Sensitivity analysis using finite difference and analytical Jacobians

Ezertaş, Ahmet Alper
The Flux Jacobian matrices, the elements of which are the derivatives of the flux vectors with respect to the flow variables, are needed to be evaluated in implicit flow solutions and in analytical sensitivity analyzing methods. The main motivation behind this thesis study is to explore the accuracy of the numerically evaluated flux Jacobian matrices and the effects of the errors in those matrices on the convergence of the flow solver, on the accuracy of the sensitivities and on the performance of the design optimization cycle. To perform these objectives a flow solver, which uses exact Newton’s method with direct sparse matrix solution technique, is developed for the Euler flow equations. Flux Jacobian is evaluated both numerically and analytically for different upwind flux discretization schemes with second order MUSCL face interpolation. Numerical flux Jacobian matrices that are derived with wide range of finite difference perturbation magnitudes were compared with analytically derived ones and the optimum perturbation magnitude, which minimizes the error in the numerical evaluation, is searched. The factors that impede the accuracy are analyzed and a simple formulation for optimum perturbation magnitude is derived. The sensitivity derivatives are evaluated by direct-differentiation method with discrete approach. The reuse of the LU factors of the flux Jacobian that are evaluated in the flow solution enabled efficient sensitivity analysis. The sensitivities calculated by the analytical Jacobian are compared with the ones that are calculated by numerically evaluated Jacobian matrices. Both internal and external flow problems with varying flow speeds, varying grid types and sizes are solved with different discretization schemes. In these problems, when the optimum perturbation magnitude is used for numerical Jacobian evaluation, the errors in Jacobian matrix and the sensitivities are minimized. Finally, the effect of the accuracy of the sensitivities on the design optimization cycle is analyzed for an inverse airfoil design performed with least squares minimization.


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Citation Formats
A. A. Ezertaş, “Sensitivity analysis using finite difference and analytical Jacobians,” M.S. - Master of Science, Middle East Technical University, 2009.