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A finite element solver has been developed for performing analysis and sensitivity analysis with Poisson's equation. An application of Poisson's equation in fluid dynamics is that of poential flow, in which case Posson's equaiton reduces to Laplace's equation. The stiffness matrix and sensitivity of the stiffness matrix are evaluated by direct integrations, as opposed to numerical integration. This allows less computational effort and minimizes the sources of computational errors. The capability of evaluating sensitivity derivatives has been added in orde to perform design sensitivity analysis of non-lifting airfoils. The discrete-direct approach to sensitivity analysis is utilized in the current work. The potential flow equations and the sensitivity equations are computed by using a preconditionaed conjugate gradient method. This method greatly reduces the time required to perfomr analysis, and the subsequent design optimization. Airfoil shape is updated at each design iteratioan by using a Bezier-Berstein surface parameterization. The unstrucured grid is adapted considering the mesh as a system of inteconnected springs. Numerical solutions from the flow solver are compared with analytical results obtained for a Joukowsky airfoil. Sensitivity derivaatives are validated using carefully determined central finite difference values. The developed software is then used to perform inverse design of a NACA 0012 and a multi-element airfoil.

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In practical multibody systems, various factors such as friction, joint clearances, and external events play a significant role and can greatly influence the optimal design of the system and its controller. This research focuses on the use of gradient-based optimization methods for multibody dynamic systems with the incorporation of joint friction. The dynamic formulation has been derived in using two distinct techniques: Index-1 DAE and the tangent-space formulation in minimal coordinates. It employs a two different approaches for gradient computation: direct sensitivity approach and the adjoint sensitivity approach. After a comprehensive review of different friction models developed over time, the Brown McPhee model is selected as the most suitable due to its accuracy in dynamic simulations and its compatibility with sensitivity analysis. The proposed methodology supports the simultaneous optimization of both the system and its controller. Moreover, the sensitivities obtained using these formulations have been thoroughly validated for numerical accuracy and benchmarked against other friction models that are based on dynamic events for stiction to friction transition. The approach presented is particularly valuable in applications like robotics and servo-mechanical systems where the design and actuation are closely interconnected. To obtain numerical results, a new implementation of the MBSVT (Multi-Body Systems at Virginia Tech) software package, known as MBSVT 2.0, is reprogrammed in Julia and MATLAB to ensure ease of implementation while maintaining high computational efficiency. The research includes multiple case studies that illustrate the advantages of the concurrent optimization of design and control for specific applications. Efficient techniques for control signal parameterization are presented using linear basis functions. A special focus has been made on the computational efficiency of the formulation and various techniques like sparse-matrix algebra and Jacobian-free products have been employed in the implementation. The dissertation concludes with a summary of key results and contributions and the future scope for this research. / Doctor of Philosophy / In simpler terms, this research focuses on improving the design and control of complex mechanical systems, like robots and automotive systems, by considering factors such as friction in the joints. Friction in a system can greatly affect how it performs for the desired task. The research uses a method called gradient-based optimization, which essentially means finding the most optimal parameters of the system and its controller such that they achieve a desired goal in the most optimal way. Before a model for such a system can be developed, various techniques need to be researched for incorporation of friction mathematically. A model known as Brown McPhee friction is one such model suitable for such an analysis. When optimizing any system on a computer, an iterative process needs to be performed which may prove to be very expensive in terms of computational resources required and the time taken to achieve a solution. Hence, proper mathematical and computational techniques need to be employed to ensure that the resources of a computer are utilized in the most efficient way to get the solution is the quickest way possible. Among the various novelties of this research, it is worth noting that this method that allows for simultaneous design and control optimization, which is particularly useful for applications such as robotics and servo-mechanical systems. Considering the design and control together, leads to more efficient and effective systems. The approach is tested using a software package called MBSVT 2.0, which was specifically developed as part of this research. The software is available in 3 languages: Julia, MATLAB and Fortran for universal access to people from various communities. The results from various case studies are presented that demonstrate this simultaneous design and control approach and highlights its effectiveness making the systems more robust and better performing.

Variational inverse problems integrate computational simulations of physical phenomena with physical measurements in an informational feedback control system. Control parameters of the computational model are optimized such that the simulation results fit the physical measurements.The solution procedure is computationally expensive since it involves running the simulation computer model (the emph{forward model}) and the associated emph {adjoint model} multiple times. In practice, our knowledge of the underlying physics is incomplete and hence the associated computer model is laden with emph {model errors}. Similarly, it is not possible to measure the physical quantities exactly and hence the measurements are associated with emph {data errors}. The errors in data and model adversely affect the inference solutions. This work develops methods to address the challenges posed by the computational costs and by the impact of data and model errors in solving variational inverse problems. Variational inverse problems of interest here are formulated as optimization problems constrained by partial differential equations (PDEs). The solution process requires multiple evaluations of the constraints, therefore multiple solutions of the associated PDE. To alleviate the computational costs we develop a parallel in time discretization algorithm based on a nonlinear optimization approach. Like in the emph{parareal} approach, the time interval is partitioned into subintervals, and local time integrations are carried out in parallel. Solution continuity equations across interval boundaries are added as constraints. All the computational steps - forward solutions, gradients, and Hessian-vector products - involve only ideally parallel computations and therefore are highly scalable. This work develops a systematic mathematical framework to compute the impact of data and model errors on the solution to the variational inverse problems. The computational algorithm makes use of first and second order adjoints and provides an a-posteriori error estimate for a quantity of interest defined on the inverse solution (i.e., an aspect of the inverse solution). We illustrate the estimation algorithm on a shallow water model and on the Weather Research and Forecast model. Presence of outliers in measurement data is common, and this negatively impacts the solution to variational inverse problems. The traditional approach, where the inverse problem is formulated as a minimization problem in $L_2$ norm, is especially sensitive to large data errors. To alleviate the impact of data outliers we propose to use robust norms such as the $L_1$ and Huber norm in data assimilation. This work develops a systematic mathematical framework to perform three and four dimensional variational data assimilation using $L_1$ and Huber norms. The power of this approach is demonstrated by solving data assimilation problems where measurements contain outliers. / Ph. D.

An important part of an aerodynamic design process is optimizing designs to maximize quantities such as lift and the lift-to-drag ratio, in a process known as shape optimization. It is the goal of this thesis to develop and apply understanding of mixed finite element method and sensitivity analysis in a way that sets the foundation for shape optimization. The open-source Incompressible Flow Iterative Solution Software (IFISS) mixed finite element method toolbox for MATLAB developed by Silvester, Elman, and Ramage is used. Meshes are produced for a backward-facing step problem, using built-in tools from IFISS as well as the mesh generation software Gmsh, and grid convergence studies are performed for both sets of meshes along a sampled data line to ensure that the simulations converge asymptotically with increasing mesh resolution. As a preliminary study of sensitivity analysis, analytic sensitivities of velocity components along the backward-facing step data line to inflow velocity parameters are determined and verified using finite difference and complex step sensitivity values. The method is then applied to pressure drag calculated by integrating the pressure over the surface of a circular cylinder in a freestream flow, and verified and validated using published simulation data and experimental data. The sensitivity analysis study is extended to shape optimization, wherein the shape of a circular cylinder is altered and the sensitivities of the pressure drag coefficient to the changes in the cylinder shape are determined and verified. / Master of Science

Numerical noise is a prevalent concern in many practical optimization problems. Convergence of gradient based optimization algorithms in the presence of numerical noise is not always assured. One way to improve optimization algorithm performance in the presence of numerical noise is to adjust the method of gradient computation. This study investigates the use of Continuous Sensitivity Equation (CSE) gradient approximations in the context of numerical noise and optimization. Three problems are considered: a problem with a system of ODE constraints, a single parameter flow problem constrained by the Navier-Stokes equations, and a multiple parameter flow problem constrained by the Navier-Stokes equations. All three problems use adaptive methods in the simulation of the constraint and are numerically noisy. Gradients for each problem are computed with both CSE and finite difference methods. The gradients are analyzed and compared. The two flow problems are optimized with a trust region optimization algorithm using both sets of gradient calculations. Optimization results are also compared, and the CSE gradient approximation yields impressive results for these examples. / Master of Science

The main focus of this research is to use graph-theoretic formulations to develop an automated algorithm for the generation of sensitivity equations. The idea is to combine the benefits of direct differentiation with that of graph-theoretic formulation. The primary deliverable of this work is the developed software module which can derive the system equations and the sensitivity equations directly from the linear graph of the system. Sensitivity analysis refers to the study of changes in system behaviour brought about by the changes in model parameters. Due to the rapid increase in the sizes and complexities of the models being analyzed, it is important to extend the capabilities of the current tools of sensitivity analysis, and an automated, efficient, and accurate method for the generation of sensitivity equations is highly desirable. In this work, a graph-theoretic algorithm is developed to generate the sensitivity equations. In the current implementation, the proposed algorithm uses direct differentiation to generate sensitivity equations at the component level and graph-theoretic methods to assemble the equation fragments to form the sensitivity equations. This way certain amount of control can be established over the size and complexity of the generated sensitivity equations. The implementation of the algorithm is based on a commercial software package \verb MapleSim[Multibody] and can generate governing and sensitivity equations for multibody models created in MapleSim. In this thesis, the algorithm is tested on various mechanical, hydraulic, electro-chemical, multibody, and multi-domain systems. The generated sensitivity information are used to perform design optimization and parametric importance studies. The sensitivity results are validated using finite difference formulations. The results demonstrate that graph-theoretic sensitivity analysis is an automated, accurate, algorithmic method of generation for sensitivity equations, which enables the user to have some control over the form and complexity of the generated equations. The results show that the graph-theoretic method is more efficient than the finite difference approach. It is also demonstrated that the efficiency of the generated equations are at par or better than the equation obtained by direct differentiation.

A aplicação de modelos hidrológicos vem sendo bastante utilizada como apoio à tomada de decisão no planejamento dos recursos hídricos. Tendo em vista que os dados que servem de entrada para esses modelos estão sujeitos a erros diversos, o presente estudo teve o intuito de contribuir com o conhecimento do impacto desses erros no desempenho do modelo e na estimativa de seus parâmetros. O modelo analisado foi o IPH II fazendo uso do programa computacional WIN_IPH2. Entendendo que a avaliação da sensibilidade ainda é uma área que requer mais estudos, o presente trabalho é focado na utilização das análises de sensibilidade estática e dinâmica. Para isso foram geradas diversas séries temporais de dados de entradas do modelo hidrológico obtidas pela perturbação da série de dados observados. A perturbação foi representada por erros aleatórios (seguindo uma distribuição normal ou uniforme) ou sistemáticos incorporados ás séries temporais das variáveis: precipitação e evapotranspiração. Posteriormente, as análises de sensibilidade estática e dinâmica foram executadas. Para efetuar o acompanhamento da interferência dos erros, na eficiência do modelo, foi feita a avaliação dos resultados obtidos com a aplicação do modelo WIN_IPH2 para diferentes medidas de desempenho, e verificado o impacto dos erros nos dados de entrada no desempenho do modelo (sensibilidade estática) e no desempenho do modelo e na estimativa dos parâmetros (sensibilidade dinâmica). Na análise de sensibilidade estática verificou-se o decaimento mais acentuado da eficiência do modelo, em comparação com a análise de sensibilidade dinâmica, onde o modelo consegue contornar os erros nos dados de entrada com a alteração dos valores dos parâmetros. Por fim, o presente estudo confirmou as conclusões obtidas em estudos anteriores: Oudin et al. (2006), Andréassian et al. (2004), Kavetski et al. (2003). Além disso, o presente estudo apontou para outros fatores, na medida em que, observa-se junto à tendência do desempenho do modelo cair quando a intensidade do erro gerado é elevada, a importância de avaliar o possível comprometimento de dados em eventos extremos, uma vez que, nessa situação o desempenho do modelo passa a ser afetado de forma mais acentuada. / The hydrologic models had been used to support the decision making in water resources management. Since the input data of those models are subject to several kinds of errors, this study aimed to assess how this errors affect the model performance and the estimate of its parameters. The hydrologic model IPH II was used. Perceiving that the sensitivity analysis is still a field that requires further knowledge, this study was focused in the use of the dynamic and the static sensitivity procedures. In this sense, several time series of input data were obtained through the perturbations of an observed time serie. The perturbation was represented by the addition of random errors (with a normal or uniform distribution) or systematic errors to the observed time series of evapotranspiration and precipitation. Then, the static and dynamic sensibility analysis were performed. The effect of input data errors was assessed for several calibration processes of the IPH II using several performance measures. Thus, modification of the model performance (static sensitivity analysis) and model performance and parameter estimation (dynamic sensitivity analysis) were estimated. In the static sensitivity analysis it was found a most pronounced decay of the model efficiency in comparison with the dynamic sensitivity analysis, where the model can circumvent the errors in the input data with modification of the optimum parameter values. Finally, this study confirmed the conclusions of other previous studies as Oudin et al. (2006), Andréassian et al. (2004), Kavetski et al. (2003). In addition this study found other factors, as was observed that if the intensity of the error is high in an extreme event of precipitation, it reduced the model performance more than when it is low, in spite of the time series of errors have the same statistics.

A aplicação de modelos hidrológicos vem sendo bastante utilizada como apoio à tomada de decisão no planejamento dos recursos hídricos. Tendo em vista que os dados que servem de entrada para esses modelos estão sujeitos a erros diversos, o presente estudo teve o intuito de contribuir com o conhecimento do impacto desses erros no desempenho do modelo e na estimativa de seus parâmetros. O modelo analisado foi o IPH II fazendo uso do programa computacional WIN_IPH2. Entendendo que a avaliação da sensibilidade ainda é uma área que requer mais estudos, o presente trabalho é focado na utilização das análises de sensibilidade estática e dinâmica. Para isso foram geradas diversas séries temporais de dados de entradas do modelo hidrológico obtidas pela perturbação da série de dados observados. A perturbação foi representada por erros aleatórios (seguindo uma distribuição normal ou uniforme) ou sistemáticos incorporados ás séries temporais das variáveis: precipitação e evapotranspiração. Posteriormente, as análises de sensibilidade estática e dinâmica foram executadas. Para efetuar o acompanhamento da interferência dos erros, na eficiência do modelo, foi feita a avaliação dos resultados obtidos com a aplicação do modelo WIN_IPH2 para diferentes medidas de desempenho, e verificado o impacto dos erros nos dados de entrada no desempenho do modelo (sensibilidade estática) e no desempenho do modelo e na estimativa dos parâmetros (sensibilidade dinâmica). Na análise de sensibilidade estática verificou-se o decaimento mais acentuado da eficiência do modelo, em comparação com a análise de sensibilidade dinâmica, onde o modelo consegue contornar os erros nos dados de entrada com a alteração dos valores dos parâmetros. Por fim, o presente estudo confirmou as conclusões obtidas em estudos anteriores: Oudin et al. (2006), Andréassian et al. (2004), Kavetski et al. (2003). Além disso, o presente estudo apontou para outros fatores, na medida em que, observa-se junto à tendência do desempenho do modelo cair quando a intensidade do erro gerado é elevada, a importância de avaliar o possível comprometimento de dados em eventos extremos, uma vez que, nessa situação o desempenho do modelo passa a ser afetado de forma mais acentuada. / The hydrologic models had been used to support the decision making in water resources management. Since the input data of those models are subject to several kinds of errors, this study aimed to assess how this errors affect the model performance and the estimate of its parameters. The hydrologic model IPH II was used. Perceiving that the sensitivity analysis is still a field that requires further knowledge, this study was focused in the use of the dynamic and the static sensitivity procedures. In this sense, several time series of input data were obtained through the perturbations of an observed time serie. The perturbation was represented by the addition of random errors (with a normal or uniform distribution) or systematic errors to the observed time series of evapotranspiration and precipitation. Then, the static and dynamic sensibility analysis were performed. The effect of input data errors was assessed for several calibration processes of the IPH II using several performance measures. Thus, modification of the model performance (static sensitivity analysis) and model performance and parameter estimation (dynamic sensitivity analysis) were estimated. In the static sensitivity analysis it was found a most pronounced decay of the model efficiency in comparison with the dynamic sensitivity analysis, where the model can circumvent the errors in the input data with modification of the optimum parameter values. Finally, this study confirmed the conclusions of other previous studies as Oudin et al. (2006), Andréassian et al. (2004), Kavetski et al. (2003). In addition this study found other factors, as was observed that if the intensity of the error is high in an extreme event of precipitation, it reduced the model performance more than when it is low, in spite of the time series of errors have the same statistics.