmall.
As the mesh size increases, the difference be-tween the continuous
and discrete gradients shoulddecrease, and this is reflected in the
last column oftable 1.
Drag Minimization
The drag minimization problem is broken up intothree different
subsections: pressure drag, skin fric-
tion drag, and total drag minimization. Figure (11)illustrates
the drag minimization of RAE 2822 air-foil using the continuous
adjoint formulation at aM = 0.75 and a fixed lift coefficient of Cl
= 0.65.Figure (11a) shows the initial solution of the RAE2822
airfoil with 56 drag counts due to viscous forcesand 92 drag counts
due to pressure drag, thus addingup to a total of 148 drag counts.
In the first case, asshown in figure (11b), only the pressure drag
bound-ary condition and its contribution towards the gra-dient were
included. After 20 design iterations, areduction of 50 drag counts
was achieved; however,the skin friction drag increased by 1 count.
In thecase where only the skin friction drag boundary con-dition
was used, a reduction of 44 drag count forthe pressure drag was
achieved but with no changein the skin friction drag count. As
described in thesection on Continuous Adjoint Formulation, the
con-tinuous viscous adjoint boundary condition for skinfriction
drag minimization satisfies the skin frictiondrag objective
function and the pressure drag ob-jective function. In figure (11d)
the total drag wasused as the objective function. The resulting
airfoilhas the same characteristics as the airfoil in figure(11b)
that was obtained by just using the pressuredrag. The skin friction
drag boundary condition hasnot contributed towards the reduction in
the skinfriction drag.Figure (12) illustrates the pressure, skin
friction,
and total drag minimization of the RAE 2822 air-foil using the
Discrete Adjoint Formulation. In fig-ure (12b) the airfoil was
redesigned by using onlythe pressure drag boundary condition and
its con-tribution towards the gradient. The solution is sim-ilar to
the one obtained using the continuous ad-joint boundary condition.
The pressure drag wasreduced by 50 drag counts, but the skin
friction dragincreased by two drag counts. Thus the total
dragreduction is 49 drag counts, compared to the 50 thatwas
obtained with continuous adjoint method. Fig-ure (12c) shows the
skin friction drag minimizationcase. Here, in contrast to the
continuous adjointwhere no skin friction drag was reduced, the
dis-crete adjoint produced a reduction of 2 drag countsfor the skin
friction drag but the pressure drag in-creased by 42 drag counts.
When a combination ofboth boundary conditions are used and their
respec-tive contributions towards the gradient are consid-ered,
then the discrete adjoint produces the exactsame result as the
continuous adjoint formulations.In contrast to the continuous
viscous adjoint bound-ary condition for skin friction drag
minimization, thediscrete viscous adjoint boundary condition does
not
15
American Institute of Aeronautics and Astronautics
-
satisfy the pressure drag boundary condition. Bothdiscrete
boundary conditions are independent of onefrom the other. This fact
can be better illustrated bycomparing the adjoint gradients to the
complex-stepgradient.As expected, when only the pressure drag
bound-
ary condition is used, both the continuous and dis-crete adjoint
gradients match with the complex-stepgradient as shown in figure
(13). Figure (14) illus-trates the difference between the
continuous and dis-crete boundary condition for skin friction drag
min-imization. The discrete adjoint gradient compareswell with the
complex-step gradient; however, thegradient produced by the
continuous adjoint formu-lation does not compare well with the
complex-stepgradient. This figure illustrates why the discrete
ad-joint was able to reduce the skin friction drag countbut not the
continuous adjoint.Figure (15) shows the gradient comparisons
for
the total drag minimization case. The discrete ad-joint gradient
is similar to the complex-step gradi-ent, but discrepancies between
the continuous andcomplex-step exists. These discrepancies are due
tothe continuous viscous adjoint boundary conditionfor skin
friction drag minimization.
Sonic Boom Minimization
In order to validate the use of this new method forthe
calculation of flow sensitivities, we have con-structed the
following test problem, based on a bi-convex airfoil with a 5%
thickness ratio. For thesonic boom minimization case, the target
pressuredistribution was obtained by scaling down the initialnear
field pressure distribution at 6 chord lengthsaway. Figure 16
illustrates the shape of the re-designed airfoil after 100 design
iterations. Only aslight modification of the lower surface of the
airfoilis needed to achieve the desired near field
pressuredistribution. Figure 17 shows the initial near
fieldpressure distribution. In Figure 18, the peak pres-sure has
been reduced to almost 10% its originalvalue after 35 design
iterations. After 100 iterations,the target peak pressure is
captured, as shown inFigure 19. Both the continuous and discrete
viscousadjoint method produced the same result. The re-sults shown
were obtained using the discrete adjointmethod.
Conclusion
This paper presents a complete formulation for thecontinuous and
discrete adjoint approaches to auto-matic aerodynamic design using
the Navier-Stokesequations. The gradients from each method are
com-pared to complex-step gradients. We conclude that:
1. The continuous adjoint boundary condition ap-pears as an
update to the costate values belowthe wall for a cell-centered
scheme, and the dis-crete adjoint boundary condition appears as
asource term in the cell above the wall. As themesh width is
reduced, one recovers the contin-uous adjoint boundary condition
from the dis-crete adjoint boundary condition.
2. The viscous continuous adjoint skin frictionminimization
boundary condition does not pro-vide accurate gradients and thus
failed to de-crease the skin friction drag. It appears that
theextrapolation of the first and fourth multipliers,as used in
this work, is not adequate. Howeverthe gradients for the viscous
discrete adjointboundary condition for skin friction drag
min-imization does match with gradients obtainedfrom the
complex-step method and does reducethe skin friction drag.
3. Discrete adjoint gradients have better agree-ment than
continuous adjoint gradients withcomplex-step gradients as
expected, but the dif-ference is generally small. (Figures
8-10)
4. As the mesh size increases, both the continu-ous adjoint
gradients and the discrete adjointgradients approach the
complex-step gradients.
5. The difference between the continuous and dis-crete gradients
decrease as the mesh size in-creases. (Tables 1)
6. The cost of deriving the discrete adjoint isgreater.
(Equation 35)
7. The discrete adjoint may provide a route to im-proving the
boundary conditions for the contin-uous adjoint for viscous
flows.
8. The best compromise may be to use the con-tinuous adjoint
formulations in the interior ofthe domain and the discrete adjoint
boundarycondition.
16
American Institute of Aeronautics and Astronautics
-
Acknowledgments
This research has benefitted greatly from the gener-ous support
of the AFOSR under grant number AFF49620-98-1-022.
References
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[2] G.B. McFadden An artificial viscosity methodfor the design
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[3] F. Bauer, P. Garabedian, D. Korn, andA. Jameson
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[15] G. W. Burgreen and O. Baysal. Three-Dimensional Aerodynamic
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Formulation.AIAA 96-1941, 1996.
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[21] S. Kim,J. J. Alonso, and A. Jameson A Gra-dient Accuracy
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January 1999.
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[22] S. Nadarajah and A. Jameson A Comparisonof the Continuous
and Discrete Adjoint Ap-proach to Automatic Aerodynamic
Optimiza-tion. AIAA 00-0667, AIAA 38th. AerospaceSciences Meeting
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NV, January 2000.
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-
0.1E
+01
0.8E
+00
0.4E
+00
-.2E
-15
-.4E
+00
-.8E
+00
-.1E
+01
-.2E
+
Cp
++++++++
++++++++++
++++++++++++
++++++++++++++
++++++++++++
+++++++++++++
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++
+++++++++++++++++++++++++++++++++++++++++
++++++
+++++++
++++++++++++
++++
+
+
+
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
4a: Initial Solution of NACA0012 Airfoil
0.1E
+01
0.8E
+00
0.4E
+00
-.2E
-15
-.4E
+00
-.8E
+00
-.1E
+01
-.2E
+
Cp
++++++++
++++++++++
++++++++++++
+++++++++++++++
+++++++++++++
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
++++++++++++++++++++
+
+
+
+
+
+
+
+++++++++++++++++++++++++++++++++
++++
+
+
+
+
+
+++
++++++++++++++++++
+++++++++++++++++++++++++++++++++++++++++++oooooooo
oooooooooo
ooooooooooooo
ooooooooooooooo
oooooooooooooooooooooooooooooooooooooooooooooooooooooooooo
ooooooooooooooooooooooooooooooooooo
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o
o
o
o
o
ooooooooooooooooooooooooooooooooooooo
o
o
o
o
oooo
ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo
4b: After 4 Design Iterations
0.1E
+01
0.8E
+00
0.4E
+00
-.2E
-15
-.4E
+00
-.8E
+00
-.1E
+01
-.2E
+
Cp
++++++++++
+++++++++
++++++++++++++
++++++++++++++
+++++++++++++++++++++++++++++++++++++++++++++++++++++
++++++++++++++++++++++++++
++++++++++++
+
+
+
+
+
+
+
+
+
+
+
+
+
+++++++++++++++++++++++++++++++++++
+++
+
+
+
+++
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++oooooooooo
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o
o
o
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ooo
oooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo
4c: After 50 Design Iterations
0.1E
+01
0.8E
+00
0.4E
+00
-.2E
-15
-.4E
+00
-.8E
+00
-.1E
+01
-.2E
+
Cp
++++++++++
+++++++++
+++++++++++++
++++++++++++++
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
+++++++++++++++++++++
+++++++++++
+
+
+
+
+
+
+
+
+
+
+
+
+
++++++++++++++++++++++++++++++++++++++
+
+
+
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+++
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++oooooooo
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4d: Final Design after 100 Iterations
Figure 4: Inverse Design of NACA 0012 to Onera M6 at Fixed
ClGrid - 512 x 64, M = 0.75, Cl = 0.65, α = 1 degrees
19
American Institute of Aeronautics and Astronautics
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0.1E
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0.4E
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-.2E
-15
-.4E
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-.8E
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-.1E
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-.2E
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Cp
+++++++++++++++++++++++++++++++++++++++++++++
+++++++++++++
+++++++++
+++++++
++++++
++++++
++++
+++++
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
+++++++++++
+++++++++++
+++++++++++++
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++++++++
+++++
+
+
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
5a: Initial Solution of RAE Airfoil
0.1E
+01
0.8E
+00
0.4E
+00
-.2E
-15
-.4E
+00
-.8E
+00
-.1E
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Cp
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+++++++
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oooooooooooooooooooooooooooooooooooooooooooooooooooooooo
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ooooo
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oooooo
oooooo
ooooo
oooooo
ooooooooo
ooooooooooo
ooooo
o
o
o
ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo
5b: After 100 Design Iterations
Figure 5: Inverse Design of RAE to NACA64A410 at Fixed ClGrid -
512 x 64, M = 0.75, Cl = 0.50, α = 1 degrees
10−6
10−5
10−4
10−3
10−2
10−5
10−4
10−3
10−2
Order of Convergence of Flow Solver
Rel
ativ
e E
rror
, ε
Continuous AdjointDiscrete Adjoint
Figure 6: Adjoint Gradient Errors forVarying Flow Solver
Convergence for theInverse Design Case; � = |g−gref ||gref |Fine
Grid - 512 x 64, M = 0.75, Cl = 0.65
10−6
10−5
10−4
10−3
10−2
10−1
10−9
10−8
10−7
10−6
10−5
10−4
Order of Convergence of Adjoint Solver
Rel
ativ
e E
rror
ε
Continuous AdjointDiscrete Adjoint
Figure 7: Adjoint Gradient Errors forVarying Adjoint Solver
Convergence forthe Inverse Design Case; � = |g−gref ||gref |Fine
Grid - 512 x 64, M = 0.75, Cl = 0.65
20
American Institute of Aeronautics and Astronautics
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180 200 220 240 260 280 300 320−0.3
−0.2
−0.1
0
0.1
0.2
0.3
0.4
0.5
0.6
Design Variable
Gra
dien
t, G
Cont Adjoint GradientDisc Adjoint GradientComplex−Step Gradient
||cont−fdg||
2 = 1.382e−03
||disc−fdg||2 = 1.331e−03
||cont−disc||2 = 8.888e−05
Figure 8: Adjoint Versus Complex-StepGradients for Inverse
Design of RAE toNACA64A410 at Fixed Cl.Coarse Grid - 384 x 64, M =
0.75, Cl = 0.65
250 270 290 310 330 350 370 390 410 430 450−0.3
−0.2
−0.1
0
0.1
0.2
0.3
0.4
0.5
0.6
Design Variable
Gra
dien
t, G
Cont Adjoint GradientDisc Adjoint GradientComplex−Step Gradient
||cont−fdg||
2 = 1.008e−03
||disc−fdg||2 = 9.943e−04
||cont−disc||2 = 4.610e−05
Figure 9: Adjoint Versus Complex-StepGradients for Inverse
Design of RAE toNACA64A410 at Fixed Cl.
Medium Grid - 512 x 64, M = 0.75,
Cl = 0.65
500 550 600 650 700 750 800 850 900−0.3
−0.2
−0.1
0
0.1
0.2
0.3
0.4
0.5
0.6
Design Variable
Gra
dien
t, G
Cont Adjoint GradientDisc Adjoint GradientComplex−Step Gradient
||cont−fdg||
2 = 7.809e−04
||disc−fdg||2 = 7.795e−04
||cont−disc||2 = 1.425e−05
Figure 10: Adjoint Versus Complex-StepGradients for Inverse
Design of RAE toNACA64A410 at Fixed Cl.Fine Grid - 1024 x 64, M =
0.75, Cl = 0.65
21
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+
Cp
++++++++++++++++++++++++++++++++++++++++++++++
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+++++++++
+++++++
++++++
++++++
++++++
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+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
+++++++++
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++
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11a: Initial Solution of RAE Airfoil
0.1E
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+00
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+++++
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++++++++++++++++++++++++++++++++++++++++++++++++++++++
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
11b: Final Design Based on Pressure DragMinimization
CDv = .0056 → .0057CTotal = .0148 → .0098
0.1E
+01
0.8E
+00
0.4E
+00
-.2E
-15
-.4E
+00
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+00
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Cp
+++++++++++++++++++++++++++++++++++++++++++++++++++
++++++++++++
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+
+
+
+
+
+
+
+
+
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
11c: Final Design Based on Viscous DragMinimization
CDv = .0056 → .0056CTotal = .0148 → .0104
0.1E
+01
0.8E
+00
0.4E
+00
-.2E
-15
-.4E
+00
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+00
-.1E
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+
Cp
+++++++++++++++++++++++++++++++++++++++++++++++++++++
+++++++++++
++++++++
++++++
++++++
++++
++++
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
11d: Final Design Based on Total DragMinimization
CDv = .0056 → .0057CTotal = .0148 → .0098
Figure 11: Drag Minimization of RAE Airfoil using the Continuous
Adjoint FormulationGrid - 512 x 64, M = 0.75, Fixed Cl = 0.65, α =
1 degrees
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0.1E
+01
0.8E
+00
0.4E
+00
-.2E
-15
-.4E
+00
-.8E
+00
-.1E
+01
-.2E
+
Cp
++++++++++++++++++++++++++++++++++++++++++++++
+++++++++++++
+++++++++
+++++++
++++++
++++++
++++++
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
+++++++++
+++++++++++++
++++++++++++++
++++++++
+++++++
++
+
+
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
12a: Initial Solution of RAE Airfoil
0.1E
+01
0.8E
+00
0.4E
+00
-.2E
-15
-.4E
+00
-.8E
+00
-.1E
+01
-.2E
+
Cp
++++++++++++++++++++++++++++++++++++++++++++++++++++++
+++++++++++
++++++++
++++++
++++++
++++
++++++
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
12b: Final Design Based on Pressure DragMinimization
CDv = .0056 → .0058CTotal = .0148 → .0099
0.1E
+01
0.8E
+00
0.4E
+00
-.2E
-15
-.4E
+00
-.8E
+00
-.1E
+01
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Cp
+++++++++++++++++++++++++++++++++++++++++++++++
+++++++++++
++++++++
++++++++
++++++
++++++
++++
+++++++
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
+++++++
+++++++++++++
+++++++
++++++
++++++++
++++++++++++++++
++++++++
++++++
+
+
+
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
12c: Final Design Based on Viscous DragMinimization
CDv = .0056 → .0054CTotal = .0148 → .0188
0.1E
+01
0.8E
+00
0.4E
+00
-.2E
-15
-.4E
+00
-.8E
+00
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+01
-.2E
+
Cp
++++++++++++++++++++++++++++++++++++++++++++++++++++++
+++++++++++
++++++++
++++++
++++++
++++
+++++
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
12d: Final Design Based on Total DragMinimization
CDv = .0056 → .0057CTotal = .0148 → .0098
Figure 12: Drag Minimization of RAE Airfoil using the Discrete
Adjoint FormulationGrid - 512 x 64, M = 0.75, Fixed Cl = 0.65, α =
1 degrees
23
American Institute of Aeronautics and Astronautics
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250 270 290 310 330 350 370 390 410 430 450−0.4
−0.3
−0.2
−0.1
0
0.1
0.2
Design Variable
Gra
dien
t, G
Cont Adjoint GradientDisc Adjoint GradientComplex−Step Gradient
||cont−fdg||
2 = 9.662e−04
||disc−fdg||2 = 8.945e−04
||cont−disc||2 = 3.358e−04
Figure 13: Adjoint Versus Complex-StepGradients for Pressure
Drag Minimizationat Fixed Cl.Fine Grid - 512 x 64, M = 0.75, Cl =
0.65
250 270 290 310 330 350 370 390 410 430 450−0.1
−0.05
0
0.05
0.1
0.15
Design Variable
Gra
dien
t, G
Cont Adjoint GradientDisc Adjoint GradientComplex−Step Gradient
||cont−fdg||
2 = 7.420e−03
||disc−fdg||2 = 2.110e−04
||cont−disc||2 = 7.580e−03
Figure 14: Adjoint Versus Complex-StepGradients for Viscous Drag
Minimizationat Fixed Cl.Fine Grid - 512 x 64, M = 0.75, Cl =
0.65
250 270 290 310 330 350 370 390 410 430 450−0.25
−0.2
−0.15
−0.1
−0.05
0
0.05
0.1
0.15
0.2
0.25
Design Variable
Gra
dien
t, G
Cont Adjoint GradientDisc Adjoint GradientComplex−Step Gradient
||cont−fdg||
2 = 7.422e−03
||disc−fdg||2 = 9.883e−04
||cont−disc||2 = 7.324e−03
Figure 15: Adjoint Versus Complex-StepGradients for Total Drag
Minimization atFixed Cl.Fine Grid - 512 x 64, M = 0.75, Cl =
0.65
24
American Institute of Aeronautics and Astronautics
-
0.05 0.1 0.15 0.2 0.25
−0.08
−0.06
−0.04
−0.02
0
0.02
0.04
0.06
0.08
Initial Biconvex AirfoilCurrent Airfoil Shape
Figure 16: Sonic BoomMinimization: Ini-tial Airfoil Shape and
Final Airfoil Shapeafter 100 Design Iterations
0 2 4 6 8 10 12−4
−2
0
2
4
6
8
10
12x 10
−3
X Coordinate (Parallel to Freestream)dp
/p
Initial PressureCurrent/Final PressureTarget Pressure
Figure 17: Sonic BoomMinimization: Ini-tial Near Field Pressure
Distribution
0 2 4 6 8 10 12−4
−2
0
2
4
6
8
10
12x 10
−3
X Coordinate (Parallel to Freestream)
dp/p
Initial PressureCurrent/Final PressureTarget Pressure
Figure 18: Sonic Boom Minimization:Pressure Distribution after
35 Design It-erations
0 2 4 6 8 10 12−4
−2
0
2
4
6
8
10
12x 10
−3
X Coordinate (Parallel to Freestream)
dp/p
Initial PressureCurrent/Final PressureTarget Pressure
Figure 19: Sonic Boom Minimization:Pressure Distribution after
100 Design It-erations
25
American Institute of Aeronautics and Astronautics